COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, April 26, 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  :   191,716:    78,482     45,714     16,154     81,712    118,724    176,348    180,592:    15,368     11,124
Old  :   113,836:    64,168     35,951      1,796     38,043     68,751    104,007    106,498:     9,829      7,338
Other:    77,880:    25,511     20,960      3,161     43,669     49,973     72,341     74,094:     5,539      3,786
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :    -1,722:     8,295     -4,239     -3,047     -8,789      5,388     -3,541     -1,898:     1,819        176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9       23.8        8.4       42.6       61.9       92.0       94.2:       8.0        5.8
Old  :     100.0:      56.4       31.6        1.6       33.4       60.4       91.4       93.6:       8.6        6.4
Other:     100.0:      32.8       26.9        4.1       56.1       64.2       92.9       95.1:       7.1        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:       119         77         61         49         61        198        173:
Old  :       248:       112         63         20         31         48        150        124:
Other:       178:        52         52         19         41         48        105        110:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       30.0       26.8       39.7       16.9       27.9       26.1       36.5
Old  :                 14.8       31.2       27.0       43.0       14.8       28.9       26.6       40.7
Other:                 28.9       38.0       41.7       51.6       28.9       36.8       40.2       49.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, April 26, 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  :    12,904:     4,041        829        251      6,776     10,845     11,068     11,925:     1,836        979
Old  :    12,761:     4,000        829        251      6,685     10,712     10,936     11,792:     1,825        969
Other:       143:        41          0          0         91        133        132        133:        11         10
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :      -241:      -784        251         29        674       -504        -81       -224:      -160        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        6.4        1.9       52.5       84.0       85.8       92.4:      14.2        7.6
Old  :     100.0:      31.3        6.5        2.0       52.4       83.9       85.7       92.4:      14.3        7.6
Other:     100.0:      28.7        0.0        0.0       63.6       93.0       92.3       93.0:       7.7        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        25          7          6         21         13         47         25:
Old  :        61:        25          7          6         21         13         47         25:
Other:         8:         4          0          0          4          1          8          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       55.7       42.0       80.8       26.6       54.2       42.0       76.7
Old  :                 26.6       56.4       41.8       80.7       26.6       54.8       41.8       76.5
Other:                 77.6       93.0       92.3       93.0       77.6       92.3       91.6       92.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, April 26, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   239,023:    82,333     29,827     47,358     97,165    155,401    226,856    232,586:    12,167      6,437
Old  :   158,016:    68,432     36,937     21,305     58,694     94,045    148,431    152,287:     9,585      5,729
Other:    81,007:    29,927      8,916     10,027     38,471     61,356     78,425     80,299:     2,582        708
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :     6,829:     5,562     -3,975      1,951     -1,225      8,959      6,288      6,935:       541       -106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       12.5       19.8       40.7       65.0       94.9       97.3:       5.1        2.7
Old  :     100.0:      43.3       23.4       13.5       37.1       59.5       93.9       96.4:       6.1        3.6
Other:     100.0:      36.9       11.0       12.4       47.5       75.7       96.8       99.1:       3.2        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:       110         42         71         54         45        198        141:
Old  :       224:       105         49         55         50         43        180        128:
Other:       119:        45         21         14         40         25         91         54:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       38.1       28.4       51.7       15.0       28.8       23.1       40.6
Old  :                 14.4       30.6       24.7       45.4       13.0       23.3       22.8       37.7
Other:                 35.5       53.3       53.9       71.9       29.5       41.2       43.4       57.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, April 26, 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  :   772,450:   241,124     51,143     74,892    366,329    604,781    682,345    730,816:    90,105     41,634
Old  :   772,450:   241,124     51,143     74,892    366,329    604,781    682,345    730,816:    90,105     41,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :   -28,090:    15,375     -8,064     -3,978    -38,158    -10,968    -26,761    -23,010:    -1,329     -5,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        6.6        9.7       47.4       78.3       88.3       94.6:      11.7        5.4
Old  :     100.0:      31.2        6.6        9.7       47.4       78.3       88.3       94.6:      11.7        5.4
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  :       217:        83         38         68         74         65        188        148:
Old  :       217:        83         38         68         74         65        188        148:
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  :                 12.4       32.8       20.1       46.6       12.2       29.5       19.6       40.7
Old  :                 12.4       32.8       20.1       46.6       12.2       29.5       19.6       40.7
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 26, 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  :   178,924:    45,618     32,334     29,554     91,430    110,784    166,602    172,672:    12,322      6,252
Old  :   129,483:    46,994     33,548     13,434     59,570     77,137    119,998    124,119:     9,485      5,364
Other:    49,441:    11,766     11,928      2,978     31,860     33,647     46,604     48,553:     2,837        888
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :    -8,021:    -3,074       -589     -4,607       -731     -2,234     -8,412     -7,430:       391       -591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       18.1       16.5       51.1       61.9       93.1       96.5:       6.9        3.5
Old  :     100.0:      36.3       25.9       10.4       46.0       59.6       92.7       95.9:       7.3        4.1
Other:     100.0:      23.8       24.1        6.0       64.4       68.1       94.3       98.2:       5.7        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:       125         73         90        135        115        303        244:
Old  :       351:       119         80         57        117        104        263        215:
Other:       211:        56         27         21        108         69        171        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  :                 12.8       15.0       21.7       25.5       10.6       12.9       17.7       20.7
Old  :                 15.7       16.3       25.4       27.3       14.1       15.9       22.3       25.1
Other:                 17.9       33.5       29.2       47.6       17.9       32.4       29.0       45.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, April 26, 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  :    64,034:    40,524     29,194      2,089     13,156     29,860     55,769     61,143:     8,265      2,891
Old  :    64,034:    40,524     29,194      2,089     13,156     29,860     55,769     61,143:     8,265      2,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :     1,540:    -1,534        585        334      2,785        799      1,585      1,718:       -45       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.3       45.6        3.3       20.5       46.6       87.1       95.5:      12.9        4.5
Old  :     100.0:      63.3       45.6        3.3       20.5       46.6       87.1       95.5:      12.9        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        80         38         11         11          7         98         52:
Old  :       135:        80         38         11         11          7         98         52:
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  :                 37.2       71.2       49.6       79.9       36.5       70.2       48.7       76.8
Old  :                 37.2       71.2       49.6       79.9       36.5       70.2       48.7       76.8
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, April 26, 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  :   371,722:    37,724     93,211      4,655    311,235    258,975    353,614    356,841:    18,108     14,881
Old  :   371,722:    37,724     93,211      4,655    311,235    258,975    353,614    356,841:    18,108     14,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :    -2,535:       586       -775        754     -5,744       -665     -4,404       -686:     1,869     -1,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       25.1        1.3       83.7       69.7       95.1       96.0:       4.9        4.0
Old  :     100.0:      10.1       25.1        1.3       83.7       69.7       95.1       96.0:       4.9        4.0
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  :       267:        39         51         10        104        110        149        165:
Old  :       267:        39         51         10        104        110        149        165:
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  :                 41.8       35.0       52.5       43.8       40.9       34.7       50.4       43.2
Old  :                 41.8       35.0       52.5       43.8       40.9       34.7       50.4       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, April 26, 2016                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   196,497:    39,738      6,878      3,713    144,806    182,041    188,257    192,632:     8,240      3,865
Old  :   196,497:    39,738      6,878      3,713    144,806    182,041    188,257    192,632:     8,240      3,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :    -1,458:    -2,125       -533        677     -1,190     -1,009     -2,638       -865:     1,180       -593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        3.5        1.9       73.7       92.6       95.8       98.0:       4.2        2.0
Old  :     100.0:      20.2        3.5        1.9       73.7       92.6       95.8       98.0:       4.2        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  :       124:        18         13          5         59         53         78         70:
Old  :       124:        18         13          5         59         53         78         70:
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  :                 35.2       50.2       52.2       66.4       33.4       50.2       49.5       66.2
Old  :                 35.2       50.2       52.2       66.4       33.4       50.2       49.5       66.2
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, April 26, 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  :   633,981:   188,544    109,581      8,117    415,489    506,943    612,150    624,641:    21,831      9,340
Old  :   633,981:   188,544    109,581      8,117    415,489    506,943    612,150    624,641:    21,831      9,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2016                       :
     :     4,900:     1,073      6,191       -331      1,655       -877      2,397      4,983:     2,503        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       17.3        1.3       65.5       80.0       96.6       98.5:       3.4        1.5
Old  :     100.0:      29.7       17.3        1.3       65.5       80.0       96.6       98.5:       3.4        1.5
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  :       298:       102         47         20        113         83        223        142:
Old  :       298:       102         47         20        113         83        223        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  :                 26.6       38.8       36.5       52.7       21.0       38.8       29.4       49.7
Old  :                 26.6       38.8       36.5       52.7       21.0       38.8       29.4       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 29, 2016