COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      184,432
COMMITMENTS
  86,416   20,873   10,504   73,262  143,340  170,182  174,717   14,250    9,715

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     -7,497)
  -8,066   -2,641      -90      607   -3,810   -7,549   -6,541       52     -956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     11.3      5.7     39.7     77.7     92.3     94.7      7.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
     120       63       63       46       67      199      170                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       14,182
COMMITMENTS
   5,443    2,025      256    6,178   10,946   11,877   13,227    2,305      955

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:       -859)
     159     -441     -202     -532      -85     -575     -728     -284     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     14.3      1.8     43.6     77.2     83.7     93.3     16.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      30       11        8       23       13       57       28                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      224,794
COMMITMENTS
  90,793   25,983   40,515   81,959  152,040  213,267  218,538   11,527    6,256

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -12,468)
 -16,800   -9,547    2,741    3,167   -4,671  -10,892  -11,477   -1,576     -991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     11.6     18.0     36.5     67.6     94.9     97.2      5.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
     110       44       62       51       44      190      130                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      867,617
COMMITMENTS
 252,100   55,420   99,569  425,806  671,667  777,475  826,656   90,142   40,961

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     21,552)
   2,942     -823    7,152   11,117   22,222   21,211   28,551      341   -6,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      6.4     11.5     49.1     77.4     89.6     95.3     10.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      83       37       63       79       72      192      149                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      173,177
COMMITMENTS
  35,130   46,578   26,794  100,161   91,563  162,085  164,935   11,092    8,242

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      6,264)
  -1,148    4,055      704    6,077    1,260    5,633    6,019      631      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     26.9     15.5     57.8     52.9     93.6     95.2      6.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
     110      105       80      133      102      284      254                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       65,071
COMMITMENTS
  47,926   14,519    1,750    6,007   47,192   55,683   63,461    9,388    1,610

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:     -6,424)
  -5,019   -1,524      311     -965   -5,507   -5,673   -6,720     -751      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.7     22.3      2.7      9.2     72.5     85.6     97.5     14.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
     110       21        9        9        9      122       38                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      372,819
COMMITMENTS
  43,662   90,864    3,098  309,884  263,891  356,644  357,853   16,175   14,966

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -38,217)
   1,826     -202   -2,191  -33,996  -31,227  -34,361  -33,620   -3,856   -4,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     24.4      0.8     83.1     70.8     95.7     96.0      4.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      40       53        8       95      102      139      159                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      169,499
COMMITMENTS
  44,293    5,219    2,846  116,507  157,950  163,646  166,015    5,853    3,484

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -24,951)
  -6,772   -2,854     -541   -3,702  -19,568  -11,015  -22,963  -13,936   -1,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      3.1      1.7     68.7     93.2     96.5     97.9      3.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      18       11        3       58       45       77       58                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      447,568
COMMITMENTS
 121,071   85,617   12,649  296,260  339,758  429,980  438,024   17,588    9,544

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:    -36,570)
  -9,447   -1,320   -4,128  -15,738  -25,356  -29,313  -30,804   -7,257   -5,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     19.1      2.8     66.2     75.9     96.1     97.9      3.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      62       55       19       91       84      166      145                  



Updated December 25, 2015