COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      351,620
COMMITMENTS
 117,799   15,849   90,455  122,538  236,284  330,793  342,589   20,827    9,031

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     10,543)
   4,551    1,512    2,888    2,539    6,659    9,978   11,059      565     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.5      4.5     25.7     34.8     67.2     94.1     97.4      5.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
     171       62       80       73       75      280      183                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       22,196
COMMITMENTS
   8,068      567    3,530    7,691   16,624   19,289   20,722    2,907    1,475

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -348)
  -1,044     -230      261      497     -306     -286     -276      -61      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.3      2.6     15.9     34.7     74.9     86.9     93.4     13.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      32       15       13       20       21       60       42                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      246,679
COMMITMENTS
  68,022   44,486   57,062  110,233  136,782  235,318  238,330   11,361    8,348

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:    -37,034)
   2,586   -2,110  -19,380  -20,333  -15,664  -37,127  -37,154       93      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6     18.0     23.1     44.7     55.4     95.4     96.6      4.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      80       67       79       58       50      183      161                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,138,568
COMMITMENTS
 350,129   25,618  259,285  429,064  810,174  1038478  1095077  100,090   43,491

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     37,322)
  16,076   -2,095   23,291   -9,910   19,271   29,458   40,468    7,864   -3,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8      2.3     22.8     37.7     71.2     91.2     96.2      8.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
     106       35       73       87       86      223      169                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      230,633
COMMITMENTS
  56,708   20,108   56,758  103,104  146,959  216,570  223,825   14,063    6,808

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -6,365)
  -1,611    1,727   -3,950   -1,219   -3,983   -6,780   -6,206      415     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6      8.7     24.6     44.7     63.7     93.9     97.0      6.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     152       79      122      135      125      353      273                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       56,570
COMMITMENTS
  32,462   16,811    8,844    7,594   29,126   48,901   54,782    7,669    1,788

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,453)
     319    2,229      549     -614     -947      255    1,831    1,198     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.4     29.7     15.6     13.4     51.5     86.4     96.8     13.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      76       30       15        8       10       94       47                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      329,851
COMMITMENTS
  63,039   60,115    5,293  241,653  247,574  309,985  312,982   19,866   16,869

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        492)
   3,990     -883   -1,451   -1,831    2,320      708      -14     -216      506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     18.2      1.6     73.3     75.1     94.0     94.9      6.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      58       41       15      101      103      166      152                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      225,244
COMMITMENTS
  38,480    8,711    3,045  176,329  209,618  217,854  221,374    7,390    3,870

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,794)
     365    2,352      -23    1,621      -87    1,963    2,242     -169     -448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1      3.9      1.4     78.3     93.1     96.7     98.3      3.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      25       14        6       59       51       85       70                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      783,418
COMMITMENTS
 260,941   64,437   11,472  489,348  700,194  761,761  776,103   21,657    7,315

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     23,756)
   9,994   -8,124    2,162   11,284   30,605   23,440   24,643      316     -887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.3      8.2      1.5     62.5     89.4     97.2     99.1      2.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     115       35       23      123       80      248      128                  



Updated August 12, 2016