COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      189,263
COMMITMENTS
  85,977   40,752    8,696   79,429  132,607  174,102  182,055   15,161    7,208

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -11,561)
  -1,978     -487   -4,399   -3,617   -5,154   -9,994  -10,040   -1,567   -1,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.4     21.5      4.6     42.0     70.1     92.0     96.2      8.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
     124       62       40       51       61      197      144                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       16,925
COMMITMENTS
   7,625    1,166      233    6,019   14,177   13,877   15,576    3,048    1,349

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -966)
    -190     -229      -46     -482     -617     -718     -892     -248      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1      6.9      1.4     35.6     83.8     82.0     92.0     18.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      28       10        4       19       18       50       31                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      187,149
COMMITMENTS
  68,036   23,835   23,754   85,045  133,659  176,835  181,248   10,314    5,901

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -10,859)
  -1,911   -2,521   -1,127   -6,472   -6,571   -9,510  -10,219   -1,349     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     12.7     12.7     45.4     71.4     94.5     96.8      5.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      92       43       59       54       45      177      127                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      899,424
COMMITMENTS
 349,725   32,409   62,485  392,812  767,114  805,022  862,008   94,402   37,416

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -40,657)
  20,896  -34,351  -30,048  -20,817   29,949  -29,969  -34,450  -10,688   -6,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9      3.6      6.9     43.7     85.3     89.5     95.8     10.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
     113       25       64       86       85      220      160                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      174,909
COMMITMENTS
  55,652   23,271   27,586   79,542  116,900  162,780  167,757   12,129    7,152

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -7,269)
   5,505   -2,012   -2,815   -8,733   -1,409   -6,043   -6,236   -1,226   -1,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     13.3     15.8     45.5     66.8     93.1     95.9      6.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     160       76       88      127      117      332      248                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       50,649
COMMITMENTS
  34,097   24,725    3,218    7,157   20,352   44,472   48,295    6,177    2,354

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        334)
   2,073   -2,607      233   -1,200    2,561    1,106      187     -772      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3     48.8      6.4     14.1     40.2     87.8     95.4     12.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      71       34       14        7       10       86       55                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      332,943
COMMITMENTS
  56,489   75,660    6,227  252,618  236,581  315,334  318,468   17,609   14,475

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -68,517)
 -11,215   -7,529   -1,312  -50,319  -55,909  -62,846  -64,750   -5,671   -3,767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     22.7      1.9     75.9     71.1     94.7     95.7      5.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      43       46       13       99      106      149      158                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      196,468
COMMITMENTS
  39,917    7,649    3,674  147,152  180,937  190,743  192,260    5,725    4,208

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -13,057)
   2,242      383     -526  -11,050  -10,724   -9,334  -10,867   -3,723   -2,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      3.9      1.9     74.9     92.1     97.1     97.9      2.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      19       13        6       62       50       83       67                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      616,823
COMMITMENTS
 192,282   69,964   10,396  396,016  525,686  598,694  606,046   18,129   10,777

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -64,786)
   3,373  -22,940   -2,681  -48,391  -22,705  -47,699  -48,326  -17,087  -16,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     11.3      1.7     64.2     85.2     97.1     98.3      2.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      93       41       24      106       76      209      131                  



Updated June 24, 2016