COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      190,763
COMMITMENTS
  73,173   44,491   19,442   83,861  117,206  176,476  181,139   14,287    9,624

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:      4,420)
     212     -291    3,024      749    1,957    3,985    4,690      435     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     23.3     10.2     44.0     61.4     92.5     95.0      7.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
     107       80       72       56       61      203      183                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       13,167
COMMITMENTS
   4,342      647      266    6,259   11,332   10,867   12,245    2,300      922

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        343)
     600      108      -36     -645      172      -81      244      424       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0      4.9      2.0     47.5     86.1     82.5     93.0     17.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      27       11        8       19       15       51       29                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      242,102
COMMITMENTS
  83,141   28,776   45,795  100,349  159,727  229,285  234,298   12,817    7,804

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     -3,185)
  -5,168    1,165   -1,053    1,648   -4,390   -4,573   -4,278    1,388    1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     11.9     18.9     41.4     66.0     94.7     96.8      5.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
     102       49       65       54       46      188      141                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      848,078
COMMITMENTS
 310,859   58,525   83,855  356,834  663,360  751,548  805,740   96,530   42,338

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     42,772)
  13,461   -7,097    6,363   10,142   37,927   29,966   37,193   12,806    5,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7      6.9      9.9     42.1     78.2     88.6     95.0     11.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      95       40       75       73       74      203      161                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      187,484
COMMITMENTS
  48,333   27,037   35,652   92,312  117,957  176,297  180,646   11,187    6,838

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     -1,772)
   3,527   -8,859   -1,651   -2,675    8,812     -799   -1,698     -973      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     14.4     19.0     49.2     62.9     94.0     96.4      6.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     125       89      101      133      112      325      254                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       65,412
COMMITMENTS
  38,926   28,480    3,471   15,346   30,729   57,743   62,680    7,669    2,732

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     -2,429)
  -3,908   -2,237      774    1,055     -466   -2,079   -1,929     -350     -500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.5     43.5      5.3     23.5     47.0     88.3     95.8     11.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      72       42       16       11        8       93       60                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      390,294
COMMITMENTS
  50,006   95,738    5,660  319,523  270,363  375,189  371,761   15,105   18,533

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:      3,356)
   2,089    2,154   -1,126    2,960       98    3,923    1,126     -567    2,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     24.5      1.5     81.9     69.3     96.1     95.3      3.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      38       54       13       99      108      144      168                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      191,757
COMMITMENTS
  41,682    6,661    2,875  140,918  177,889  185,475  187,425    6,282    4,332

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     -3,367)
  -1,821      737      -87     -976   -3,697   -2,884   -3,047     -483     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      3.5      1.5     73.5     92.8     96.7     97.7      3.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      22       12        4       57       53       79       69                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      620,903
COMMITMENTS
 190,540  100,146    8,548  405,025  500,961  604,113  609,655   16,790   11,248

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:     -3,422)
  -4,495     -433    1,393     -222   -1,605   -3,324     -645      -98   -2,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     16.1      1.4     65.2     80.7     97.3     98.2      2.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      94       53       22      118       87      221      153                  



Updated May 20, 2016