COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      193,936
COMMITMENTS
  75,247   43,500   19,033   84,896  121,802  179,176  184,335   14,760    9,601

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      3,173)
   2,074     -991     -409    1,035    4,596    2,700    3,196      473      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     22.4      9.8     43.8     62.8     92.4     95.0      7.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
     109       78       69       54       63      204      181                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       14,296
COMMITMENTS
   5,258      693      303    6,261   12,092   11,822   13,088    2,474    1,208

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,129)
     916       46       37        2      760      955      843      174      286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      4.8      2.1     43.8     84.6     82.7     91.6     17.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      30        9        7       19       17       53       30                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      237,330
COMMITMENTS
  71,189   33,758   45,000  108,517  150,379  224,706  229,137   12,624    8,193

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -4,772)
 -11,952    4,982     -795    8,168   -9,348   -4,579   -5,161     -193      389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     14.2     19.0     45.7     63.4     94.7     96.5      5.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      96       51       66       58       46      186      143                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      868,549
COMMITMENTS
 309,409   59,055   90,782  373,264  674,558  773,455  824,395   95,094   44,154

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     20,471)
  -1,450      530    6,927   16,430   11,198   21,907   18,655   -1,436    1,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6      6.8     10.5     43.0     77.7     89.1     94.9     10.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      92       40       72       79       74      206      160                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      186,763
COMMITMENTS
  41,990   31,768   35,469   96,610  112,268  174,069  179,505   12,694    7,258

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:       -721)
  -6,343    4,731     -183    4,298   -5,689   -2,228   -1,141    1,507      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     17.0     19.0     51.7     60.1     93.2     96.1      6.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     108      103      111      138      115      320      273                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       61,266
COMMITMENTS
  34,618   23,440    4,228   15,061   31,208   53,907   58,876    7,359    2,390

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -4,146)
  -4,308   -5,040      757     -285      479   -3,836   -3,804     -310     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.5     38.3      6.9     24.6     50.9     88.0     96.1     12.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      76       36       16       12        8       98       54                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      401,175
COMMITMENTS
  58,715   95,771    4,595  321,481  284,091  384,791  384,457   16,384   16,718

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     10,881)
   8,709       33   -1,065    1,958   13,728    9,602   12,696    1,279   -1,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     23.9      1.1     80.1     70.8     95.9     95.8      4.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      43       55       13       99      115      148      177                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      185,265
COMMITMENTS
  40,765    5,871    2,875  134,760  172,548  178,400  181,294    6,865    3,971

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -6,492)
    -917     -790        0   -6,158   -5,341   -7,075   -6,131      583     -361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      3.2      1.6     72.7     93.1     96.3     97.9      3.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      19       12        4       60       51       79       67                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      617,170
COMMITMENTS
 193,073   99,226    9,494  397,088  495,803  599,655  604,523   17,515   12,647

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:     -3,733)
   2,533     -920      946   -7,937   -5,158   -4,458   -5,132      725    1,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     16.1      1.5     64.3     80.3     97.2     98.0      2.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      94       51       24      110       90      212      157                  



Updated May 27, 2016