COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 16, 2016                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   235,463:   110,750     37,986     14,132     93,484    176,864    218,366    228,982:    17,097      6,481
Old  :   225,149:   110,565     36,630     13,299     84,544    169,117    208,408    219,046:    16,741      6,103
Other:    10,314:     1,013      2,184          5      8,940      7,747      9,958      9,936:       356        378
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2016                       :
     :    -9,491:   -11,879       -463        252      4,785     -8,525     -6,842     -8,736:    -2,649       -755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0       16.1        6.0       39.7       75.1       92.7       97.2:       7.3        2.8
Old  :     100.0:      49.1       16.3        5.9       37.6       75.1       92.6       97.3:       7.4        2.7
Other:     100.0:       9.8       21.2        0.0       86.7       75.1       96.5       96.3:       3.5        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:       148         61         62         58         70        241        165:
Old  :       302:       148         61         61         56         69        238        162:
Other:        57:         7         11          1         16         26         24         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       34.9       22.5       45.9       13.9       31.2       21.3       41.0
Old  :                 14.9       36.4       22.8       47.6       14.0       35.3       21.7       44.8
Other:                 77.7       44.8       88.6       64.6       77.6       44.8       88.3       64.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 16, 2016                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    16,438:     7,490      1,900        320      5,971     12,899     13,781     15,119:     2,657      1,319
Old  :    14,827:     7,487      1,666        235      4,678     11,756     12,400     13,657:     2,427      1,170
Other:     1,611:        72        303         16      1,293      1,143      1,381      1,462:       230        149
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2016                       :
     :    -1,031:      -540       -129         76       -455     -1,064       -919     -1,117:      -112         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6       11.6        1.9       36.3       78.5       83.8       92.0:      16.2        8.0
Old  :     100.0:      50.5       11.2        1.6       31.6       79.3       83.6       92.1:      16.4        7.9
Other:     100.0:       4.5       18.8        1.0       80.3       70.9       85.7       90.8:      14.3        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        28         12          7         16         18         51         32:
Old  :        68:        28         13          3         16         17         47         31:
Other:        26:         6          3          3         10          9         17         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       54.2       49.7       72.4       39.5       52.2       49.3       68.5
Old  :                 38.4       55.7       48.4       73.5       38.4       53.5       48.4       69.4
Other:                 70.1       70.1       79.6       88.1       70.1       67.3       78.4       83.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 16, 2016                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   198,224:    70,037     39,391     25,144     92,063    126,308    187,244    190,843:    10,980      7,381
Old  :     4,496:       464         16          0      3,415      3,738      3,879      3,754:       617        742
Other:   193,728:    69,713     39,515     25,004     88,648    122,570    183,365    187,089:    10,363      6,639
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2016                       :
     :   -12,667:     1,675     -6,594     -7,992     -6,216      2,633    -12,533    -11,953:      -134       -714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       19.9       12.7       46.4       63.7       94.5       96.3:       5.5        3.7
Old  :     100.0:      10.3        0.4        0.0       76.0       83.1       86.3       83.5:      13.7       16.5
Other:     100.0:      36.0       20.4       12.9       45.8       63.3       94.7       96.6:       5.3        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        84         48         56         56         45        169        128:
Old  :        27:         6          2          0         14          6         20          8:
Other:       206:        84         50         55         54         45        166        128:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       24.2       28.5       37.4       17.9       19.0       26.4       29.3
Old  :                 66.7       83.3       81.8       83.5       65.7       77.2       76.4       77.4
Other:                 19.1       24.7       29.0       38.1       18.3       20.1       27.0       31.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 16, 2016                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   883,140:   348,427     51,518     83,769    363,961    709,715    796,157    845,002:    86,983     38,138
Old  :   883,140:   348,427     51,518     83,769    363,961    709,715    796,157    845,002:    86,983     38,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2016                       :
     :    16,210:     1,154      1,636      3,425     17,921     10,070     22,500     15,131:    -6,290      1,079
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5        5.8        9.5       41.2       80.4       90.2       95.7:       9.8        4.3
Old  :     100.0:      39.5        5.8        9.5       41.2       80.4       90.2       95.7:       9.8        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        96         36         64         80         82        206        159:
Old  :       242:        96         36         64         80         82        206        159:
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  :                 13.3       30.2       20.5       47.3       12.7       29.0       19.1       42.3
Old  :                 13.3       30.2       20.5       47.3       12.7       29.0       19.1       42.3
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 16, 2016                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   172,337:    55,237     22,335     21,055     82,769    122,039    159,061    165,429:    13,276      6,908
Old  :    20,325:     3,919      6,175        735     12,846     12,218     17,500     19,128:     2,825      1,197
Other:   152,012:    56,455     21,297     15,183     69,923    109,821    141,561    146,301:    10,451      5,711
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2016                       :
     :   -12,454:    -2,825       -862     -6,485     -2,876     -5,665    -12,186    -13,012:      -268        558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       13.0       12.2       48.0       70.8       92.3       96.0:       7.7        4.0
Old  :     100.0:      19.3       30.4        3.6       63.2       60.1       86.1       94.1:      13.9        5.9
Other:     100.0:      37.1       14.0       10.0       46.0       72.2       93.1       96.2:       6.9        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:       135         74         90        126        117        312        242:
Old  :       164:        29         22          3         57         67         89         90:
Other:       356:       133         68         77        118        109        289        224:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       20.6       23.2       33.1       13.8       15.2       21.0       24.6
Old  :                 34.5       34.1       49.3       53.1       33.9       32.7       48.0       50.5
Other:                 16.0       22.7       25.3       36.3       15.5       19.4       23.2       30.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 16, 2016                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    57,759:    35,849     19,378      7,622      7,418     28,503     50,889     55,503:     6,870      2,256
Old  :    57,759:    35,849     19,378      7,622      7,418     28,503     50,889     55,503:     6,870      2,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2016                       :
     :     1,400:     3,350      2,648     -1,159        -62       -594      2,129        895:      -729        505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.1       33.5       13.2       12.8       49.3       88.1       96.1:      11.9        3.9
Old  :     100.0:      62.1       33.5       13.2       12.8       49.3       88.1       96.1:      11.9        3.9
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  :       125:        72         37         13          7         11         87         55:
Old  :       125:        72         37         13          7         11         87         55:
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  :                 38.8       63.1       56.2       74.1       34.1       59.1       46.9       66.8
Old  :                 38.8       63.1       56.2       74.1       34.1       59.1       46.9       66.8
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, August 16, 2016                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   331,438:    67,018     59,908      4,513    240,338    250,844    311,869    315,265:    19,569     16,173
Old  :   331,438:    67,018     59,908      4,513    240,338    250,844    311,869    315,265:    19,569     16,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2016                       :
     :     2,984:     3,979       -597       -130       -632      4,265      3,217      3,538:      -233       -554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       18.1        1.4       72.5       75.7       94.1       95.1:       5.9        4.9
Old  :     100.0:      20.2       18.1        1.4       72.5       75.7       94.1       95.1:       5.9        4.9
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  :       266:        58         43         12        100        105        162        156:
Old  :       266:        58         43         12        100        105        162        156:
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  :                 26.3       29.2       37.5       37.9       25.1       29.2       35.5       37.6
Old  :                 26.3       29.2       37.5       37.9       25.1       29.2       35.5       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 16, 2016                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   229,211:    38,879      8,647      3,152    180,211    213,662    222,242    225,461:     6,969      3,750
Old  :   229,211:    38,879      8,647      3,152    180,211    213,662    222,242    225,461:     6,969      3,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2016                       :
     :     3,967:       399        -64        107      3,882      4,044      4,388      4,087:      -421       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        3.8        1.4       78.6       93.2       97.0       98.4:       3.0        1.6
Old  :     100.0:      17.0        3.8        1.4       78.6       93.2       97.0       98.4:       3.0        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        25         14          7         61         52         88         71:
Old  :       127:        25         14          7         61         52         88         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       53.8       48.9       68.0       33.8       53.5       47.6       67.7
Old  :                 34.9       53.8       48.9       68.0       33.8       53.5       47.6       67.7
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 16, 2016                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI Emerging Markets Index x $50)                                        :
     :          :                                                                            :
All  :   846,990:   266,227     61,047     10,695    543,682    767,005    820,604    838,747:    26,386      8,243
Old  :   846,990:   266,227     61,047     10,695    543,682    767,005    820,604    838,747:    26,386      8,243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2016                       :
     :    63,572:     5,286     -3,390       -777     54,334     66,811     58,843     62,644:     4,729        928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        7.2        1.3       64.2       90.6       96.9       99.0:       3.1        1.0
Old  :     100.0:      31.4        7.2        1.3       64.2       90.6       96.9       99.0:       3.1        1.0
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  :       311:       118         29         20        130         82        255        124:
Old  :       311:       118         29         20        130         82        255        124:
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  :                 18.9       49.2       29.1       63.8       15.5       48.9       24.7       61.1
Old  :                 18.9       49.2       29.1       63.8       15.5       48.9       24.7       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 19, 2016