COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, December 22, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   184,432:    86,416     20,873     10,504     73,262    143,340    170,182    174,717:    14,250      9,715
Old  :   172,902:    85,676     21,178      9,936     63,467    132,483    159,079    163,597:    13,823      9,305
Other:    11,530:     1,117         72        191      9,795     10,857     11,103     11,120:       427        410
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :    -7,497:    -8,066     -2,641        -90        607     -3,810     -7,549     -6,541:        52       -956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.9       11.3        5.7       39.7       77.7       92.3       94.7:       7.7        5.3
Old  :     100.0:      49.6       12.2        5.7       36.7       76.6       92.0       94.6:       8.0        5.4
Other:     100.0:       9.7        0.6        1.7       85.0       94.2       96.3       96.4:       3.7        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:       120         63         63         46         67        199        170:
Old  :       274:       118         66         59         41         63        190        165:
Other:        72:        17          3          2         25         29         44         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       28.3       22.2       41.7       12.8       25.1       22.0       37.1
Old  :                 13.0       29.9       22.8       42.7       13.0       28.9       22.8       41.0
Other:                 61.3       57.3       77.1       77.1       61.3       57.3       77.1       76.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, December 22, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    14,182:     5,443      2,025        256      6,178     10,946     11,877     13,227:     2,305        955
Old  :    14,179:     5,443      2,025        256      6,175     10,946     11,874     13,227:     2,305        952
Other:         3:         0          0          0          3          0          3          0:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :      -859:       159       -441       -202       -532        -85       -575       -728:      -284       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4       14.3        1.8       43.6       77.2       83.7       93.3:      16.3        6.7
Old  :     100.0:      38.4       14.3        1.8       43.6       77.2       83.7       93.3:      16.3        6.7
Other:     100.0:       0.0        0.0        0.0      100.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        30         11          8         23         13         57         28:
Old  :        70:        30         11          8         22         13         56         28:
Other:         2:         0          0          0          2          0          2          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  :                 25.6       54.6       41.6       75.2       25.6       54.0       41.6       73.8
Old  :                 25.6       54.6       41.6       75.2       25.6       54.0       41.6       73.8
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, December 22, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   224,794:    90,793     25,983     40,515     81,959    152,040    213,267    218,538:    11,527      6,256
Old  :   187,239:    88,758     25,323     28,239     59,392    127,900    176,389    181,462:    10,850      5,777
Other:    37,555:     9,191      7,816      5,120     22,567     24,140     36,878     37,076:       677        479
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -12,468:   -16,800     -9,547      2,741      3,167     -4,671    -10,892    -11,477:    -1,576       -991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.4       11.6       18.0       36.5       67.6       94.9       97.2:       5.1        2.8
Old  :     100.0:      47.4       13.5       15.1       31.7       68.3       94.2       96.9:       5.8        3.1
Other:     100.0:      24.5       20.8       13.6       60.1       64.3       98.2       98.7:       1.8        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:       110         44         62         51         44        190        130:
Old  :       222:       109         48         61         49         43        185        128:
Other:        63:        18         10          4         27         19         47         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       36.9       27.1       47.2       12.1       26.6       19.3       35.6
Old  :                 11.5       32.8       20.5       43.9       10.6       30.1       19.1       38.9
Other:                 67.1       61.8       79.9       79.5       53.9       46.5       62.6       60.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, December 22, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   867,617:   252,100     55,420     99,569    425,806    671,667    777,475    826,656:    90,142     40,961
Old  :   867,617:   252,100     55,420     99,569    425,806    671,667    777,475    826,656:    90,142     40,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :    21,552:     2,942       -823      7,152     11,117     22,222     21,211     28,551:       341     -6,999
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        6.4       11.5       49.1       77.4       89.6       95.3:      10.4        4.7
Old  :     100.0:      29.1        6.4       11.5       49.1       77.4       89.6       95.3:      10.4        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        83         37         63         79         72        192        149:
Old  :       222:        83         37         63         79         72        192        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.6       32.6       21.0       47.1       10.5       28.7       18.2       38.9
Old  :                 11.6       32.6       21.0       47.1       10.5       28.7       18.2       38.9
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 - Futures Only, December 22, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   173,177:    35,130     46,578     26,794    100,161     91,563    162,085    164,935:    11,092      8,242
Old  :   153,787:    36,647     49,394     18,994     88,367     77,605    144,008    145,993:     9,779      7,794
Other:    19,390:     4,843      3,544      1,440     11,794     13,958     18,077     18,942:     1,313        448
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :     6,264:    -1,148      4,055        704      6,077      1,260      5,633      6,019:       631        245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       26.9       15.5       57.8       52.9       93.6       95.2:       6.4        4.8
Old  :     100.0:      23.8       32.1       12.4       57.5       50.5       93.6       94.9:       6.4        5.1
Other:     100.0:      25.0       18.3        7.4       60.8       72.0       93.2       97.7:       6.8        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:       110        105         80        133        102        284        254:
Old  :       369:       115        104         75        129         96        279        244:
Other:       128:        15         18          6         80         49         98         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       13.9       26.2       25.0       11.7       11.7       18.4       20.0
Old  :                 17.3       14.1       27.0       25.5       12.5       11.8       19.9       21.5
Other:                 43.9       36.9       55.4       53.1       39.2       36.7       48.4       49.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, December 22, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    65,071:    47,926     14,519      1,750      6,007     47,192     55,683     63,461:     9,388      1,610
Old  :    65,071:    47,926     14,519      1,750      6,007     47,192     55,683     63,461:     9,388      1,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :    -6,424:    -5,019     -1,524        311       -965     -5,507     -5,673     -6,720:      -751        296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.7       22.3        2.7        9.2       72.5       85.6       97.5:      14.4        2.5
Old  :     100.0:      73.7       22.3        2.7        9.2       72.5       85.6       97.5:      14.4        2.5
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  :       149:       110         21          9          9          9        122         38:
Old  :       149:       110         21          9          9          9        122         38:
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  :                 36.4       78.0       44.6       85.4       34.5       78.0       42.5       84.7
Old  :                 36.4       78.0       44.6       85.4       34.5       78.0       42.5       84.7
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 - Futures Only, December 22, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   372,819:    43,662     90,864      3,098    309,884    263,891    356,644    357,853:    16,175     14,966
Old  :   372,819:    43,662     90,864      3,098    309,884    263,891    356,644    357,853:    16,175     14,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -38,217:     1,826       -202     -2,191    -33,996    -31,227    -34,361    -33,620:    -3,856     -4,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       24.4        0.8       83.1       70.8       95.7       96.0:       4.3        4.0
Old  :     100.0:      11.7       24.4        0.8       83.1       70.8       95.7       96.0:       4.3        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  :       257:        40         53          8         95        102        139        159:
Old  :       257:        40         53          8         95        102        139        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       35.7       51.0       44.7       35.2       35.7       47.5       43.8
Old  :                 37.9       35.7       51.0       44.7       35.2       35.7       47.5       43.8
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 - Futures Only, December 22, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   169,499:    44,293      5,219      2,846    116,507    157,950    163,646    166,015:     5,853      3,484
Old  :   169,499:    44,293      5,219      2,846    116,507    157,950    163,646    166,015:     5,853      3,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -24,951:    -6,772     -2,854       -541     -3,702    -19,568    -11,015    -22,963:   -13,936     -1,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        3.1        1.7       68.7       93.2       96.5       97.9:       3.5        2.1
Old  :     100.0:      26.1        3.1        1.7       68.7       93.2       96.5       97.9:       3.5        2.1
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  :       114:        18         11          3         58         45         77         58:
Old  :       114:        18         11          3         58         45         77         58:
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  :                 35.4       52.5       52.1       67.2       33.8       52.5       50.4       67.0
Old  :                 35.4       52.5       52.1       67.2       33.8       52.5       50.4       67.0
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 - Futures Only, December 22, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   447,568:   121,071     85,617     12,649    296,260    339,758    429,980    438,024:    17,588      9,544
Old  :   447,568:   121,071     85,617     12,649    296,260    339,758    429,980    438,024:    17,588      9,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -36,570:    -9,447     -1,320     -4,128    -15,738    -25,356    -29,313    -30,804:    -7,257     -5,766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       19.1        2.8       66.2       75.9       96.1       97.9:       3.9        2.1
Old  :     100.0:      27.1       19.1        2.8       66.2       75.9       96.1       97.9:       3.9        2.1
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  :       246:        62         55         19         91         84        166        145:
Old  :       246:        62         55         19         91         84        166        145:
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  :                 28.6       26.3       42.9       39.7       19.6       21.8       31.1       32.8
Old  :                 28.6       26.3       42.9       39.7       19.6       21.8       31.1       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 25, 2015