COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      237,638
COMMITMENTS
  72,816   37,456   47,598  103,821  139,051  224,234  224,104   13,404   13,533

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      4,744)
   4,961     -339    1,254   -1,295    4,511    4,920    5,426     -177     -682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6     15.8     20.0     43.7     58.5     94.4     94.3      5.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     122       81       85       64       69      222      206                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       15,202
COMMITMENTS
   2,046    1,778    2,376    8,767    9,647   13,190   13,802    2,013    1,401

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:       -311)
  -1,733      -88      355    1,208     -885     -170     -618     -141      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     11.7     15.6     57.7     63.5     86.8     90.8     13.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      16       16       10       26       15       49       34                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      281,338
COMMITMENTS
  63,293   32,570   85,065  121,246  154,433  269,604  272,067   11,734    9,271

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      8,475)
  -3,582      831    4,305    7,713    2,388    8,436    7,524       38      950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     11.6     30.2     43.1     54.9     95.8     96.7      4.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      93       54       88       55       50      196      156                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,156,801
COMMITMENTS
 245,221   39,275  276,991  542,184  795,533  1064397  1111799   92,404   45,002

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     29,619)
  16,959   -8,417    7,040    1,049   36,887   25,047   35,510    4,572   -5,890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2      3.4     23.9     46.9     68.8     92.0     96.1      8.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      97       37       87       91       86      226      180                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      238,170
COMMITMENTS
  33,879   56,540   60,434  131,079  111,654  225,393  228,629   12,777    9,541

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     10,292)
    -360    3,552    2,043    8,479    4,634   10,162   10,229      129       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     23.7     25.4     55.0     46.9     94.6     96.0      5.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      426)
     140      131      122      140      110      337      313                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       76,515
COMMITMENTS
  55,086   12,380    1,778   10,612   60,775   67,476   74,933    9,039    1,582

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      2,369)
   1,863    1,802       44    1,556      471    3,463    2,317   -1,094       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.0     16.2      2.3     13.9     79.4     88.2     97.9     11.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
     109       25       15        8        7      125       42                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      423,044
COMMITMENTS
  41,890   96,847    2,106  361,582  305,667  405,578  404,620   17,466   18,425

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     16,997)
     337      246   -1,002   16,027   18,746   15,362   17,990    1,635     -993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     22.9      0.5     85.5     72.3     95.9     95.6      4.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      35       50       10      100      113      142      166                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      188,820
COMMITMENTS
  45,348    8,134    2,817  133,919  172,663  182,084  183,614    6,736    5,206

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      3,079)
   2,800       19       71     -439    2,165    2,432    2,255      647      824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0      4.3      1.5     70.9     91.4     96.4     97.2      3.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      17       15        3       55       52       72       70                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      504,204
COMMITMENTS
 137,742   98,506   10,052  335,159  384,842  482,953  493,400   21,251   10,804

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     22,933)
  15,655      556   -2,204    7,437   24,800   20,888   23,152    2,045     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     19.5      2.0     66.5     76.3     95.8     97.9      4.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      66       55       21       98       87      179      148                  



Updated January 22, 2016