COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      253,355
COMMITMENTS
 114,550   33,008   18,736  102,777  194,047  236,063  245,791   17,292    7,564

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     13,933)
   9,183    1,998    2,974    1,157    8,584   13,314   13,556      619      377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     13.0      7.4     40.6     76.6     93.2     97.0      6.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
     150       56       61       57       69      239      162                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       17,057
COMMITMENTS
  10,226    2,448      559    3,304   12,589   14,089   15,596    2,968    1,461

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        559)
     453      161      183        6      131      642      475      -83       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.0     14.4      3.3     19.4     73.8     82.6     91.4     17.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      35       20        7       14       17       55       38                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      220,380
COMMITMENTS
  72,853   49,673   23,700  112,751  138,012  209,304  211,385   11,076    8,995

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      4,199)
   5,217     -792   -2,116    1,381    7,730    4,482    4,822     -283     -623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     22.5     10.8     51.2     62.6     95.0     95.9      5.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      85       56       68       56       46      175      146                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      857,858
COMMITMENTS
 365,849   36,553   80,291  314,882  701,822  761,022  818,666   96,836   39,192

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:    -38,780)
   4,940    2,573  -11,074  -29,884  -32,627  -36,018  -41,128   -2,762    2,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6      4.3      9.4     36.7     81.8     88.7     95.4     11.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
     112       27       60       71       71      202      144                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      185,532
COMMITMENTS
  70,148   21,897   26,817   76,870  130,670  173,835  179,384   11,697    6,148

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      3,995)
  -1,130      798     -212    5,226    4,213    3,884    4,799      111     -804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     11.8     14.5     41.4     70.4     93.7     96.7      6.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     144       77      110      127      120      329      263                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       50,534
COMMITMENTS
  31,260   19,055    4,421    7,377   24,798   43,058   48,274    7,476    2,260

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      2,570)
     992    3,187      905      226   -1,526    2,123    2,566      447        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.9     37.7      8.7     14.6     49.1     85.2     95.5     14.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      73       34       17        7        9       92       50                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      330,116
COMMITMENTS
  70,340   58,872    9,018  229,538  247,597  308,896  315,487   21,220   14,629

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      7,382)
   1,482   -2,225    1,597    3,241    6,717    6,320    6,089    1,062    1,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     17.8      2.7     69.5     75.0     93.6     95.6      6.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      52       47       20       94      101      154      160                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      210,580
COMMITMENTS
  37,496   12,593    2,338  162,432  191,782  202,266  206,713    8,314    3,867

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,409)
    -247      614       -2    1,712    1,013    1,463    1,625      -54     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      6.0      1.1     77.1     91.1     96.1     98.2      3.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      18       13        5       57       50       76       67                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      850,885
COMMITMENTS
 281,434   58,654   13,100  534,693  770,160  829,227  841,914   21,658    8,971

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     36,616)
   4,397     -327      256   30,483   37,771   35,136   37,700    1,480   -1,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1      6.9      1.5     62.8     90.5     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
     107       36       21      131       82      248      129                  



Updated September 30, 2016