COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      211,393
COMMITMENTS
  90,214   43,678   16,714   85,937  142,019  192,865  202,411   18,528    8,982

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      8,616)
   8,666    2,423   -3,183    1,263   10,663    6,746    9,903    1,870   -1,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7     20.7      7.9     40.7     67.2     91.2     95.8      8.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
     130       65       63       53       70      218      175                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       17,560
COMMITMENTS
   7,397    1,319      310    6,576   14,580   14,283   16,209    3,277    1,351

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      2,479)
   1,769      292       38      132    2,012    1,939    2,342      540      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1      7.5      1.8     37.4     83.0     81.3     92.3     18.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      29       14        8       20       19       55       36                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      206,203
COMMITMENTS
  65,104   29,986   26,508  101,152  142,145  192,764  198,639   13,439    7,564

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -14,022)
  -1,737   -4,794   -4,871   -8,780   -5,040  -15,388  -14,705    1,366      683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     14.5     12.9     49.1     68.9     93.5     96.3      6.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      91       43       61       62       47      180      133                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      899,793
COMMITMENTS
 318,851   63,177   89,892  389,573  706,893  798,316  859,962  101,477   39,831

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      4,295)
   7,547    7,232   -7,736      197    6,285        8    5,781    4,287   -1,486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4      7.0     10.0     43.3     78.6     88.7     95.6     11.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
     104       32       73       78       77      210      165                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      188,825
COMMITMENTS
  44,011   35,471   35,570   95,520  109,568  175,101  180,609   13,724    8,216

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -8,017)
   3,677   -3,625   -3,979   -6,706     -878   -7,008   -8,482   -1,009      465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     18.8     18.8     50.6     58.0     92.7     95.6      7.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     135       89      105      137      117      338      261                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       70,139
COMMITMENTS
  37,987   28,188    7,526   17,029   31,733   62,542   67,447    7,597    2,692

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      7,944)
   3,888    3,995    3,497    1,366       24    8,751    7,516     -807      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.2     40.2     10.7     24.3     45.2     89.2     96.2     10.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      78       36       18       10        9      100       54                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      397,562
COMMITMENTS
  61,432   86,520    4,531  313,555  289,303  379,518  380,354   18,044   17,208

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      2,988)
     164   -5,754     -544    2,634    9,546    2,254    3,248      734     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     21.8      1.1     78.9     72.8     95.5     95.7      4.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      42       51       10      103      118      151      173                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      180,998
COMMITMENTS
  38,137    6,285    3,385  131,932  167,551  173,454  177,221    7,544    3,777

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -2,130)
    -569      280      -48   -1,904   -1,697   -2,521   -1,465      391     -665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      3.5      1.9     72.9     92.6     95.8     97.9      4.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      21       12        6       57       51       80       67                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      648,141
COMMITMENTS
 194,705   94,491    8,793  424,978  534,637  628,476  637,921   19,665   10,220

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     35,115)
   7,031   -2,264   -1,321   29,127   41,837   34,837   38,252      278   -3,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     14.6      1.4     65.6     82.5     97.0     98.4      3.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      93       40       25      121       89      223      145                  



Updated June 10, 2016