COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, November 24, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   170,519:    69,688     31,728      9,247     79,884    116,788    158,819    157,763:    11,700     12,756
Old  :   161,778:    69,530     31,830      8,903     71,911    108,628    150,344    149,361:    11,434     12,417
Other:     8,741:       324         64        178      7,973      8,160      8,475      8,402:       266        339
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :    -5,878:    -2,672      2,720     -2,109      1,116     -7,168     -3,665     -6,557:    -2,213        679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9       18.6        5.4       46.8       68.5       93.1       92.5:       6.9        7.5
Old  :     100.0:      43.0       19.7        5.5       44.5       67.1       92.9       92.3:       7.1        7.7
Other:     100.0:       3.7        0.7        2.0       91.2       93.4       97.0       96.1:       3.0        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:       100         82         51         47         60        172        175:
Old  :       266:       102         82         50         44         56        169        170:
Other:        60:        11          4          4         21         26         33         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       27.5       25.4       38.8       14.7       23.2       24.5       33.3
Old  :                 15.3       28.1       26.0       38.9       15.3       24.9       26.0       35.3
Other:                 64.1       59.7       81.5       82.6       63.2       58.6       80.6       81.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, November 24, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    15,326:     5,818      2,390        417      6,232     11,532     12,467     14,339:     2,859        987
Old  :    15,325:     5,818      2,390        417      6,231     11,532     12,466     14,339:     2,859        986
Other:         1:         0          0          0          1          0          1          0:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :      -210:       215       -284        -89       -466         97       -340       -276:       130         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       15.6        2.7       40.7       75.2       81.3       93.6:      18.7        6.4
Old  :     100.0:      38.0       15.6        2.7       40.7       75.2       81.3       93.6:      18.7        6.4
Other:     100.0:       0.0        0.0        0.0      100.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        29         11          8         21         14         54         29:
Old  :        68:        29         11          8         20         14         53         29:
Other:         1:         0          0          0          1          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       55.2       44.3       75.1       27.1       54.8       44.3       71.6
Old  :                 27.1       55.2       44.3       75.1       27.1       54.8       44.3       71.6
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, November 24, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   241,947:   106,032     37,554     37,635     84,054    159,526    227,721    234,715:    14,226      7,232
Old  :   205,177:   103,263     36,242     26,104     62,370    136,022    191,737    198,368:    13,440      6,809
Other:    36,770:     9,022      7,565      5,278     21,684     23,504     35,984     36,347:       786        423
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :     8,247:     6,204      5,465       -413      2,086      2,410      7,877      7,462:       370        785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8       15.5       15.6       34.7       65.9       94.1       97.0:       5.9        3.0
Old  :     100.0:      50.3       17.7       12.7       30.4       66.3       93.4       96.7:       6.6        3.3
Other:     100.0:      24.5       20.6       14.4       59.0       63.9       97.9       98.8:       2.1        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:       118         44         55         53         45        202        122:
Old  :       235:       116         49         55         51         44        199        120:
Other:        59:        17          7          4         24         20         43         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       38.6       26.0       47.7       12.8       28.5       20.4       36.7
Old  :                 12.7       35.0       22.0       44.7       12.7       31.0       21.3       39.4
Other:                 68.4       65.8       80.1       82.5       55.7       49.7       63.6       62.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, November 24, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   861,967:   265,054     70,578     91,936    411,004    653,419    767,994    815,933:    93,973     46,034
Old  :   861,967:   265,054     70,578     91,936    411,004    653,419    767,994    815,933:    93,973     46,034
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :    23,886:    18,336     -3,130      5,638     -5,620     24,452     18,354     26,960:     5,532     -3,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        8.2       10.7       47.7       75.8       89.1       94.7:      10.9        5.3
Old  :     100.0:      30.7        8.2       10.7       47.7       75.8       89.1       94.7:      10.9        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        86         43         61         78         77        191        159:
Old  :       230:        86         43         61         78         77        191        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.1       31.6       22.1       44.7       10.9       27.1       19.4       37.4
Old  :                 12.1       31.6       22.1       44.7       10.9       27.1       19.4       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, November 24, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   172,995:    37,127     54,229     28,382     96,902     82,895    162,411    165,506:    10,584      7,489
Old  :   155,715:    38,503     57,070     21,247     86,573     70,353    146,323    148,670:     9,392      7,045
Other:    17,280:     4,455      2,990      1,304     10,329     12,542     16,088     16,836:     1,192        444
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :   -13,054:    -1,255     -9,661     -1,867     -8,623       -724    -11,745    -12,252:    -1,309       -802
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       31.3       16.4       56.0       47.9       93.9       95.7:       6.1        4.3
Old  :     100.0:      24.7       36.7       13.6       55.6       45.2       94.0       95.5:       6.0        4.5
Other:     100.0:      25.8       17.3        7.5       59.8       72.6       93.1       97.4:       6.9        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:       123        109         85        131        103        302        261:
Old  :       389:       125        111         79        128         98        297        252:
Other:       124:        16         19          7         70         48         89         71:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       13.9       24.8       25.1       12.5       12.0       18.6       20.6
Old  :                 15.4       14.1       26.2       26.1       13.0       12.0       19.9       22.2
Other:                 43.2       39.0       54.1       52.5       38.1       38.9       48.6       50.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, November 24, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    91,193:    64,881     18,735      3,225      9,433     67,538     77,539     89,498:    13,654      1,695
Old  :    91,193:    64,881     18,735      3,225      9,433     67,538     77,539     89,498:    13,654      1,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :     1,201:      -815       -434      1,122        963      1,102      1,270      1,790:       -69       -589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.1       20.5        3.5       10.3       74.1       85.0       98.1:      15.0        1.9
Old  :     100.0:      71.1       20.5        3.5       10.3       74.1       85.0       98.1:      15.0        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:       136         28         19         12          8        161         45:
Old  :       184:       136         28         19         12          8        161         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       80.1       38.8       88.1       28.2       79.9       37.5       87.6
Old  :                 28.8       80.1       38.8       88.1       28.2       79.9       37.5       87.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, November 24, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   396,081:    49,544     91,040      6,211    320,633    283,999    376,388    381,250:    19,693     14,831
Old  :   396,081:    49,544     91,040      6,211    320,633    283,999    376,388    381,250:    19,693     14,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :     7,636:     7,380      3,553         10       -885      6,457      6,505     10,020:     1,131     -2,384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       23.0        1.6       81.0       71.7       95.0       96.3:       5.0        3.7
Old  :     100.0:      12.5       23.0        1.6       81.0       71.7       95.0       96.3:       5.0        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        45         60         16        101        107        153        177:
Old  :       276:        45         60         16        101        107        153        177:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       36.0       52.0       46.8       38.4       36.0       47.8       45.7
Old  :                 41.3       36.0       52.0       46.8       38.4       36.0       47.8       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, November 24, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   167,917:    45,000      8,066      3,043    113,370    153,067    161,413    164,176:     6,504      3,741
Old  :   167,917:    45,000      8,066      3,043    113,370    153,067    161,413    164,176:     6,504      3,741
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :     2,924:     1,201        131        -26      1,649      2,557      2,824      2,662:       100        262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        4.8        1.8       67.5       91.2       96.1       97.8:       3.9        2.2
Old  :     100.0:      26.8        4.8        1.8       67.5       91.2       96.1       97.8:       3.9        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        20         10          3         54         52         75         64:
Old  :       115:        20         10          3         54         52         75         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       46.9       50.1       63.5       33.7       46.9       48.2       63.4
Old  :                 35.3       46.9       50.1       63.5       33.7       46.9       48.2       63.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders - Futures Only, November 24, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   448,159:   130,594     70,181     12,742    289,129    355,899    432,465    438,822:    15,694      9,337
Old  :   448,159:   130,594     70,181     12,742    289,129    355,899    432,465    438,822:    15,694      9,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :     2,821:       329      1,981       -643      1,879      3,241      1,565      4,579:     1,256     -1,758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       15.7        2.8       64.5       79.4       96.5       97.9:       3.5        2.1
Old  :     100.0:      29.1       15.7        2.8       64.5       79.4       96.5       97.9:       3.5        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        66         49         19        104         84        183        139:
Old  :       256:        66         49         19        104         84        183        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       29.7       39.2       43.8       17.7       26.9       28.0       38.2
Old  :                 26.8       29.7       39.2       43.8       17.7       26.9       28.0       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 30, 2015