COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, September 27, 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  :   253,355:   114,550     33,008     18,736    102,777    194,047    236,063    245,791:    17,292      7,564
Old  :   238,935:   114,543     31,181     17,621     89,823    182,933    221,987    231,735:    16,948      7,200
Other:    14,420:       977      2,797        145     12,954     11,114     14,076     14,056:       344        364
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2016                   :
     :    13,933:     9,183      1,998      2,974      1,157      8,584     13,314     13,556:       619        377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2       13.0        7.4       40.6       76.6       93.2       97.0:       6.8        3.0
Old  :     100.0:      47.9       13.0        7.4       37.6       76.6       92.9       97.0:       7.1        3.0
Other:     100.0:       6.8       19.4        1.0       89.8       77.1       97.6       97.5:       2.4        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:       150         56         61         57         69        239        162:
Old  :       301:       152         53         61         54         68        236        158:
Other:        61:         6         16          2         15         28         23         45:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       38.7       22.8       49.2       14.1       33.7       21.1       43.1
Old  :                 14.7       41.0       22.4       50.7       14.4       39.7       21.8       48.0
Other:                 80.0       48.6       91.2       65.2       76.0       48.6       87.0       64.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, September 27, 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  :    17,057:    10,226      2,448        559      3,304     12,589     14,089     15,596:     2,968      1,461
Old  :    14,211:    10,082      2,115          1      1,632     10,856     11,715     12,972:     2,496      1,239
Other:     2,846:       644        833         58      1,672      1,733      2,374      2,624:       472        222
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2016                   :
     :       559:       453        161        183          6        131        642        475:       -83         84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.0       14.4        3.3       19.4       73.8       82.6       91.4:      17.4        8.6
Old  :     100.0:      70.9       14.9        0.0       11.5       76.4       82.4       91.3:      17.6        8.7
Other:     100.0:      22.6       29.3        2.0       58.7       60.9       83.4       92.2:      16.6        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        35         20          7         14         17         55         38:
Old  :        79:        35         18          1         11         17         47         35:
Other:        40:         9          9          3         12         12         23         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.6       48.1       47.8       65.4       34.6       48.1       46.8       64.6
Old  :                 39.4       53.7       50.8       69.4       39.1       53.7       50.3       69.3
Other:                 58.2       47.2       71.2       69.7       55.4       45.8       65.8       65.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, September 27, 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  :   220,380:    72,853     49,673     23,700    112,751    138,012    209,304    211,385:    11,076      8,995
Old  :   212,166:    73,533     49,089     22,794    104,932    131,400    201,259    203,283:    10,907      8,883
Other:     8,214:       191      1,455         35      7,819      6,612      8,045      8,102:       169        112
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2016                   :
     :     4,199:     5,217       -792     -2,116      1,381      7,730      4,482      4,822:      -283       -623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       22.5       10.8       51.2       62.6       95.0       95.9:       5.0        4.1
Old  :     100.0:      34.7       23.1       10.7       49.5       61.9       94.9       95.8:       5.1        4.2
Other:     100.0:       2.3       17.7        0.4       95.2       80.5       97.9       98.6:       2.1        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        85         56         68         56         46        175        146:
Old  :       218:        89         54         66         56         46        174        145:
Other:        31:         3          8          1         11         12         15         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.7       28.6       33.6       40.4       19.1       20.4       27.7       29.6
Old  :                 20.5       29.3       31.6       40.1       17.7       21.9       26.7       30.9
Other:                 90.2       72.1       95.8       86.9       83.2       71.2       88.1       82.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, September 27, 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  :   857,858:   365,849     36,553     80,291    314,882    701,822    761,022    818,666:    96,836     39,192
Old  :   857,858:   365,849     36,553     80,291    314,882    701,822    761,022    818,666:    96,836     39,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2016                   :
     :   -38,780:     4,940      2,573    -11,074    -29,884    -32,627    -36,018    -41,128:    -2,762      2,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6        4.3        9.4       36.7       81.8       88.7       95.4:      11.3        4.6
Old  :     100.0:      42.6        4.3        9.4       36.7       81.8       88.7       95.4:      11.3        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:       112         27         60         71         71        202        144:
Old  :       234:       112         27         60         71         71        202        144:
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  :                 13.5       33.2       21.4       51.1       13.1       28.4       19.8       44.7
Old  :                 13.5       33.2       21.4       51.1       13.1       28.4       19.8       44.7
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, September 27, 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  :   185,532:    70,148     21,897     26,817     76,870    130,670    173,835    179,384:    11,697      6,148
Old  :   177,206:    70,439     22,669     24,860     70,485    123,714    165,784    171,243:    11,422      5,963
Other:     8,326:     1,127        646        539      6,385      6,956      8,051      8,141:       275        185
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2016                   :
     :     3,995:    -1,130        798       -212      5,226      4,213      3,884      4,799:       111       -804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       11.8       14.5       41.4       70.4       93.7       96.7:       6.3        3.3
Old  :     100.0:      39.7       12.8       14.0       39.8       69.8       93.6       96.6:       6.4        3.4
Other:     100.0:      13.5        7.8        6.5       76.7       83.5       96.7       97.8:       3.3        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:       144         77        110        127        120        329        263:
Old  :       393:       145         80        108        126        118        327        260:
Other:       102:        16         11          5         50         43         69         56:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       20.4       21.5       31.8       11.9       16.8       19.8       25.9
Old  :                 12.9       19.7       22.2       31.4       12.5       17.8       20.7       27.2
Other:                 60.4       52.0       72.5       66.1       59.3       48.6       67.4       60.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, September 27, 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  :    50,534:    31,260     19,055      4,421      7,377     24,798     43,058     48,274:     7,476      2,260
Old  :    50,534:    31,260     19,055      4,421      7,377     24,798     43,058     48,274:     7,476      2,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2016                   :
     :     2,570:       992      3,187        905        226     -1,526      2,123      2,566:       447          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.9       37.7        8.7       14.6       49.1       85.2       95.5:      14.8        4.5
Old  :     100.0:      61.9       37.7        8.7       14.6       49.1       85.2       95.5:      14.8        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  :       121:        73         34         17          7          9         92         50:
Old  :       121:        73         34         17          7          9         92         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       65.8       53.1       76.1       35.7       64.5       46.9       70.6
Old  :                 39.0       65.8       53.1       76.1       35.7       64.5       46.9       70.6
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, September 27, 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  :   330,116:    70,340     58,872      9,018    229,538    247,597    308,896    315,487:    21,220     14,629
Old  :   330,116:    70,340     58,872      9,018    229,538    247,597    308,896    315,487:    21,220     14,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2016                   :
     :     7,382:     1,482     -2,225      1,597      3,241      6,717      6,320      6,089:     1,062      1,293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       17.8        2.7       69.5       75.0       93.6       95.6:       6.4        4.4
Old  :     100.0:      21.3       17.8        2.7       69.5       75.0       93.6       95.6:       6.4        4.4
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  :       257:        52         47         20         94        101        154        160:
Old  :       257:        52         47         20         94        101        154        160:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       28.3       40.5       37.9       26.5       28.3       36.2       37.1
Old  :                 29.3       28.3       40.5       37.9       26.5       28.3       36.2       37.1
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, September 27, 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  :   210,580:    37,496     12,593      2,338    162,432    191,782    202,266    206,713:     8,314      3,867
Old  :   210,580:    37,496     12,593      2,338    162,432    191,782    202,266    206,713:     8,314      3,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2016                   :
     :     1,409:      -247        614         -2      1,712      1,013      1,463      1,625:       -54       -216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        6.0        1.1       77.1       91.1       96.1       98.2:       3.9        1.8
Old  :     100.0:      17.8        6.0        1.1       77.1       91.1       96.1       98.2:       3.9        1.8
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  :       114:        18         13          5         57         50         76         67:
Old  :       114:        18         13          5         57         50         76         67:
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  :                 37.9       40.5       51.6       65.0       36.9       40.4       50.4       65.0
Old  :                 37.9       40.5       51.6       65.0       36.9       40.4       50.4       65.0
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, September 27, 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  :   850,885:   281,434     58,654     13,100    534,693    770,160    829,227    841,914:    21,658      8,971
Old  :   850,885:   281,434     58,654     13,100    534,693    770,160    829,227    841,914:    21,658      8,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2016                   :
     :    36,616:     4,397       -327        256     30,483     37,771     35,136     37,700:     1,480     -1,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        6.9        1.5       62.8       90.5       97.5       98.9:       2.5        1.1
Old  :     100.0:      33.1        6.9        1.5       62.8       90.5       97.5       98.9:       2.5        1.1
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  :       308:       107         36         21        131         82        248        129:
Old  :       308:       107         36         21        131         82        248        129:
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  :                 19.3       56.3       30.3       69.6       17.5       56.3       27.1       68.0
Old  :                 19.3       56.3       30.3       69.6       17.5       56.3       27.1       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 30, 2016