COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      248,254
COMMITMENTS
  69,625   84,404   48,703  116,287   97,018  234,615  230,125   13,639   18,129

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     24,142)
     790    8,442   11,939   10,816    3,794   23,545   24,175      597      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0     34.0     19.6     46.8     39.1     94.5     92.7      5.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     105      117       90       64       63      205      238                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       13,017
COMMITMENTS
   1,937    1,399    1,193    8,356    9,328   11,486   11,919    1,531    1,098

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -433)
      51     -366       -7     -372      153     -328     -220     -105     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     10.7      9.2     64.2     71.7     88.2     91.6     11.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      21       10        8       24       15       47       31                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      294,447
COMMITMENTS
  58,777   32,941   87,642  136,385  165,692  282,803  286,274   11,644    8,173

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      3,915)
   1,080   -1,388    6,348   -3,902     -184    3,526    4,776      389     -861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     11.2     29.8     46.3     56.3     96.0     97.2      4.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      89       54       80       53       47      182      152                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      973,420
COMMITMENTS
 188,274   95,090  222,622  490,569  601,926  901,465  919,639   71,955   53,781

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:    -32,890)
  -6,597  -33,105    7,800  -30,511    2,231  -29,308  -23,074   -3,582   -9,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3      9.8     22.9     50.4     61.8     92.6     94.5      7.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      76       47       80       87       82      203      176                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      231,456
COMMITMENTS
  34,077   52,065   60,740  123,732  110,045  218,549  222,850   12,907    8,605

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     17,581)
  -1,516    8,982    9,872    7,281   -1,370   15,636   17,483    1,945       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     22.5     26.2     53.5     47.5     94.4     96.3      5.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     116      137      123      141      120      321      327                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       64,679
COMMITMENTS
  41,486   14,798    1,502   15,210   46,152   58,197   62,451    6,482    2,228

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -4,927)
  -3,501     -846     -240   -1,727   -3,639   -5,469   -4,725      542     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.1     22.9      2.3     23.5     71.4     90.0     96.6     10.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      67       29       17       12       10       87       50                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      430,494
COMMITMENTS
  41,380  102,727    3,046  371,638  302,681  416,064  408,454   14,430   22,040

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -4,198)
     305    3,321      161   -5,313   -7,052   -4,848   -3,570      649     -628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6     23.9      0.7     86.3     70.3     96.6     94.9      3.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      42       55       13       99      113      148      174                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      201,838
COMMITMENTS
  48,972    6,042    2,758  142,291  187,546  194,021  196,346    7,817    5,492

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -1,286)
  -2,935   -1,766      249      372       22   -2,314   -1,495    1,028      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3      3.0      1.4     70.5     92.9     96.1     97.3      3.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      24       12        6       62       55       87       72                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      565,050
COMMITMENTS
 156,302  102,282    6,020  381,187  444,314  543,509  552,616   21,541   12,434

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     18,944)
   2,749   -7,974     -219    8,522   25,256   11,052   17,063    7,892    1,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     18.1      1.1     67.5     78.6     96.2     97.8      3.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      72       56       22      108       92      192      158                  



Updated March 4, 2016