COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      170,519
COMMITMENTS
  69,688   31,728    9,247   79,884  116,788  158,819  157,763   11,700   12,756

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -5,878)
  -2,672    2,720   -2,109    1,116   -7,168   -3,665   -6,557   -2,213      679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     18.6      5.4     46.8     68.5     93.1     92.5      6.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
     100       82       51       47       60      172      175                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       15,326
COMMITMENTS
   5,818    2,390      417    6,232   11,532   12,467   14,339    2,859      987

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:       -210)
     215     -284      -89     -466       97     -340     -276      130       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     15.6      2.7     40.7     75.2     81.3     93.6     18.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      29       11        8       21       14       54       29                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      241,947
COMMITMENTS
 106,032   37,554   37,635   84,054  159,526  227,721  234,715   14,226    7,232

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      8,247)
   6,204    5,465     -413    2,086    2,410    7,877    7,462      370      785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     15.5     15.6     34.7     65.9     94.1     97.0      5.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
     118       44       55       53       45      202      122                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      861,967
COMMITMENTS
 265,054   70,578   91,936  411,004  653,419  767,994  815,933   93,973   46,034

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     23,886)
  18,336   -3,130    5,638   -5,620   24,452   18,354   26,960    5,532   -3,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      8.2     10.7     47.7     75.8     89.1     94.7     10.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      86       43       61       78       77      191      159                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      172,995
COMMITMENTS
  37,127   54,229   28,382   96,902   82,895  162,411  165,506   10,584    7,489

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:    -13,054)
  -1,255   -9,661   -1,867   -8,623     -724  -11,745  -12,252   -1,309     -802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     31.3     16.4     56.0     47.9     93.9     95.7      6.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     123      109       85      131      103      302      261                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       91,193
COMMITMENTS
  64,881   18,735    3,225    9,433   67,538   77,539   89,498   13,654    1,695

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,201)
    -815     -434    1,122      963    1,102    1,270    1,790      -69     -589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.1     20.5      3.5     10.3     74.1     85.0     98.1     15.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
     136       28       19       12        8      161       45                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      396,081
COMMITMENTS
  49,544   91,040    6,211  320,633  283,999  376,388  381,250   19,693   14,831

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      7,636)
   7,380    3,553       10     -885    6,457    6,505   10,020    1,131   -2,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     23.0      1.6     81.0     71.7     95.0     96.3      5.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      45       60       16      101      107      153      177                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      167,917
COMMITMENTS
  45,000    8,066    3,043  113,370  153,067  161,413  164,176    6,504    3,741

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      2,924)
   1,201      131      -26    1,649    2,557    2,824    2,662      100      262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      4.8      1.8     67.5     91.2     96.1     97.8      3.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      20       10        3       54       52       75       64                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 11/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      448,159
COMMITMENTS
 130,594   70,181   12,742  289,129  355,899  432,465  438,822   15,694    9,337

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      2,821)
     329    1,981     -643    1,879    3,241    1,565    4,579    1,256   -1,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     15.7      2.8     64.5     79.4     96.5     97.9      3.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      66       49       19      104       84      183      139                  



Updated November 30, 2015