COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      336,754
COMMITMENTS
 111,658   17,913   86,008  117,839  224,593  315,506  328,514   21,248    8,240

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      9,463)
  -1,525     -720    5,477    4,339    4,847    8,291    9,603    1,171     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.2      5.3     25.5     35.0     66.7     93.7     97.6      6.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     177       57       82       71       76      286      182                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       23,888
COMMITMENTS
  10,830      707    3,488    6,264   18,135   20,582   22,330    3,305    1,558

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,666)
     647     -173      432      433    1,359    1,512    1,618      154       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.3      3.0     14.6     26.2     75.9     86.2     93.5     13.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      46       13       12       21       22       72       42                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      263,143
COMMITMENTS
  62,630   37,128   71,467  117,795  144,315  251,892  252,910   11,251   10,233

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      4,806)
  -4,313   12,228    6,256    3,966  -16,347    5,910    2,137   -1,103    2,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     14.1     27.2     44.8     54.8     95.7     96.1      4.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      83       69       84       60       49      187      166                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,080,398
COMMITMENTS
 332,216   23,078  226,655  410,619  781,716  969,490  1031450  110,908   48,948

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        973)
   1,059    3,841     -280  -13,035  -11,444  -12,256   -7,884   13,229    8,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7      2.1     21.0     38.0     72.4     89.7     95.5     10.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
     100       32       65       85       86      210      163                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      232,572
COMMITMENTS
  59,380   17,100   57,535  103,143  150,905  220,058  225,539   12,514    7,033

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -5,809)
  -2,681   -1,388   -3,358    1,671     -636   -4,369   -5,382   -1,440     -427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5      7.4     24.7     44.3     64.9     94.6     97.0      5.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
     158       84      131      135      124      365      282                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       63,312
COMMITMENTS
  41,254   18,841    5,512    8,134   36,723   54,901   61,076    8,412    2,236

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      6,341)
   5,960   -1,994      458      441    7,378    6,859    5,842     -518      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.2     29.8      8.7     12.8     58.0     86.7     96.5     13.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      95       25       17       10        8      115       42                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      327,650
COMMITMENTS
  56,442   64,381    6,424  245,134  240,401  308,000  311,206   19,651   16,445

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,278)
   8,322   -1,176   -1,239   -7,926    2,702     -843      287    2,121      991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2     19.6      2.0     74.8     73.4     94.0     95.0      6.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      59       42       14      100      103      164      154                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      224,223
COMMITMENTS
  40,643    8,375    1,822  174,480  210,025  216,945  220,222    7,278    4,001

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      2,328)
  -1,143   -2,443      130    4,064    4,545    3,051    2,232     -723       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1      3.7      0.8     77.8     93.7     96.8     98.2      3.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      22       12        6       58       51       81       68                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      764,858
COMMITMENTS
 250,844   71,190   10,829  483,103  675,168  744,776  757,187   20,082    7,671

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     15,476)
  17,373   -4,793     -802     -601   21,658   15,970   16,063     -494     -587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.8      9.3      1.4     63.2     88.3     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     106       38       22      117       83      231      135                  



Updated July 29, 2016