COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, April 12, 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  :   211,884:    68,284     72,515     26,548    102,606     98,386    197,438    197,449:    14,446     14,435
Old  :   146,950:    64,338     60,247     13,522     58,683     61,895    136,543    135,664:    10,407     11,286
Other:    64,934:    14,672     22,994      2,300     43,923     36,491     60,895     61,785:     4,039      3,149
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :   -10,631:     3,396    -15,229     -3,246    -11,625     10,270    -11,475     -8,205:       844     -2,426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       34.2       12.5       48.4       46.4       93.2       93.2:       6.8        6.8
Old  :     100.0:      43.8       41.0        9.2       39.9       42.1       92.9       92.3:       7.1        7.7
Other:     100.0:      22.6       35.4        3.5       67.6       56.2       93.8       95.2:       6.2        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:       100        104         85         60         61        205        213:
Old  :       267:       102         86         55         51         51        178        170:
Other:       169:        38         60         13         48         42         93        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       20.1       26.1       29.4       16.4       16.5       24.7       23.8
Old  :                 14.3       18.0       24.6       29.1       13.7       14.4       23.2       24.2
Other:                 30.8       34.7       44.7       44.9       29.9       34.7       42.6       44.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, April 12, 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  :    13,564:     5,346        719        227      5,776     11,611     11,349     12,557:     2,215      1,007
Old  :    13,488:     5,336        719        227      5,723     11,538     11,286     12,484:     2,202      1,004
Other:        76:        10          0          0         53         73         63         73:        13          3
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :      -721:       -96        -15         36       -749       -651       -809       -630:        88        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4        5.3        1.7       42.6       85.6       83.7       92.6:      16.3        7.4
Old  :     100.0:      39.6        5.3        1.7       42.4       85.5       83.7       92.6:      16.3        7.4
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  :        66:        27          9          7         19         15         49         28:
Old  :        66:        27          9          7         19         15         49         28:
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  :                 25.2       59.8       39.7       80.2       25.2       59.8       39.7       78.0
Old  :                 25.3       60.2       39.7       80.2       25.3       60.2       39.7       78.5
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 12, 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  :   225,819:    71,945     34,313     44,488     98,692    139,381    215,125    218,182:    10,694      7,637
Old  :   159,733:    60,140     36,454     24,280     66,703     91,852    151,123    152,586:     8,610      7,147
Other:    66,086:    22,487      8,541      9,526     31,989     47,529     64,002     65,596:     2,084        490
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :    -8,901:     1,328      3,151     -3,329     -7,015     -7,534     -9,016     -7,712:       115     -1,189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       15.2       19.7       43.7       61.7       95.3       96.6:       4.7        3.4
Old  :     100.0:      37.7       22.8       15.2       41.8       57.5       94.6       95.5:       5.4        4.5
Other:     100.0:      34.0       12.9       14.4       48.4       71.9       96.8       99.3:       3.2        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        97         41         58         57         42        180        124:
Old  :       201:        92         46         44         55         40        167        111:
Other:       103:        35         19         12         37         22         81         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       35.1       31.2       48.5       16.3       26.3       25.0       37.8
Old  :                 15.5       28.4       27.0       43.7       13.8       22.0       24.3       35.6
Other:                 40.8       51.7       59.6       74.0       34.6       39.6       48.2       58.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, April 12, 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  :   840,440:   237,875     75,115     89,749    428,613    629,542    756,237    794,406:    84,203     46,034
Old  :   840,440:   237,875     75,115     89,749    428,613    629,542    756,237    794,406:    84,203     46,034
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :   -25,376:   -21,978      1,497     -8,786     13,262    -18,382    -17,502    -25,671:    -7,874        295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        8.9       10.7       51.0       74.9       90.0       94.5:      10.0        5.5
Old  :     100.0:      28.3        8.9       10.7       51.0       74.9       90.0       94.5:      10.0        5.5
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  :       233:        90         44         75         79         70        206        160:
Old  :       233:        90         44         75         79         70        206        160:
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  :                 13.2       29.8       20.7       45.8        9.9       25.8       16.6       35.5
Old  :                 13.2       29.8       20.7       45.8        9.9       25.8       16.6       35.5
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 12, 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  :   195,442:    46,139     33,167     40,095     96,893    114,296    183,127    187,558:    12,315      7,884
Old  :   146,712:    52,588     39,745     17,992     66,399     81,894    136,979    139,631:     9,733      7,081
Other:    48,730:    13,224     13,095      2,430     30,494     32,402     46,148     47,927:     2,582        803
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :    -2,517:    -2,782      1,568      1,331       -965     -5,232     -2,416     -2,333:      -101       -184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       17.0       20.5       49.6       58.5       93.7       96.0:       6.3        4.0
Old  :     100.0:      35.8       27.1       12.3       45.3       55.8       93.4       95.2:       6.6        4.8
Other:     100.0:      27.1       26.9        5.0       62.6       66.5       94.7       98.4:       5.3        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:       127         71         98        134        117        304        255:
Old  :       357:       126         78         76        124        107        282        232:
Other:       201:        39         34         19        105         70        156        114:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       15.3       21.3       25.4        9.5       11.7       16.2       20.2
Old  :                 15.8       16.0       25.0       27.0       13.5       14.1       21.5       24.4
Other:                 21.8       35.7       35.6       47.9       21.8       34.8       35.2       46.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, April 12, 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  :    59,054:    39,571     25,722      1,548     10,122     28,703     51,241     55,973:     7,813      3,081
Old  :    59,054:    39,571     25,722      1,548     10,122     28,703     51,241     55,973:     7,813      3,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :     2,731:      -468      2,998       -142      2,689       -376      2,079      2,480:       652        251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.0       43.6        2.6       17.1       48.6       86.8       94.8:      13.2        5.2
Old  :     100.0:      67.0       43.6        2.6       17.1       48.6       86.8       94.8:      13.2        5.2
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  :       136:        77         40         13         11          9         97         56:
Old  :       136:        77         40         13         11          9         97         56:
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  :                 42.1       69.9       52.5       77.7       41.4       69.5       51.8       76.5
Old  :                 42.1       69.9       52.5       77.7       41.4       69.5       51.8       76.5
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 12, 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  :   380,938:    31,126     97,997      3,655    329,899    262,977    364,680    364,629:    16,258     16,309
Old  :   380,938:    31,126     97,997      3,655    329,899    262,977    364,680    364,629:    16,258     16,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :     4,830:    -3,131        374       -230      6,744      5,569      3,383      5,713:     1,447       -883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       25.7        1.0       86.6       69.0       95.7       95.7:       4.3        4.3
Old  :     100.0:       8.2       25.7        1.0       86.6       69.0       95.7       95.7:       4.3        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  :       263:        38         54         10         98        108        140        168:
Old  :       263:        38         54         10         98        108        140        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  :                 41.3       36.4       53.0       44.5       40.4       36.1       51.2       43.8
Old  :                 41.3       36.4       53.0       44.5       40.4       36.1       51.2       43.8
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 12, 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  :   194,558:    44,235      6,904      2,939    140,980    179,392    188,154    189,235:     6,404      5,323
Old  :   194,558:    44,235      6,904      2,939    140,980    179,392    188,154    189,235:     6,404      5,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :     3,716:       553       -194         50      3,658      3,416      4,261      3,272:      -545        444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        3.5        1.5       72.5       92.2       96.7       97.3:       3.3        2.7
Old  :     100.0:      22.7        3.5        1.5       72.5       92.2       96.7       97.3:       3.3        2.7
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  :       126:        22         12          5         59         52         82         68:
Old  :       126:        22         12          5         59         52         82         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  :                 36.6       46.8       52.7       64.4       35.3       46.8       50.3       64.4
Old  :                 36.6       46.8       52.7       64.4       35.3       46.8       50.3       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders - Futures Only, April 12, 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  :   600,375:   177,979    101,102      8,208    395,718    478,409    581,905    587,719:    18,470     12,656
Old  :   600,375:   177,979    101,102      8,208    395,718    478,409    581,905    587,719:    18,470     12,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :     6,866:     1,072      2,816       -147      5,210      1,914      6,135      4,583:       731      2,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       16.8        1.4       65.9       79.7       96.9       97.9:       3.1        2.1
Old  :     100.0:      29.6       16.8        1.4       65.9       79.7       96.9       97.9:       3.1        2.1
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  :       289:        91         49         24        112         84        214        146:
Old  :       289:        91         49         24        112         84        214        146:
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  :                 26.0       35.2       36.7       49.7       21.1       35.1       30.2       46.6
Old  :                 26.0       35.2       36.7       49.7       21.1       35.1       30.2       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 15, 2016