COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      327,291
COMMITMENTS
 113,183   18,633   80,531  113,500  219,746  307,214  318,910   20,077    8,381

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     41,066)
   8,908   -5,940   22,943    9,539   23,681   41,391   40,685     -325      381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6      5.7     24.6     34.7     67.1     93.9     97.4      6.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     179       60       83       70       77      294      181                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       22,222
COMMITMENTS
  10,183      880    3,056    5,831   16,776   19,070   20,712    3,151    1,510

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        205)
     304       13      235     -438     -100      102      148      103       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.8      4.0     13.8     26.2     75.5     85.8     93.2     14.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      40       12       11       18       19       62       38                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      258,337
COMMITMENTS
  66,944   24,900   65,211  113,828  160,663  245,983  250,773   12,354    7,564

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -2,010)
  -3,606   -2,489    5,795   -3,675   -5,748   -1,486   -2,442     -524      432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9      9.6     25.2     44.1     62.2     95.2     97.1      4.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      90       55       82       59       52      194      157                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,079,425
COMMITMENTS
 331,156   19,237  226,936  423,654  793,161  981,746  1039334   97,679   40,091

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:    -25,974)
 -11,248   -2,193  -10,583   -6,298  -17,834  -28,130  -30,609    2,156    4,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7      1.8     21.0     39.2     73.5     91.0     96.3      9.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      96       37       68       88       87      215      165                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      238,381
COMMITMENTS
  62,062   18,488   60,893  101,472  151,540  224,427  230,921   13,955    7,460

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      9,060)
   1,783      736    4,739    2,854    2,981    9,376    8,456     -316      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0      7.8     25.5     42.6     63.6     94.1     96.9      5.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      427)
     173       81      130      136      122      379      279                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       56,971
COMMITMENTS
  35,294   20,834    5,054    7,693   29,346   48,041   55,234    8,930    1,737

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      4,156)
   2,200    1,654      389      -56    2,378    2,533    4,421    1,623     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.0     36.6      8.9     13.5     51.5     84.3     97.0     15.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      88       25       14        9       10      106       42                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      326,372
COMMITMENTS
  48,120   65,558    7,662  253,060  237,699  308,842  310,918   17,529   15,453

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -7,752)
   5,545   -7,213      855  -13,735   -2,121   -7,335   -8,480     -417      728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     20.1      2.3     77.5     72.8     94.6     95.3      5.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      57       44       16      101      104      164      158                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      221,895
COMMITMENTS
  41,786   10,818    1,692  170,416  205,480  213,894  217,990    8,001    3,905

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      1,463)
  -1,358   -1,249     -337    2,193    3,445      498    1,859      965     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8      4.9      0.8     76.8     92.6     96.4     98.2      3.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      22       12        6       59       54       82       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      749,382
COMMITMENTS
 233,471   75,983   11,631  483,704  653,510  728,806  741,124   20,576    8,258

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     59,337)
  33,184   -5,758    1,289   25,945   65,770   60,418   61,301   -1,081   -1,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2     10.1      1.6     64.5     87.2     97.3     98.9      2.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     103       39       23      117       83      229      136                  



Updated July 22, 2016