COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      317,371
COMMITMENTS
  96,632   14,175   73,425  130,580  220,582  300,638  308,182   16,733    9,189

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:       -844)
  -4,001      151     -992    5,451     -929      458   -1,770   -1,302      926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4      4.5     23.1     41.1     69.5     94.7     97.1      5.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     146       54       83       75       74      259      178                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       18,784
COMMITMENTS
   7,827      585    2,262    5,928   14,682   16,018   17,530    2,767    1,254

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:         10)
     518       18     -255     -432      211     -168      -25      178       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.7      3.1     12.0     31.6     78.2     85.3     93.3     14.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      34       14       11       18       20       58       39                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      230,172
COMMITMENTS
  74,001   31,526   47,794   97,338  142,806  219,133  222,126   11,039    8,046

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -9,018)
  -2,151    2,519   -4,089   -3,144   -8,568   -9,384  -10,138      366    1,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     13.7     20.8     42.3     62.0     95.2     96.5      4.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      86       56       74       52       45      176      149                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,182,157
COMMITMENTS
 372,008   31,892  269,702  444,149  833,015  1085859  1134609   96,298   47,548

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      3,592)
   3,004      978     -623    3,002    2,895    5,383    3,249   -1,791      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5      2.7     22.8     37.6     70.5     91.9     96.0      8.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
     111       41       81       88       88      232      183                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      198,454
COMMITMENTS
  56,143   18,454   46,513   84,152  126,431  186,808  191,399   11,646    7,055

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,224)
  -3,809   -3,890    2,960    2,662    2,107    1,813    1,177     -589       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3      9.3     23.4     42.4     63.7     94.1     96.4      5.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     140       80      127      126      123      331      280                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       55,870
COMMITMENTS
  30,218   15,364    9,684    8,088   28,409   47,990   53,458    7,880    2,413

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -2,201)
  -3,526   -2,547    1,055      237     -177   -2,234   -1,669       33     -532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.1     27.5     17.3     14.5     50.8     85.9     95.7     14.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      78       30       20        8       10       98       51                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      336,509
COMMITMENTS
  79,049   56,974    3,845  233,870  259,171  316,763  319,990   19,746   16,519

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,404)
   5,573     -544     -741   -3,368    3,467    1,464    2,183      -60     -778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     16.9      1.1     69.5     77.0     94.1     95.1      5.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      55       42       12      103      106      163      155                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      231,639
COMMITMENTS
  36,708    8,585    2,875  184,077  216,808  223,660  228,268    7,979    3,371

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,811)
  -4,020     -112     -209    5,404    2,651    1,175    2,330      636     -519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      3.7      1.2     79.5     93.6     96.6     98.5      3.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      23       13        6       61       51       85       69                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      898,566
COMMITMENTS
 288,156   47,545   15,201  568,819  822,403  872,176  885,149   26,390   13,417

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     36,305)
   9,893  -10,563    2,727   20,722   40,354   33,342   32,518    2,963    3,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.1      5.3      1.7     63.3     91.5     97.1     98.5      2.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     112       35       24      135       81      259      128                  



Updated September 2, 2016