COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      236,323
COMMITMENTS
 117,132   41,249   14,072   85,059  174,114  216,263  229,435   20,060    6,888

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      5,054)
  -1,475     -815    2,249    3,257    3,824    4,031    5,258    1,023     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.6     17.5      6.0     36.0     73.7     91.5     97.1      8.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     162       58       53       58       68      249      157                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       19,145
COMMITMENTS
  10,766    2,198      151    5,095   15,462   16,012   17,811    3,133    1,334

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,196)
     603      -76      119      342    1,096    1,064    1,139      132       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.2     11.5      0.8     26.6     80.8     83.6     93.0     16.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      39       13        2       17       19       57       33                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      218,588
COMMITMENTS
  74,141   37,009   36,023   97,518  135,728  207,682  208,760   10,906    9,828

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,464)
  -2,419   11,556    1,090    4,053  -13,714    2,724   -1,068   -1,260    2,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     16.9     16.5     44.6     62.1     95.0     95.5      5.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      85       57       74       59       45      177      151                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      830,909
COMMITMENTS
 330,593   38,638   69,145  332,041  682,804  731,779  790,587   99,130   40,322

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -1,554)
  -2,277    3,525     -971   -6,292  -10,410   -9,540   -7,856    7,986    6,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8      4.7      8.3     40.0     82.2     88.1     95.1     11.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      98       30       56       77       78      197      148                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      184,613
COMMITMENTS
  61,044   20,145   26,977   84,438  131,028  172,459  178,150   12,154    6,463

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -2,330)
  -3,427   -1,223   -1,058    3,345      253   -1,140   -2,028   -1,190     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     10.9     14.6     45.7     71.0     93.4     96.5      6.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
     145       77      103      125      115      332      251                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       63,131
COMMITMENTS
  41,251   18,772    5,483    8,073   36,673   54,807   60,928    8,324    2,203

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      6,305)
   5,951   -2,002      446      432    7,362    6,829    5,806     -524      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.3     29.7      8.7     12.8     58.1     86.8     96.5     13.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      95       25       13       10        8      113       40                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      326,551
COMMITMENTS
  56,442   64,632    6,047  244,567  239,595  307,056  310,274   19,495   16,277

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,051)
   8,322   -1,106   -1,301   -8,053    2,508   -1,032      101    2,083      950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     19.8      1.9     74.9     73.4     94.0     95.0      6.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      59       42       13       98      103      161      154                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      224,223
COMMITMENTS
  40,643    8,375    1,822  174,480  210,025  216,945  220,222    7,278    4,001

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      2,328)
  -1,143   -2,443      130    4,064    4,545    3,051    2,232     -723       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      3.7      0.8     77.8     93.7     96.8     98.2      3.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      22       12        6       58       51       81       68                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      764,858
COMMITMENTS
 250,844   71,190   10,829  483,103  675,168  744,776  757,187   20,082    7,671

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     15,476)
  17,373   -4,793     -802     -601   21,658   15,970   16,063     -494     -587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      9.3      1.4     63.2     88.3     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     106       38       22      117       83      231      135                  



Updated July 29, 2016