COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      211,732
COMMITMENTS
  64,003   90,040   26,757  108,403   78,227  199,163  195,024   12,569   16,708

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:       -521)
    -961   -2,628    2,371   -1,488      478      -78      221     -443     -742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     42.5     12.6     51.2     36.9     94.1     92.1      5.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      93      125       74       63       60      196      228                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       12,814
COMMITMENTS
   3,214    2,133      278    7,642    8,930   11,134   11,341    1,680    1,473

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:        618)
     317     -294      136       47      652      500      494      118      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     16.6      2.2     59.6     69.7     86.9     88.5     13.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      19       11        6       22       11       45       26                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      242,761
COMMITMENTS
  66,628   25,465   54,814  108,063  154,919  229,505  235,198   13,256    7,563

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      7,462)
   1,464     -103    3,789    2,282    4,352    7,535    8,038      -73     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     10.5     22.6     44.5     63.8     94.5     96.9      5.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
     102       37       71       51       42      186      133                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      827,890
COMMITMENTS
 237,051   62,452   90,176  405,266  626,989  732,493  779,617   95,397   48,273

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:     59,300)
  37,702      762    3,260    6,344   52,005   47,306   56,027   11,994    3,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      7.5     10.9     49.0     75.7     88.5     94.2     11.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      97       36       74       75       72      204      158                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      196,145
COMMITMENTS
  55,141   29,247   37,336   91,573  121,179  184,050  187,762   12,095    8,383

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      6,067)
   9,150   -3,302   -1,080   -3,624   11,103    4,446    6,721    1,621     -654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     14.9     19.0     46.7     61.8     93.8     95.7      6.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     122       92      105      137      122      322      266                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       52,614
COMMITMENTS
  35,761   18,087    1,463    8,968   30,252   46,192   49,802    6,422    2,812

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:      2,930)
   2,183    2,020      523     -367     -728    2,339    1,815      591    1,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.0     34.4      2.8     17.0     57.5     87.8     94.7     12.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      71       36       10       10        8       85       51                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      386,928
COMMITMENTS
  39,740  100,501    3,955  327,762  264,201  371,457  368,657   15,471   18,271

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:    -55,590)
  -1,300   -3,992   -4,115  -46,496  -45,157  -51,911  -53,264   -3,679   -2,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     26.0      1.0     84.7     68.3     96.0     95.3      4.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      39       54       15      102      104      149      165                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      180,608
COMMITMENTS
  39,522    5,594    4,963  129,877  164,820  174,362  175,377    6,246    5,231

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:    -23,774)
  -3,588     -598      -58  -17,362  -22,268  -21,008  -22,924   -2,766     -850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      3.1      2.7     71.9     91.3     96.5     97.1      3.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      20       13        5       61       48       82       65                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 03/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      606,285
COMMITMENTS
 166,330  112,818    6,482  417,084  475,971  589,896  595,271   16,389   11,014

CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST:    -80,505)
   8,384   16,660  -22,706  -34,299  -42,898  -48,621  -48,944  -31,884  -31,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     18.6      1.1     68.8     78.5     97.3     98.2      2.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      80       53       19      100       85      190      147                  



Updated March 25, 2016