COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      183,390
COMMITMENTS
  85,083   20,554   10,872   72,790  142,632  168,745  174,058   14,645    9,332

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -1,042)
  -1,333     -319      368     -472     -708   -1,437     -659      395     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     11.2      5.9     39.7     77.8     92.0     94.9      8.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
     118       63       61       46       67      196      167                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       14,241
COMMITMENTS
   5,589    1,989      193    5,941   11,214   11,723   13,396    2,518      845

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         59)
     146      -36      -63     -237      268     -154      169      213     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     14.0      1.4     41.7     78.7     82.3     94.1     17.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      30       10        6       23       13       56       26                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      221,804
COMMITMENTS
  86,942   23,737   40,462   82,290  151,778  209,694  215,977   12,110    5,827

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -2,990)
  -3,851   -2,246      -53      331     -262   -3,573   -2,561      583     -429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     10.7     18.2     37.1     68.4     94.5     97.4      5.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
     112       38       60       53       44      192      123                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      859,958
COMMITMENTS
 246,059   53,997  102,341  423,281  662,039  771,681  818,377   88,277   41,581

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -7,659)
  -6,041   -1,423    2,772   -2,525   -9,628   -5,794   -8,279   -1,865      620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      6.3     11.9     49.2     77.0     89.7     95.2     10.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      86       34       62       80       72      194      147                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      172,364
COMMITMENTS
  35,045   45,523   27,111   98,756   91,779  160,912  164,413   11,452    7,951

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -813)
     -85   -1,055      317   -1,405      216   -1,173     -522      360     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     26.4     15.7     57.3     53.2     93.4     95.4      6.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
     110      101       80      130      101      280      249                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       64,418
COMMITMENTS
  47,235   13,620    1,926    6,173   47,595   55,334   63,141    9,084    1,277

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -653)
    -691     -899      176      166      403     -349     -320     -304     -333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.3     21.1      3.0      9.6     73.9     85.9     98.0     14.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
     109       24       10       10        8      124       39                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      365,067
COMMITMENTS
  42,667   92,256    2,959  302,918  255,176  348,544  350,391   16,523   14,676

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -7,752)
    -995    1,392     -139   -6,966   -8,715   -8,100   -7,462      348     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     25.3      0.8     83.0     69.9     95.5     96.0      4.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      41       56        9       91      100      136      161                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      167,544
COMMITMENTS
  42,276    6,700    2,925  116,187  154,165  161,388  163,790    6,156    3,754

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -1,955)
  -2,017    1,481       79     -320   -3,785   -2,258   -2,225      303      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      4.0      1.7     69.3     92.0     96.3     97.8      3.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      18       14        2       58       46       76       62                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      451,239
COMMITMENTS
 121,674   83,846   12,635  298,485  344,778  432,794  441,259   18,445    9,980

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      3,671)
     603   -1,771      -14    2,225    5,020    2,814    3,235      857      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     18.6      2.8     66.1     76.4     95.9     97.8      4.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      62       59       19       98       82      173      147                  



Updated January 1, 2016