COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, February 16, 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  :   188,677:    69,751     73,718     17,478     88,945     81,057    176,174    172,253:    12,503     16,424
Old  :   158,832:    66,191     69,469     14,088     67,590     60,948    147,869    144,505:    10,963     14,327
Other:    29,845:     6,337      7,026        613     21,355     20,109     28,305     27,748:     1,540      2,097
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2016                     :
     :   -11,531:    -8,946      4,739     -3,635      2,518    -12,521    -10,063    -11,417:    -1,468       -114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       39.1        9.3       47.1       43.0       93.4       91.3:       6.6        8.7
Old  :     100.0:      41.7       43.7        8.9       42.6       38.4       93.1       91.0:       6.9        9.0
Other:     100.0:      21.2       23.5        2.1       71.6       67.4       94.8       93.0:       5.2        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        90        111         59         59         55        176        202:
Old  :       270:        87        106         51         56         49        166        186:
Other:       109:        25         22          5         34         34         63         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       15.4       23.6       24.9       13.7       11.4       21.9       19.1
Old  :                 12.5       15.5       23.4       25.1       12.4       12.0       22.6       21.2
Other:                 44.9       38.6       61.3       57.6       44.7       38.5       61.0       57.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, February 16, 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  :    12,275:     2,760      1,324        482      7,418      9,285     10,660     11,091:     1,615      1,184
Old  :    12,264:     2,760      1,324        482      7,415      9,275     10,657     11,081:     1,607      1,183
Other:        11:         0          0          0          3         10          3         10:         8          1
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2016                     :
     :      -531:       168       -252        -53       -813       -116       -698       -421:       167       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       10.8        3.9       60.4       75.6       86.8       90.4:      13.2        9.6
Old  :     100.0:      22.5       10.8        3.9       60.5       75.6       86.9       90.4:      13.1        9.6
Other:     100.0:       0.0        0.0        0.0       27.3       90.9       27.3       90.9:      72.7        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        23          8          8         23         14         49         28:
Old  :        61:        23          8          8         23         14         49         28:
Other:         3:         0          0          0          2          2          2          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.2       57.9       43.2       76.2       24.2       57.7       43.2       72.1
Old  :                 24.3       57.9       43.2       76.2       24.3       57.7       43.2       72.1
Other:                 27.3       90.9       27.3       90.9       18.2       81.8       18.2       81.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, February 16, 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  :   227,359:    66,657     37,137     41,151    109,931    140,548    217,739    218,836:     9,620      8,523
Old  :   177,425:    61,624     34,436     26,811     80,645    108,175    169,080    169,422:     8,345      8,003
Other:    49,934:    11,935      9,603      7,438     29,286     32,373     48,659     49,414:     1,275        520
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2016                     :
     :     2,005:    -3,548     -1,614      3,060      3,472      1,136      2,984      2,582:      -979       -577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       16.3       18.1       48.4       61.8       95.8       96.3:       4.2        3.7
Old  :     100.0:      34.7       19.4       15.1       45.5       61.0       95.3       95.5:       4.7        4.5
Other:     100.0:      23.9       19.2       14.9       58.6       64.8       97.4       99.0:       2.6        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        85         57         61         52         41        170        136:
Old  :       208:        87         58         53         50         39        163        127:
Other:        83:        22         16         14         37         17         68         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  :                 21.0       34.6       33.9       48.5       16.3       20.7       23.7       32.5
Old  :                 17.5       29.7       29.0       44.7       13.1       20.8       22.4       33.8
Other:                 55.7       60.4       70.5       77.6       46.5       50.4       60.0       67.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, February 16, 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  :   822,756:   193,540    115,283     92,968    461,623    543,848    748,131    752,099:    74,625     70,657
Old  :   822,756:   193,540    115,283     92,968    461,623    543,848    748,131    752,099:    74,625     70,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2016                     :
     :   -40,095:    -1,882      3,867    -17,300    -19,056    -29,113    -38,238    -42,546:    -1,857      2,451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       14.0       11.3       56.1       66.1       90.9       91.4:       9.1        8.6
Old  :     100.0:      23.5       14.0       11.3       56.1       66.1       90.9       91.4:       9.1        8.6
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  :       224:        72         49         67         82         75        184        169:
Old  :       224:        72         49         67         82         75        184        169:
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       27.4       19.1       39.9        8.9       22.3       15.4       30.1
Old  :                 11.6       27.4       19.1       39.9        8.9       22.3       15.4       30.1
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 16, 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  :   188,424:    34,590     45,509     33,132    109,546    101,559    177,268    180,200:    11,156      8,224
Old  :   157,414:    34,223     48,113     23,589     90,495     78,465    148,307    150,167:     9,107      7,247
Other:    31,010:     9,040      6,069        870     19,051     23,094     28,961     30,033:     2,049        977
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2016                     :
     :    -8,807:    -2,154      3,237     -4,819     -1,733     -6,159     -8,706     -7,741:      -101     -1,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       24.2       17.6       58.1       53.9       94.1       95.6:       5.9        4.4
Old  :     100.0:      21.7       30.6       15.0       57.5       49.8       94.2       95.4:       5.8        4.6
Other:     100.0:      29.2       19.6        2.8       61.4       74.5       93.4       96.8:       6.6        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:       101        108         99        134        105        286        274:
Old  :       367:        99        112         88        127         97        274        258:
Other:       164:        30         24          6         98         52        130         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       15.5       24.5       26.3       11.1       11.5       17.5       19.5
Old  :                 17.0       13.8       26.4       24.8       13.8       12.5       22.6       22.5
Other:                 31.4       38.0       44.2       53.9       30.7       37.7       43.5       52.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, February 16, 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  :    69,926:    46,770     15,428      1,044     15,278     50,454     63,092     66,926:     6,834      3,000
Old  :    69,926:    46,770     15,428      1,044     15,278     50,454     63,092     66,926:     6,834      3,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2016                     :
     :    -5,927:    -3,965       -294       -612     -1,017     -5,421     -5,594     -6,327:      -333        400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.9       22.1        1.5       21.8       72.2       90.2       95.7:       9.8        4.3
Old  :     100.0:      66.9       22.1        1.5       21.8       72.2       90.2       95.7:       9.8        4.3
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  :       115:        70         28          9         11          8         86         42:
Old  :       115:        70         28          9         11          8         86         42:
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  :                 39.5       77.6       58.2       84.9       38.8       77.6       56.5       83.8
Old  :                 39.5       77.6       58.2       84.9       38.8       77.6       56.5       83.8
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 16, 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  :   436,136:    42,867     94,049      3,197    374,907    319,871    420,971    417,117:    15,165     19,019
Old  :   436,136:    42,867     94,049      3,197    374,907    319,871    420,971    417,117:    15,165     19,019
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2016                     :
     :    -2,956:      -896        828      1,001     -1,775     -4,813     -1,670     -2,984:    -1,286         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       21.6        0.7       86.0       73.3       96.5       95.6:       3.5        4.4
Old  :     100.0:       9.8       21.6        0.7       86.0       73.3       96.5       95.6:       3.5        4.4
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  :       271:        38         53         12        102        111        148        168:
Old  :       271:        38         53         12        102        111        148        168:
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  :                 37.8       33.5       51.2       41.9       36.4       33.5       48.5       41.3
Old  :                 37.8       33.5       51.2       41.9       36.4       33.5       48.5       41.3
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 16, 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  :   201,971:    50,908      7,713      2,544    142,002    186,498    195,454    196,755:     6,517      5,216
Old  :   201,971:    50,908      7,713      2,544    142,002    186,498    195,454    196,755:     6,517      5,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2016                     :
     :      -101:    -2,685        625       -201      3,134       -490        248        -66:      -349        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        3.8        1.3       70.3       92.3       96.8       97.4:       3.2        2.6
Old  :     100.0:      25.2        3.8        1.3       70.3       92.3       96.8       97.4:       3.2        2.6
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  :       127:        21         15          4         56         53         78         71:
Old  :       127:        21         15          4         56         53         78         71:
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  :                 37.9       50.1       54.6       63.3       36.7       50.1       53.4       63.2
Old  :                 37.9       50.1       54.6       63.3       36.7       50.1       53.4       63.2
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 16, 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  :   545,770:   145,921    107,180      8,129    375,786    419,669    529,836    534,978:    15,934     10,792
Old  :   545,770:   145,921    107,180      8,129    375,786    419,669    529,836    534,978:    15,934     10,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2016                     :
     :     7,130:     3,177        273       -279      3,634      7,970      6,532      7,964:       598       -834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       19.6        1.5       68.9       76.9       97.1       98.0:       2.9        2.0
Old  :     100.0:      26.7       19.6        1.5       68.9       76.9       97.1       98.0:       2.9        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  :       276:        65         62         20        104         94        182        163:
Old  :       276:        65         62         20        104         94        182        163:
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  :                 29.7       24.0       46.2       37.6       23.7       19.9       35.8       29.7
Old  :                 29.7       24.0       46.2       37.6       23.7       19.9       35.8       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 19, 2016