COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      187,997
COMMITMENTS
  71,410   77,481   17,383   87,474   75,771  176,267  170,635   11,730   17,362

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -680)
   1,659    3,763      -95   -1,471   -5,286       93   -1,618     -773      938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     41.2      9.2     46.5     40.3     93.8     90.8      6.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
     100      117       62       54       49      184      204                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       11,608
COMMITMENTS
   2,485    1,544       76    7,550    8,734   10,111   10,354    1,497    1,254

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -667)
    -275      220     -406      132     -551     -549     -737     -118       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     13.3      0.7     65.0     75.2     87.1     89.2     12.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      20        9        3       22       12       43       24                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      236,692
COMMITMENTS
  67,297   34,299   44,032  114,570  149,621  225,899  227,952   10,793    8,740

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      9,333)
     640   -2,838    2,881    4,639    9,073    8,160    9,116    1,173      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     14.5     18.6     48.4     63.2     95.4     96.3      4.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      94       45       64       51       43      175      133                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      798,205
COMMITMENTS
 195,073  128,425   95,742  437,529  514,994  728,344  739,161   69,861   59,044

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:    -24,551)
   1,533   13,142    2,774  -24,094  -28,854  -19,787  -12,938   -4,764  -11,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     16.1     12.0     54.8     64.5     91.2     92.6      8.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      77       44       64       81       73      188      160                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      181,121
COMMITMENTS
  37,899   45,170   30,050  102,804   97,790  170,753  173,010   10,368    8,111

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -7,303)
   3,309     -339   -3,082   -6,742   -3,769   -6,515   -7,190     -788     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     24.9     16.6     56.8     54.0     94.3     95.5      5.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     110      109       85      134      106      288      260                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       69,258
COMMITMENTS
  45,107   15,682    1,484   16,761   49,708   63,352   66,874    5,906    2,384

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -668)
  -1,663      254      440    1,483     -746      260      -52     -928     -616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.1     22.6      2.1     24.2     71.8     91.5     96.6      8.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      66       28       11       11        9       83       45                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      433,999
COMMITMENTS
  40,996   99,181    2,771  376,683  309,731  420,450  411,683   13,549   22,316

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -2,137)
  -1,871    5,132     -426    1,776  -10,140     -521   -5,434   -1,616    3,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     22.9      0.6     86.8     71.4     96.9     94.9      3.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      38       53       14       98      108      143      168                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      203,124
COMMITMENTS
  51,907    7,808    2,509  141,919  187,524  196,335  197,841    6,789    5,283

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,153)
     999       95      -35      -83    1,026      881    1,086      272       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      3.8      1.2     69.9     92.3     96.7     97.4      3.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      21       14        4       55       55       77       72                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      546,106
COMMITMENTS
 153,553  110,256    6,239  372,665  419,058  532,457  535,553   13,649   10,553

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        336)
   7,632    3,076   -1,890   -3,121     -611    2,621      575   -2,285     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     20.2      1.1     68.2     76.7     97.5     98.1      2.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      72       62       21      103       92      189      161                  



Updated February 26, 2016