COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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  :   245,667:    71,998     34,980     54,303    103,826    145,731    230,126    235,013:    15,540     10,653
Old  :   127,275:    50,784     33,575     20,673     46,573     65,190    118,029    119,438:     9,246      7,838
Other:   118,391:    32,640     12,831     22,203     57,253     80,541    112,097    115,576:     6,295      2,815
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2016                         :
     :     6,760:    -1,009       -887      4,083      3,258      3,903      6,333      7,100:       428       -339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       14.2       22.1       42.3       59.3       93.7       95.7:       6.3        4.3
Old  :     100.0:      39.9       26.4       16.2       36.6       51.2       92.7       93.8:       7.3        6.2
Other:     100.0:      27.6       10.8       18.8       48.4       68.0       94.7       97.6:       5.3        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:       117         76         90         70         72        233        200:
Old  :       253:        91         81         50         57         58        178        159:
Other:       204:        80         42         44         55         62        154        132:
     :----------------------------------------------------------------------------------------------------
     :             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       29.1       24.2       38.1       13.4       23.1       21.0       29.9
Old  :                 15.4       24.8       24.1       35.2       13.2       18.0       20.2       27.9
Other:                 19.7       37.3       32.2       49.6       19.4       32.5       29.4       42.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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  :    15,061:     4,399        564      1,473      6,784     12,022     12,656     14,059:     2,404      1,001
Old  :    14,794:     4,401        559      1,424      6,599     11,823     12,424     13,807:     2,369        987
Other:       267:        19         26         28        185        199        232        253:        35         14
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2016                         :
     :       380:       671         47         -1       -743        229        -73        276:       453        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        3.7        9.8       45.0       79.8       84.0       93.4:      16.0        6.6
Old  :     100.0:      29.7        3.8        9.6       44.6       79.9       84.0       93.3:      16.0        6.7
Other:     100.0:       7.1        9.6       10.6       69.3       74.6       86.9       94.8:      13.1        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        30         10         12         21         20         57         36:
Old  :        70:        31          9         12         21         20         57         36:
Other:         9:         2          2          3          2          3          6          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  :                 25.5       53.8       39.6       74.8       25.3       52.3       39.3       72.3
Old  :                 25.4       53.5       39.0       74.8       25.1       51.9       38.8       72.2
Other:                 81.3       88.3       86.9       94.8       76.3       82.4       76.3       84.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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  :   289,251:    71,995     27,900     78,760    125,429    174,504    276,184    281,164:    13,066      8,086
Old  :   184,694:    62,716     42,492     41,283     70,993     93,740    174,992    177,515:     9,702      7,179
Other:   104,557:    32,247      8,376     14,510     54,436     80,764    101,193    103,649:     3,364        908
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2016                         :
     :    -6,269:    -9,082      1,843       -896      2,218     -8,226     -7,759     -7,279:     1,490      1,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        9.6       27.2       43.4       60.3       95.5       97.2:       4.5        2.8
Old  :     100.0:      34.0       23.0       22.4       38.4       50.8       94.7       96.1:       5.3        3.9
Other:     100.0:      30.8        8.0       13.9       52.1       77.2       96.8       99.1:       3.2        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:       100         56         76         54         48        195        151:
Old  :       218:        96         58         60         47         44        172        137:
Other:       133:        56         19         26         44         33        112         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  :                 19.7       29.4       28.7       39.4       12.4       17.7       18.4       26.6
Old  :                 17.9       20.1       28.7       31.2       11.1       13.1       18.0       22.3
Other:                 29.1       46.3       45.2       61.7       28.0       37.0       42.3       51.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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  : 1,095,900:   327,182     42,917    231,555    433,906    772,832    992,643  1,047,304:   103,257     48,596
Old  : 1,095,900:   327,182     42,917    231,555    433,906    772,832    992,643  1,047,304:   103,257     48,596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2016                         :
     :    56,682:    13,456     -8,760     16,887     12,746     41,836     43,089     49,963:    13,592      6,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        3.9       21.1       39.6       70.5       90.6       95.6:       9.4        4.4
Old  :     100.0:      29.9        3.9       21.1       39.6       70.5       90.6       95.6:       9.4        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:       107         31         89         84         80        222        175:
Old  :       239:       107         31         89         84         80        222        175:
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       26.3       19.9       38.7       10.1       23.8       15.3       33.3
Old  :                 11.7       26.3       19.9       38.7       10.1       23.8       15.3       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 17, 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  :   237,114:    46,454     23,980     65,885    112,894    139,687    225,233    229,552:    11,881      7,562
Old  :   169,486:    51,546     27,819     36,798     72,299     98,556    160,643    163,172:     8,843      6,314
Other:    67,627:    12,347     13,600     11,648     40,595     41,131     64,590     66,379:     3,038      1,248
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2016                         :
     :    -1,298:     4,356    -11,328       -639     -4,042     10,664       -325     -1,303:      -973          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       10.1       27.8       47.6       58.9       95.0       96.8:       5.0        3.2
Old  :     100.0:      30.4       16.4       21.7       42.7       58.1       94.8       96.3:       5.2        3.7
Other:     100.0:      18.3       20.1       17.2       60.0       60.8       95.5       98.2:       4.5        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       406:       147         90        123        139        124        356        282:
Old  :       388:       136         91         97        122        116        313        257:
Other:       231:        60         40         43        112         75        196        138:
     :----------------------------------------------------------------------------------------------------
     :             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       17.4       22.7       26.4        8.4        9.7       13.8       15.9
Old  :                 17.0       17.3       26.4       27.0       12.7       11.7       18.2       18.9
Other:                 19.7       25.1       30.9       39.4       15.5       18.1       22.8       26.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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  :    65,826:    38,948     28,501      3,717     15,448     30,829     58,113     63,047:     7,712      2,779
Old  :    65,826:    38,948     28,501      3,717     15,448     30,829     58,113     63,047:     7,712      2,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2016                         :
     :    -2,513:    -3,901     -2,234        683      1,060       -474     -2,158     -2,026:      -356       -488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.2       43.3        5.6       23.5       46.8       88.3       95.8:      11.7        4.2
Old  :     100.0:      59.2       43.3        5.6       23.5       46.8       88.3       95.8:      11.7        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  :       135:        76         41         21         11          8         98         63:
Old  :       135:        76         41         21         11          8         98         63:
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  :                 35.0       70.4       48.4       79.3       34.3       68.0       46.3       74.0
Old  :                 35.0       70.4       48.4       79.3       34.3       68.0       46.3       74.0
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 17, 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  :   390,973:    50,006     95,768      5,785    319,803    270,741    375,594    372,294:    15,378     18,678
Old  :   390,973:    50,006     95,768      5,785    319,803    270,741    375,594    372,294:    15,378     18,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2016                         :
     :     3,380:     2,089      2,198     -1,184      2,958        150      3,863      1,165:      -483      2,216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       24.5        1.5       81.8       69.2       96.1       95.2:       3.9        4.8
Old  :     100.0:      12.8       24.5        1.5       81.8       69.2       96.1       95.2:       3.9        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  :       262:        38         54         16        100        109        148        169:
Old  :       262:        38         54         16        100        109        148        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  :                 41.8       33.6       52.5       42.2       40.8       33.6       50.5       41.5
Old  :                 41.8       33.6       52.5       42.2       40.8       33.6       50.5       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, May 17, 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  :   191,757:    41,682      6,661      2,875    140,918    177,889    185,475    187,425:     6,282      4,332
Old  :   191,757:    41,682      6,661      2,875    140,918    177,889    185,475    187,425:     6,282      4,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2016                         :
     :    -3,367:    -1,821        737        -87       -976     -3,697     -2,884     -3,047:      -483       -320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        3.5        1.5       73.5       92.8       96.7       97.7:       3.3        2.3
Old  :     100.0:      21.7        3.5        1.5       73.5       92.8       96.7       97.7:       3.3        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        22         12          4         57         53         79         69:
Old  :       125:        22         12          4         57         53         79         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       49.2       52.7       66.7       34.7       49.2       50.8       66.7
Old  :                 36.1       49.2       52.7       66.7       34.7       49.2       50.8       66.7
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 17, 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  :   620,903:   190,540    100,146      8,548    405,025    500,961    604,113    609,655:    16,790     11,248
Old  :   620,903:   190,540    100,146      8,548    405,025    500,961    604,113    609,655:    16,790     11,248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2016                         :
     :    -3,422:    -4,495       -433      1,393       -222     -1,605     -3,324       -645:       -98     -2,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       16.1        1.4       65.2       80.7       97.3       98.2:       2.7        1.8
Old  :     100.0:      30.7       16.1        1.4       65.2       80.7       97.3       98.2:       2.7        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:        94         53         22        118         87        221        153:
Old  :       304:        94         53         22        118         87        221        153:
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  :                 27.1       39.0       37.4       52.9       19.6       39.0       27.6       49.0
Old  :                 27.1       39.0       37.4       52.9       19.6       39.0       27.6       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 20, 2016