COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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  :   234,069:    92,026     21,892     34,972     91,466    165,705    218,463    222,569:    15,606     11,500
Old  :   221,674:    91,834     22,271     33,603     81,212    154,751    206,649    210,624:    15,025     11,049
Other:    12,396:       596         25        965     10,254     10,955     11,815     11,945:       581        451
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :    -1,811:    -1,835     -2,494      1,396       -349       -578       -788     -1,676:    -1,023       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3        9.4       14.9       39.1       70.8       93.3       95.1:       6.7        4.9
Old  :     100.0:      41.4       10.0       15.2       36.6       69.8       93.2       95.0:       6.8        5.0
Other:     100.0:       4.8        0.2        7.8       82.7       88.4       95.3       96.4:       4.7        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:       126         76         84         65         73        232        198:
Old  :       296:       125         78         82         62         72        227        197:
Other:        75:        13          8         11         30         30         51         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       28.0       18.8       39.4       10.1       22.4       17.7       31.3
Old  :                 10.6       29.5       19.1       40.3       10.2       24.8       18.2       34.2
Other:                 53.1       50.2       69.2       70.7       53.1       50.2       68.3       65.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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  :    19,228:     5,247      1,580      3,362      7,893     13,083     16,502     18,025:     2,726      1,203
Old  :    19,225:     5,247      1,580      3,362      7,890     13,083     16,499     18,025:     2,726      1,200
Other:         3:         0          0          0          3          0          3          0:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :       282:        -7         74        169         22        -80        184        163:        99        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        8.2       17.5       41.0       68.0       85.8       93.7:      14.2        6.3
Old  :     100.0:      27.3        8.2       17.5       41.0       68.0       85.8       93.8:      14.2        6.2
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  :        77:        29         18         13         26         18         66         38:
Old  :        77:        29         18         13         26         18         66         38:
Other:         2:         0          0          0          2          0          2          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  :                 19.4       48.8       33.1       67.0       19.3       45.2       31.9       58.9
Old  :                 19.4       48.8       33.1       67.0       19.3       45.2       31.9       58.9
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 with Delta-adjusted Options and Futures Combined, December 15, 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  :   289,647:   103,529     34,779     68,229    104,468    178,996    276,227    282,005:    13,420      7,642
Old  :   250,763:    99,946     33,173     56,437     81,813    154,010    238,196    243,620:    12,567      7,143
Other:    38,884:     9,088      7,111      6,288     22,655     24,986     38,031     38,385:       853        499
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :    -1,660:    -2,370     -1,087      2,758     -1,180     -3,430       -793     -1,759:      -867         99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       12.0       23.6       36.1       61.8       95.4       97.4:       4.6        2.6
Old  :     100.0:      39.9       13.2       22.5       32.6       61.4       95.0       97.2:       5.0        2.8
Other:     100.0:      23.4       18.3       16.2       58.3       64.3       97.8       98.7:       2.2        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:       115         55         75         51         49        207        147:
Old  :       239:       112         60         74         50         48        203        145:
Other:        59:        15          9          8         27         21         46         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       34.9       26.2       44.5        9.4       21.5       15.6       29.1
Old  :                 14.9       31.6       23.1       42.3        8.3       23.4       14.9       30.2
Other:                 65.2       61.5       77.6       79.0       52.3       46.7       61.1       59.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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  : 1,110,817:   258,029     42,518    245,074    513,041    770,771  1,016,144  1,058,364:    94,673     52,454
Old  : 1,110,817:   258,029     42,518    245,074    513,041    770,771  1,016,144  1,058,364:    94,673     52,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :   -57,778:   -21,522        802    -27,161       -337    -30,417    -49,020    -56,776:    -8,758     -1,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        3.8       22.1       46.2       69.4       91.5       95.3:       8.5        4.7
Old  :     100.0:      23.2        3.8       22.1       46.2       69.4       91.5       95.3:       8.5        4.7
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  :       229:        84         41         78         86         85        208        171:
Old  :       229:        84         41         78         86         85        208        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  :                 12.6       26.2       21.1       39.0        8.4       22.6       14.4       30.4
Old  :                 12.6       26.2       21.1       39.0        8.4       22.6       14.4       30.4
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 with Delta-adjusted Options and Futures Combined, December 15, 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  :   196,684:    34,861     42,207     46,143    104,596    100,014    185,599    188,363:    11,085      8,321
Old  :   175,835:    35,255     44,294     38,202     92,639     85,485    166,095    167,981:     9,741      7,854
Other:    20,849:     4,652      2,958      2,895     11,957     14,529     19,504     20,382:     1,344        466
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :       692:       843      1,987     -2,277      1,668        544        235        254:       457        438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       21.5       23.5       53.2       50.9       94.4       95.8:       5.6        4.2
Old  :     100.0:      20.0       25.2       21.7       52.7       48.6       94.5       95.5:       5.5        4.5
Other:     100.0:      22.3       14.2       13.9       57.4       69.7       93.6       97.8:       6.4        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       388:       125        111        106        133        112        307        285:
Old  :       387:       124        114        103        130        108        304        278:
Other:       127:        17         19         16         76         50        100         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       13.2       23.4       23.2       10.4       10.3       15.8       17.3
Old  :                 14.7       13.5       24.0       23.4       10.7       10.2       16.8       18.2
Other:                 39.8       34.2       50.6       49.7       34.5       32.5       42.7       43.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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  :    71,751:    52,939     16,081      1,532      7,081     52,772     61,552     70,384:    10,199      1,367
Old  :    71,751:    52,939     16,081      1,532      7,081     52,772     61,552     70,384:    10,199      1,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :   -25,260:   -15,385     -1,224     -3,096     -4,948    -21,041    -23,429    -25,362:    -1,831        102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.8       22.4        2.1        9.9       73.5       85.8       98.1:      14.2        1.9
Old  :     100.0:      73.8       22.4        2.1        9.9       73.5       85.8       98.1:      14.2        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  :       161:       117         23         11         12         10        134         41:
Old  :       161:       117         23         11         12         10        134         41:
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  :                 34.2       74.1       43.5       85.6       33.5       74.1       41.4       85.3
Old  :                 34.2       74.1       43.5       85.6       33.5       74.1       41.4       85.3
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, December 15, 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  :   411,759:    41,836     91,141      5,408    344,165    295,443    391,409    391,991:    20,350     19,767
Old  :   411,759:    41,836     91,141      5,408    344,165    295,443    391,409    391,991:    20,350     19,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :    27,489:    -9,743      7,012     -1,730     37,713     19,320     26,239     24,601:     1,250      2,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       22.1        1.3       83.6       71.8       95.1       95.2:       4.9        4.8
Old  :     100.0:      10.2       22.1        1.3       83.6       71.8       95.1       95.2:       4.9        4.8
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  :       268:        41         56         15        109        116        159        178:
Old  :       268:        41         56         15        109        116        159        178:
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  :                 39.9       31.4       51.0       42.4       36.8       31.0       45.1       40.2
Old  :                 39.9       31.4       51.0       42.4       36.8       31.0       45.1       40.2
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, December 15, 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  :   194,450:    51,065      8,073      3,387    120,209    177,518    174,661    188,978:    19,789      5,472
Old  :   194,450:    51,065      8,073      3,387    120,209    177,518    174,661    188,978:    19,789      5,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :    17,538:     2,232       -111        291      1,552     15,434      4,075     15,614:    13,463      1,924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        4.2        1.7       61.8       91.3       89.8       97.2:      10.2        2.8
Old  :     100.0:      26.3        4.2        1.7       61.8       91.3       89.8       97.2:      10.2        2.8
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  :       120:        22         11          5         66         53         91         67:
Old  :       120:        22         11          5         66         53         91         67:
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  :                 30.7       46.9       44.4       61.5       29.2       46.3       42.8       60.4
Old  :                 30.7       46.9       44.4       61.5       29.2       46.3       42.8       60.4
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 with Delta-adjusted Options and Futures Combined, December 15, 2015                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI Emerging Markets Index x $50)                                        :
     :          :                                                                            :
All  :   484,138:   130,518     86,937     16,777    311,998    365,114    459,293    468,828:    24,845     15,310
Old  :   484,138:   130,518     86,937     16,777    311,998    365,114    459,293    468,828:    24,845     15,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :    29,279:     7,139     18,435        344     16,922      6,443     24,405     25,222:     4,874      4,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       18.0        3.5       64.4       75.4       94.9       96.8:       5.1        3.2
Old  :     100.0:      27.0       18.0        3.5       64.4       75.4       94.9       96.8:       5.1        3.2
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  :       246:        60         54         27        102         89        181        152:
Old  :       246:        60         54         27        102         89        181        152:
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  :                 25.8       27.3       39.1       39.8       17.7       22.1       28.4       32.3
Old  :                 25.8       27.3       39.1       39.8       17.7       22.1       28.4       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 18, 2015