COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 09, 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  :   244,954:   122,629     38,449     13,880     88,699    185,389    225,208    237,718:    19,746      7,236
Old  :   235,320:   122,474     37,173     12,967     80,430    178,311    215,871    228,451:    19,449      6,869
Other:     9,634:     1,068      2,189          0      8,269      7,078      9,337      9,267:       297        367
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :     7,901:     3,635        896      1,230      2,473      6,613      7,338      8,739:       563       -838
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       15.7        5.7       36.2       75.7       91.9       97.0:       8.1        3.0
Old  :     100.0:      52.0       15.8        5.5       34.2       75.8       91.7       97.1:       8.3        2.9
Other:     100.0:      11.1       22.7        0.0       85.8       73.5       96.9       96.2:       3.1        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:       155         62         51         56         69        237        162:
Old  :       310:       155         61         51         52         68        233        159:
Other:        55:         4         13          0         16         26         20         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       35.1       20.7       46.2       13.1       32.7       20.3       42.0
Old  :                 13.2       36.5       21.0       47.9       13.2       35.5       20.7       45.2
Other:                 75.8       43.7       89.4       63.2       75.8       43.7       89.1       63.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 09, 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  :    17,469:     8,030      2,029        244      6,426     13,963     14,700     16,236:     2,769      1,233
Old  :    16,109:     8,028      1,707        213      5,308     13,128     13,549     15,048:     2,560      1,061
Other:     1,360:        30        350          3      1,118        835      1,151      1,188:       209        172
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :      -634:    -1,064        -69         57        423       -513       -584       -525:       -50       -109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0       11.6        1.4       36.8       79.9       84.1       92.9:      15.9        7.1
Old  :     100.0:      49.8       10.6        1.3       33.0       81.5       84.1       93.4:      15.9        6.6
Other:     100.0:       2.2       25.7        0.2       82.2       61.4       84.6       87.4:      15.4       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        27         13          6         18         18         51         32:
Old  :        68:        27         14          3         18         17         48         31:
Other:        26:         6          3          2         11          7         17         12:
     :----------------------------------------------------------------------------------------------------
     :             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       52.3       48.4       72.3       36.6       49.4       46.5       65.7
Old  :                 35.9       53.8       47.8       73.6       35.9       50.6       45.7       66.4
Other:                 67.4       69.0       79.0       85.3       67.4       65.7       77.7       82.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 09, 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  :   210,891:    68,362     45,985     33,136     98,279    123,675    199,777    202,796:    11,114      8,095
Old  :    29,194:    13,656     12,842        567     12,121     13,270     26,344     26,679:     2,850      2,515
Other:   181,697:    63,523     41,960     23,752     86,158    110,405    173,433    176,117:     8,264      5,580
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :   -18,562:   -11,085       -464     -2,878     -4,766    -15,330    -18,729    -18,672:       167        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       21.8       15.7       46.6       58.6       94.7       96.2:       5.3        3.8
Old  :     100.0:      46.8       44.0        1.9       41.5       45.5       90.2       91.4:       9.8        8.6
Other:     100.0:      35.0       23.1       13.1       47.4       60.8       95.5       96.9:       4.5        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        83         56         66         57         47        174        145:
Old  :       109:        35         23          5         32         22         68         49:
Other:       202:        73         57         55         55         43        158        131:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       21.4       31.4       33.6       17.6       16.4       26.1       26.2
Old  :                 28.9       40.0       48.2       62.9       28.5       39.9       46.8       59.3
Other:                 23.9       24.6       34.0       36.0       23.0       19.4       30.8       30.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 09, 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  :   866,930:   347,273     49,882     80,344    346,040    699,645    773,657    829,871:    93,273     37,059
Old  :   866,930:   347,273     49,882     80,344    346,040    699,645    773,657    829,871:    93,273     37,059
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :    20,176:    10,754      3,158      7,246     -5,638     12,467     12,362     22,871:     7,814     -2,695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1        5.8        9.3       39.9       80.7       89.2       95.7:      10.8        4.3
Old  :     100.0:      40.1        5.8        9.3       39.9       80.7       89.2       95.7:      10.8        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:       101         35         62         77         82        206        158:
Old  :       243:       101         35         62         77         82        206        158:
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  :                 13.1       30.8       20.2       47.6       12.9       29.6       19.4       43.3
Old  :                 13.1       30.8       20.2       47.6       12.9       29.6       19.4       43.3
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, August 09, 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  :   184,791:    58,062     23,197     27,540     85,645    127,704    171,247    178,441:    13,544      6,350
Old  :    50,766:    21,562     25,843        554     22,431     21,679     44,547     48,076:     6,219      2,690
Other:   134,025:    51,226     12,080     12,260     63,214    106,025    126,700    130,365:     7,325      3,660
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :    -4,365:    -2,137      1,580     -2,209       -407     -3,596     -4,753     -4,225:       388       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       12.6       14.9       46.3       69.1       92.7       96.6:       7.3        3.4
Old  :     100.0:      42.5       50.9        1.1       44.2       42.7       87.7       94.7:      12.3        5.3
Other:     100.0:      38.2        9.0        9.1       47.2       79.1       94.5       97.3:       5.5        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:       138         75         93        126        117        320        244:
Old  :       290:        85         65         13         68         83        161        156:
Other:       330:       127         58         61        109        106        262        205:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       18.1       24.3       29.6       12.8       14.4       19.8       23.4
Old  :                 22.1       23.1       35.1       38.3       20.8       23.0       32.9       38.1
Other:                 16.4       24.4       25.4       39.0       14.3       20.5       22.3       31.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 09, 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  :    56,359:    32,499     16,730      8,781      7,480     29,097     48,760     54,608:     7,599      1,751
Old  :    56,359:    32,499     16,730      8,781      7,480     29,097     48,760     54,608:     7,599      1,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :     1,489:       299      2,247        565       -583       -946        281      1,866:     1,208       -377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.7       29.7       15.6       13.3       51.6       86.5       96.9:      13.5        3.1
Old  :     100.0:      57.7       29.7       15.6       13.3       51.6       86.5       96.9:      13.5        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        76         29         12          8         10         91         46:
Old  :       121:        76         29         12          8         10         91         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       64.0       54.1       75.2       32.4       59.4       42.0       66.9
Old  :                 38.4       64.0       54.1       75.2       32.4       59.4       42.0       66.9
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, August 09, 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  :   328,454:    63,039     60,505      4,643    240,970    246,579    308,652    311,727:    19,802     16,727
Old  :   328,454:    63,039     60,505      4,643    240,970    246,579    308,652    311,727:    19,802     16,727
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :       152:     3,990       -691     -1,771     -1,976      2,081        243       -381:       -91        533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       18.4        1.4       73.4       75.1       94.0       94.9:       6.0        5.1
Old  :     100.0:      19.2       18.4        1.4       73.4       75.1       94.0       94.9:       6.0        5.1
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  :       262:        58         41         13         99        103        162        152:
Old  :       262:        58         41         13         99        103        162        152:
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       29.3       38.2       37.9       25.4       29.3       36.1       37.6
Old  :                 26.6       29.3       38.2       37.9       25.4       29.3       36.1       37.6
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, August 09, 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  :   225,244:    38,480      8,711      3,045    176,329    209,618    217,854    221,374:     7,390      3,870
Old  :   225,244:    38,480      8,711      3,045    176,329    209,618    217,854    221,374:     7,390      3,870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :     1,794:       365      2,352        -23      1,621        -87      1,963      2,242:      -169       -448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        3.9        1.4       78.3       93.1       96.7       98.3:       3.3        1.7
Old  :     100.0:      17.1        3.9        1.4       78.3       93.1       96.7       98.3:       3.3        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  :       126:        25         14          6         59         51         85         70:
Old  :       126:        25         14          6         59         51         85         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  :                 35.7       53.0       49.8       67.1       34.5       53.0       48.4       67.1
Old  :                 35.7       53.0       49.8       67.1       34.5       53.0       48.4       67.1
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, August 09, 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  :   783,418:   260,941     64,437     11,472    489,348    700,194    761,761    776,103:    21,657      7,315
Old  :   783,418:   260,941     64,437     11,472    489,348    700,194    761,761    776,103:    21,657      7,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2016                       :
     :    23,756:     9,994     -8,124      2,162     11,284     30,605     23,440     24,643:       316       -887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3        8.2        1.5       62.5       89.4       97.2       99.1:       2.8        0.9
Old  :     100.0:      33.3        8.2        1.5       62.5       89.4       97.2       99.1:       2.8        0.9
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  :       310:       115         35         23        123         80        248        128:
Old  :       310:       115         35         23        123         80        248        128:
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  :                 20.1       48.3       31.4       63.0       15.4       48.1       25.6       61.2
Old  :                 20.1       48.3       31.4       63.0       15.4       48.1       25.6       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 12, 2016