COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      224,112
COMMITMENTS
  68,836   75,962   36,764  105,471   93,225  211,070  205,950   13,043   18,162

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      3,102)
   1,769    4,476    2,184      -64   -4,532    3,889    2,128     -787      974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7     33.9     16.4     47.1     41.6     94.2     91.9      5.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
     102      120       86       62       62      203      234                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       13,450
COMMITMENTS
   1,886    1,764    1,200    8,728    9,174   11,814   12,139    1,636    1,311

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -2,249)
    -354      340   -1,447     -357   -1,189   -2,159   -2,297      -91       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     13.1      8.9     64.9     68.2     87.8     90.3     12.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      21       10        9       24       14       47       32                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      290,532
COMMITMENTS
  57,697   34,329   81,294  140,287  165,876  279,278  281,498   11,255    9,034

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     10,186)
     565   -2,848    2,574    5,890   10,260    9,028    9,987    1,158      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9     11.8     28.0     48.3     57.1     96.1     96.9      3.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      91       55       82       52       44      186      148                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,006,310
COMMITMENTS
 194,871  128,195  214,822  521,080  599,695  930,773  942,712   75,537   63,598

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -5,743)
   6,883   15,535    6,215  -15,354  -17,520   -2,256    4,229   -3,487   -9,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     12.7     21.3     51.8     59.6     92.5     93.7      7.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      78       51       78       89       83      205      182                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      213,875
COMMITMENTS
  35,593   43,083   50,868  116,451  111,416  202,912  205,367   10,962    8,508

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -4,341)
   2,620     -980   -1,080   -5,113   -2,114   -3,573   -4,173     -768     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     20.1     23.8     54.4     52.1     94.9     96.0      5.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     125      106      106      138      118      309      287                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       69,607
COMMITMENTS
  44,987   15,644    1,742   16,937   49,791   63,666   67,177    5,940    2,430

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -701)
  -1,689      242      446    1,476     -756      233      -69     -934     -632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.6     22.5      2.5     24.3     71.5     91.5     96.5      8.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      67       29       14       11        9       85       48                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      434,693
COMMITMENTS
  41,075   99,406    2,885  376,951  309,733  420,912  412,024   13,781   22,669

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -2,185)
  -1,885    5,143     -476    1,674  -10,360     -686   -5,692   -1,499    3,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     22.9      0.7     86.7     71.3     96.8     94.8      3.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      39       53       15       98      109      145      169                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      203,124
COMMITMENTS
  51,907    7,808    2,509  141,919  187,524  196,335  197,841    6,789    5,283

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,153)
     999       95      -35      -83    1,026      881    1,086      272       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6      3.8      1.2     69.9     92.3     96.7     97.4      3.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      21       14        4       55       55       77       72                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      546,106
COMMITMENTS
 153,553  110,256    6,239  372,665  419,058  532,457  535,553   13,649   10,553

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        336)
   7,632    3,076   -1,890   -3,121     -611    2,621      575   -2,285     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     20.2      1.1     68.2     76.7     97.5     98.1      2.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      72       62       21      103       92      189      161                  



Updated February 26, 2016