COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      182,594
COMMITMENTS
  74,780   38,773   16,009   79,604  114,290  170,393  169,072   12,201   13,522

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     -2,529)
  -6,227   11,767    1,133    3,539  -17,918   -1,555   -5,018     -974    2,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     21.2      8.8     43.6     62.6     93.3     92.6      6.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
     107       80       63       48       61      186      182                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       12,705
COMMITMENTS
   4,012    2,006      295    6,319    9,368   10,626   11,669    2,079    1,036

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     -1,320)
  -1,464     -191       79      382   -1,508   -1,003   -1,620     -317      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     15.8      2.3     49.7     73.7     83.6     91.8     16.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      23       13        9       25       11       53       28                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      219,892
COMMITMENTS
  76,365   32,917   43,259   89,090  135,783  208,714  211,959   11,178    7,933

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     -2,594)
  -4,515   11,388   -1,715    4,537  -13,311   -1,693   -3,638     -901    1,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     15.0     19.7     40.5     61.7     94.9     96.4      5.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      91       52       70       50       46      180      143                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      852,726
COMMITMENTS
 231,898   65,262  100,289  437,791  640,042  769,978  805,593   82,748   47,133

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:    -15,971)
 -18,594    4,813   -1,933    6,798  -22,870  -13,729  -19,990   -2,242    4,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      7.7     11.8     51.3     75.1     90.3     94.5      9.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      84       44       69       84       72      204      156                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      190,471
COMMITMENTS
  36,860   53,860   32,937  108,901   94,571  178,698  181,368   11,773    9,103

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     17,934)
   2,113   15,836    1,694   12,648     -807   16,455   16,723    1,479    1,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     28.3     17.3     57.2     49.7     93.8     95.2      6.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     120      123       88      130      100      292      275                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       73,868
COMMITMENTS
  53,224   10,505    1,641    8,936   60,272   63,801   72,418   10,067    1,450

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:       -607)
    -367   -2,377      -46     -451    2,004     -864     -419      257     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.1     14.2      2.2     12.1     81.6     86.4     98.0     13.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
     112       22       10        8        8      123       39                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      405,894
COMMITMENTS
  41,553   96,596    3,071  345,544  286,917  390,168  386,584   15,726   19,310

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     29,820)
    -573    4,029      365   30,299   23,693   30,091   28,087     -271    1,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     23.8      0.8     85.1     70.7     96.1     95.2      3.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      37       53       10       95      102      137      160                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      185,741
COMMITMENTS
  42,548    8,115    2,746  134,358  170,498  179,652  181,359    6,089    4,382

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     12,785)
    -367    3,741     -255   12,773    8,196   12,151   11,682      634    1,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      4.4      1.5     72.3     91.8     96.7     97.6      3.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      18       15        2       57       50       75       67                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      481,271
COMMITMENTS
 122,087   97,950   12,256  327,722  360,042  462,065  470,248   19,206   11,023

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      2,099)
  -2,195   11,527     -406    4,894   -7,578    2,293    3,543     -194   -1,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     20.4      2.5     68.1     74.8     96.0     97.7      4.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      65       53       21       96       87      174      148                  



Updated January 15, 2016