COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      212,253
COMMITMENTS
  64,964   92,668   24,386  109,891   77,749  199,241  194,803   13,012   17,450

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      3,741)
  -3,644      784     -422    8,257    3,544    4,191    3,906     -450     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     43.7     11.5     51.8     36.6     93.9     91.8      6.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      87      124       68       61       59      186      219                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       12,196
COMMITMENTS
   2,897    2,427      142    7,595    8,278   10,634   10,847    1,562    1,349

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:       -220)
     111       96        4     -282     -282     -167     -182      -53      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     19.9      1.2     62.3     67.9     87.2     88.9     12.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      20       14        3       23       10       45       25                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      235,299
COMMITMENTS
  65,164   25,568   51,025  105,781  150,567  221,970  227,160   13,329    8,139

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:       -958)
   1,451   -1,754     -749   -2,724    1,239   -2,022   -1,264    1,064      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     10.9     21.7     45.0     64.0     94.3     96.5      5.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      95       39       63       52       44      178      131                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      768,590
COMMITMENTS
 199,349   61,690   86,916  398,922  574,984  685,187  723,590   83,403   45,000

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     17,517)
  24,397     -903  -10,134   -4,146   32,558   10,117   21,521    7,400   -4,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      8.0     11.3     51.9     74.8     89.1     94.1     10.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      88       32       70       78       74      199      152                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      190,078
COMMITMENTS
  45,991   32,549   38,416   95,197  110,076  179,604  181,041   10,474    9,037

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     -3,435)
   3,471  -12,941      400   -7,264    8,440   -3,393   -4,101      -42      666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     17.1     20.2     50.1     57.9     94.5     95.2      5.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     114      100       97      137      116      310      266                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       49,684
COMMITMENTS
  33,578   16,067      940    9,335   30,980   43,853   47,987    5,831    1,697

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:    -14,018)
  -6,869    1,998     -891   -6,466  -14,940  -14,226  -13,833      208     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.6     32.3      1.9     18.8     62.4     88.3     96.6     11.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      65       31        5        8        7       75       42                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      442,518
COMMITMENTS
  41,040  104,493    8,070  374,258  309,358  423,368  421,921   19,150   20,597

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     16,585)
   1,770     -903    4,921    6,728   11,403   13,419   15,421    3,166    1,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     23.6      1.8     84.6     69.9     95.7     95.3      4.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      37       56       22      112      125      159      194                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      204,382
COMMITMENTS
  43,110    6,192    5,021  147,239  187,088  195,370  198,301    9,012    6,081

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      8,389)
  -2,159      651      683    8,012    6,554    6,536    7,888    1,853      501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      3.0      2.5     72.0     91.5     95.6     97.0      4.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      20       15        7       66       57       90       76                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 03/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      686,790
COMMITMENTS
 157,946   96,158   29,188  451,383  518,869  638,517  644,215   48,273   42,575

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     91,336)
  -1,864  -10,957   22,781   39,842   49,144   60,759   60,968   30,577   30,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     14.0      4.2     65.7     75.5     93.0     93.8      7.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      83       54       31      106       90      205      161                  



Updated March 18, 2016