COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  :   341,077:   113,249     14,338     87,567    119,999    229,625    320,815    331,530:    20,262      9,547
Old  :   328,944:   112,975     14,606     83,998    112,001    221,251    308,974    319,855:    19,970      9,089
Other:    12,133:     1,258        716      2,585      7,998      8,375     11,841     11,676:       292        458
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :     4,324:     1,591     -3,575      1,559      2,160      5,033      5,309      3,016:      -985      1,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2        4.2       25.7       35.2       67.3       94.1       97.2:       5.9        2.8
Old  :     100.0:      34.3        4.4       25.5       34.0       67.3       93.9       97.2:       6.1        2.8
Other:     100.0:      10.4        5.9       21.3       65.9       69.0       97.6       96.2:       2.4        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       329:       181         51         78         69         77        281        179:
Old  :       327:       180         50         77         66         77        277        177:
Other:        56:        14          5          9         19         26         34         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       31.0       21.5       42.4        9.5       24.2       14.7       31.7
Old  :                 12.7       31.8       20.6       43.0        9.7       26.7       15.1       33.9
Other:                 62.1       44.1       78.6       65.8       54.5       38.5       66.8       55.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  :    22,544:     9,111        797      3,270      7,194     16,930     19,576     20,997:     2,968      1,547
Old  :    20,526:     9,141        737      2,680      5,963     15,730     17,783     19,147:     2,743      1,379
Other:     2,018:        12        101        548      1,232      1,200      1,793      1,850:       225        168
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    -1,344:    -1,718         90       -218        930     -1,205     -1,007     -1,333:      -337        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.4        3.5       14.5       31.9       75.1       86.8       93.1:      13.2        6.9
Old  :     100.0:      44.5        3.6       13.1       29.0       76.6       86.6       93.3:      13.4        6.7
Other:     100.0:       0.6        5.0       27.2       61.0       59.5       88.8       91.7:      11.2        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        32         18         13         20         22         62         44:
Old  :        81:        32         18         13         20         22         62         44:
Other:        27:         5          3          5         12         10         19         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.1       45.4       42.3       68.6       27.9       41.3       36.7       57.1
Old  :                 30.4       47.8       41.6       69.6       27.8       44.8       36.8       59.6
Other:                 57.9       57.2       77.0       81.6       43.9       38.2       51.0       51.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  :   283,712:    65,436     46,596     76,442    130,566    152,446    272,445    275,484:    11,267      8,228
Old  :   107,270:    29,999     32,989     23,190     49,342     45,917    102,531    102,096:     4,739      5,174
Other:   176,442:    49,068     27,239     39,621     81,224    106,528    169,913    173,388:     6,529      3,054
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    20,569:     2,806      9,469      4,975     12,772      8,130     20,553     22,574:        16     -2,005
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       16.4       26.9       46.0       53.7       96.0       97.1:       4.0        2.9
Old  :     100.0:      28.0       30.8       21.6       46.0       42.8       95.6       95.2:       4.4        4.8
Other:     100.0:      27.8       15.4       22.5       46.0       60.4       96.3       98.3:       3.7        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        86         64         82         59         49        186        163:
Old  :       192:        74         55         42         44         34        135        115:
Other:       185:        68         51         55         53         43        152        120:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.4       23.6       30.4       32.5       14.7       13.6       21.0       20.9
Old  :                 23.5       29.1       35.9       40.9       16.5       19.5       25.4       28.3
Other:                 25.2       25.6       35.9       37.0       21.8       17.5       28.5       27.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  : 1,101,246:   334,053     27,713    235,994    438,973    790,903  1,009,020  1,054,610:    92,226     46,636
Old  : 1,101,246:   334,053     27,713    235,994    438,973    790,903  1,009,020  1,054,610:    92,226     46,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    20,848:     1,837      4,634      9,339     28,354      9,187     39,530     23,160:   -18,682     -2,312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        2.5       21.4       39.9       71.8       91.6       95.8:       8.4        4.2
Old  :     100.0:      30.3        2.5       21.4       39.9       71.8       91.6       95.8:       8.4        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  :       247:       107         35         69         88         85        221        167:
Old  :       247:       107         35         69         88         85        221        167:
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  :                 11.4       25.2       19.1       38.9       10.2       22.7       15.1       33.1
Old  :                 11.4       25.2       19.1       38.9       10.2       22.7       15.1       33.1
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, August 02, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   236,998:    58,319     18,381     60,708    104,323    150,942    223,350    230,031:    13,648      6,967
Old  :   101,466:    41,787     32,494     14,440     37,202     50,849     93,428     97,782:     8,038      3,684
Other:   135,532:    37,533      6,888     25,268     67,122    100,093    129,922    132,249:     5,610      3,283
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :     4,426:    -1,061      1,282      3,173      1,180         37      3,292      4,492:     1,134        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        7.8       25.6       44.0       63.7       94.2       97.1:       5.8        2.9
Old  :     100.0:      41.2       32.0       14.2       36.7       50.1       92.1       96.4:       7.9        3.6
Other:     100.0:      27.7        5.1       18.6       49.5       73.9       95.9       97.6:       4.1        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:       151         87        128        138        124        364        278:
Old  :       363:       133         83         66         95        103        259        222:
Other:       320:       112         60         78        120        109        276        207:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       18.9       22.6       29.8       10.1       11.1       15.4       17.8
Old  :                 19.2       17.7       29.8       28.6       16.8       12.7       24.4       20.9
Other:                 16.3       23.1       26.3       36.4       11.1       16.6       18.1       24.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  :    55,117:    32,143     14,583      8,295      8,208     30,074     48,646     52,951:     6,471      2,166
Old  :    55,117:    32,143     14,583      8,295      8,208     30,074     48,646     52,951:     6,471      2,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    -8,195:    -9,111     -4,258      2,783         74     -6,650     -6,254     -8,125:    -1,941        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.3       26.5       15.0       14.9       54.6       88.3       96.1:      11.7        3.9
Old  :     100.0:      58.3       26.5       15.0       14.9       54.6       88.3       96.1:      11.7        3.9
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  :       129:        74         35         16         10          9         95         53:
Old  :       129:        74         35         16         10          9         95         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       63.4       56.3       75.5       35.0       59.5       45.6       67.5
Old  :                 40.5       63.4       56.3       75.5       35.0       59.5       45.6       67.5
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, August 02, 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  :   329,359:    59,049     60,997      6,744    243,484    245,255    309,277    312,996:    20,081     16,363
Old  :   329,359:    59,049     60,997      6,744    243,484    245,255    309,277    312,996:    20,081     16,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :     1,708:     2,607     -3,384        320     -1,650      4,854      1,278      1,790:       431        -82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       18.5        2.0       73.9       74.5       93.9       95.0:       6.1        5.0
Old  :     100.0:      17.9       18.5        2.0       73.9       74.5       93.9       95.0:       6.1        5.0
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  :       261:        58         41         15        100        103        164        153:
Old  :       261:        58         41         15        100        103        164        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  :                 26.8       28.7       38.5       38.0       25.6       28.7       36.6       37.5
Old  :                 26.8       28.7       38.5       38.0       25.6       28.7       36.6       37.5
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, August 02, 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  :   223,450:    38,115      6,359      3,068    174,708    209,705    215,891    219,132:     7,559      4,318
Old  :   223,450:    38,115      6,359      3,068    174,708    209,705    215,891    219,132:     7,559      4,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :      -773:    -2,528     -2,016      1,246        228       -320     -1,054     -1,090:       281        317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        2.8        1.4       78.2       93.8       96.6       98.1:       3.4        1.9
Old  :     100.0:      17.1        2.8        1.4       78.2       93.8       96.6       98.1:       3.4        1.9
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  :       121:        22         10          6         60         52         83         67:
Old  :       121:        22         10          6         60         52         83         67:
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  :                 35.7       52.3       50.1       66.2       34.5       52.3       48.8       65.8
Old  :                 35.7       52.3       50.1       66.2       34.5       52.3       48.8       65.8
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, August 02, 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  :   759,662:   250,947     72,561      9,310    478,064    669,589    738,321    751,460:    21,341      8,202
Old  :   759,662:   250,947     72,561      9,310    478,064    669,589    738,321    751,460:    21,341      8,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    -5,196:       103      1,371     -1,519     -5,039     -5,579     -6,455     -5,727:     1,259        531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        9.6        1.2       62.9       88.1       97.2       98.9:       2.8        1.1
Old  :     100.0:      33.0        9.6        1.2       62.9       88.1       97.2       98.9:       2.8        1.1
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  :       298:       106         35         19        119         81        231        129:
Old  :       298:       106         35         19        119         81        231        129:
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  :                 20.5       45.1       31.6       59.6       15.7       45.1       25.6       58.0
Old  :                 20.5       45.1       31.6       59.6       15.7       45.1       25.6       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 5, 2016