COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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  :   206,539:    66,611     30,919     30,942     96,261    131,152    193,813    193,013:    12,726     13,526
Old  :   196,362:    66,592     31,034     30,007     87,343    122,167    183,942    183,208:    12,420     13,154
Other:    10,177:       163         30        790      8,918      8,985      9,871      9,805:       306        372
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :    -2,158:    -4,500      3,192        587      3,743     -6,528       -171     -2,750:    -1,987        592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       15.0       15.0       46.6       63.5       93.8       93.5:       6.2        6.5
Old  :     100.0:      33.9       15.8       15.3       44.5       62.2       93.7       93.3:       6.3        6.7
Other:     100.0:       1.6        0.3        7.8       87.6       88.3       97.0       96.3:       3.0        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:       101         90         70         61         68        201        195:
Old  :       280:       102         91         70         58         66        198        193:
Other:        69:        13          6         10         25         30         41         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       26.2       23.7       36.2       12.3       19.3       20.5       27.9
Old  :                 14.1       26.8       23.9       36.3       12.7       20.7       21.7       28.8
Other:                 55.9       51.3       71.3       74.9       54.1       50.9       69.1       70.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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  :    19,304:     5,713      1,507      3,101      7,533     13,569     16,347     18,177:     2,957      1,127
Old  :    19,303:     5,713      1,507      3,101      7,532     13,569     16,346     18,177:     2,957      1,126
Other:         1:         0          0          0          1          0          1          0:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :      -473:       173       -320       -283       -510         20       -620       -583:       147        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        7.8       16.1       39.0       70.3       84.7       94.2:      15.3        5.8
Old  :     100.0:      29.6        7.8       16.1       39.0       70.3       84.7       94.2:      15.3        5.8
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  :        73:        30         14         12         24         16         62         34:
Old  :        73:        30         14         12         24         16         62         34:
Other:         1:         0          0          0          1          0          1          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  :                 21.5       51.0       36.1       69.7       21.5       46.9       35.2       60.0
Old  :                 21.5       51.0       36.1       69.7       21.5       46.9       35.2       60.0
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, November 24, 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  :   293,739:   104,311     36,224     66,957    107,887    182,801    279,154    285,982:    14,584      7,756
Old  :   256,136:   101,026     34,676     55,185     86,127    158,941    242,338    248,803:    13,798      7,333
Other:    37,602:     8,721      6,984      6,336     21,760     23,859     36,816     37,179:       786        423
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :     7,050:     6,016      5,149       -392      1,098      1,515      6,722      6,272:       328        778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       12.3       22.8       36.7       62.2       95.0       97.4:       5.0        2.6
Old  :     100.0:      39.4       13.5       21.5       33.6       62.1       94.6       97.1:       5.4        2.9
Other:     100.0:      23.2       18.6       16.8       57.9       63.5       97.9       98.9:       2.1        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:       118         51         70         56         48        215        137:
Old  :       242:       116         56         70         54         47        212        135:
Other:        59:        18          6          9         24         22         46         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  :                 18.3       35.2       27.0       44.4       10.6       21.9       16.7       29.0
Old  :                 16.0       32.0       24.3       41.9       10.1       23.0       16.8       30.0
Other:                 66.9       64.3       78.3       81.5       54.4       48.5       62.2       61.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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  : 1,154,171:   278,153     48,292    264,688    511,652    788,560  1,054,494  1,101,540:    99,678     52,631
Old  : 1,154,171:   278,153     48,292    264,688    511,652    788,560  1,054,494  1,101,540:    99,678     52,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :    34,684:    20,385     -3,785      9,114       -834     31,529     28,665     36,859:     6,019     -2,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        4.2       22.9       44.3       68.3       91.4       95.4:       8.6        4.6
Old  :     100.0:      24.1        4.2       22.9       44.3       68.3       91.4       95.4:       8.6        4.6
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  :       236:        88         47         80         88         85        214        178:
Old  :       236:        88         47         80         88         85        214        178:
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  :                 12.3       26.2       20.7       38.3        8.1       21.8       14.4       29.4
Old  :                 12.3       26.2       20.7       38.3        8.1       21.8       14.4       29.4
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, November 24, 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  :   200,987:    35,084     52,763     48,506    106,147     91,869    189,737    193,138:    11,251      7,850
Old  :   181,912:    35,888     55,728     40,771     95,202     78,008    171,861    174,507:    10,052      7,405
Other:    19,075:     4,706      2,545      2,225     10,945     13,861     17,876     18,631:     1,199        445
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :   -11,715:    -1,017    -10,090       -771     -8,599        -96    -10,387    -10,957:    -1,328       -758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       26.3       24.1       52.8       45.7       94.4       96.1:       5.6        3.9
Old  :     100.0:      19.7       30.6       22.4       52.3       42.9       94.5       95.9:       5.5        4.1
Other:     100.0:      24.7       13.3       11.7       57.4       72.7       93.7       97.7:       6.3        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       406:       134        114        113        135        113        324        295:
Old  :       405:       130        120        109        132        110        320        289:
Other:       125:        22         14         16         70         49         96         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       12.9       22.8       22.6       10.7       10.3       16.3       17.8
Old  :                 14.5       13.1       23.8       23.4       11.1       10.3       17.4       18.8
Other:                 39.4       36.3       50.4       51.0       34.4       35.2       42.9       47.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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  :    91,490:    64,882     18,905      3,292      9,592     67,571     77,766     89,767:    13,724      1,723
Old  :    91,490:    64,882     18,905      3,292      9,592     67,571     77,766     89,767:    13,724      1,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :     1,184:      -814       -448      1,114        962      1,100      1,263      1,767:       -78       -582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.9       20.7        3.6       10.5       73.9       85.0       98.1:      15.0        1.9
Old  :     100.0:      70.9       20.7        3.6       10.5       73.9       85.0       98.1:      15.0        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  :       185:       137         28         19         13          8        162         46:
Old  :       185:       137         28         19         13          8        162         46:
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  :                 28.7       79.9       38.7       87.8       28.1       79.7       37.4       87.2
Old  :                 28.7       79.9       38.7       87.8       28.1       79.7       37.4       87.2
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, November 24, 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  :   396,465:    49,544     91,032      6,312    320,727    284,012    376,584    381,356:    19,882     15,109
Old  :   396,465:    49,544     91,032      6,312    320,727    284,012    376,584    381,356:    19,882     15,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :     7,534:     7,380      3,481         31     -1,027      6,292      6,384      9,804:     1,151     -2,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       23.0        1.6       80.9       71.6       95.0       96.2:       5.0        3.8
Old  :     100.0:      12.5       23.0        1.6       80.9       71.6       95.0       96.2:       5.0        3.8
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  :       276:        45         60         16        101        107        153        177:
Old  :       276:        45         60         16        101        107        153        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  :                 41.3       35.9       51.9       46.7       38.3       35.9       47.7       45.6
Old  :                 41.3       35.9       51.9       46.7       38.3       35.9       47.7       45.6
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, November 24, 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  :   167,917:    45,000      8,066      3,043    113,370    153,067    161,413    164,176:     6,504      3,741
Old  :   167,917:    45,000      8,066      3,043    113,370    153,067    161,413    164,176:     6,504      3,741
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :     2,924:     1,201        131        -26      1,649      2,557      2,824      2,662:       100        262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        4.8        1.8       67.5       91.2       96.1       97.8:       3.9        2.2
Old  :     100.0:      26.8        4.8        1.8       67.5       91.2       96.1       97.8:       3.9        2.2
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  :       115:        20         10          3         54         52         75         64:
Old  :       115:        20         10          3         54         52         75         64:
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  :                 35.3       46.9       50.1       63.5       33.7       46.9       48.2       63.4
Old  :                 35.3       46.9       50.1       63.5       33.7       46.9       48.2       63.4
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, November 24, 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  :   448,159:   130,594     70,181     12,742    289,129    355,899    432,465    438,822:    15,694      9,337
Old  :   448,159:   130,594     70,181     12,742    289,129    355,899    432,465    438,822:    15,694      9,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :     2,821:       329      1,981       -643      1,879      3,241      1,565      4,579:     1,256     -1,758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       15.7        2.8       64.5       79.4       96.5       97.9:       3.5        2.1
Old  :     100.0:      29.1       15.7        2.8       64.5       79.4       96.5       97.9:       3.5        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        66         49         19        104         84        183        139:
Old  :       256:        66         49         19        104         84        183        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       29.7       39.2       43.8       17.7       26.9       28.0       38.2
Old  :                 26.8       29.7       39.2       43.8       17.7       26.9       28.0       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 30, 2015