COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, April 05, 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  :   222,515:    64,888     87,744     29,794    114,231     88,116    208,913    205,654:    13,602     16,861
Old  :   162,573:    62,729     75,361     18,808     70,564     54,786    152,101    148,955:    10,472     13,618
Other:    59,942:    11,758     21,982      1,387     43,667     33,330     56,812     56,699:     3,130      3,243
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2016                       :
     :     6,005:       573     -5,069        780      3,297     10,221      4,650      5,932:     1,355         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       39.4       13.4       51.3       39.6       93.9       92.4:       6.1        7.6
Old  :     100.0:      38.6       46.4       11.6       43.4       33.7       93.6       91.6:       6.4        8.4
Other:     100.0:      19.6       36.7        2.3       72.8       55.6       94.8       94.6:       5.2        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:        87        119         81         65         60        200        226:
Old  :       283:        94        103         56         57         52        181        188:
Other:       163:        32         61         10         48         42         87        106:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       16.3       28.1       24.2       15.5       10.5       23.6       17.7
Old  :                 15.8       14.3       26.1       24.3       12.7       11.2       22.1       20.6
Other:                 31.7       35.0       46.9       48.9       30.8       35.0       44.9       48.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, April 05, 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  :    14,285:     5,442        734        191      6,525     12,262     12,158     13,187:     2,127      1,098
Old  :    14,209:     5,432        734        191      6,472     12,189     12,095     13,114:     2,114      1,095
Other:        76:        10          0          0         53         73         63         73:        13          3
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2016                       :
     :     1,053:     1,899       -895       -110     -1,094      2,202        695      1,197:       358       -144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1        5.1        1.3       45.7       85.8       85.1       92.3:      14.9        7.7
Old  :     100.0:      38.2        5.2        1.3       45.5       85.8       85.1       92.3:      14.9        7.7
Other:     100.0:      13.2        0.0        0.0       69.7       96.1       82.9       96.1:      17.1        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        29         10          6         18         14         50         27:
Old  :        67:        29         10          6         18         14         50         27:
Other:         5:         2          0          0          3          1          5          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  :                 25.1       58.5       41.1       80.7       24.1       58.5       39.4       75.8
Old  :                 25.2       58.8       41.3       80.6       24.3       58.8       39.4       76.2
Other:                 81.6       96.1       82.9       96.1       81.6       94.7       81.6       94.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, April 05, 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  :   234,720:    70,617     31,162     47,817    105,707    146,915    224,141    225,894:    10,579      8,826
Old  :   172,624:    59,729     32,923     27,901     76,616    103,450    164,246    164,274:     8,378      8,350
Other:    62,096:    21,636      8,987      9,168     29,091     43,465     59,895     61,620:     2,201        476
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2016                       :
     :    -3,790:     4,226      5,576     -3,005     -3,531     -6,858     -2,310     -4,287:    -1,480        497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       13.3       20.4       45.0       62.6       95.5       96.2:       4.5        3.8
Old  :     100.0:      34.6       19.1       16.2       44.4       59.9       95.1       95.2:       4.9        4.8
Other:     100.0:      34.8       14.5       14.8       46.8       70.0       96.5       99.2:       3.5        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        91         47         71         55         44        181        141:
Old  :       206:        87         51         57         54         42        168        129:
Other:       101:        34         19         13         36         22         81         44:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       34.8       30.3       49.5       15.7       25.0       23.6       36.0
Old  :                 16.1       29.2       27.3       45.7       12.8       21.0       22.6       34.8
Other:                 42.2       50.7       61.2       73.7       35.7       41.5       49.6       59.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, April 05, 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  :   865,816:   259,853     73,618     98,535    415,351    647,924    773,739    820,077:    92,077     45,739
Old  :   865,816:   259,853     73,618     98,535    415,351    647,924    773,739    820,077:    92,077     45,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2016                       :
     :        40:     1,470      4,355     -3,317      6,730     -1,774      4,883       -736:    -4,843        776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        8.5       11.4       48.0       74.8       89.4       94.7:      10.6        5.3
Old  :     100.0:      30.0        8.5       11.4       48.0       74.8       89.4       94.7:      10.6        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        92         45         74         75         69        206        157:
Old  :       234:        92         45         74         75         69        206        157:
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       30.7       20.3       45.1       10.6       26.6       17.0       36.2
Old  :                 12.6       30.7       20.3       45.1       10.6       26.6       17.0       36.2
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, April 05, 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  :   197,959:    48,921     31,599     38,764     97,858    119,528    185,543    189,891:    12,416      8,068
Old  :   151,332:    54,777     38,928     16,625     70,211     88,590    141,613    144,143:     9,719      7,189
Other:    46,627:    13,785     12,312      2,498     27,647     30,938     43,930     45,748:     2,697        879
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2016                       :
     :      -315:    -7,309      1,172        640      5,369     -3,028     -1,300     -1,216:       985        901
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       16.0       19.6       49.4       60.4       93.7       95.9:       6.3        4.1
Old  :     100.0:      36.2       25.7       11.0       46.4       58.5       93.6       95.2:       6.4        4.8
Other:     100.0:      29.6       26.4        5.4       59.3       66.4       94.2       98.1:       5.8        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       362:       106         90        102        136        116        303        261:
Old  :       360:       105         98         85        122        106        280        241:
Other:       197:        41         27         20        103         70        155        111:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       15.7       22.5       26.1        9.7       12.1       16.4       20.3
Old  :                 16.9       15.8       26.5       26.6       14.3       14.1       23.1       23.6
Other:                 23.6       36.4       37.1       49.6       23.6       36.1       36.9       48.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, April 05, 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  :    56,323:    40,039     22,724      1,690      7,433     29,079     49,162     53,493:     7,161      2,830
Old  :    56,323:    40,039     22,724      1,690      7,433     29,079     49,162     53,493:     7,161      2,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2016                       :
     :     2,654:     2,502      2,937         63       -896       -105      1,669      2,895:       985       -241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.1       40.3        3.0       13.2       51.6       87.3       95.0:      12.7        5.0
Old  :     100.0:      71.1       40.3        3.0       13.2       51.6       87.3       95.0:      12.7        5.0
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  :       142:        86         39         11         10          8        103         53:
Old  :       142:        86         39         11         10          8        103         53:
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  :                 39.7       71.4       51.2       78.5       38.8       70.8       50.3       77.7
Old  :                 39.7       71.4       51.2       78.5       38.8       70.8       50.3       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, April 05, 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  :   376,108:    34,257     97,623      3,885    323,155    257,408    361,297    358,916:    14,811     17,192
Old  :   376,108:    34,257     97,623      3,885    323,155    257,408    361,297    358,916:    14,811     17,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2016                       :
     :   -11,248:    -5,482     -5,779       -351     -3,963     -4,711     -9,796    -10,841:    -1,452       -407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       26.0        1.0       85.9       68.4       96.1       95.4:       3.9        4.6
Old  :     100.0:       9.1       26.0        1.0       85.9       68.4       96.1       95.4:       3.9        4.6
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  :       264:        41         54         13         97        106        144        167:
Old  :       264:        41         54         13         97        106        144        167:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       36.7       52.7       45.5       40.0       36.4       50.7       45.0
Old  :                 41.1       36.7       52.7       45.5       40.0       36.4       50.7       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, April 05, 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  :   190,842:    43,682      7,098      2,889    137,322    175,976    183,893    185,963:     6,949      4,879
Old  :   190,842:    43,682      7,098      2,889    137,322    175,976    183,893    185,963:     6,949      4,879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2016                       :
     :     8,731:     2,511      1,974     -2,137      7,662      9,111      8,036      8,948:       695       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        3.7        1.5       72.0       92.2       96.4       97.4:       3.6        2.6
Old  :     100.0:      22.9        3.7        1.5       72.0       92.2       96.4       97.4:       3.6        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  :       125:        20         13          6         62         50         83         68:
Old  :       125:        20         13          6         62         50         83         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  :                 35.4       47.8       50.6       66.3       34.1       47.8       48.2       66.3
Old  :                 35.4       47.8       50.6       66.3       34.1       47.8       48.2       66.3
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, April 05, 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  :   593,509:   176,907     98,286      8,355    390,508    476,495    575,770    583,136:    17,739     10,373
Old  :   593,509:   176,907     98,286      8,355    390,508    476,495    575,770    583,136:    17,739     10,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2016                       :
     :     8,533:     7,135     -3,772      1,356        680     11,879      9,171      9,463:      -638       -930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       16.6        1.4       65.8       80.3       97.0       98.3:       3.0        1.7
Old  :     100.0:      29.8       16.6        1.4       65.8       80.3       97.0       98.3:       3.0        1.7
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  :       281:        90         48         21        105         83        205        142:
Old  :       281:        90         48         21        105         83        205        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       34.6       37.7       49.0       22.0       34.6       31.1       46.4
Old  :                 26.4       34.6       37.7       49.0       22.0       34.6       31.1       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 8, 2016