COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      184,257
COMMITMENTS
  84,783   39,584    9,040   75,651  129,123  169,474  177,747   14,783    6,510

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -5,006)
  -1,194   -1,168      344   -3,778   -3,484   -4,628   -4,308     -378     -698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0     21.5      4.9     41.1     70.1     92.0     96.5      8.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
     132       60       45       50       60      201      148                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       16,900
COMMITMENTS
   8,344    1,341       65    5,743   14,179   14,152   15,585    2,748    1,315

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        -25)
     719      175     -168     -276        2      275        9     -300      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4      7.9      0.4     34.0     83.9     83.7     92.2     16.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      33       11        3       16       14       50       27                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      196,474
COMMITMENTS
  73,564   29,173   24,404   86,688  135,862  184,656  189,439   11,818    7,035

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      9,325)
   5,528    5,338      650    1,643    2,203    7,821    8,191    1,504    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     14.8     12.4     44.1     69.2     94.0     96.4      6.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      97       38       64       55       48      181      134                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      855,761
COMMITMENTS
 346,059   32,988   57,218  363,089  729,596  766,366  819,802   89,395   35,959

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -43,663)
  -3,666      579   -5,267  -29,723  -37,518  -38,656  -42,206   -5,007   -1,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4      3.9      6.7     42.4     85.3     89.6     95.8     10.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
     111       23       59       82       80      209      151                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      172,146
COMMITMENTS
  56,936   23,141   22,687   80,774  119,506  160,397  165,334   11,749    6,812

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -2,763)
   1,284     -130   -4,899    1,232    2,606   -2,383   -2,423     -380     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     13.4     13.2     46.9     69.4     93.2     96.0      6.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     150       80       85      128      117      327      242                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       47,703
COMMITMENTS
  31,058   18,879    3,416    7,279   22,118   41,753   44,413    5,950    3,290

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -2,946)
  -3,039   -5,846      198      122    1,766   -2,719   -3,882     -227      936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.1     39.6      7.2     15.3     46.4     87.5     93.1     12.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      67       26       12        9       10       82       45                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      343,338
COMMITMENTS
  42,444   76,726    5,809  281,094  243,897  329,347  326,432   13,991   16,906

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     10,395)
 -14,045    1,066     -418   28,476    7,316   14,013    7,964   -3,618    2,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     22.3      1.7     81.9     71.0     95.9     95.1      4.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      43       50       12      101      105      151      160                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      206,636
COMMITMENTS
  43,456    8,281    2,577  153,947  192,033  199,980  202,891    6,656    3,745

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     10,168)
   3,539      632   -1,097    6,795   11,096    9,237   10,631      931     -463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      4.0      1.2     74.5     92.9     96.8     98.2      3.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      22       12        7       62       49       86       66                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      643,701
COMMITMENTS
 195,931   75,693    9,645  419,753  547,678  625,329  633,016   18,372   10,685

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     26,878)
   3,649    5,729     -751   23,737   21,992   26,635   26,970      243      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     11.8      1.5     65.2     85.1     97.1     98.3      2.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      87       44       23      112       78      211      133                  



Updated July 1, 2016