COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 03, 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  :   193,424:    78,042     44,096     16,734     83,797    122,267    178,573    183,097:    14,851     10,327
Old  :   112,922:    60,813     35,069      2,278     40,447     68,772    103,538    106,119:     9,384      6,803
Other:    80,502:    28,423     20,221      3,262     43,350     53,495     75,035     76,978:     5,467      3,524
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :     1,708:      -440     -1,618        580      2,085      3,543      2,225      2,505:      -517       -797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       22.8        8.7       43.3       63.2       92.3       94.7:       7.7        5.3
Old  :     100.0:      53.9       31.1        2.0       35.8       60.9       91.7       94.0:       8.3        6.0
Other:     100.0:      35.3       25.1        4.1       53.8       66.5       93.2       95.6:       6.8        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:       118         83         59         53         60        205        179:
Old  :       259:       109         77         20         32         46        149        136:
Other:       180:        53         50         16         44         48        109        106:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       29.5       26.9       38.5       16.7       27.3       26.0       35.8
Old  :                 15.6       31.4       27.9       42.9       15.6       29.2       27.7       40.7
Other:                 28.4       34.2       40.9       47.7       28.4       32.1       39.8       45.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 03, 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  :    12,056:     3,549        770        242      6,636     10,297     10,427     11,309:     1,629        747
Old  :    11,906:     3,507        770        242      6,554     10,156     10,303     11,168:     1,603        738
Other:       150:        42          0          0         82        141        124        141:        26          9
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :      -848:      -492        -59         -9       -140       -548       -641       -616:      -207       -232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        6.4        2.0       55.0       85.4       86.5       93.8:      13.5        6.2
Old  :     100.0:      29.5        6.5        2.0       55.0       85.3       86.5       93.8:      13.5        6.2
Other:     100.0:      28.0        0.0        0.0       54.7       94.0       82.7       94.0:      17.3        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        24          5          7         20         12         47         22:
Old  :        58:        24          5          7         20         12         47         22:
Other:         7:         4          0          0          3          1          7          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.2       57.0       46.0       83.9       29.2       54.6       46.0       81.5
Old  :                 29.3       56.5       45.9       83.8       29.3       54.5       45.9       81.4
Other:                 74.0       94.0       82.7       94.0       74.0       93.3       82.0       93.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 03, 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  :   250,904:    90,394     30,626     52,287     95,842    161,628    238,523    244,541:    12,381      6,363
Old  :   161,340:    75,415     40,313     21,129     54,785     94,146    151,329    155,588:    10,011      5,752
Other:    89,564:    35,067     10,401     11,070     41,057     67,482     87,194     88,953:     2,370        611
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :    11,881:     8,061        799      4,929     -1,323      6,227     11,667     11,955:       214        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       12.2       20.8       38.2       64.4       95.1       97.5:       4.9        2.5
Old  :     100.0:      46.7       25.0       13.1       34.0       58.4       93.8       96.4:       6.2        3.6
Other:     100.0:      39.2       11.6       12.4       45.8       75.3       97.4       99.3:       2.6        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:       113         45         71         55         48        205        141:
Old  :       227:       107         52         50         48         45        181        125:
Other:       126:        50         20         15         42         27         99         55:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       36.9       26.2       49.9       14.1       28.8       22.0       40.2
Old  :                 13.5       28.5       23.3       42.7       13.2       23.2       22.6       37.0
Other:                 33.1       52.3       50.0       70.0       27.4       40.6       39.9       56.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 03, 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  :   789,143:   261,390     54,891     74,814    358,945    620,603    695,149    750,308:    93,994     38,835
Old  :   789,143:   261,390     54,891     74,814    358,945    620,603    695,149    750,308:    93,994     38,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :    16,693:    20,266      3,748        -78     -7,384     15,822     12,804     19,492:     3,889     -2,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        7.0        9.5       45.5       78.6       88.1       95.1:      11.9        4.9
Old  :     100.0:      33.1        7.0        9.5       45.5       78.6       88.1       95.1:      11.9        4.9
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  :       224:        84         43         71         73         70        189        158:
Old  :       224:        84         43         71         73         70        189        158:
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  :                 13.3       34.2       21.0       47.9       13.3       31.3       20.9       42.2
Old  :                 13.3       34.2       21.0       47.9       13.3       31.3       20.9       42.2
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, May 03, 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  :   192,813:    45,547     43,818     36,929     96,750    104,670    179,226    185,417:    13,587      7,396
Old  :   140,018:    48,171     45,230     19,449     61,636     68,731    129,256    133,410:    10,762      6,608
Other:    52,795:    11,750     12,962      3,106     35,114     35,939     49,970     52,007:     2,825        788
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :    13,889:       -71     11,484      7,375      5,320     -6,114     12,624     12,745:     1,265      1,144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       22.7       19.2       50.2       54.3       93.0       96.2:       7.0        3.8
Old  :     100.0:      34.4       32.3       13.9       44.0       49.1       92.3       95.3:       7.7        4.7
Other:     100.0:      22.3       24.6        5.9       66.5       68.1       94.6       98.5:       5.4        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:       118        101         91        136        111        302        270:
Old  :       375:       115        104         60        121         98        265        237:
Other:       220:        58         32         26        108         73        181        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  :                 12.8       13.8       21.8       24.2       10.0       11.2       16.2       19.1
Old  :                 16.1       14.4       25.8       25.7       14.0       13.6       21.4       22.6
Other:                 18.2       35.3       28.8       49.3       17.7       31.1       27.9       44.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 03, 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  :    71,528:    44,378     35,204      2,363     15,710     30,338     62,451     67,905:     9,077      3,623
Old  :    71,528:    44,378     35,204      2,363     15,710     30,338     62,451     67,905:     9,077      3,623
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :     7,494:     3,854      6,010        274      2,554        478      6,682      6,762:       812        732
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.0       49.2        3.3       22.0       42.4       87.3       94.9:      12.7        5.1
Old  :     100.0:      62.0       49.2        3.3       22.0       42.4       87.3       94.9:      12.7        5.1
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  :       147:        87         42         15         10          7        106         60:
Old  :       147:        87         42         15         10          7        106         60:
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       66.1       48.8       75.6       34.8       65.1       46.7       73.8
Old  :                 35.4       66.1       48.8       75.6       34.8       65.1       46.7       73.8
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, May 03, 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  :   377,846:    41,642     90,647      7,060    313,268    263,594    361,970    361,301:    15,876     16,545
Old  :   377,846:    41,642     90,647      7,060    313,268    263,594    361,970    361,301:    15,876     16,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :     6,124:     3,918     -2,564      2,405      2,033      4,619      8,356      4,460:    -2,232      1,664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       24.0        1.9       82.9       69.8       95.8       95.6:       4.2        4.4
Old  :     100.0:      11.0       24.0        1.9       82.9       69.8       95.8       95.6:       4.2        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        43         50         11         99        110        149        164:
Old  :       265:        43         50         11         99        110        149        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       34.1       51.9       42.8       40.5       33.8       49.8       42.3
Old  :                 41.4       34.1       51.9       42.8       40.5       33.8       49.8       42.3
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, May 03, 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  :   192,274:    40,429      5,317      2,988    141,611    180,550    185,028    188,855:     7,246      3,419
Old  :   192,274:    40,429      5,317      2,988    141,611    180,550    185,028    188,855:     7,246      3,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :    -4,223:       691     -1,561       -725     -3,195     -1,491     -3,229     -3,777:      -994       -446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        2.8        1.6       73.7       93.9       96.2       98.2:       3.8        1.8
Old  :     100.0:      21.0        2.8        1.6       73.7       93.9       96.2       98.2:       3.8        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        23         12          5         60         53         84         69:
Old  :       129:        23         12          5         60         53         84         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       51.8       51.2       68.6       33.1       51.8       49.0       68.6
Old  :                 34.4       51.8       51.2       68.6       33.1       51.8       49.0       68.6
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, May 03, 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  :   633,388:   189,485    107,608      6,000    418,830    509,917    614,315    623,525:    19,073      9,863
Old  :   633,388:   189,485    107,608      6,000    418,830    509,917    614,315    623,525:    19,073      9,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2016                       :
     :      -593:       941     -1,973     -2,117      3,341      2,974      2,165     -1,116:    -2,758        523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       17.0        0.9       66.1       80.5       97.0       98.4:       3.0        1.6
Old  :     100.0:      29.9       17.0        0.9       66.1       80.5       97.0       98.4:       3.0        1.6
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  :       303:        98         50         20        117         85        222        148:
Old  :       303:        98         50         20        117         85        222        148:
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  :                 26.4       39.4       35.9       53.2       20.6       39.4       28.8       50.3
Old  :                 26.4       39.4       35.9       53.2       20.6       39.4       28.8       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 6, 2016