COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   246,750:    87,295     27,669     45,352     96,590    164,122    229,237    237,143:    17,513      9,607
Old  :    33,773:    18,780      7,103        188     10,581     23,747     29,549     31,038:     4,224      2,735
Other:   212,977:    73,734     25,785     39,945     86,009    140,375    199,688    206,105:    13,289      6,872
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2016                         :
     :   -35,397:      -205       -177    -19,045    -13,816    -15,646    -33,066    -34,868:    -2,332       -529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       11.2       18.4       39.1       66.5       92.9       96.1:       7.1        3.9
Old  :     100.0:      55.6       21.0        0.6       31.3       70.3       87.5       91.9:      12.5        8.1
Other:     100.0:      34.6       12.1       18.8       40.4       65.9       93.8       96.8:       6.2        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:       137         68         83         69         71        252        184:
Old  :       136:        47         28          3         28         36         75         67:
Other:       285:       129         63         69         65         68        230        167:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       29.1       22.8       40.0       13.3       25.1       21.3       33.5
Old  :                 20.5       47.6       35.5       63.5       20.5       45.2       35.5       60.3
Other:                 15.2       28.5       25.4       41.0       14.3       24.3       23.2       34.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :    21,204:     7,772        567      2,594      7,422     16,408     17,789     19,569:     3,415      1,634
Old  :    20,517:     7,746        565      2,407      7,030     15,931     17,183     18,903:     3,335      1,614
Other:       687:        56         32        157        393        477        606        667:        80         20
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2016                         :
     :       365:       408         58         61       -134        149        335        267:        30         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7        2.7       12.2       35.0       77.4       83.9       92.3:      16.1        7.7
Old  :     100.0:      37.8        2.8       11.7       34.3       77.6       83.7       92.1:      16.3        7.9
Other:     100.0:       8.2        4.7       22.9       57.2       69.5       88.3       97.1:      11.7        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        32         14         11         23         22         62         41:
Old  :        76:        30         15         11         23         22         62         40:
Other:        18:         5          1          3          6          6         11         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.7       47.7       39.3       69.7       27.4       44.8       37.6       63.3
Old  :                 28.0       47.3       39.5       69.6       27.2       44.9       37.7       63.3
Other:                 63.2       79.9       85.7       94.1       54.6       67.1       64.5       74.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   242,083:    61,259     26,091     54,836    114,027    154,217    230,122    235,143:    11,962      6,940
Old  :   125,055:    44,179     32,297     21,761     50,555     65,436    116,495    119,494:     8,560      5,561
Other:   117,028:    33,106      9,820     17,049     63,472     88,781    113,626    115,649:     3,402      1,379
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2016                         :
     :    -4,876:     4,529     -3,412       -214     -7,365       -235     -3,051     -3,861:    -1,825     -1,016
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       10.8       22.7       47.1       63.7       95.1       97.1:       4.9        2.9
Old  :     100.0:      35.3       25.8       17.4       40.4       52.3       93.2       95.6:       6.8        4.4
Other:     100.0:      28.3        8.4       14.6       54.2       75.9       97.1       98.8:       2.9        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        92         55         74         59         50        189        149:
Old  :       210:        90         50         51         41         47        147        132:
Other:       155:        62         29         32         51         34        133         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.5       28.2       30.4       39.7       14.2       17.6       20.3       26.3
Old  :                 20.6       21.3       30.1       34.0       12.4       18.1       21.0       28.3
Other:                 28.3       40.6       40.2       53.6       24.8       29.3       35.0       41.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  : 1,289,638:   337,075     22,521    322,135    517,286    892,385  1,176,496  1,237,040:   113,142     52,598
Old  : 1,289,638:   337,075     22,521    322,135    517,286    892,385  1,176,496  1,237,040:   113,142     52,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2016                         :
     :    65,208:     7,214     -2,462     23,043     30,720     40,587     60,977     61,169:     4,231      4,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        1.7       25.0       40.1       69.2       91.2       95.9:       8.8        4.1
Old  :     100.0:      26.1        1.7       25.0       40.1       69.2       91.2       95.9:       8.8        4.1
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  :       252:       114         29         87         91         92        236        184:
Old  :       252:       114         29         87         91         92        236        184:
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  :                 11.0       23.2       20.0       36.3        9.1       20.5       13.4       29.9
Old  :                 11.0       23.2       20.0       36.3        9.1       20.5       13.4       29.9
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, June 14, 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  :   226,804:    48,128     21,870     58,625    105,889    137,368    212,641    217,863:    14,163      8,942
Old  :   140,164:    51,227     22,218     24,552     54,225     86,490    130,004    133,260:    10,160      6,904
Other:    86,640:    15,425     18,176     15,548     51,664     50,878     82,637     84,602:     4,003      2,038
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2016                         :
     :   -14,414:     6,046    -10,793     -8,411    -11,594      4,924    -13,958    -14,280:      -455       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        9.6       25.8       46.7       60.6       93.8       96.1:       6.2        3.9
Old  :     100.0:      36.5       15.9       17.5       38.7       61.7       92.8       95.1:       7.2        4.9
Other:     100.0:      17.8       21.0       17.9       59.6       58.7       95.4       97.6:       4.6        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       423:       165         90        134        134        122        372        289:
Old  :       398:       158         83         96        111        115        314        256:
Other:       261:        79         51         52        112         86        219        162:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       18.1       21.4       28.9        8.2       10.4       14.0       17.2
Old  :                 16.1       19.6       26.3       30.6       11.5       14.8       18.3       23.6
Other:                 18.5       23.5       29.3       39.7       12.8       18.3       19.4       26.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :    50,623:    32,134     27,453      3,061      8,420     17,827     43,614     48,341:     7,008      2,282
Old  :    50,623:    32,134     27,453      3,061      8,420     17,827     43,614     48,341:     7,008      2,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2016                         :
     :   -19,793:    -5,941       -830     -4,562     -8,656    -13,937    -19,159    -19,329:      -634       -464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.5       54.2        6.0       16.6       35.2       86.2       95.5:      13.8        4.5
Old  :     100.0:      63.5       54.2        6.0       16.6       35.2       86.2       95.5:      13.8        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        72         39         16          7         10         88         59:
Old  :       127:        72         39         16          7         10         88         59:
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  :                 40.3       56.9       50.6       69.6       38.3       56.2       47.9       67.1
Old  :                 40.3       56.9       50.6       69.6       38.3       56.2       47.9       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   402,785:    67,704     82,974      7,954    303,697    293,412    379,355    384,341:    23,430     18,444
Old  :   402,785:    67,704     82,974      7,954    303,697    293,412    379,355    384,341:    23,430     18,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2016                         :
     :     3,996:     6,272     -3,327      3,005    -10,600      3,280     -1,323      2,957:     5,319      1,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       20.6        2.0       75.4       72.8       94.2       95.4:       5.8        4.6
Old  :     100.0:      16.8       20.6        2.0       75.4       72.8       94.2       95.4:       5.8        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        46         50         19        111        123        170        181:
Old  :       270:        46         50         19        111        123        170        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       30.1       42.8       38.9       30.5       30.1       41.1       38.6
Old  :                 31.5       30.1       42.8       38.9       30.5       30.1       41.1       38.6
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, June 14, 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  :   209,525:    37,675      7,266      4,200    158,202    191,661    200,077    203,127:     9,448      6,398
Old  :   209,525:    37,675      7,266      4,200    158,202    191,661    200,077    203,127:     9,448      6,398
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2016                         :
     :    28,527:      -462        981        815     26,270     24,110     26,623     25,906:     1,904      2,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        3.5        2.0       75.5       91.5       95.5       96.9:       4.5        3.1
Old  :     100.0:      18.0        3.5        2.0       75.5       91.5       95.5       96.9:       4.5        3.1
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  :       124:        19         13          8         66         53         89         71:
Old  :       124:        19         13          8         66         53         89         71:
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  :                 31.5       47.1       45.2       62.2       30.0       44.4       42.7       59.3
Old  :                 31.5       47.1       45.2       62.2       30.0       44.4       42.7       59.3
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, June 14, 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  :   681,609:   188,909     92,904     13,077    444,407    548,391    646,393    654,372:    35,216     27,237
Old  :   681,609:   188,909     92,904     13,077    444,407    548,391    646,393    654,372:    35,216     27,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2016                         :
     :    33,468:    -5,796     -1,587      4,284     19,429     13,754     17,917     16,451:    15,551     17,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       13.6        1.9       65.2       80.5       94.8       96.0:       5.2        4.0
Old  :     100.0:      27.7       13.6        1.9       65.2       80.5       94.8       96.0:       5.2        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  :       288:        92         42         31        122         87        227        150:
Old  :       288:        92         42         31        122         87        227        150:
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  :                 22.4       36.9       32.8       50.8       16.9       35.8       25.0       46.0
Old  :                 22.4       36.9       32.8       50.8       16.9       35.8       25.0       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 17, 2016