COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :   238,906:    73,006     35,867     50,219    100,568    141,827    223,793    227,914:    15,113     10,992
Old  :   127,486:    52,284     32,260     20,641     45,587     66,602    118,511    119,502:     8,975      7,984
Other:   111,420:    29,801     12,685     20,500     54,981     75,226    105,282    108,411:     6,138      3,008
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    -5,397:    -3,730      2,685        -35       -489     -7,552     -4,254     -4,903:    -1,143       -495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       15.0       21.0       42.1       59.4       93.7       95.4:       6.3        4.6
Old  :     100.0:      41.0       25.3       16.2       35.8       52.2       93.0       93.7:       7.0        6.3
Other:     100.0:      26.7       11.4       18.4       49.3       67.5       94.5       97.3:       5.5        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:       113         90         83         66         68        229        199:
Old  :       258:        98         83         52         52         55        178        162:
Other:       204:        76         45         43         55         58        150        131:
     :----------------------------------------------------------------------------------------------------
     :             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       28.7       24.5       37.5       13.7       22.2       21.4       29.0
Old  :                 14.5       26.5       23.9       37.2       13.1       20.4       21.0       29.3
Other:                 20.4       35.9       32.5       47.8       20.4       31.0       29.5       40.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :    14,681:     3,728        517      1,474      7,527     11,792     12,730     13,784:     1,951        897
Old  :    14,409:     3,741        518      1,415      7,329     11,593     12,485     13,526:     1,924        883
Other:       272:        18         30         29        198        199        245        258:        27         14
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :       699:       370       -266         17        134        882        521        634:       178         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        3.5       10.0       51.3       80.3       86.7       93.9:      13.3        6.1
Old  :     100.0:      26.0        3.6        9.8       50.9       80.5       86.6       93.9:      13.4        6.1
Other:     100.0:       6.8       11.2       10.5       72.8       73.2       90.1       94.9:       9.9        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        26          8         13         23         18         54         35:
Old  :        66:        26          8         13         23         18         54         35:
Other:        10:         2          2          3          3          3          7          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.7       54.1       39.6       75.4       24.5       50.6       39.4       71.2
Old  :                 24.6       53.7       39.0       75.4       24.3       50.1       38.8       71.1
Other:                 81.6       88.4       90.1       94.9       79.4       81.9       79.6       84.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :   295,519:    81,077     26,057     79,656    123,211    182,730    283,943    288,444:    11,576      7,075
Old  :   195,041:    69,605     35,836     45,446     70,867    107,366    185,918    188,647:     9,123      6,394
Other:   100,478:    32,515     11,265     13,167     52,344     75,365     98,025     99,797:     2,453        681
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :   -10,724:    -3,197     -4,246     -6,427       -156       -320     -9,779    -10,993:      -945        269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        8.8       27.0       41.7       61.8       96.1       97.6:       3.9        2.4
Old  :     100.0:      35.7       18.4       23.3       36.3       55.0       95.3       96.7:       4.7        3.3
Other:     100.0:      32.4       11.2       13.1       52.1       75.0       97.6       99.3:       2.4        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:       115         48         84         54         50        209        155:
Old  :       229:       114         48         70         48         46        191        140:
Other:       131:        47         26         23         44         34        108         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       32.0       26.5       43.7       11.7       21.5       18.3       30.5
Old  :                 17.2       25.0       26.8       37.2       10.3       15.6       16.7       25.2
Other:                 28.6       45.7       45.4       61.4       26.9       35.0       40.4       49.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  : 1,039,218:   313,726     51,677    214,668    421,159    730,996    949,553    997,341:    89,665     41,877
Old  : 1,039,218:   313,726     51,677    214,668    421,159    730,996    949,553    997,341:    89,665     41,877
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    23,775:    30,319      7,034     14,126     -9,737      6,131     34,708     27,291:   -10,933     -3,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        5.0       20.7       40.5       70.3       91.4       96.0:       8.6        4.0
Old  :     100.0:      30.2        5.0       20.7       40.5       70.3       91.4       96.0:       8.6        4.0
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  :       240:       104         39         91         82         79        221        178:
Old  :       240:       104         39         91         82         79        221        178:
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  :                 11.8       27.0       19.4       39.3       10.3       24.4       15.7       33.3
Old  :                 11.8       27.0       19.4       39.3       10.3       24.4       15.7       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :   238,412:    42,098     35,308     66,524    116,936    129,023    225,558    230,855:    12,854      7,557
Old  :   172,892:    45,664     36,712     40,980     76,624     88,646    163,269    166,338:     9,623      6,554
Other:    65,520:    11,098     13,260     10,879     40,312     40,377     62,289     64,516:     3,231      1,003
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :       910:     1,071     -8,273      2,018       -633      7,530      2,456      1,276:    -1,545       -366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       14.8       27.9       49.0       54.1       94.6       96.8:       5.4        3.2
Old  :     100.0:      26.4       21.2       23.7       44.3       51.3       94.4       96.2:       5.6        3.8
Other:     100.0:      16.9       20.2       16.6       61.5       61.6       95.1       98.5:       4.9        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       407:       135        104        124        141        124        350        292:
Old  :       390:       125        106         98        128        115        312        266:
Other:       233:        63         39         43        111         75        195        139:
     :----------------------------------------------------------------------------------------------------
     :             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       17.1       22.5       26.3        8.4        9.4       13.2       15.2
Old  :                 16.9       15.7       26.2       25.6       10.7       11.1       16.6       17.3
Other:                 18.4       29.3       28.1       43.7       14.9       23.3       22.7       32.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :    68,339:    42,849     30,735      3,034     14,388     31,303     60,271     65,072:     8,068      3,267
Old  :    68,339:    42,849     30,735      3,034     14,388     31,303     60,271     65,072:     8,068      3,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    -3,739:    -1,438     -4,470        288     -1,511        849     -2,662     -3,333:    -1,077       -406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.7       45.0        4.4       21.1       45.8       88.2       95.2:      11.8        4.8
Old  :     100.0:      62.7       45.0        4.4       21.1       45.8       88.2       95.2:      11.8        4.8
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  :       139:        83         40         20         10          8        103         61:
Old  :       139:        83         40         20         10          8        103         61:
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  :                 34.7       69.2       48.2       78.7       34.0       67.6       46.6       74.9
Old  :                 34.7       69.2       48.2       78.7       34.0       67.6       46.6       74.9
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, May 10, 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  :   387,592:    47,917     93,570      6,969    316,845    270,591    371,731    371,130:    15,862     16,463
Old  :   387,592:    47,917     93,570      6,969    316,845    270,591    371,731    371,130:    15,862     16,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :     9,136:     6,275      2,895       -278      3,300      6,715      9,297      9,332:      -161       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       24.1        1.8       81.7       69.8       95.9       95.8:       4.1        4.2
Old  :     100.0:      12.4       24.1        1.8       81.7       69.8       95.9       95.8:       4.1        4.2
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  :       271:        43         52         13        101        113        153        169:
Old  :       271:        43         52         13        101        113        153        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  :                 40.8       33.3       51.9       41.7       39.9       33.1       49.8       41.1
Old  :                 40.8       33.3       51.9       41.7       39.9       33.1       49.8       41.1
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, May 10, 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  :   195,124:    43,503      5,924      2,962    141,894    181,586    188,359    190,472:     6,765      4,652
Old  :   195,124:    43,503      5,924      2,962    141,894    181,586    188,359    190,472:     6,765      4,652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :     2,850:     3,074        607        -26        283      1,036      3,331      1,617:      -481      1,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        3.0        1.5       72.7       93.1       96.5       97.6:       3.5        2.4
Old  :     100.0:      22.3        3.0        1.5       72.7       93.1       96.5       97.6:       3.5        2.4
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  :       128:        24         12          5         62         49         87         65:
Old  :       128:        24         12          5         62         49         87         65:
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  :                 34.6       50.9       51.2       68.3       33.3       50.9       48.9       68.3
Old  :                 34.6       50.9       51.2       68.3       33.3       50.9       48.9       68.3
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, May 10, 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  :   624,325:   195,035    100,579      7,155    405,247    502,566    607,437    610,300:    16,888     14,025
Old  :   624,325:   195,035    100,579      7,155    405,247    502,566    607,437    610,300:    16,888     14,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    -9,063:     5,550     -7,029      1,155    -13,583     -7,351     -6,878    -13,225:    -2,185      4,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       16.1        1.1       64.9       80.5       97.3       97.8:       2.7        2.2
Old  :     100.0:      31.2       16.1        1.1       64.9       80.5       97.3       97.8:       2.7        2.2
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  :       312:        99         51         21        123         86        231        149:
Old  :       312:        99         51         21        123         86        231        149:
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  :                 27.0       39.3       37.2       53.2       19.6       39.2       27.5       49.2
Old  :                 27.0       39.3       37.2       53.2       19.6       39.2       27.5       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 13, 2016