COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      232,894
COMMITMENTS
  67,855   37,795   46,343  105,116  134,540  219,314  218,679   13,580   14,216

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      7,012)
  -8,908   12,200    6,365   10,459  -14,020    7,916    4,545     -903    2,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1     16.2     19.9     45.1     57.8     94.2     93.9      5.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
     112       82       84       64       69      213      206                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       15,513
COMMITMENTS
   3,779    1,866    2,021    7,559   10,533   13,360   14,420    2,153    1,094

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     -1,439)
  -1,448      260     -225      529   -1,784   -1,144   -1,749     -295      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     12.0     13.0     48.7     67.9     86.1     93.0     13.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      22       18       12       26       16       57       37                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      272,864
COMMITMENTS
  66,875   31,738   80,760  113,533  152,045  261,168  264,543   11,696    8,321

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      6,244)
  -8,814   11,408    7,196    8,679  -13,384    7,061    5,220     -817    1,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     11.6     29.6     41.6     55.7     95.7     97.0      4.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      88       58       83       51       48      192      150                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,127,182
COMMITMENTS
 228,263   47,692  269,952  541,136  758,646  1039350  1076290   87,832   50,892

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:    -13,256)
 -26,806    5,026    5,016   10,740  -27,082  -11,050  -17,039   -2,207    3,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3      4.2     23.9     48.0     67.3     92.2     95.5      7.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      86       46       86       92       85      223      180                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      227,878
COMMITMENTS
  34,239   52,988   58,391  122,600  107,020  215,230  218,399   12,648    9,478

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     24,055)
   1,530   15,203    5,997   14,855    1,637   22,382   22,838    1,672    1,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     23.3     25.6     53.8     47.0     94.4     95.8      5.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
     137      128      115      135      110      325      305                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       74,146
COMMITMENTS
  53,223   10,578    1,734    9,056   60,304   64,014   72,616   10,132    1,530

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:       -688)
    -365   -2,398      -71     -481    1,982     -918     -488      229     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.8     14.3      2.3     12.2     81.3     86.3     97.9     13.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
     112       22       13        8        8      125       40                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      406,047
COMMITMENTS
  41,553   96,600    3,108  345,555  286,922  390,216  386,630   15,831   19,417

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     29,801)
    -573    4,037      360   30,296   23,695   30,083   28,092     -282    1,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     23.8      0.8     85.1     70.7     96.1     95.2      3.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      37       53       11       95      104      138      162                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      185,741
COMMITMENTS
  42,548    8,115    2,746  134,358  170,498  179,652  181,359    6,089    4,382

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     12,785)
    -367    3,741     -255   12,773    8,196   12,151   11,682      634    1,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9      4.4      1.5     72.3     91.8     96.7     97.6      3.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      18       15        2       57       50       75       67                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      481,271
COMMITMENTS
 122,087   97,950   12,256  327,722  360,042  462,065  470,248   19,206   11,023

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      2,099)
  -2,195   11,527     -406    4,894   -7,578    2,293    3,543     -194   -1,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     20.4      2.5     68.1     74.8     96.0     97.7      4.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      65       53       21       96       87      174      148                  



Updated January 15, 2016