COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :   259,955:    59,449     87,606     54,200    131,831    100,035    245,479    241,841:    14,476     18,114
Old  :   203,343:    57,763     78,150     42,346     92,035     67,831    192,144    188,327:    11,199     15,016
Other:    56,611:     8,326     16,097      5,213     39,796     32,204     53,335     53,514:     3,276      3,097
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2016                        :
     :     5,622:    -4,525       -617      1,457      9,282      5,195      6,215      6,035:      -593       -413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       33.7       20.8       50.7       38.5       94.4       93.0:       5.6        7.0
Old  :     100.0:      28.4       38.4       20.8       45.3       33.4       94.5       92.6:       5.5        7.4
Other:     100.0:      14.7       28.4        9.2       70.3       56.9       94.2       94.5:       5.8        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:        91        125         87         69         68        206        239:
Old  :       291:        95        113         76         63         63        192        220:
Other:       148:        30         47         28         53         50         99        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       14.3       27.5       21.9       12.0        6.9       19.8       12.4
Old  :                 16.4       12.3       26.7       20.6       12.2        8.0       20.7       14.9
Other:                 29.1       32.7       44.7       46.2       28.9       31.9       41.7       44.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :    14,391:     2,193      2,423      1,660      8,876      8,913     12,729     12,996:     1,662      1,395
Old  :    14,302:     2,192      2,423      1,648      8,811      8,844     12,651     12,914:     1,651      1,388
Other:        89:         2          1         11         65         69         78         82:        11          8
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2016                        :
     :      -215:       152        128        111       -374       -407       -111       -168:      -104        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       16.8       11.5       61.7       61.9       88.5       90.3:      11.5        9.7
Old  :     100.0:      15.3       16.9       11.5       61.6       61.8       88.5       90.3:      11.5        9.7
Other:     100.0:       2.7        1.7       12.5       72.5       77.2       87.7       91.3:      12.3        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        21         15         12         25         15         50         38:
Old  :        66:        21         15         12         25         15         50         38:
Other:         7:         2          1          2          4          1          7          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  :                 22.0       44.2       40.0       61.1       22.0       41.7       39.6       58.6
Old  :                 22.1       44.4       39.8       61.5       22.1       42.0       39.4       59.0
Other:                 83.7       91.3       87.7       91.3       73.2       77.7       74.1       77.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :   295,891:    57,319     24,873     88,986    135,936    173,532    282,242    287,391:    13,649      8,499
Old  :   235,725:    48,544     22,426     70,756    105,168    134,768    224,469    227,951:    11,256      7,774
Other:    60,166:    17,157     10,828      9,849     30,768     38,764     57,773     59,441:     2,393        725
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2016                        :
     :     2,602:     2,017     -1,637         75       -512      3,871      1,580      2,309:     1,021        293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        8.4       30.1       45.9       58.6       95.4       97.1:       4.6        2.9
Old  :     100.0:      20.6        9.5       30.0       44.6       57.2       95.2       96.7:       4.8        3.3
Other:     100.0:      28.5       18.0       16.4       51.1       64.4       96.0       98.8:       4.0        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        95         47         81         54         46        191        146:
Old  :       213:        95         51         78         53         45        183        143:
Other:        92:        31         15         17         37         24         80         44:
     :----------------------------------------------------------------------------------------------------
     :             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       29.4       33.1       42.5       12.9       15.9       18.0       24.4
Old  :                 22.3       26.6       31.9       39.3       10.7       19.2       17.7       27.9
Other:                 44.3       51.8       60.5       71.0       39.2       43.7       52.0       62.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  : 1,010,861:   212,134     47,842    233,083    476,132    678,855    921,349    959,780:    89,511     51,081
Old  : 1,010,861:   212,134     47,842    233,083    476,132    678,855    921,349    959,780:    89,511     51,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2016                        :
     :    28,201:    24,676     -5,880     -3,484     -1,025     40,452     20,167     31,088:     8,034     -2,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        4.7       23.1       47.1       67.2       91.1       94.9:       8.9        5.1
Old  :     100.0:      21.0        4.7       23.1       47.1       67.2       91.1       94.9:       8.9        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        93         36         82         87         83        215        172:
Old  :       228:        93         36         82         87         83        215        172:
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  :                 11.7       25.1       19.3       36.9        7.5       22.2       12.8       29.7
Old  :                 11.7       25.1       19.3       36.9        7.5       22.2       12.8       29.7
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 with Delta-adjusted Options and Futures Combined, March 15, 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  :   236,448:    44,725     29,860     68,006    112,674    129,031    225,404    226,897:    11,044      9,552
Old  :   189,210:    50,480     38,798     43,398     86,726     98,454    180,605    180,650:     8,605      8,560
Other:    47,238:    13,999     10,816      4,853     25,947     30,577     44,799     46,247:     2,439        991
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2016                        :
     :       124:     5,635    -13,790      2,782     -8,121     10,499        296       -509:      -172        633
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       12.6       28.8       47.7       54.6       95.3       96.0:       4.7        4.0
Old  :     100.0:      26.7       20.5       22.9       45.8       52.0       95.5       95.5:       4.5        4.5
Other:     100.0:      29.6       22.9       10.3       54.9       64.7       94.8       97.9:       5.2        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       392:       126        102        121        141        126        334        292:
Old  :       388:       128        100        110        135        120        320        279:
Other:       191:        44         27         28        102         67        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  :                 15.2       16.7       23.5       26.4        8.3        9.9       14.1       15.5
Old  :                 17.3       16.0       25.7       24.5       10.7       11.0       17.8       17.3
Other:                 24.7       34.6       35.2       49.7       24.5       31.7       34.2       45.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :    49,989:    33,500     16,113      1,115      9,503     31,046     44,118     48,274:     5,871      1,715
Old  :    49,989:    33,500     16,113      1,115      9,503     31,046     44,118     48,274:     5,871      1,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2016                        :
     :   -13,975:    -6,872      2,017       -869     -6,455    -14,943    -14,197    -13,796:       222       -179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.0       32.2        2.2       19.0       62.1       88.3       96.6:      11.7        3.4
Old  :     100.0:      67.0       32.2        2.2       19.0       62.1       88.3       96.6:      11.7        3.4
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  :       111:        64         33         10          8          7         78         45:
Old  :       111:        64         33         10          8          7         78         45:
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  :                 44.7       70.5       58.0       79.6       43.7       70.5       57.0       79.6
Old  :                 44.7       70.5       58.0       79.6       43.7       70.5       57.0       79.6
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 with Delta-adjusted Options and Futures Combined, March 15, 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  :   443,501:    41,040    104,667      8,266    374,777    309,728    424,084    422,661:    19,417     20,840
Old  :   443,501:    41,040    104,667      8,266    374,777    309,728    424,084    422,661:    19,417     20,840
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2016                        :
     :    16,591:     1,770       -937      4,931      6,697     11,433     13,399     15,427:     3,192      1,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       23.6        1.9       84.5       69.8       95.6       95.3:       4.4        4.7
Old  :     100.0:       9.3       23.6        1.9       84.5       69.8       95.6       95.3:       4.4        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        37         56         24        112        127        161        196:
Old  :       275:        37         56         24        112        127        161        196:
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  :                 37.6       32.8       49.0       41.9       36.9       32.8       47.5       41.5
Old  :                 37.6       32.8       49.0       41.9       36.9       32.8       47.5       41.5
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 15, 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  :   204,382:    43,110      6,192      5,021    147,239    187,088    195,370    198,301:     9,012      6,081
Old  :   204,382:    43,110      6,192      5,021    147,239    187,088    195,370    198,301:     9,012      6,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2016                        :
     :     8,389:    -2,159        651        683      8,012      6,554      6,536      7,888:     1,853        501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        3.0        2.5       72.0       91.5       95.6       97.0:       4.4        3.0
Old  :     100.0:      21.1        3.0        2.5       72.0       91.5       95.6       97.0:       4.4        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  :       128:        20         15          7         66         57         90         76:
Old  :       128:        20         15          7         66         57         90         76:
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  :                 33.0       48.2       46.2       65.3       30.8       47.2       43.9       61.3
Old  :                 33.0       48.2       46.2       65.3       30.8       47.2       43.9       61.3
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, March 15, 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  :   686,790:   157,946     96,158     29,188    451,383    518,869    638,517    644,215:    48,273     42,575
Old  :   686,790:   157,946     96,158     29,188    451,383    518,869    638,517    644,215:    48,273     42,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2016                        :
     :    91,336:    -1,864    -10,957     22,781     39,842     49,144     60,759     60,968:    30,577     30,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       14.0        4.2       65.7       75.5       93.0       93.8:       7.0        6.2
Old  :     100.0:      23.0       14.0        4.2       65.7       75.5       93.0       93.8:       7.0        6.2
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  :       278:        83         54         31        106         90        205        161:
Old  :       278:        83         54         31        106         90        205        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  :                 21.6       25.7       35.9       40.0       18.9       24.0       30.2       33.4
Old  :                 21.6       25.7       35.9       40.0       18.9       24.0       30.2       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 18, 2016