COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      191,929
COMMITMENTS
  94,482   23,514   10,594   72,655  147,150  177,731  181,258   14,198   10,671

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        148)
    -526   -2,791    2,051     -161      789    1,364       49   -1,216       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2     12.3      5.5     37.9     76.7     92.6     94.4      7.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
     117       75       63       46       66      197      177                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       15,041
COMMITMENTS
   5,284    2,466      458    6,710   11,031   12,452   13,955    2,589    1,086

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:         73)
     -22      188      -33       58     -215        3      -60       70      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     16.4      3.0     44.6     73.3     82.8     92.8     17.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      30       11        9       23       15       59       29                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      237,262
COMMITMENTS
 107,593   35,530   37,774   78,792  156,711  224,159  230,015   13,103    7,247

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     -5,299)
    -563   -1,560      372   -4,924   -4,270   -5,115   -5,458     -184      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     15.0     15.9     33.2     66.0     94.5     96.9      5.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
     117       45       59       49       47      195      131                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      846,065
COMMITMENTS
 249,158   56,243   92,417  414,689  649,445  756,264  798,105   89,801   47,960

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -18,663)
 -17,105   -4,298     -128    6,394  -15,131  -10,839  -19,557   -7,824      894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      6.6     10.9     49.0     76.8     89.4     94.3     10.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      82       38       61       79       76      189      152                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      166,913
COMMITMENTS
  36,278   42,523   26,090   94,084   90,303  156,452  158,916   10,461    7,997

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,158)
    -221    1,300   -1,030    1,994      360      743      630      415      528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     25.5     15.6     56.4     54.1     93.7     95.2      6.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     107      106       80      127      103      276      254                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       71,495
COMMITMENTS
  52,945   16,043    1,439    6,972   52,699   61,356   70,181   10,139    1,314

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -25,303)
 -15,383   -1,257   -3,098   -4,982  -21,039  -23,463  -25,394   -1,840       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.1     22.4      2.0      9.8     73.7     85.8     98.2     14.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
     117       23        8       11       10      131       40                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      411,036
COMMITMENTS
  41,836   91,066    5,289  343,880  295,118  391,005  391,473   20,031   19,563

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     27,322)
  -9,743    6,965   -1,743   37,674   19,232   26,188   24,454    1,134    2,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     22.2      1.3     83.7     71.8     95.1     95.2      4.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      41       56       15      109      115      159      177                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      194,450
COMMITMENTS
  51,065    8,073    3,387  120,209  177,518  174,661  188,978   19,789    5,472

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     17,538)
   2,232     -111      291    1,552   15,434    4,075   15,614   13,463    1,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      4.2      1.7     61.8     91.3     89.8     97.2     10.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      22       11        5       66       53       91       67                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 12/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      484,138
COMMITMENTS
 130,518   86,937   16,777  311,998  365,114  459,293  468,828   24,845   15,310

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     29,279)
   7,139   18,435      344   16,922    6,443   24,405   25,222    4,874    4,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     18.0      3.5     64.4     75.4     94.9     96.8      5.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      60       54       27      102       89      181      152                  



Updated December 18, 2015