COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      349,432
COMMITMENTS
 111,392   14,752   83,360  136,429  241,823  331,180  339,934   18,252    9,498

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     12,643)
   9,959    2,139    2,544     -297    7,327   12,206   12,010      437      632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.9      4.2     23.9     39.0     69.2     94.8     97.3      5.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     162       54       88       77       77      277      188                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       21,589
COMMITMENTS
  10,275    1,209    3,746    4,499   14,981   18,520   19,937    3,069    1,652

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        717)
     401       35      378       49      214      828      627     -111       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.6      5.6     17.4     20.8     69.4     85.8     92.3     14.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      43       17       15       18       22       66       49                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      263,970
COMMITMENTS
  69,745   46,309   52,316  130,410  156,121  252,472  254,746   11,498    9,224

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      5,733)
   4,338     -689   -1,287    2,960    8,538    6,012    6,563     -279     -830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.4     17.5     19.8     49.4     59.1     95.6     96.5      4.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      91       60       82       57       50      186      163                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,090,223
COMMITMENTS
 374,381   22,998  226,737  386,965  795,581  988,083  1045315  102,140   44,907

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:    -24,695)
   4,020     -225     -394  -25,953  -25,859  -22,327  -26,478   -2,368    1,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3      2.1     20.8     35.5     73.0     90.6     95.9      9.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
     113       33       70       79       78      216      162                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      225,155
COMMITMENTS
  67,605   20,274   54,009   91,356  144,191  212,971  218,473   12,184    6,682

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      3,818)
  -1,566      929     -638    5,879    4,401    3,675    4,692      143     -874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0      9.0     24.0     40.6     64.0     94.6     97.0      5.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
     155       89      142      133      129      363      298                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       50,879
COMMITMENTS
  31,347   19,219    4,515    7,475   24,854   43,337   48,589    7,542    2,290

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      2,503)
     933    3,146      901      220   -1,531    2,054    2,515      449      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.6     37.8      8.9     14.7     48.8     85.2     95.5     14.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      70       37       22        7        9       94       53                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      330,486
COMMITMENTS
  70,340   58,782    9,278  229,575  247,691  309,193  315,751   21,293   14,735

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      7,437)
   1,482   -2,273    1,634    3,224    6,743    6,340    6,104    1,097    1,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     17.8      2.8     69.5     74.9     93.6     95.5      6.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      52       47       22       94      101      156      160                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      210,580
COMMITMENTS
  37,496   12,593    2,338  162,432  191,782  202,266  206,713    8,314    3,867

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,409)
    -247      614       -2    1,712    1,013    1,463    1,625      -54     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8      6.0      1.1     77.1     91.1     96.1     98.2      3.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      18       13        5       57       50       76       67                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      850,885
COMMITMENTS
 281,434   58,654   13,100  534,693  770,160  829,227  841,914   21,658    8,971

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:     36,616)
   4,397     -327      256   30,483   37,771   35,136   37,700    1,480   -1,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.1      6.9      1.5     62.8     90.5     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
     107       36       21      131       82      248      129                  



Updated September 30, 2016