COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, January 26, 2016                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   193,281:    79,863     44,605     20,826     80,260    113,332    180,949    178,763:    12,332     14,518
Old  :   178,088:    79,090     43,648     19,335     68,233    101,801    166,658    164,784:    11,430     13,304
Other:    15,193:     1,954      2,138        310     12,027     11,531     14,291     13,979:       902      1,214
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2016                     :
     :     5,934:     1,684      5,685      2,231      1,814     -3,608      5,729      4,308:       205      1,626
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3       23.1       10.8       41.5       58.6       93.6       92.5:       6.4        7.5
Old  :     100.0:      44.4       24.5       10.9       38.3       57.2       93.6       92.5:       6.4        7.5
Other:     100.0:      12.9       14.1        2.0       79.2       75.9       94.1       92.0:       5.9        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:       112         86         68         56         57        200        189:
Old  :       280:       112         87         62         50         54        189        182:
Other:        88:        23         13          3         30         28         53         44:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       22.2       21.9       32.3       11.8       14.4       19.3       24.4
Old  :                 12.1       23.6       20.9       33.1       12.1       18.4       20.2       27.9
Other:                 53.4       45.4       68.2       64.7       53.1       45.4       66.6       63.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, January 26, 2016                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    12,835:     2,771      2,673        403      7,907      8,473     11,081     11,549:     1,754      1,286
Old  :    12,824:     2,771      2,673        403      7,904      8,465     11,078     11,541:     1,746      1,283
Other:        11:         0          0          0          3          8          3          8:         8          3
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2016                     :
     :       767:         8        878         -8        912        -34        912        836:      -145        -69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       20.8        3.1       61.6       66.0       86.3       90.0:      13.7       10.0
Old  :     100.0:      21.6       20.8        3.1       61.6       66.0       86.4       90.0:      13.6       10.0
Other:     100.0:       0.0        0.0        0.0       27.3       72.7       27.3       72.7:      72.7       27.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        18         14          5         26          9         46         26:
Old  :        62:        18         14          5         26          9         46         26:
Other:         2:         0          0          0          2          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       54.2       41.5       73.2       23.3       49.7       40.9       68.6
Old  :                 23.3       54.2       41.5       73.2       23.3       49.6       40.9       68.6
Other:                 27.3       72.7       27.3       72.7       18.2       63.6       18.2       63.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, January 26, 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  :   236,396:    76,882     38,196     42,512    106,355    146,695    225,749    227,403:    10,647      8,993
Old  :   192,823:    72,360     34,459     31,409     79,438    118,429    183,207    184,297:     9,616      8,526
Other:    43,573:     9,732      8,947      5,893     26,917     28,266     42,542     43,106:     1,031        467
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2016                     :
     :     9,791:     4,571      3,539     -3,365      9,101      9,599     10,307      9,773:      -516         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       16.2       18.0       45.0       62.1       95.5       96.2:       4.5        3.8
Old  :     100.0:      37.5       17.9       16.3       41.2       61.4       95.0       95.6:       5.0        4.4
Other:     100.0:      22.3       20.5       13.5       61.8       64.9       97.6       98.9:       2.4        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        97         56         77         53         47        190        153:
Old  :       221:        93         60         69         51         44        181        144:
Other:        75:        19         16         10         31         19         55         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       36.9       31.7       47.1       15.8       23.7       23.0       33.8
Old  :                 17.0       32.3       27.0       44.0       12.9       24.5       21.8       35.0
Other:                 62.6       60.1       75.1       76.6       52.3       48.3       61.1       62.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, January 26, 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  :   884,344:   224,652     70,033    121,616    457,093    646,359    803,361    838,008:    80,983     46,336
Old  :   884,344:   224,652     70,033    121,616    457,093    646,359    803,361    838,008:    80,983     46,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2016                     :
     :    15,768:   -11,809      8,950     15,929     18,467    -14,395     22,587     10,484:    -6,819      5,284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        7.9       13.8       51.7       73.1       90.8       94.8:       9.2        5.2
Old  :     100.0:      25.4        7.9       13.8       51.7       73.1       90.8       94.8:       9.2        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        87         40         68         86         74        203        160:
Old  :       232:        87         40         68         86         74        203        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  :                 11.3       31.5       20.3       46.6        8.6       25.6       14.7       35.2
Old  :                 11.3       31.5       20.3       46.6        8.6       25.6       14.7       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, January 26, 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  :   203,588:    35,634     54,316     37,613    118,914    102,455    192,161    194,384:    11,427      9,204
Old  :   178,526:    36,163     57,367     29,492    103,004     83,177    168,659    170,036:     9,867      8,490
Other:    25,062:     6,496      3,974      1,096     15,910     19,278     23,502     24,348:     1,560        714
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2016                     :
     :     3,571:      -877     -2,998      2,455      2,531      4,070      4,109      3,527:      -538         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       26.7       18.5       58.4       50.3       94.4       95.5:       5.6        4.5
Old  :     100.0:      20.3       32.1       16.5       57.7       46.6       94.5       95.2:       5.5        4.8
Other:     100.0:      25.9       15.9        4.4       63.5       76.9       93.8       97.2:       6.2        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       403:       123        123        109        134        103        312        293:
Old  :       402:       121        125        102        127         96        303        280:
Other:       152:        29         19          9         92         48        124         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  :                 15.4       14.5       23.8       24.6       10.4        9.9       15.9       17.8
Old  :                 16.5       12.9       24.7       23.5       13.3       10.3       19.6       19.1
Other:                 38.4       43.8       49.6       57.4       36.7       43.4       47.9       55.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, January 26, 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  :    75,839:    54,688     10,463      1,866     10,375     62,053     66,929     74,382:     8,910      1,457
Old  :    75,839:    54,688     10,463      1,866     10,375     62,053     66,929     74,382:     8,910      1,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2016                     :
     :      -367:      -396     -1,846        190        -91      1,325       -297       -331:       -70        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.1       13.8        2.5       13.7       81.8       88.3       98.1:      11.7        1.9
Old  :     100.0:      72.1       13.8        2.5       13.7       81.8       88.3       98.1:      11.7        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  :       146:       103         27         11          8          9        118         42:
Old  :       146:       103         27         11          8          9        118         42:
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  :                 42.1       83.8       51.7       88.1       40.4       83.7       50.0       87.6
Old  :                 42.1       83.8       51.7       88.1       40.4       83.7       50.0       87.6
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, January 26, 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  :   414,569:    38,644     87,384      2,203    357,441    307,312    398,288    396,899:    16,281     17,670
Old  :   414,569:    38,644     87,384      2,203    357,441    307,312    398,288    396,899:    16,281     17,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2016                     :
     :    -8,176:    -3,246     -9,390        154     -4,075      1,729     -7,167     -7,507:    -1,009       -669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       21.1        0.5       86.2       74.1       96.1       95.7:       3.9        4.3
Old  :     100.0:       9.3       21.1        0.5       86.2       74.1       96.1       95.7:       3.9        4.3
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  :       270:        36         53         11        102        112        145        169:
Old  :       270:        36         53         11        102        112        145        169:
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  :                 38.8       35.6       52.9       45.1       37.6       35.6       49.5       44.4
Old  :                 38.8       35.6       52.9       45.1       37.6       35.6       49.5       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 - Futures Only, January 26, 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  :   196,207:    51,814      8,440      2,649    135,279    179,529    189,742    190,618:     6,465      5,589
Old  :   196,207:    51,814      8,440      2,649    135,279    179,529    189,742    190,618:     6,465      5,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2016                     :
     :     7,387:     6,466        306       -168      1,360      6,866      7,658      7,004:      -271        383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        4.3        1.4       68.9       91.5       96.7       97.2:       3.3        2.8
Old  :     100.0:      26.4        4.3        1.4       68.9       91.5       96.7       97.2:       3.3        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  :       122:        20         15          3         53         53         73         71:
Old  :       122:        20         15          3         53         53         73         71:
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  :                 40.5       48.2       57.7       60.7       39.2       48.2       56.5       60.5
Old  :                 40.5       48.2       57.7       60.7       39.2       48.2       56.5       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders - Futures Only, January 26, 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  :   523,182:   145,314    100,171      8,857    349,961    402,164    504,132    511,192:    19,050     11,990
Old  :   523,182:   145,314    100,171      8,857    349,961    402,164    504,132    511,192:    19,050     11,990
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2016                     :
     :    18,978:     7,572      1,665     -1,195     14,802     17,322     21,179     17,792:    -2,201      1,186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       19.1        1.7       66.9       76.9       96.4       97.7:       3.6        2.3
Old  :     100.0:      27.8       19.1        1.7       66.9       76.9       96.4       97.7:       3.6        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  :       262:        67         58         23         99         84        182        149:
Old  :       262:        67         58         23         99         84        182        149:
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  :                 27.7       27.0       41.8       40.8       19.0       22.9       31.5       33.4
Old  :                 27.7       27.0       41.8       40.8       19.0       22.9       31.5       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 29, 2016