COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      228,192
COMMITMENTS
  98,712   31,968   13,552  100,083  175,394  212,347  220,914   15,845    7,278

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:       -164)
  -3,875   -1,230     -632    5,651      833    1,144   -1,029   -1,308      865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3     14.0      5.9     43.9     76.9     93.1     96.8      6.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
     133       58       61       58       68      224      160                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       15,296
COMMITMENTS
   7,802    1,172      198    4,660   12,793   12,660   14,163    2,636    1,133

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:       -114)
     512       18     -324     -464      177     -276     -129      162       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.0      7.7      1.3     30.5     83.6     82.8     92.6     17.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      31       10        5       15       17       49       29                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      193,120
COMMITMENTS
  74,829   34,871   22,722   84,783  127,835  182,334  185,428   10,786    7,692

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -1,777)
     567    2,854   -2,131     -548   -3,607   -2,112   -2,884      335    1,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     18.1     11.8     43.9     66.2     94.4     96.0      5.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      77       56       58       51       42      164      132                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      908,026
COMMITMENTS
 369,812   57,140   89,071  358,970  719,173  817,853  865,384   90,173   42,642

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      4,227)
   2,368   -1,023      839    2,227    2,578    5,434    2,394   -1,207    1,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7      6.3      9.8     39.5     79.2     90.1     95.3      9.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
     109       36       70       78       81      214      169                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      166,041
COMMITMENTS
  57,593   19,641   24,166   73,089  115,606  154,848  159,413   11,193    6,628

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,872)
  -3,714   -3,372    2,973    3,162    2,168    2,421    1,769     -549      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     11.8     14.6     44.0     69.6     93.3     96.0      6.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
     125       78       95      122      112      301      245                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       55,341
COMMITMENTS
  30,121   15,155    9,518    7,912   28,335   47,551   53,008    7,790    2,333

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -2,310)
  -3,645   -2,643    1,074      243     -193   -2,328   -1,762       18     -548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4     27.4     17.2     14.3     51.2     85.9     95.8     14.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      79       28       17        8       10       96       49                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      336,037
COMMITMENTS
  79,049   56,955    3,667  233,647  258,989  316,363  319,611   19,674   16,426

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,364)
   5,573     -561     -732   -3,384    3,453    1,457    2,160      -93     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     16.9      1.1     69.5     77.1     94.1     95.1      5.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      55       42       12      100      106      160      155                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      231,639
COMMITMENTS
  36,708    8,585    2,875  184,077  216,808  223,660  228,268    7,979    3,371

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,811)
  -4,020     -112     -209    5,404    2,651    1,175    2,330      636     -519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      3.7      1.2     79.5     93.6     96.6     98.5      3.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      23       13        6       61       51       85       69                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      898,566
COMMITMENTS
 288,156   47,545   15,201  568,819  822,403  872,176  885,149   26,390   13,417

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     36,305)
   9,893  -10,563    2,727   20,722   40,354   33,342   32,518    2,963    3,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      5.3      1.7     63.3     91.5     97.1     98.5      2.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     112       35       24      135       81      259      128                  



Updated September 2, 2016