COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, March 01, 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  :   202,863:    73,131     87,303     21,607     95,738     76,570    190,476    185,480:    12,387     17,383
Old  :   164,577:    70,115     77,967     16,830     68,000     54,671    154,945    149,468:     9,632     15,109
Other:    38,286:     7,197     13,517        596     27,738     21,899     35,531     36,012:     2,755      2,274
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    14,866:     1,721      9,822      4,224      8,264        799     14,209     14,845:       657         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       43.0       10.7       47.2       37.7       93.9       91.4:       6.1        8.6
Old  :     100.0:      42.6       47.4       10.2       41.3       33.2       94.1       90.8:       5.9        9.2
Other:     100.0:      18.8       35.3        1.6       72.4       57.2       92.8       94.1:       7.2        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        97        122         72         58         52        190        216:
Old  :       288:        99        114         55         51         47        173        196:
Other:       125:        25         38         10         41         36         72         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       12.7       24.9       21.5       13.5        8.9       22.3       15.8
Old  :                 14.2       12.1       25.1       21.3       12.8       10.4       23.7       18.7
Other:                 38.0       37.6       55.4       53.5       37.8       37.6       55.2       53.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, March 01, 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  :    11,061:     2,564      1,430          8      7,101      8,597      9,673     10,035:     1,388      1,026
Old  :    11,049:     2,564      1,430          8      7,100      8,589      9,672     10,027:     1,377      1,022
Other:        12:         0          0          0          1          8          1          8:        11          4
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :      -547:        79       -114        -68       -449       -137       -438       -319:      -109       -228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       12.9        0.1       64.2       77.7       87.5       90.7:      12.5        9.3
Old  :     100.0:      23.2       12.9        0.1       64.3       77.7       87.5       90.8:      12.5        9.2
Other:     100.0:       0.0        0.0        0.0        8.3       66.7        8.3       66.7:      91.7       33.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        20          9          1         23         11         43         21:
Old  :        59:        20          9          1         23         11         43         21:
Other:         1:         0          0          0          1          1          1          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  :                 26.4       60.7       47.2       78.1       26.4       60.3       47.1       77.8
Old  :                 26.4       60.7       47.3       78.2       26.4       60.4       47.2       77.9
Other:                  8.3       66.7        8.3       66.7        0.0       58.3        0.0       58.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, March 01, 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  :   238,761:    67,177     32,481     50,042    110,231    148,350    227,450    230,873:    11,311      7,888
Old  :   185,691:    59,977     29,537     35,057     80,958    113,758    175,992    178,352:     9,699      7,339
Other:    53,070:    14,803     10,547      7,382     29,273     34,592     51,458     52,521:     1,612        549
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :     2,069:      -120     -1,818      6,010     -4,339     -1,271      1,551      2,921:       518       -852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       13.6       21.0       46.2       62.1       95.3       96.7:       4.7        3.3
Old  :     100.0:      32.3       15.9       18.9       43.6       61.3       94.8       96.0:       5.2        4.0
Other:     100.0:      27.9       19.9       13.9       55.2       65.2       97.0       99.0:       3.0        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        92         44         65         51         45        172        137:
Old  :       204:        88         50         58         49         43        163        129:
Other:        91:        29         15         15         38         17         76         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       33.1       32.4       47.1       16.8       21.9       23.9       33.5
Old  :                 15.7       27.7       27.5       43.4       13.4       21.7       22.8       35.0
Other:                 52.1       56.3       68.0       76.8       45.3       46.8       58.0       67.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, March 01, 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  :   752,262:   184,697     98,185     91,124    410,316    513,762    686,137    703,071:    66,125     49,191
Old  :   752,262:   184,697     98,185     91,124    410,316    513,762    686,137    703,071:    66,125     49,191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :   -45,943:   -10,376    -30,240     -4,618    -27,213     -1,232    -42,207    -36,090:    -3,736     -9,853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       13.1       12.1       54.5       68.3       91.2       93.5:       8.8        6.5
Old  :     100.0:      24.6       13.1       12.1       54.5       68.3       91.2       93.5:       8.8        6.5
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  :       217:        74         42         65         78         73        183        157:
Old  :       217:        74         42         65         78         73        183        157:
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  :                 11.6       30.6       20.2       41.5       10.2       26.8       17.7       35.9
Old  :                 11.6       30.6       20.2       41.5       10.2       26.8       17.7       35.9
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, March 01, 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  :   195,239:    36,553     53,877     37,959    108,522     95,171    183,034    187,007:    12,205      8,232
Old  :   159,030:    39,041     58,933     22,144     87,703     70,453    148,888    151,530:    10,142      7,500
Other:    36,209:    12,402      9,834        925     20,819     24,718     34,146     35,477:     2,063        732
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    14,118:    -1,346      8,707      7,909      5,718     -2,619     12,281     13,997:     1,837        121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       27.6       19.4       55.6       48.7       93.7       95.8:       6.3        4.2
Old  :     100.0:      24.5       37.1       13.9       55.1       44.3       93.6       95.3:       6.4        4.7
Other:     100.0:      34.3       27.2        2.6       57.5       68.3       94.3       98.0:       5.7        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       405:       109        130        101        138        106        301        296:
Old  :       403:       110        133         84        132         96        288        274:
Other:       179:        35         28         10        103         57        144         91:
     :----------------------------------------------------------------------------------------------------
     :             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       14.9       23.5       25.4       10.3       11.0       16.0       19.0
Old  :                 17.3       12.9       26.2       24.3       14.2       12.1       22.2       22.3
Other:                 29.8       42.1       42.8       55.1       29.6       41.8       42.6       54.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, March 01, 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  :    64,297:    41,571     14,786      1,278     15,004     46,037     57,853     62,101:     6,444      2,196
Old  :    64,297:    41,571     14,786      1,278     15,004     46,037     57,853     62,101:     6,444      2,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    -4,961:    -3,536       -896       -206     -1,757     -3,671     -5,499     -4,773:       538       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.7       23.0        2.0       23.3       71.6       90.0       96.6:      10.0        3.4
Old  :     100.0:      64.7       23.0        2.0       23.3       71.6       90.0       96.6:      10.0        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        66         28         14         12         10         85         47:
Old  :       112:        66         28         14         12         10         85         47:
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  :                 43.3       76.3       60.3       83.0       41.9       75.2       56.2       80.5
Old  :                 43.3       76.3       60.3       83.0       41.9       75.2       56.2       80.5
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, March 01, 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  :   429,603:    41,218    102,457      2,911    371,357    302,679    415,486    408,047:    14,117     21,556
Old  :   429,603:    41,218    102,457      2,911    371,357    302,679    415,486    408,047:    14,117     21,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    -4,396:       222      3,276        140     -5,326     -7,052     -4,964     -3,636:       568       -760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       23.8        0.7       86.4       70.5       96.7       95.0:       3.3        5.0
Old  :     100.0:       9.6       23.8        0.7       86.4       70.5       96.7       95.0:       3.3        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        41         55         12         99        112        146        173:
Old  :       273:        41         55         12         99        112        146        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       32.9       51.9       41.5       37.8       32.9       49.8       41.0
Old  :                 38.3       32.9       51.9       41.5       37.8       32.9       49.8       41.0
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, March 01, 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  :   201,838:    48,972      6,042      2,758    142,291    187,546    194,021    196,346:     7,817      5,492
Old  :   201,838:    48,972      6,042      2,758    142,291    187,546    194,021    196,346:     7,817      5,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    -1,286:    -2,935     -1,766        249        372         22     -2,314     -1,495:     1,028        209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        3.0        1.4       70.5       92.9       96.1       97.3:       3.9        2.7
Old  :     100.0:      24.3        3.0        1.4       70.5       92.9       96.1       97.3:       3.9        2.7
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  :       133:        24         12          6         62         55         87         72:
Old  :       133:        24         12          6         62         55         87         72:
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  :                 36.0       52.1       50.8       66.1       34.8       52.1       49.6       65.9
Old  :                 36.0       52.1       50.8       66.1       34.8       52.1       49.6       65.9
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, March 01, 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  :   565,050:   156,302    102,282      6,020    381,187    444,314    543,509    552,616:    21,541     12,434
Old  :   565,050:   156,302    102,282      6,020    381,187    444,314    543,509    552,616:    21,541     12,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    18,944:     2,749     -7,974       -219      8,522     25,256     11,052     17,063:     7,892      1,881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       18.1        1.1       67.5       78.6       96.2       97.8:       3.8        2.2
Old  :     100.0:      27.7       18.1        1.1       67.5       78.6       96.2       97.8:       3.8        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  :       277:        72         56         22        108         92        192        158:
Old  :       277:        72         56         22        108         92        192        158:
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  :                 26.5       25.4       42.1       38.0       20.4       20.2       32.0       29.7
Old  :                 26.5       25.4       42.1       38.0       20.4       20.2       32.0       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 4, 2016