COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      222,399
COMMITMENTS
  81,460   18,820   34,296   90,599  159,183  206,354  212,299   16,045   10,100

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -538)
  -1,626     -542    1,155     -520     -808     -992     -196      454     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.6      8.5     15.4     40.7     71.6     92.8     95.5      7.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
     121       69       78       65       74      227      186                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       17,358
COMMITMENTS
   5,545    1,293    2,277    6,970   12,894   14,792   16,463    2,566      894

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        202)
     196     -149       33     -245      425      -16      309      218     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.9      7.4     13.1     40.2     74.3     85.2     94.8     14.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      34       10       10       25       16       63       32                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      270,624
COMMITMENTS
  81,955   22,573   70,673  105,535  171,216  258,163  264,462   12,462    6,162

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -919)
  -5,030   -2,248    2,082    1,504     -333   -1,444     -499      525     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3      8.3     26.1     39.0     63.3     95.4     97.7      4.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
     113       44       70       55       46      200      136                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:    1,130,433
COMMITMENTS
 258,346   39,417  257,794  521,129  787,779  1037269  1084990   93,164   45,443

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    -14,806)
  -7,103    2,362   -2,063   -3,456  -14,770  -12,623  -14,471   -2,184     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9      3.5     22.8     46.1     69.7     91.8     96.0      8.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      88       36       81       87       82      213      169                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      202,942
COMMITMENTS
  32,855   45,145   47,924  110,098  101,625  190,877  194,694   12,065    8,248

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -1,025)
     -41   -1,019      227   -1,505       87   -1,319     -704      294     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     22.2     23.6     54.3     50.1     94.1     95.9      5.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
     124      115      107      136      112      313      286                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       64,695
COMMITMENTS
  47,228   13,684    2,024    6,298   47,660   55,550   63,368    9,145    1,327

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -659)
    -691     -900      173      161      406     -357     -321     -302     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.0     21.2      3.1      9.7     73.7     85.9     97.9     14.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
     109       24       13       10        8      126       40                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      365,339
COMMITMENTS
  42,667   92,247    3,022  302,953  255,177  348,643  350,447   16,696   14,892

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -7,688)
    -995    1,396     -129   -7,002   -8,759   -8,125   -7,491      438     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     25.2      0.8     82.9     69.8     95.4     95.9      4.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      41       56       10       91      102      137      163                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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