COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, February 02, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   197,632:    79,332     47,934     22,419     83,833    113,084    185,584    183,437:    12,048     14,195
Old  :   179,802:    77,865     46,293     20,693     70,228    100,076    168,786    167,062:    11,016     12,740
Other:    17,830:     2,719      2,893        474     13,605     13,008     16,798     16,375:     1,032      1,455
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :     4,351:      -531      3,329      1,593      3,573       -248      4,635      4,674:      -284       -323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1       24.3       11.3       42.4       57.2       93.9       92.8:       6.1        7.2
Old  :     100.0:      43.3       25.7       11.5       39.1       55.7       93.9       92.9:       6.1        7.1
Other:     100.0:      15.2       16.2        2.7       76.3       73.0       94.2       91.8:       5.8        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:       105         95         78         57         58        197        203:
Old  :       281:       107         94         70         53         56        188        196:
Other:        98:        23         20          5         33         29         59         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       21.9       23.1       31.9       12.6       15.1       20.7       23.6
Old  :                 12.8       23.2       22.5       32.9       12.6       18.4       21.6       27.6
Other:                 54.7       40.8       64.5       59.5       54.3       40.5       63.0       58.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, February 02, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    12,671:     2,538      2,023        536      8,077      8,873     11,151     11,432:     1,520      1,239
Old  :    12,660:     2,538      2,023        536      8,074      8,865     11,148     11,424:     1,512      1,236
Other:        11:         0          0          0          3          8          3          8:         8          3
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :      -164:      -233       -650        133        170        400         70       -117:      -234        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       16.0        4.2       63.7       70.0       88.0       90.2:      12.0        9.8
Old  :     100.0:      20.0       16.0        4.2       63.8       70.0       88.1       90.2:      11.9        9.8
Other:     100.0:       0.0        0.0        0.0       27.3       72.7       27.3       72.7:      72.7       27.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        20         13          9         23         11         48         30:
Old  :        63:        20         13          9         23         11         48         30:
Other:         2:         0          0          0          2          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.0       54.0       45.8       75.3       23.2       52.5       41.6       67.1
Old  :                 26.0       54.0       45.8       75.3       23.2       52.6       41.7       67.1
Other:                 27.3       72.7       27.3       72.7       18.2       63.6       18.2       63.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, February 02, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   239,603:    76,448     40,366     47,564    104,388    142,417    228,400    230,347:    11,203      9,256
Old  :   194,819:    71,055     37,068     36,059     77,436    112,815    184,550    185,942:    10,269      8,877
Other:    44,784:    10,366      8,271      6,532     26,952     29,602     43,850     44,405:       934        379
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :     3,207:      -434      2,170      5,052     -1,967     -4,278      2,651      2,944:       556        263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       16.8       19.9       43.6       59.4       95.3       96.1:       4.7        3.9
Old  :     100.0:      36.5       19.0       18.5       39.7       57.9       94.7       95.4:       5.3        4.6
Other:     100.0:      23.1       18.5       14.6       60.2       66.1       97.9       99.2:       2.1        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        95         58         72         52         47        186        153:
Old  :       223:        91         63         64         51         43        177        144:
Other:        76:        20         14         12         32         19         59         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       36.2       29.9       47.4       15.8       25.6       22.9       36.3
Old  :                 13.7       30.8       23.9       44.2       12.7       26.0       21.5       36.9
Other:                 61.5       61.4       73.5       77.9       51.3       50.0       60.2       65.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, February 02, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   877,254:   199,504     93,918    110,069    490,745    616,046    800,318    820,033:    76,936     57,221
Old  :   877,254:   199,504     93,918    110,069    490,745    616,046    800,318    820,033:    76,936     57,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    -7,090:   -25,148     23,885    -11,547     33,652    -30,313     -3,043    -17,975:    -4,047     10,885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       10.7       12.5       55.9       70.2       91.2       93.5:       8.8        6.5
Old  :     100.0:      22.7       10.7       12.5       55.9       70.2       91.2       93.5:       8.8        6.5
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  :       235:        82         44         70         93         81        205        172:
Old  :       235:        82         44         70         93         81        205        172:
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  :                 11.6       27.9       19.5       42.6        8.5       22.7       14.8       30.8
Old  :                 11.6       27.9       19.5       42.6        8.5       22.7       14.8       30.8
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, February 02, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   201,589:    38,749     46,756     39,403    112,118    106,124    190,270    192,283:    11,319      9,306
Old  :   175,097:    38,929     50,125     31,023     95,684     85,424    165,636    166,572:     9,461      8,525
Other:    26,492:     7,049      3,860      1,151     16,434     20,700     24,634     25,711:     1,858        781
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :    -1,999:     3,115     -7,560      1,790     -6,796      3,669     -1,891     -2,101:      -108        102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       23.2       19.5       55.6       52.6       94.4       95.4:       5.6        4.6
Old  :     100.0:      22.2       28.6       17.7       54.6       48.8       94.6       95.1:       5.4        4.9
Other:     100.0:      26.6       14.6        4.3       62.0       78.1       93.0       97.1:       7.0        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       386:       119        104        112        133        107        311        281:
Old  :       386:       120        108        105        127        100        303        269:
Other:       158:        29         20         11         93         52        126         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       14.5       23.4       24.6       10.3       10.3       15.2       18.1
Old  :                 15.6       12.9       23.7       23.5       12.8       10.5       19.0       19.7
Other:                 36.8       41.4       48.6       56.2       35.1       41.0       47.0       54.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, February 02, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    76,120:    54,787      9,915      2,019     10,141     62,700     66,947     74,634:     9,173      1,486
Old  :    76,120:    54,787      9,915      2,019     10,141     62,700     66,947     74,634:     9,173      1,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :       281:        99       -548        153       -234        647         18        252:       263         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.0       13.0        2.7       13.3       82.4       87.9       98.0:      12.1        2.0
Old  :     100.0:      72.0       13.0        2.7       13.3       82.4       87.9       98.0:      12.1        2.0
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  :       143:       102         23         10          8         10        115         41:
Old  :       143:       102         23         10          8         10        115         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  :                 40.7       82.9       52.1       88.4       38.8       82.9       50.2       88.2
Old  :                 40.7       82.9       52.1       88.4       38.8       82.9       50.2       88.2
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, February 02, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   418,965:    35,754     97,622      1,937    367,158    300,553    404,849    400,112:    14,116     18,853
Old  :   418,965:    35,754     97,622      1,937    367,158    300,553    404,849    400,112:    14,116     18,853
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :     4,396:    -2,890     10,238       -266      9,717     -6,759      6,561      3,213:    -2,165      1,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       23.3        0.5       87.6       71.7       96.6       95.5:       3.4        4.5
Old  :     100.0:       8.5       23.3        0.5       87.6       71.7       96.6       95.5:       3.4        4.5
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  :       279:        33         61         11        105        114        145        179:
Old  :       279:        33         61         11        105        114        145        179:
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  :                 38.5       35.3       53.4       44.1       37.5       35.3       50.0       43.2
Old  :                 38.5       35.3       53.4       44.1       37.5       35.3       50.0       43.2
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 - Futures Only, February 02, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   196,967:    52,095      6,106      2,669    135,616    182,124    190,380    190,899:     6,587      6,068
Old  :   196,967:    52,095      6,106      2,669    135,616    182,124    190,380    190,899:     6,587      6,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :       760:       281     -2,334         20        337      2,595        638        281:       122        479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        3.1        1.4       68.9       92.5       96.7       96.9:       3.3        3.1
Old  :     100.0:      26.4        3.1        1.4       68.9       92.5       96.7       96.9:       3.3        3.1
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  :       123:        24         14          4         53         51         78         68:
Old  :       123:        24         14          4         53         51         78         68:
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  :                 38.3       50.2       55.9       62.9       37.0       50.2       54.7       62.8
Old  :                 38.3       50.2       55.9       62.9       37.0       50.2       54.7       62.8
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, February 02, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   523,662:   141,905     97,700      7,905    358,388    406,423    508,198    512,028:    15,464     11,634
Old  :   523,662:   141,905     97,700      7,905    358,388    406,423    508,198    512,028:    15,464     11,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2016                     :
     :       480:    -3,409     -2,471       -952      8,427      4,259      4,066        836:    -3,586       -356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       18.7        1.5       68.4       77.6       97.0       97.8:       3.0        2.2
Old  :     100.0:      27.1       18.7        1.5       68.4       77.6       97.0       97.8:       3.0        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  :       263:        63         59         20         96         90        173        155:
Old  :       263:        63         59         20         96         90        173        155:
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  :                 29.4       26.2       44.8       40.6       21.0       21.9       33.3       31.5
Old  :                 29.4       26.2       44.8       40.6       21.0       21.9       33.3       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 5, 2016