COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      235,463
COMMITMENTS
 110,750   37,986   14,132   93,484  176,864  218,366  228,982   17,097    6,481

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     -9,491)
 -11,879     -463      252    4,785   -8,525   -6,842   -8,736   -2,649     -755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0     16.1      6.0     39.7     75.1     92.7     97.2      7.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
     148       61       62       58       70      241      165                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       16,438
COMMITMENTS
   7,490    1,900      320    5,971   12,899   13,781   15,119    2,657    1,319

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     -1,031)
    -540     -129       76     -455   -1,064     -919   -1,117     -112       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6     11.6      1.9     36.3     78.5     83.8     92.0     16.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      28       12        7       16       18       51       32                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      198,224
COMMITMENTS
  70,037   39,391   25,144   92,063  126,308  187,244  190,843   10,980    7,381

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:    -12,667)
   1,675   -6,594   -7,992   -6,216    2,633  -12,533  -11,953     -134     -714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     19.9     12.7     46.4     63.7     94.5     96.3      5.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      84       48       56       56       45      169      128                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      883,140
COMMITMENTS
 348,427   51,518   83,769  363,961  709,715  796,157  845,002   86,983   38,138

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     16,210)
   1,154    1,636    3,425   17,921   10,070   22,500   15,131   -6,290    1,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5      5.8      9.5     41.2     80.4     90.2     95.7      9.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      96       36       64       80       82      206      159                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      172,337
COMMITMENTS
  55,237   22,335   21,055   82,769  122,039  159,061  165,429   13,276    6,908

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:    -12,454)
  -2,825     -862   -6,485   -2,876   -5,665  -12,186  -13,012     -268      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     13.0     12.2     48.0     70.8     92.3     96.0      7.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     135       74       90      126      117      312      242                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       57,759
COMMITMENTS
  35,849   19,378    7,622    7,418   28,503   50,889   55,503    6,870    2,256

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      1,400)
   3,350    2,648   -1,159      -62     -594    2,129      895     -729      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.1     33.5     13.2     12.8     49.3     88.1     96.1     11.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      72       37       13        7       11       87       55                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      331,438
COMMITMENTS
  67,018   59,908    4,513  240,338  250,844  311,869  315,265   19,569   16,173

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      2,984)
   3,979     -597     -130     -632    4,265    3,217    3,538     -233     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     18.1      1.4     72.5     75.7     94.1     95.1      5.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      58       43       12      100      105      162      156                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      229,211
COMMITMENTS
  38,879    8,647    3,152  180,211  213,662  222,242  225,461    6,969    3,750

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      3,967)
     399      -64      107    3,882    4,044    4,388    4,087     -421     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      3.8      1.4     78.6     93.2     97.0     98.4      3.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      25       14        7       61       52       88       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      846,990
COMMITMENTS
 266,227   61,047   10,695  543,682  767,005  820,604  838,747   26,386    8,243

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     63,572)
   5,286   -3,390     -777   54,334   66,811   58,843   62,644    4,729      928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4      7.2      1.3     64.2     90.6     96.9     99.0      3.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
     118       29       20      130       82      255      124                  



Updated August 19, 2016