COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  :   249,131:    75,285     24,455     51,681    106,707    157,666    233,674    233,802:    15,458     15,329
Old  :   240,905:    75,183     24,540     50,799     99,978    150,375    225,959    225,714:    14,945     15,191
Other:     8,227:       236         49        749      6,729      7,290      7,714      8,088:       512        138
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2015                     :
     :     8,559:      -773      1,943      5,206      3,662      2,043      8,095      9,192:       465       -632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        9.8       20.7       42.8       63.3       93.8       93.8:       6.2        6.2
Old  :     100.0:      31.2       10.2       21.1       41.5       62.4       93.8       93.7:       6.2        6.3
Other:     100.0:       2.9        0.6        9.1       81.8       88.6       93.8       98.3:       6.2        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:       106         82         86         72         78        222        208:
Old  :       283:       106         80         86         67         78        217        208:
Other:        66:        11          6         12         24         26         41         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       24.2       20.7       34.3       10.7       17.6       17.4       25.5
Old  :                 12.3       24.9       20.7       34.1       10.9       18.9       17.9       26.5
Other:                 52.8       58.8       67.6       78.3       50.6       58.8       64.5       74.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  :    16,525:     2,244      2,416      2,291      9,857     10,665     14,393     15,372:     2,132      1,153
Old  :     1,452:        62        148          0      1,236      1,148      1,298      1,296:       154        156
Other:    15,073:     2,187      2,273      2,286      8,621      9,517     13,095     14,076:     1,978        997
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2015                     :
     :       444:       471       -270        302       -726        393         48        425:       396         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       14.6       13.9       59.6       64.5       87.1       93.0:      12.9        7.0
Old  :     100.0:       4.3       10.2        0.0       85.1       79.1       89.4       89.3:      10.6       10.7
Other:     100.0:      14.5       15.1       15.2       57.2       63.1       86.9       93.4:      13.1        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        27         12         11         24         13         51         36:
Old  :        13:         1          2          0          5          5          6          7:
Other:        65:        26         12         10         24         11         50         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  :                 22.2       50.0       40.2       68.9       22.2       45.5       38.1       60.3
Old  :                 86.6       85.7       89.4       89.3       86.6       85.7       89.4       89.3
Other:                 23.6       47.5       40.0       67.3       23.6       42.6       37.3       57.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  :   281,597:    59,524     20,318     75,683    132,479    178,241    267,686    274,243:    13,910      7,354
Old  :   248,957:    58,838     18,333     63,999    112,817    159,561    235,655    241,893:    13,302      7,064
Other:    32,640:     6,404      7,704      5,966     19,662     18,680     32,032     32,350:       608        290
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2015                     :
     :     1,336:      -441       -956       -745      2,418      2,285      1,233        584:       104        752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        7.2       26.9       47.0       63.3       95.1       97.4:       4.9        2.6
Old  :     100.0:      23.6        7.4       25.7       45.3       64.1       94.7       97.2:       5.3        2.8
Other:     100.0:      19.6       23.6       18.3       60.2       57.2       98.1       99.1:       1.9        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        99         46         79         59         46        195        144:
Old  :       217:        97         48         78         58         45        192        141:
Other:        55:        14         10         10         23         18         42         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  :                 22.7       33.4       32.6       44.0       10.6       15.0       15.9       21.3
Old  :                 20.9       29.9       30.6       41.3        9.6       19.0       15.4       25.0
Other:                 69.7       75.6       84.0       86.0       55.6       56.0       63.9       65.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  : 1,060,212:   259,001     60,931    228,122    487,403    719,689    974,526  1,008,742:    85,686     51,469
Old  : 1,060,212:   259,001     60,931    228,122    487,403    719,689    974,526  1,008,742:    85,686     51,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2015                     :
     :    63,478:     4,314     -2,660     19,855     35,774     46,163     59,944     63,358:     3,534        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        5.7       21.5       46.0       67.9       91.9       95.1:       8.1        4.9
Old  :     100.0:      24.4        5.7       21.5       46.0       67.9       91.9       95.1:       8.1        4.9
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  :       228:        88         36         81         89         84        209        176:
Old  :       228:        88         36         81         89         84        209        176:
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       26.5       21.3       39.4        9.1       21.6       16.1       30.3
Old  :                 12.1       26.5       21.3       39.4        9.1       21.6       16.1       30.3
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 with Delta-adjusted Options and Futures Combined, October 27, 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  :   233,741:    37,245     47,640     66,006    117,105    110,624    220,356    224,271:    13,384      9,470
Old  :   217,832:    37,911     49,424     59,964    107,528     99,426    205,403    208,814:    12,430      9,018
Other:    15,909:     3,606      2,488      1,770      9,578     11,198     14,954     15,457:       955        452
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2015                     :
     :    15,089:      -588      8,423      5,522      9,318      1,157     14,252     15,102:       837        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       20.4       28.2       50.1       47.3       94.3       95.9:       5.7        4.1
Old  :     100.0:      17.4       22.7       27.5       49.4       45.6       94.3       95.9:       5.7        4.1
Other:     100.0:      22.7       15.6       11.1       60.2       70.4       94.0       97.2:       6.0        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       419:       136        111        140        141        119        344        322:
Old  :       419:       133        116        137        138        118        340        319:
Other:       120:        18         15         15         65         47         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  :                 13.5       14.3       21.4       23.4        9.1        9.4       14.2       16.2
Old  :                 13.4       14.7       21.4       23.7        9.4        9.3       15.1       16.9
Other:                 37.1       35.1       51.1       51.3       33.4       34.3       45.2       48.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  :    75,704:    48,999     14,411      2,397     14,479     57,070     65,875     73,879:     9,829      1,825
Old  :    75,704:    48,999     14,411      2,397     14,479     57,070     65,875     73,879:     9,829      1,825
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2015                     :
     :    -6,032:     1,492     -4,972        512     -8,989     -1,099     -6,985     -5,559:       953       -473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.7       19.0        3.2       19.1       75.4       87.0       97.6:      13.0        2.4
Old  :     100.0:      64.7       19.0        3.2       19.1       75.4       87.0       97.6:      13.0        2.4
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  :       150:       113         18         13         13          8        133         35:
Old  :       150:       113         18         13         13          8        133         35:
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  :                 37.0       86.2       46.8       91.1       36.4       85.3       45.6       89.7
Old  :                 37.0       86.2       46.8       91.1       36.4       85.3       45.6       89.7
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 with Delta-adjusted Options and Futures Combined, October 27, 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  :   379,238:    44,297     85,898      2,726    316,855    276,728    363,878    365,352:    15,360     13,885
Old  :   379,238:    44,297     85,898      2,726    316,855    276,728    363,878    365,352:    15,360     13,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2015                     :
     :     6,715:    -2,076      4,852       -150     11,712      4,338      9,486      9,040:    -2,771     -2,325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       22.7        0.7       83.6       73.0       95.9       96.3:       4.1        3.7
Old  :     100.0:      11.7       22.7        0.7       83.6       73.0       95.9       96.3:       4.1        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  :       270:        43         59         13        100        105        149        171:
Old  :       270:        43         59         13        100        105        149        171:
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  :                 41.6       34.2       52.5       44.5       39.5       34.2       48.9       44.0
Old  :                 41.6       34.2       52.5       44.5       39.5       34.2       48.9       44.0
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 with Delta-adjusted Options and Futures Combined, October 27, 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  :   156,113:    42,473      8,591      2,876    103,506    141,110    148,855    152,577:     7,258      3,536
Old  :   156,113:    42,473      8,591      2,876    103,506    141,110    148,855    152,577:     7,258      3,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2015                     :
     :    -3,984:    -1,296        -59         33     -1,652     -3,322     -2,915     -3,348:    -1,069       -636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        5.5        1.8       66.3       90.4       95.4       97.7:       4.6        2.3
Old  :     100.0:      27.2        5.5        1.8       66.3       90.4       95.4       97.7:       4.6        2.3
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  :       111:        18          9          3         54         51         73         62:
Old  :       111:        18          9          3         54         51         73         62:
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  :                 36.9       44.8       51.4       62.7       35.2       44.8       49.4       62.5
Old  :                 36.9       44.8       51.4       62.7       35.2       44.8       49.4       62.5
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 with Delta-adjusted Options and Futures Combined, October 27, 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  :   502,765:   135,471     80,213     10,981    340,198    400,127    486,650    491,321:    16,115     11,444
Old  :   502,765:   135,471     80,213     10,981    340,198    400,127    486,650    491,321:    16,115     11,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2015                     :
     :    -4,842:     1,287    -17,025       -470     -6,007     12,184     -5,190     -5,311:       348        469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       16.0        2.2       67.7       79.6       96.8       97.7:       3.2        2.3
Old  :     100.0:      26.9       16.0        2.2       67.7       79.6       96.8       97.7:       3.2        2.3
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  :       253:        69         43         17         97         87        175        138:
Old  :       253:        69         43         17         97         87        175        138:
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  :                 28.5       28.7       40.9       42.0       20.1       27.4       31.2       37.7
Old  :                 28.5       28.7       40.9       42.0       20.1       27.4       31.2       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 30, 2015