COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, December 15, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   191,929:    94,482     23,514     10,594     72,655    147,150    177,731    181,258:    14,198     10,671
Old  :   181,243:    94,144     23,896      9,948     63,460    137,130    167,552    170,974:    13,691     10,269
Other:    10,686:       788         68        196      9,195     10,020     10,179     10,284:       507        402
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :       148:      -526     -2,791      2,051       -161        789      1,364         49:    -1,216         99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2       12.3        5.5       37.9       76.7       92.6       94.4:       7.4        5.6
Old  :     100.0:      51.9       13.2        5.5       35.0       75.7       92.4       94.3:       7.6        5.7
Other:     100.0:       7.4        0.6        1.8       86.0       93.8       95.3       96.2:       4.7        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:       117         75         63         46         66        197        177:
Old  :       281:       118         76         59         42         62        189        173:
Other:        69:        15          4          3         25         28         43         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       28.9       21.4       41.7       12.3       26.5       21.3       37.6
Old  :                 12.4       30.5       21.9       42.7       12.4       29.8       21.9       41.0
Other:                 61.5       56.6       78.4       77.2       61.5       56.6       78.4       76.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, December 15, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    15,041:     5,284      2,466        458      6,710     11,031     12,452     13,955:     2,589      1,086
Old  :    15,038:     5,284      2,466        458      6,707     11,031     12,449     13,955:     2,589      1,083
Other:         3:         0          0          0          3          0          3          0:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :        73:       -22        188        -33         58       -215          3        -60:        70        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       16.4        3.0       44.6       73.3       82.8       92.8:      17.2        7.2
Old  :     100.0:      35.1       16.4        3.0       44.6       73.4       82.8       92.8:      17.2        7.2
Other:     100.0:       0.0        0.0        0.0      100.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        30         11          9         23         15         59         29:
Old  :        70:        30         11          9         22         15         58         29:
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  :                 24.7       53.0       40.7       72.3       24.7       52.5       40.7       70.8
Old  :                 24.7       53.0       40.8       72.3       24.7       52.6       40.7       70.9
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, December 15, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   237,262:   107,593     35,530     37,774     78,792    156,711    224,159    230,015:    13,103      7,247
Old  :   199,343:   104,397     34,027     26,358     56,338    132,210    187,093    192,595:    12,250      6,748
Other:    37,919:     9,400      7,707      5,212     22,454     24,501     37,066     37,420:       853        499
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :    -5,299:      -563     -1,560        372     -4,924     -4,270     -5,115     -5,458:      -184        159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.3       15.0       15.9       33.2       66.0       94.5       96.9:       5.5        3.1
Old  :     100.0:      52.4       17.1       13.2       28.3       66.3       93.9       96.6:       6.1        3.4
Other:     100.0:      24.8       20.3       13.7       59.2       64.6       97.8       98.7:       2.2        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:       117         45         59         49         47        195        131:
Old  :       231:       116         48         58         48         46        191        129:
Other:        59:        15          9          3         26         18         42         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       38.4       25.5       48.5       11.4       29.2       19.2       38.1
Old  :                 11.2       34.8       20.6       45.6       10.4       32.0       19.1       40.9
Other:                 66.9       62.7       79.6       79.9       53.7       47.6       62.7       60.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, December 15, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   846,065:   249,158     56,243     92,417    414,689    649,445    756,264    798,105:    89,801     47,960
Old  :   846,065:   249,158     56,243     92,417    414,689    649,445    756,264    798,105:    89,801     47,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :   -18,663:   -17,105     -4,298       -128      6,394    -15,131    -10,839    -19,557:    -7,824        894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        6.6       10.9       49.0       76.8       89.4       94.3:      10.6        5.7
Old  :     100.0:      29.4        6.6       10.9       49.0       76.8       89.4       94.3:      10.6        5.7
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  :       223:        82         38         61         79         76        189        152:
Old  :       223:        82         38         61         79         76        189        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  :                 12.4       32.3       22.1       46.0       11.0       28.4       19.1       38.5
Old  :                 12.4       32.3       22.1       46.0       11.0       28.4       19.1       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, December 15, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   166,913:    36,278     42,523     26,090     94,084     90,303    156,452    158,916:    10,461      7,997
Old  :   148,072:    37,921     45,248     18,127     82,900     77,165    138,948    140,540:     9,124      7,532
Other:    18,841:     4,503      3,421      1,817     11,184     13,138     17,504     18,376:     1,337        465
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :     1,158:      -221      1,300     -1,030      1,994        360        743        630:       415        528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       25.5       15.6       56.4       54.1       93.7       95.2:       6.3        4.8
Old  :     100.0:      25.6       30.6       12.2       56.0       52.1       93.8       94.9:       6.2        5.1
Other:     100.0:      23.9       18.2        9.6       59.4       69.7       92.9       97.5:       7.1        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       364:       107        106         80        127        103        276        254:
Old  :       363:       113        104         75        124         97        272        244:
Other:       125:        14         20          7         76         49         93         73:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       14.3       25.0       25.4       12.3       11.8       18.2       20.0
Old  :                 15.7       14.6       26.1       25.8       12.7       12.0       19.4       21.2
Other:                 43.8       36.3       55.3       51.6       38.1       35.3       47.3       47.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, December 15, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    71,495:    52,945     16,043      1,439      6,972     52,699     61,356     70,181:    10,139      1,314
Old  :    71,495:    52,945     16,043      1,439      6,972     52,699     61,356     70,181:    10,139      1,314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :   -25,303:   -15,383     -1,257     -3,098     -4,982    -21,039    -23,463    -25,394:    -1,840         91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.1       22.4        2.0        9.8       73.7       85.8       98.2:      14.2        1.8
Old  :     100.0:      74.1       22.4        2.0        9.8       73.7       85.8       98.2:      14.2        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  :       161:       117         23          8         11         10        131         40:
Old  :       161:       117         23          8         11         10        131         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  :                 34.3       74.3       43.6       85.8       33.6       74.3       41.5       85.6
Old  :                 34.3       74.3       43.6       85.8       33.6       74.3       41.5       85.6
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, December 15, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   411,036:    41,836     91,066      5,289    343,880    295,118    391,005    391,473:    20,031     19,563
Old  :   411,036:    41,836     91,066      5,289    343,880    295,118    391,005    391,473:    20,031     19,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :    27,322:    -9,743      6,965     -1,743     37,674     19,232     26,188     24,454:     1,134      2,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       22.2        1.3       83.7       71.8       95.1       95.2:       4.9        4.8
Old  :     100.0:      10.2       22.2        1.3       83.7       71.8       95.1       95.2:       4.9        4.8
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  :       268:        41         56         15        109        115        159        177:
Old  :       268:        41         56         15        109        115        159        177:
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  :                 39.9       31.5       51.1       42.5       36.9       31.1       45.2       40.2
Old  :                 39.9       31.5       51.1       42.5       36.9       31.1       45.2       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, December 15, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   194,450:    51,065      8,073      3,387    120,209    177,518    174,661    188,978:    19,789      5,472
Old  :   194,450:    51,065      8,073      3,387    120,209    177,518    174,661    188,978:    19,789      5,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :    17,538:     2,232       -111        291      1,552     15,434      4,075     15,614:    13,463      1,924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        4.2        1.7       61.8       91.3       89.8       97.2:      10.2        2.8
Old  :     100.0:      26.3        4.2        1.7       61.8       91.3       89.8       97.2:      10.2        2.8
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  :       120:        22         11          5         66         53         91         67:
Old  :       120:        22         11          5         66         53         91         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       46.9       44.4       61.5       29.2       46.3       42.8       60.4
Old  :                 30.7       46.9       44.4       61.5       29.2       46.3       42.8       60.4
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 - Futures Only, December 15, 2015                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI Emerging Markets Index x $50)                                        :
     :          :                                                                            :
All  :   484,138:   130,518     86,937     16,777    311,998    365,114    459,293    468,828:    24,845     15,310
Old  :   484,138:   130,518     86,937     16,777    311,998    365,114    459,293    468,828:    24,845     15,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 8, 2015                     :
     :    29,279:     7,139     18,435        344     16,922      6,443     24,405     25,222:     4,874      4,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       18.0        3.5       64.4       75.4       94.9       96.8:       5.1        3.2
Old  :     100.0:      27.0       18.0        3.5       64.4       75.4       94.9       96.8:       5.1        3.2
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  :       246:        60         54         27        102         89        181        152:
Old  :       246:        60         54         27        102         89        181        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  :                 25.8       27.3       39.1       39.8       17.7       22.1       28.4       32.3
Old  :                 25.8       27.3       39.1       39.8       17.7       22.1       28.4       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 18, 2015