COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, September 06, 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  :   230,647:   100,512     30,197     12,726    100,526    180,649    213,764    223,572:    16,883      7,075
Old  :   218,720:   100,695     28,464     12,135     89,442    171,406    202,272    212,005:    16,448      6,715
Other:    11,927:       387      2,303         21     11,084      9,243     11,492     11,567:       435        360
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     2,455:     1,800     -1,771       -826        443      5,255      1,417      2,658:     1,038       -203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6       13.1        5.5       43.6       78.3       92.7       96.9:       7.3        3.1
Old  :     100.0:      46.0       13.0        5.5       40.9       78.4       92.5       96.9:       7.5        3.1
Other:     100.0:       3.2       19.3        0.2       92.9       77.5       96.4       97.0:       3.6        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:       131         55         63         61         64        228        152:
Old  :       276:       132         54         63         58         63        225        149:
Other:        56:         5         12          1         18         26         24         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       38.9       24.0       50.1       14.9       34.4       22.5       43.8
Old  :                 15.8       41.0       24.4       51.8       15.1       40.0       23.4       48.2
Other:                 78.7       48.8       89.3       66.2       77.9       48.8       85.9       66.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, September 06, 2016                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    15,779:     8,990      1,353        260      3,931     12,904     13,181     14,517:     2,598      1,262
Old  :    13,651:     8,906      1,230          1      2,476     11,262     11,383     12,493:     2,268      1,158
Other:     2,128:       312        351         31      1,455      1,642      1,798      2,024:       330        104
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :       483:     1,188        181         62       -729        111        521        354:       -38        129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.0        8.6        1.6       24.9       81.8       83.5       92.0:      16.5        8.0
Old  :     100.0:      65.2        9.0        0.0       18.1       82.5       83.4       91.5:      16.6        8.5
Other:     100.0:      14.7       16.5        1.5       68.4       77.2       84.5       95.1:      15.5        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        32         14          7         16         17         53         34:
Old  :        73:        31         16          1         14         14         45         31:
Other:        29:         8          3          4         12         11         21         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.0       52.9       50.8       73.4       38.6       52.5       50.4       72.3
Old  :                 40.1       56.9       51.5       77.0       40.1       56.5       51.5       76.1
Other:                 57.3       65.4       68.8       85.3       54.6       63.0       65.8       78.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, September 06, 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  :   196,846:    74,322     39,375     23,242     88,171    126,059    185,735    188,676:    11,111      8,170
Old  :   191,424:    74,529     38,950     22,813     83,036    121,593    180,378    183,356:    11,046      8,068
Other:     5,422:       222        854          0      5,135      4,466      5,357      5,320:        65        102
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     3,726:      -507      4,504        520      3,388     -1,776      3,401      3,248:       325        478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       20.0       11.8       44.8       64.0       94.4       95.8:       5.6        4.2
Old  :     100.0:      38.9       20.3       11.9       43.4       63.5       94.2       95.8:       5.8        4.2
Other:     100.0:       4.1       15.8        0.0       94.7       82.4       98.8       98.1:       1.2        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        74         56         66         53         44        168        137:
Old  :       207:        76         56         64         53         44        167        136:
Other:        26:         3          7          0         11          8         14         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       26.7       30.2       39.6       19.6       22.1       28.3       33.2
Old  :                 19.8       27.4       29.8       40.2       19.1       23.9       28.0       35.0
Other:                 89.5       87.1       97.1       94.1       88.6       87.1       95.3       94.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, September 06, 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  :   913,475:   352,987     58,775    100,924    369,807    713,267    823,718    872,966:    89,757     40,509
Old  :   913,475:   352,987     58,775    100,924    369,807    713,267    823,718    872,966:    89,757     40,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     5,449:   -16,825      1,635     11,853     10,837     -5,906      5,865      7,582:      -416     -2,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6        6.4       11.0       40.5       78.1       90.2       95.6:       9.8        4.4
Old  :     100.0:      38.6        6.4       11.0       40.5       78.1       90.2       95.6:       9.8        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  :       259:       106         41         71         81         82        216        173:
Old  :       259:       106         41         71         81         82        216        173:
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  :                 13.2       29.3       20.8       46.0       12.6       27.9       18.8       40.8
Old  :                 13.2       29.3       20.8       46.0       12.6       27.9       18.8       40.8
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, September 06, 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  :   176,478:    64,486     17,286     26,852     73,379    125,692    164,717    169,830:    11,761      6,648
Old  :   168,804:    64,862     17,961     25,025     67,451    119,352    157,338    162,338:    11,466      6,466
Other:     7,674:       989        690        462      5,928      6,340      7,379      7,492:       295        182
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :    10,437:     6,893     -2,355      2,686        290     10,086      9,869     10,417:       568         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5        9.8       15.2       41.6       71.2       93.3       96.2:       6.7        3.8
Old  :     100.0:      38.4       10.6       14.8       40.0       70.7       93.2       96.2:       6.8        3.8
Other:     100.0:      12.9        9.0        6.0       77.2       82.6       96.2       97.6:       3.8        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       388:       147         70         95        119        115        316        246:
Old  :       388:       147         75         93        119        115        315        245:
Other:        85:        15          9          3         42         35         60         44:
     :----------------------------------------------------------------------------------------------------
     :             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       20.7       22.0       33.0       12.8       17.3       21.2       27.5
Old  :                 13.4       19.9       22.6       32.6       13.3       18.4       22.1       29.0
Other:                 63.2       51.6       74.6       66.3       61.5       46.7       68.1       60.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, September 06, 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  :    58,169:    33,728     16,767      8,276      7,330     30,240     49,334     55,283:     8,835      2,886
Old  :    58,169:    33,728     16,767      8,276      7,330     30,240     49,334     55,283:     8,835      2,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     2,828:     3,607      1,612     -1,242       -582      1,905      1,783      2,275:     1,045        553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.0       28.8       14.2       12.6       52.0       84.8       95.0:      15.2        5.0
Old  :     100.0:      58.0       28.8       14.2       12.6       52.0       84.8       95.0:      15.2        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  :       123:        76         32         19          6         11         95         52:
Old  :       123:        76         32         19          6         11         95         52:
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  :                 38.0       63.1       54.7       73.9       34.0       58.4       43.7       64.6
Old  :                 38.0       63.1       54.7       73.9       34.0       58.4       43.7       64.6
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, September 06, 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  :   338,817:    80,646     57,308      3,554    233,876    260,445    318,076    321,307:    20,741     17,510
Old  :   338,817:    80,646     57,308      3,554    233,876    260,445    318,076    321,307:    20,741     17,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     2,780:     1,597        353       -113        229      1,456      1,713      1,696:     1,067      1,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       16.9        1.0       69.0       76.9       93.9       94.8:       6.1        5.2
Old  :     100.0:      23.8       16.9        1.0       69.0       76.9       93.9       94.8:       6.1        5.2
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  :       267:        57         44         13        106        102        170        152:
Old  :       267:        57         44         13        106        102        170        152:
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  :                 24.2       30.2       35.3       38.7       22.1       30.1       32.1       38.3
Old  :                 24.2       30.2       35.3       38.7       22.1       30.1       32.1       38.3
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, September 06, 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  :   229,097:    36,411      9,117      1,779    182,630    214,892    220,820    225,788:     8,277      3,309
Old  :   229,097:    36,411      9,117      1,779    182,630    214,892    220,820    225,788:     8,277      3,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :    -2,542:      -297        532     -1,096     -1,447     -1,916     -2,840     -2,480:       298        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        4.0        0.8       79.7       93.8       96.4       98.6:       3.6        1.4
Old  :     100.0:      15.9        4.0        0.8       79.7       93.8       96.4       98.6:       3.6        1.4
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  :       123:        24         14          6         60         50         85         69:
Old  :       123:        24         14          6         60         50         85         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  :                 34.1       54.5       49.4       68.8       33.6       54.2       48.8       68.5
Old  :                 34.1       54.5       49.4       68.8       33.6       54.2       48.8       68.5
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, September 06, 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  :   945,639:   289,637     46,269     23,538    603,892    853,136    917,067    922,943:    28,572     22,696
Old  :   945,639:   289,637     46,269     23,538    603,892    853,136    917,067    922,943:    28,572     22,696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :    47,073:     1,481     -1,276      8,337     35,073     30,733     44,891     37,794:     2,182      9,279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        4.9        2.5       63.9       90.2       97.0       97.6:       3.0        2.4
Old  :     100.0:      30.6        4.9        2.5       63.9       90.2       97.0       97.6:       3.0        2.4
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  :       319:       114         35         27        137         83        265        132:
Old  :       319:       114         35         27        137         83        265        132:
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  :                 16.4       48.8       28.2       65.3       14.2       47.5       23.1       58.5
Old  :                 16.4       48.8       28.2       65.3       14.2       47.5       23.1       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 9, 2016