COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      200,824
COMMITMENTS
  87,955   41,239   13,095   83,046  137,761  184,096  192,095   16,728    8,729

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:    -10,569)
  -2,259   -2,439   -3,619   -2,891   -4,258   -8,769  -10,316   -1,800     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     20.5      6.5     41.4     68.6     91.7     95.7      8.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
     125       69       53       59       64      216      162                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       17,891
COMMITMENTS
   7,815    1,395      279    6,501   14,794   14,595   16,468    3,296    1,423

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:        331)
     418       76      -31      -75      214      312      259       19       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7      7.8      1.6     36.3     82.7     81.6     92.0     18.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      28       14        6       21       18       55       33                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      198,008
COMMITMENTS
  69,947   26,356   24,881   91,517  140,230  186,345  191,467   11,663    6,541

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     -8,195)
   4,843   -3,630   -1,627   -9,635   -1,915   -6,419   -7,172   -1,776   -1,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     13.3     12.6     46.2     70.8     94.1     96.7      5.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      97       43       60       58       47      182      134                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      940,081
COMMITMENTS
 328,829   66,760   92,533  413,629  737,165  834,991  896,458  105,090   43,623

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     40,288)
   9,978    3,583    2,641   24,056   30,272   36,675   36,496    3,613    3,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0      7.1      9.8     44.0     78.4     88.8     95.4     11.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
     106       33       72       83       86      219      170                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      182,178
COMMITMENTS
  50,147   25,283   30,401   88,275  118,309  168,823  173,993   13,355    8,185

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     -6,647)
   6,136  -10,188   -5,169   -7,245    8,741   -6,278   -6,616     -369      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     13.9     16.7     48.5     64.9     92.7     95.5      7.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     145       85      104      131      115      337      262                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       50,315
COMMITMENTS
  32,024   27,332    2,985    8,357   17,791   43,366   48,108    6,949    2,207

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:    -19,824)
  -5,963     -856   -4,541   -8,672  -13,942  -19,176  -19,339     -648     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.6     54.3      5.9     16.6     35.4     86.2     95.6     13.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      70       39       14        7       10       85       58                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      401,460
COMMITMENTS
  67,704   83,189    7,539  302,937  292,490  378,180  383,218   23,280   18,242

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:      3,898)
   6,272   -3,331    3,008  -10,618    3,187   -1,338    2,864    5,236    1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     20.7      1.9     75.5     72.9     94.2     95.5      5.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      46       50       17      108      123      165      181                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      209,525
COMMITMENTS
  37,675    7,266    4,200  158,202  191,661  200,077  203,127    9,448    6,398

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     28,527)
    -462      981      815   26,270   24,110   26,623   25,906    1,904    2,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      3.5      2.0     75.5     91.5     95.5     96.9      4.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      19       13        8       66       53       89       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 06/14/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      681,609
COMMITMENTS
 188,909   92,904   13,077  444,407  548,391  646,393  654,372   35,216   27,237

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:     33,468)
  -5,796   -1,587    4,284   19,429   13,754   17,917   16,451   15,551   17,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     13.6      1.9     65.2     80.5     94.8     96.0      5.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      92       42       31      122       87      227      150                  



Updated June 17, 2016