COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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  :   224,112:    68,836     75,962     36,764    105,471     93,225    211,070    205,950:    13,043     18,162
Old  :   186,537:    64,911     70,154     30,546     80,333     70,419    175,790    171,120:    10,747     15,417
Other:    37,575:     7,137      9,020      3,005     25,138     22,805     35,280     34,830:     2,295      2,745
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :     3,102:     1,769      4,476      2,184        -64     -4,532      3,889      2,128:      -787        974
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       33.9       16.4       47.1       41.6       94.2       91.9:       5.8        8.1
Old  :     100.0:      34.8       37.6       16.4       43.1       37.8       94.2       91.7:       5.8        8.3
Other:     100.0:      19.0       24.0        8.0       66.9       60.7       93.9       92.7:       6.1        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:       102        120         86         62         62        203        234:
Old  :       294:        96        118         75         58         58        188        219:
Other:       125:        33         27         18         46         43         85         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       15.5       24.4       22.8       12.4        8.0       20.4       14.5
Old  :                 14.1       14.7       24.4       22.6       11.5       10.0       20.5       17.7
Other:                 34.3       34.9       49.8       51.7       34.3       34.6       49.5       50.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    13,450:     1,886      1,764      1,200      8,728      9,174     11,814     12,139:     1,636      1,311
Old  :    13,439:     1,886      1,764      1,200      8,725      9,164     11,811     12,129:     1,628      1,310
Other:        11:         0          0          0          3         10          3         10:         8          1
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :    -2,249:      -354        340     -1,447       -357     -1,189     -2,159     -2,297:       -91         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       13.1        8.9       64.9       68.2       87.8       90.3:      12.2        9.7
Old  :     100.0:      14.0       13.1        8.9       64.9       68.2       87.9       90.3:      12.1        9.7
Other:     100.0:       0.0        0.0        0.0       27.3       90.9       27.3       90.9:      72.7        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        21         10          9         24         14         47         32:
Old  :        61:        21         10          9         24         14         47         32:
Other:         3:         0          0          0          2          2          2          2:
     :----------------------------------------------------------------------------------------------------
     :             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       51.5       41.7       66.7       22.7       49.1       40.6       62.7
Old  :                 22.8       51.5       41.7       66.7       22.8       49.1       40.6       62.7
Other:                 27.3       90.9       27.3       90.9       18.2       81.8       18.2       81.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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  :   290,532:    57,697     34,329     81,294    140,287    165,876    279,278    281,498:    11,255      9,034
Old  :   237,627:    50,586     30,446     65,992    110,999    132,613    227,577    229,051:    10,050      8,575
Other:    52,905:    12,889      9,661      9,524     29,288     33,262     51,701     52,446:     1,205        459
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :    10,186:       565     -2,848      2,574      5,890     10,260      9,028      9,987:     1,158        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       11.8       28.0       48.3       57.1       96.1       96.9:       3.9        3.1
Old  :     100.0:      21.3       12.8       27.8       46.7       55.8       95.8       96.4:       4.2        3.6
Other:     100.0:      24.4       18.3       18.0       55.4       62.9       97.7       99.1:       2.3        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        91         55         82         52         44        186        148:
Old  :       211:        90         57         76         51         42        178        142:
Other:        91:        26         17         21         40         21         80         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.6       30.3       35.0       42.9       13.3       13.6       18.1       22.5
Old  :                 23.3       25.6       32.7       38.9       11.9       17.3       18.8       26.5
Other:                 51.2       58.9       66.2       75.3       43.0       49.3       56.1       65.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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  : 1,006,310:   194,871    128,195    214,822    521,080    599,695    930,773    942,712:    75,537     63,598
Old  : 1,006,310:   194,871    128,195    214,822    521,080    599,695    930,773    942,712:    75,537     63,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :    -5,743:     6,883     15,535      6,215    -15,354    -17,520     -2,256      4,229:    -3,487     -9,972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       12.7       21.3       51.8       59.6       92.5       93.7:       7.5        6.3
Old  :     100.0:      19.4       12.7       21.3       51.8       59.6       92.5       93.7:       7.5        6.3
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  :       232:        78         51         78         89         83        205        182:
Old  :       232:        78         51         78         89         83        205        182:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       22.8       20.2       33.6        7.4       18.8       12.8       26.0
Old  :                 12.5       22.8       20.2       33.6        7.4       18.8       12.8       26.0
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 with Delta-adjusted Options and Futures Combined, February 23, 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  :   213,875:    35,593     43,083     50,868    116,451    111,416    202,912    205,367:    10,962      8,508
Old  :   178,300:    36,490     46,861     37,331     95,563     86,418    169,384    170,609:     8,917      7,691
Other:    35,574:     9,437      6,556      3,204     20,888     24,998     33,529     34,758:     2,046        817
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :    -4,341:     2,620       -980     -1,080     -5,113     -2,114     -3,573     -4,173:      -768       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       20.1       23.8       54.4       52.1       94.9       96.0:       5.1        4.0
Old  :     100.0:      20.5       26.3       20.9       53.6       48.5       95.0       95.7:       5.0        4.3
Other:     100.0:      26.5       18.4        9.0       58.7       70.3       94.2       97.7:       5.8        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       386:       125        106        106        138        118        309        287:
Old  :       384:       121        110         99        131        112        297        277:
Other:       174:        34         27         27        101         59        148        101:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       15.4       23.2       24.8        9.6       10.2       15.4       17.3
Old  :                 16.3       13.7       25.0       23.9       11.8       11.3       19.5       20.0
Other:                 25.8       37.3       37.4       52.1       25.6       34.7       36.8       47.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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  :    69,607:    44,987     15,644      1,742     16,937     49,791     63,666     67,177:     5,940      2,430
Old  :    69,607:    44,987     15,644      1,742     16,937     49,791     63,666     67,177:     5,940      2,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :      -701:    -1,689        242        446      1,476       -756        233        -69:      -934       -632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.6       22.5        2.5       24.3       71.5       91.5       96.5:       8.5        3.5
Old  :     100.0:      64.6       22.5        2.5       24.3       71.5       91.5       96.5:       8.5        3.5
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  :       115:        67         29         14         11          9         85         48:
Old  :       115:        67         29         14         11          9         85         48:
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       76.9       56.7       84.8       37.3       76.9       54.7       83.1
Old  :                 39.0       76.9       56.7       84.8       37.3       76.9       54.7       83.1
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 with Delta-adjusted Options and Futures Combined, February 23, 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  :   434,693:    41,075     99,406      2,885    376,951    309,733    420,912    412,024:    13,781     22,669
Old  :   434,693:    41,075     99,406      2,885    376,951    309,733    420,912    412,024:    13,781     22,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :    -2,185:    -1,885      5,143       -476      1,674    -10,360       -686     -5,692:    -1,499      3,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       22.9        0.7       86.7       71.3       96.8       94.8:       3.2        5.2
Old  :     100.0:       9.4       22.9        0.7       86.7       71.3       96.8       94.8:       3.2        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        39         53         15         98        109        145        169:
Old  :       263:        39         53         15         98        109        145        169:
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  :                 37.8       32.3       51.5       40.6       37.0       32.3       49.2       40.3
Old  :                 37.8       32.3       51.5       40.6       37.0       32.3       49.2       40.3
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 with Delta-adjusted Options and Futures Combined, February 23, 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  :   203,124:    51,907      7,808      2,509    141,919    187,524    196,335    197,841:     6,789      5,283
Old  :   203,124:    51,907      7,808      2,509    141,919    187,524    196,335    197,841:     6,789      5,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :     1,153:       999         95        -35        -83      1,026        881      1,086:       272         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        3.8        1.2       69.9       92.3       96.7       97.4:       3.3        2.6
Old  :     100.0:      25.6        3.8        1.2       69.9       92.3       96.7       97.4:       3.3        2.6
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:        21         14          4         55         55         77         72:
Old  :       127:        21         14          4         55         55         77         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       50.1       53.7       63.5       35.8       50.1       52.5       63.3
Old  :                 36.9       50.1       53.7       63.5       35.8       50.1       52.5       63.3
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 with Delta-adjusted Options and Futures Combined, February 23, 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  :   546,106:   153,553    110,256      6,239    372,665    419,058    532,457    535,553:    13,649     10,553
Old  :   546,106:   153,553    110,256      6,239    372,665    419,058    532,457    535,553:    13,649     10,553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2016                    :
     :       336:     7,632      3,076     -1,890     -3,121       -611      2,621        575:    -2,285       -239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       20.2        1.1       68.2       76.7       97.5       98.1:       2.5        1.9
Old  :     100.0:      28.1       20.2        1.1       68.2       76.7       97.5       98.1:       2.5        1.9
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  :       281:        72         62         21        103         92        189        161:
Old  :       281:        72         62         21        103         92        189        161:
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  :                 29.5       25.4       45.8       38.8       22.8       20.3       35.5       29.9
Old  :                 29.5       25.4       45.8       38.8       22.8       20.3       35.5       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 26, 2016