COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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  :   254,333:    63,973     88,223     52,742    122,549     94,840    239,264    235,806:    15,068     18,527
Old  :   204,021:    61,664     79,880     41,076     90,179     67,641    192,920    188,598:    11,101     15,423
Other:    50,312:     8,988     15,022      4,986     32,369     27,199     46,344     47,208:     3,968      3,104
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2016                        :
     :     6,079:    -5,652      3,819      4,039      6,262     -2,178      4,649      5,681:     1,429        398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       34.7       20.7       48.2       37.3       94.1       92.7:       5.9        7.3
Old  :     100.0:      30.2       39.2       20.1       44.2       33.2       94.6       92.4:       5.4        7.6
Other:     100.0:      17.9       29.9        9.9       64.3       54.1       92.1       93.8:       7.9        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:        99        123         94         66         63        208        242:
Old  :       295:        98        116         80         61         60        193        225:
Other:       142:        31         42         25         52         47         98         99:
     :----------------------------------------------------------------------------------------------------
     :             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       13.2       26.0       20.6       12.6        7.2       20.0       12.7
Old  :                 15.1       11.8       25.0       20.1       11.5        8.1       20.7       14.6
Other:                 28.6       32.8       41.3       46.8       27.9       32.7       40.3       46.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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  :    14,606:     2,041      2,296      1,549      9,250      9,320     12,840     13,164:     1,766      1,442
Old  :    14,513:     2,042      2,296      1,534      9,184      9,251     12,760     13,081:     1,753      1,433
Other:        93:         2          3         12         66         69         80         84:        13          9
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2016                        :
     :     1,589:       104        897        356        894         -8      1,354      1,245:       235        344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       15.7       10.6       63.3       63.8       87.9       90.1:      12.1        9.9
Old  :     100.0:      14.1       15.8       10.6       63.3       63.7       87.9       90.1:      12.1        9.9
Other:     100.0:       2.3        3.2       12.5       71.2       74.1       86.0       89.8:      14.0       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        20         15         10         25         15         48         37:
Old  :        66:        20         15         10         25         15         48         37:
Other:         6:         2          1          2          3          1          6          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       45.5       39.9       60.4       21.8       43.1       39.8       58.0
Old  :                 22.0       45.8       39.7       60.8       22.0       43.4       39.6       58.4
Other:                 83.0       89.8       86.0       89.8       72.4       76.2       72.4       76.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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  :   293,289:    55,302     26,510     88,911    136,448    169,661    280,662    285,083:    12,628      8,207
Old  :   234,942:    49,101     24,119     70,515    104,949    132,814    224,564    227,448:    10,378      7,494
Other:    58,347:    14,764     10,954      9,834     31,500     36,847     56,097     57,634:     2,250        713
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2016                        :
     :    -1,158:    -3,474     -6,430      1,269         63      3,970     -2,142     -1,191:       984         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        9.0       30.3       46.5       57.8       95.7       97.2:       4.3        2.8
Old  :     100.0:      20.9       10.3       30.0       44.7       56.5       95.6       96.8:       4.4        3.2
Other:     100.0:      25.3       18.8       16.9       54.0       63.2       96.1       98.8:       3.9        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        90         52         79         51         46        178        149:
Old  :       206:        87         56         76         51         45        172        146:
Other:        90:        31         14         19         36         24         79         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       28.3       33.0       41.0       13.0       15.2       18.3       24.1
Old  :                 21.3       25.6       31.0       37.8       11.1       19.1       18.5       28.4
Other:                 47.2       52.6       63.5       71.3       41.3       43.9       54.6       62.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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  :   982,660:   187,458     53,722    236,567    477,157    638,403    901,183    928,692:    81,477     53,968
Old  :   982,660:   187,458     53,722    236,567    477,157    638,403    901,183    928,692:    81,477     53,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2016                        :
     :     9,240:      -815    -41,368     13,945    -13,411     36,476       -282      9,053:     9,522        187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        5.5       24.1       48.6       65.0       91.7       94.5:       8.3        5.5
Old  :     100.0:      19.1        5.5       24.1       48.6       65.0       91.7       94.5:       8.3        5.5
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  :       229:        84         45         88         89         85        215        181:
Old  :       229:        84         45         88         89         85        215        181:
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  :                 11.5       24.7       19.3       35.3        7.8       21.8       13.3       28.4
Old  :                 11.5       24.7       19.3       35.3        7.8       21.8       13.3       28.4
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, March 08, 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  :   236,324:    39,090     43,650     65,223    120,795    118,532    225,108    227,406:    11,216      8,918
Old  :   192,868:    42,854     49,442     44,793     96,157     90,555    183,804    184,789:     9,064      8,079
Other:    43,456:    12,562     10,534      4,104     24,638     27,977     41,304     42,616:     2,152        840
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2016                        :
     :     4,868:     5,013     -8,414      4,483     -2,937      8,487      6,559      4,555:    -1,691        313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       18.5       27.6       51.1       50.2       95.3       96.2:       4.7        3.8
Old  :     100.0:      22.2       25.6       23.2       49.9       47.0       95.3       95.8:       4.7        4.2
Other:     100.0:      28.9       24.2        9.4       56.7       64.4       95.0       98.1:       5.0        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       403:       115        123        128        139        123        325        314:
Old  :       400:       115        123        117        134        118        313        302:
Other:       187:        39         30         32        102         64        158        112:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       15.0       22.5       24.2        8.6        9.3       13.7       15.2
Old  :                 16.0       13.7       24.0       22.9       10.5        9.8       17.5       17.4
Other:                 25.4       36.2       36.7       49.8       25.3       33.6       36.4       46.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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  :    63,963:    40,372     14,096      1,984     15,959     45,989     58,315     62,069:     5,649      1,894
Old  :    63,963:    40,372     14,096      1,984     15,959     45,989     58,315     62,069:     5,649      1,894
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2016                        :
     :      -716:    -1,113       -702        482        749       -163        117       -382:      -833       -334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.1       22.0        3.1       24.9       71.9       91.2       97.0:       8.8        3.0
Old  :     100.0:      63.1       22.0        3.1       24.9       71.9       91.2       97.0:       8.8        3.0
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  :       113:        62         32         17         11         10         83         53:
Old  :       113:        62         32         17         11         10         83         53:
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  :                 43.2       77.0       59.8       82.6       41.8       75.8       55.4       79.7
Old  :                 43.2       77.0       59.8       82.6       41.8       75.8       55.4       79.7
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, March 08, 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  :   426,910:    39,270    105,604      3,335    368,080    298,295    410,685    407,234:    16,225     19,676
Old  :   426,910:    39,270    105,604      3,335    368,080    298,295    410,685    407,234:    16,225     19,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2016                        :
     :    -3,584:    -2,110      2,876        289     -3,558     -4,386     -5,379     -1,220:     1,795     -2,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       24.7        0.8       86.2       69.9       96.2       95.4:       3.8        4.6
Old  :     100.0:       9.2       24.7        0.8       86.2       69.9       96.2       95.4:       3.8        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  :       268:        37         57         16         97        115        143        179:
Old  :       268:        37         57         16         97        115        143        179:
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  :                 39.1       33.6       52.2       42.4       38.4       33.6       50.4       42.1
Old  :                 39.1       33.6       52.2       42.4       38.4       33.6       50.4       42.1
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 with Delta-adjusted Options and Futures Combined, March 08, 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  :   195,993:    45,269      5,541      4,338    139,227    180,534    188,834    190,413:     7,159      5,580
Old  :   195,993:    45,269      5,541      4,338    139,227    180,534    188,834    190,413:     7,159      5,580
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2016                        :
     :    -5,845:    -3,703       -501      1,580     -3,064     -7,012     -5,187     -5,933:      -658         88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        2.8        2.2       71.0       92.1       96.3       97.2:       3.7        2.8
Old  :     100.0:      23.1        2.8        2.2       71.0       92.1       96.3       97.2:       3.7        2.8
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  :       130:        22         12          8         64         55         88         73:
Old  :       130:        22         12          8         64         55         88         73:
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  :                 34.8       52.4       49.5       67.2       32.9       52.4       47.6       66.9
Old  :                 34.8       52.4       49.5       67.2       32.9       52.4       47.6       66.9
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, March 08, 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  :   595,454:   159,810    107,115      6,407    411,541    469,725    577,758    583,247:    17,696     12,207
Old  :   595,454:   159,810    107,115      6,407    411,541    469,725    577,758    583,247:    17,696     12,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2016                        :
     :    30,404:     3,508      4,833        387     30,354     25,411     34,249     30,631:    -3,845       -227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       18.0        1.1       69.1       78.9       97.0       97.9:       3.0        2.1
Old  :     100.0:      26.8       18.0        1.1       69.1       78.9       97.0       97.9:       3.0        2.1
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  :       281:        75         58         20        107         91        195        156:
Old  :       281:        75         58         20        107         91        195        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  :                 24.6       25.9       38.5       42.4       22.1       23.9       33.0       33.9
Old  :                 24.6       25.9       38.5       42.4       22.1       23.9       33.0       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 11, 2016