COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      183,962
COMMITMENTS
  85,931   38,822    9,276   74,213  128,051  169,420  176,149   14,542    7,813

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:       -295)
   1,148     -762      236   -1,438   -1,072      -54   -1,598     -241    1,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     21.1      5.0     40.3     69.6     92.1     95.8      7.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
     134       67       49       52       60      208      154                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       17,724
COMMITMENTS
   9,053    1,863       39    5,534   14,544   14,626   16,446    3,098    1,278

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        824)
     709      522      -26     -209      365      474      861      350      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1     10.5      0.2     31.2     82.1     82.5     92.8     17.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      34       12        3       15       14       50       28                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      205,072
COMMITMENTS
  77,127   28,197   25,764   91,103  144,841  193,994  198,802   11,078    6,270

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      8,598)
   3,563     -976    1,360    4,415    8,979    9,338    9,363     -740     -765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     13.7     12.6     44.4     70.6     94.6     96.9      5.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      96       46       68       54       46      191      132                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      842,090
COMMITMENTS
 340,083   36,450   62,337  346,402  713,032  748,822  811,819   93,268   30,271

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    -13,671)
  -5,976    3,462    5,119  -16,687  -16,564  -17,544   -7,983    3,873   -5,688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4      4.3      7.4     41.1     84.7     88.9     96.4     11.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
     106       31       61       78       82      208      156                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      176,566
COMMITMENTS
  58,947   21,317   25,485   79,598  122,438  164,030  169,240   12,536    7,326

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      4,420)
   2,011   -1,824    2,798   -1,176    2,932    3,633    3,906      787      514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     12.1     14.4     45.1     69.3     92.9     95.9      7.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
     158       79       92      128      119      342      248                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       51,060
COMMITMENTS
  32,442   20,163    3,991    7,419   25,073   43,852   49,227    7,208    1,833

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      3,357)
   1,384    1,284      575      140    2,955    2,099    4,814    1,258   -1,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5     39.5      7.8     14.5     49.1     85.9     96.4     14.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      66       30       13        9        9       85       45                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      332,346
COMMITMENTS
  38,028   76,447    5,711  273,131  234,817  316,870  316,975   15,476   15,371

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    -10,992)
  -4,416     -279      -98   -7,963   -9,080  -12,477   -9,457    1,485   -1,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     23.0      1.7     82.2     70.7     95.3     95.4      4.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      40       51       14      103      108      153      163                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      210,437
COMMITMENTS
  43,069   11,091    1,869  159,753  193,268  204,691  206,228    5,746    4,209

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      3,801)
    -387    2,810     -708    5,806    1,235    4,711    3,337     -910      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      5.3      0.9     75.9     91.8     97.3     98.0      2.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      20       16        6       63       52       85       72                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 07/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      653,187
COMMITMENTS
 184,943   77,942    9,740  438,575  554,132  633,258  641,814   19,929   11,373

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      9,486)
 -10,988    2,249       95   18,822    6,454    7,929    8,798    1,557      688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     11.9      1.5     67.1     84.8     96.9     98.3      3.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      92       47       21      112       82      216      138                  



Updated July 8, 2016