COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      202,777
COMMITMENTS
  81,548   41,255   19,897   84,674  131,356  186,119  192,508   16,658   10,269

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      8,841)
   6,301   -2,245      864     -222    9,554    6,943    8,173    1,898      668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     20.3      9.8     41.8     64.8     91.8     94.9      8.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
     114       70       61       53       65      198      175                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       15,081
COMMITMENTS
   5,628    1,027      272    6,444   12,568   12,344   13,867    2,737    1,214

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        785)
     370      334      -31      183      476      522      779      263        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3      6.8      1.8     42.7     83.3     81.9     92.0     18.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      29       12        9       20       18       55       33                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      220,225
COMMITMENTS
  66,841   34,780   31,379  109,932  147,185  208,152  213,344   12,073    6,881

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:    -17,105)
  -4,348    1,022  -13,621    1,415   -3,194  -16,554  -15,793     -551   -1,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     15.8     14.2     49.9     66.8     94.5     96.9      5.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      95       49       73       59       46      187      148                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      895,498
COMMITMENTS
 311,304   55,945   97,628  389,376  700,608  798,308  854,181   97,190   41,317

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     26,949)
   1,895   -3,110    6,846   16,112   26,050   24,853   29,786    2,096   -2,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      6.2     10.9     43.5     78.2     89.1     95.4     10.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
     102       35       73       75       72      209      156                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      196,842
COMMITMENTS
  40,334   39,096   39,549  102,226  110,446  182,109  189,091   14,733    7,751

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     10,079)
  -1,656    7,328    4,080    5,616   -1,822    8,040    9,586    2,039      493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     19.9     20.1     51.9     56.1     92.5     96.1      7.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     119      102      103      137      113      320      269                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       62,195
COMMITMENTS
  34,099   24,193    4,029   15,663   31,709   53,791   59,931    8,404    2,264

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        929)
    -519      753     -199      602      501     -116    1,055    1,045     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.8     38.9      6.5     25.2     51.0     86.5     96.4     13.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      75       37       16       12        8       96       55                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      394,574
COMMITMENTS
  61,268   92,274    5,075  310,921  279,757  377,264  377,106   17,310   17,468

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -6,601)
   2,553   -3,497      480  -10,560   -4,334   -7,527   -7,351      926      750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     23.4      1.3     78.8     70.9     95.6     95.6      4.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      44       49       13       99      112      148      169                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      183,128
COMMITMENTS
  38,706    6,005    3,433  133,836  169,248  175,975  178,686    7,153    4,442

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -2,137)
  -2,059      134      558     -924   -3,300   -2,425   -2,608      288      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      3.3      1.9     73.1     92.4     96.1     97.6      3.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      19       12        5       59       50       79       66                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 05/31/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      613,026
COMMITMENTS
 187,674   96,755   10,114  395,851  492,800  593,639  599,669   19,387   13,357

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -4,144)
  -5,399   -2,471      620   -1,237   -3,003   -6,016   -4,854    1,872      710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     15.8      1.6     64.6     80.4     96.8     97.8      3.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      87       46       23      115       84      212      143                  



Updated June 3, 2016