COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      239,422
COMMITMENTS
 105,367   31,010   15,762  101,620  185,463  222,749  232,235   16,673    7,187

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      8,989)
   6,480      979    2,078     -122    6,913    8,436    9,970      553     -981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     13.0      6.6     42.4     77.5     93.0     97.0      7.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     148       52       66       59       67      242      159                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       16,498
COMMITMENTS
   9,773    2,287      376    3,298   12,458   13,447   15,121    3,051    1,377

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        162)
     355      679       70     -514     -379      -89      370      251     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.2     13.9      2.3     20.0     75.5     81.5     91.7     18.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      32       19        6       14       17       52       37                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      216,181
COMMITMENTS
  67,636   50,465   25,816  111,370  130,282  204,822  206,563   11,359    9,618

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      9,570)
    -725    2,757    1,064    9,543    6,458    9,882   10,279     -312     -709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     23.3     11.9     51.5     60.3     94.7     95.6      5.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      80       57       67       56       44      167      145                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      896,638
COMMITMENTS
 360,909   33,980   91,365  344,766  734,449  797,040  859,794   99,598   36,844

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      7,347)
  18,871  -15,016   -6,160  -11,744   30,733      967    9,557    6,380   -2,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3      3.8     10.2     38.5     81.9     88.9     95.9     11.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
     117       25       66       72       79      210      154                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      181,537
COMMITMENTS
  71,278   21,099   27,029   71,644  126,457  169,951  174,585   11,586    6,952

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      3,422)
   4,581    2,446     -242   -1,464    1,257    2,875    3,461      547      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     11.6     14.9     39.5     69.7     93.6     96.2      6.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
     151       77       97      123      119      326      250                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       47,964
COMMITMENTS
  30,268   15,868    3,516    7,151   26,324   40,935   45,708    7,029    2,256

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:     -7,537)
  -4,075   -1,401   -1,998     -748   -4,121   -6,821   -7,520     -716      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.1     33.1      7.3     14.9     54.9     85.3     95.3     14.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      73       27       17        6       11       90       48                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      322,734
COMMITMENTS
  68,858   61,097    7,421  226,297  240,880  302,576  309,398   20,158   13,336

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:    -39,443)
  -2,170   -1,722     -214  -36,210  -30,511  -38,594  -32,447     -849   -6,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     18.9      2.3     70.1     74.6     93.8     95.9      6.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      56       42       17       92      100      155      152                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      209,171
COMMITMENTS
  37,743   11,979    2,340  160,720  190,769  200,803  205,088    8,368    4,083

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:    -49,536)
    -203    4,697   -4,192  -44,487  -50,410  -48,882  -49,905     -654      369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      5.7      1.1     76.8     91.2     96.0     98.0      4.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      21       13        5       57       49       79       66                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      814,269
COMMITMENTS
 277,037   58,981   12,844  504,210  732,389  794,091  804,214   20,178   10,055

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:   -132,245)
     234   10,613   -6,455 -119,629 -133,162 -125,850 -129,004   -6,395   -3,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0      7.2      1.6     61.9     89.9     97.5     98.8      2.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     103       40       24      130       84      245      136                  



Updated September 23, 2016