COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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  :   225,882:    76,763     25,595     39,979     94,657    148,560    211,398    214,133:    14,484     11,748
Old  :   211,909:    76,661     26,109     38,192     83,190    136,306    198,042    200,606:    13,867     11,303
Other:    13,972:       705         89      1,183     11,467     12,255     13,356     13,527:       617        445
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2015                    :
     :     3,483:    -4,697      6,774      5,683      4,058    -10,623      5,044      1,834:    -1,561      1,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       11.3       17.7       41.9       65.8       93.6       94.8:       6.4        5.2
Old  :     100.0:      36.2       12.3       18.0       39.3       64.3       93.5       94.7:       6.5        5.3
Other:     100.0:       5.0        0.6        8.5       82.1       87.7       95.6       96.8:       4.4        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:       122         74         88         64         69        226        199:
Old  :       288:       123         75         86         61         68        221        198:
Other:        81:        14         11         10         31         31         53         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.4       25.5       19.8       36.8       11.1       18.8       18.8       27.6
Old  :                 11.5       26.9       20.2       37.6       11.2       21.4       19.6       30.1
Other:                 52.3       49.5       67.6       70.2       52.0       49.5       66.1       64.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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  :    16,952:     5,227      1,606      2,246      7,031     12,316     14,504     16,168:     2,449        784
Old  :    16,949:     5,227      1,606      2,246      7,028     12,316     14,501     16,168:     2,449        781
Other:         3:         0          0          0          3          0          3          0:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2015                    :
     :      -405:      -318        314        -31         60       -577       -289       -295:      -117       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        9.5       13.2       41.5       72.7       85.6       95.4:      14.4        4.6
Old  :     100.0:      30.8        9.5       13.3       41.5       72.7       85.6       95.4:      14.4        4.6
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  :        71:        27         16         11         24         15         60         33:
Old  :        71:        27         16         11         24         15         60         33:
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  :                 20.7       52.3       34.6       70.0       20.7       49.7       34.4       64.2
Old  :                 20.7       52.3       34.6       70.0       20.7       49.7       34.5       64.2
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 with Delta-adjusted Options and Futures Combined, January 05, 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  :   266,620:    75,689     20,330     73,563    104,854    165,429    254,107    259,322:    12,513      7,297
Old  :   228,382:    74,323     20,179     59,937     82,337    141,340    216,597    221,455:    11,785      6,926
Other:    38,238:     8,821      7,606      6,172     22,517     24,088     37,510     37,867:       728        371
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2015                    :
     :    -4,005:    -6,266     -2,243      2,891       -680     -5,788     -4,056     -5,140:        51      1,135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        7.6       27.6       39.3       62.0       95.3       97.3:       4.7        2.7
Old  :     100.0:      32.5        8.8       26.2       36.1       61.9       94.8       97.0:       5.2        3.0
Other:     100.0:      23.1       19.9       16.1       58.9       63.0       98.1       99.0:       1.9        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:       100         53         71         52         46        189        142:
Old  :       219:       102         54         70         50         45        185        139:
Other:        65:        18         11          9         27         22         52         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       32.3       29.5       41.5       11.1       17.7       16.5       25.8
Old  :                 15.4       28.6       24.6       38.7        9.4       21.1       15.7       28.8
Other:                 63.7       58.3       77.0       76.2       51.1       43.3       58.4       56.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  : 1,140,438:   255,069     42,665    264,936    530,396    785,728  1,050,400  1,093,329:    90,038     47,109
Old  : 1,140,438:   255,069     42,665    264,936    530,396    785,728  1,050,400  1,093,329:    90,038     47,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2015                    :
     :    10,005:    -3,277      3,249      7,142      9,267     -2,051     13,131      8,339:    -3,126      1,666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        3.7       23.2       46.5       68.9       92.1       95.9:       7.9        4.1
Old  :     100.0:      22.4        3.7       23.2       46.5       68.9       92.1       95.9:       7.9        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        87         44         89         89         85        221        181:
Old  :       236:        87         44         89         89         85        221        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       26.0       19.5       39.2        7.9       22.7       13.5       30.2
Old  :                 11.7       26.0       19.5       39.2        7.9       22.7       13.5       30.2
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 with Delta-adjusted Options and Futures Combined, January 05, 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  :   203,823:    32,709     37,785     52,394    107,745    105,383    192,848    195,562:    10,975      8,261
Old  :   179,807:    32,882     40,944     42,663     94,580     88,510    170,125    172,118:     9,682      7,689
Other:    24,016:     6,184      3,197      3,374     13,165     16,872     22,723     23,444:     1,293        572
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2015                    :
     :       881:      -145     -7,360      4,470     -2,353      3,758      1,971        867:    -1,090         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       18.5       25.7       52.9       51.7       94.6       95.9:       5.4        4.1
Old  :     100.0:      18.3       22.8       23.7       52.6       49.2       94.6       95.7:       5.4        4.3
Other:     100.0:      25.7       13.3       14.1       54.8       70.3       94.6       97.6:       5.4        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       399:       130        112        117        138        115        327        292:
Old  :       397:       128        116        114        134        111        322        285:
Other:       137:        20         22         19         80         50        109         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       13.8       25.0       23.6       10.1       10.4       15.6       17.6
Old  :                 16.7       13.1       25.2       23.0       11.2       10.1       17.4       19.0
Other:                 41.0       32.0       51.3       51.6       34.5       29.9       42.4       42.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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  :    74,834:    53,589     12,976      1,805      9,538     58,322     64,931     73,103:     9,903      1,731
Old  :    74,834:    53,589     12,976      1,805      9,538     58,322     64,931     73,103:     9,903      1,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2015                    :
     :    10,139:     6,360       -708       -219      3,240     10,662      9,382      9,735:       758        404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.6       17.3        2.4       12.7       77.9       86.8       97.7:      13.2        2.3
Old  :     100.0:      71.6       17.3        2.4       12.7       77.9       86.8       97.7:      13.2        2.3
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  :       151:       112         23         14          9          8        128         40:
Old  :       151:       112         23         14          9          8        128         40:
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  :                 39.1       81.3       47.7       87.3       37.1       81.3       45.7       87.1
Old  :                 39.1       81.3       47.7       87.3       37.1       81.3       45.7       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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  :   376,246:    42,126     92,563      2,748    315,259    263,226    360,133    358,538:    16,112     17,708
Old  :   376,246:    42,126     92,563      2,748    315,259    263,226    360,133    358,538:    16,112     17,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2015                    :
     :    10,907:      -541        316       -274     12,306      8,049     11,491      8,091:      -584      2,816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       24.6        0.7       83.8       70.0       95.7       95.3:       4.3        4.7
Old  :     100.0:      11.2       24.6        0.7       83.8       70.0       95.7       95.3:       4.3        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  :       254:        39         53         11         94        102        139        160:
Old  :       254:        39         53         11         94        102        139        160:
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  :                 38.4       35.8       52.2       45.3       35.8       35.8       48.6       44.4
Old  :                 38.4       35.8       52.2       45.3       35.8       35.8       48.6       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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  :   172,956:    42,915      4,374      3,001    121,585    162,302    167,501    169,677:     5,455      3,279
Old  :   172,956:    42,915      4,374      3,001    121,585    162,302    167,501    169,677:     5,455      3,279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2015                    :
     :     5,412:       639     -2,326         76      5,398      8,137      6,113      5,887:      -701       -475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        2.5        1.7       70.3       93.8       96.8       98.1:       3.2        1.9
Old  :     100.0:      24.8        2.5        1.7       70.3       93.8       96.8       98.1:       3.2        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        19         10          1         63         45         82         56:
Old  :       118:        19         10          1         63         45         82         56:
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  :                 35.1       52.5       51.4       66.6       33.4       52.5       49.7       66.4
Old  :                 35.1       52.5       51.4       66.6       33.4       52.5       49.7       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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  :   479,172:   124,282     86,423     12,662    322,828    367,620    459,772    466,705:    19,400     12,467
Old  :   479,172:   124,282     86,423     12,662    322,828    367,620    459,772    466,705:    19,400     12,467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2015                    :
     :    27,933:     2,608      2,577         27     24,343     22,842     26,978     25,446:       955      2,487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       18.0        2.6       67.4       76.7       96.0       97.4:       4.0        2.6
Old  :     100.0:      25.9       18.0        2.6       67.4       76.7       96.0       97.4:       4.0        2.6
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  :       257:        64         54         20        100         87        177        148:
Old  :       257:        64         54         20        100         87        177        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  :                 28.4       25.5       43.3       38.6       19.8       22.2       31.5       32.2
Old  :                 28.4       25.5       43.3       38.6       19.8       22.2       31.5       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 8, 2016