COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      230,433
COMMITMENTS
  98,887   30,031   13,684  101,742  178,550  214,313  222,265   16,120    8,168

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:       -214)
  -1,625     -166      958    1,216   -2,099      549   -1,307     -763    1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     13.0      5.9     44.2     77.5     93.0     96.5      7.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
     127       54       59       61       65      221      152                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       16,336
COMMITMENTS
   9,418    1,608      306    3,812   12,837   13,536   14,751    2,800    1,585

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        557)
     428      255       46     -119      -67      355      234      202      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.7      9.8      1.9     23.3     78.6     82.9     90.3     17.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      31       15        7       15       18       52       35                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      206,611
COMMITMENTS
  68,361   47,708   24,752  101,827  123,824  194,940  196,284   11,671   10,327

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      9,765)
  -5,961    8,333    1,510   13,656   -2,235    9,205    7,608      560    2,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     23.1     12.0     49.3     59.9     94.4     95.0      5.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      78       63       65       52       42      166      144                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      889,291
COMMITMENTS
 342,038   48,996   97,525  356,510  703,716  796,073  850,237   93,218   39,054

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:    -24,184)
 -10,949   -9,779   -3,399  -13,297   -9,551  -27,645  -22,729    3,461   -1,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5      5.5     11.0     40.1     79.1     89.5     95.6     10.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
     107       38       72       83       86      220      174                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      178,115
COMMITMENTS
  66,697   18,653   27,271   73,108  125,200  167,076  171,124   11,039    6,991

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      1,637)
   2,211    1,367      419     -271     -492    2,359    1,294     -722      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     10.5     15.3     41.0     70.3     93.8     96.1      6.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     137       83       97      120      113      312      253                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       55,501
COMMITMENTS
  34,343   17,269    5,514    7,899   30,445   47,756   53,228    7,745    2,273

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -2,668)
     615      502   -2,762      569      205   -1,578   -2,055   -1,090     -613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.9     31.1      9.9     14.2     54.9     86.0     95.9     14.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      72       30       21       10       11       93       56                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      362,177
COMMITMENTS
  71,028   62,819    7,635  262,507  271,391  341,170  341,845   21,007   20,332

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     23,360)
  -9,618    5,511    4,081   28,631   10,946   23,094   20,538      266    2,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     17.3      2.1     72.5     74.9     94.2     94.4      5.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      58       42       22      102      112      169      168                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      258,707
COMMITMENTS
  37,946    7,282    6,532  205,207  241,179  249,685  254,993    9,022    3,714

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     29,610)
   1,535   -1,835    4,753   22,577   26,287   28,865   29,205      745      405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      2.8      2.5     79.3     93.2     96.5     98.6      3.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      23       14        9       66       54       92       75                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      946,514
COMMITMENTS
 276,803   48,368   19,299  623,839  865,551  919,941  933,218   26,573   13,296

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        875)
 -12,834    2,099   -4,239   19,947   12,415    2,874   10,275   -1,999   -9,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      5.1      2.0     65.9     91.4     97.2     98.6      2.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     104       37       29      137       93      255      145                  



Updated September 16, 2016