COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 10, 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  :   186,343:    72,961     44,782     16,418     83,112    115,249    172,491    176,449:    13,852      9,894
Old  :   101,439:    53,666     33,867      2,746     36,553     57,475     92,965     94,088:     8,474      7,351
Other:    84,904:    29,555     21,175      3,412     46,559     57,774     79,526     82,361:     5,378      2,543
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    -7,081:    -5,081        686       -316       -685     -7,018     -6,082     -6,648:      -999       -433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       24.0        8.8       44.6       61.8       92.6       94.7:       7.4        5.3
Old  :     100.0:      52.9       33.4        2.7       36.0       56.7       91.6       92.8:       8.4        7.2
Other:     100.0:      34.8       24.9        4.0       54.8       68.0       93.7       97.0:       6.3        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:       106         88         61         55         57        197        180:
Old  :       247:        94         82         20         36         43        138        137:
Other:       188:        59         52         18         43         49        113        112:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       28.7       27.5       37.6       17.5       26.2       27.0       34.6
Old  :                 16.6       28.8       27.3       40.3       16.6       26.6       26.7       38.1
Other:                 26.8       35.6       39.3       48.2       26.8       33.0       38.3       45.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 10, 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  :    12,824:     3,742        539        302      6,904     11,160     10,948     12,001:     1,876        823
Old  :    12,611:     3,695        539        302      6,765     10,961     10,762     11,802:     1,849        809
Other:       213:        47          0          0        139        199        186        199:        27         14
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :       768:       193       -231         60        268        863        521        692:       247         76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        4.2        2.4       53.8       87.0       85.4       93.6:      14.6        6.4
Old  :     100.0:      29.3        4.3        2.4       53.6       86.9       85.3       93.6:      14.7        6.4
Other:     100.0:      22.1        0.0        0.0       65.3       93.4       87.3       93.4:      12.7        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        26          7         10         21         13         50         28:
Old  :        64:        26          7         10         21         13         50         28:
Other:        10:         4          0          0          3          3          7          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.3       59.7       44.2       83.9       28.3       57.4       44.2       80.9
Old  :                 28.1       59.1       43.9       83.7       28.1       56.8       43.9       80.7
Other:                 76.5       93.4       87.3       93.4       76.5       93.4       87.3       93.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 10, 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  :   245,287:    88,309     27,611     46,848     98,701    164,117    233,858    238,576:    11,429      6,711
Old  :   155,119:    73,292     37,033     21,119     51,729     90,913    146,140    149,065:     8,979      6,054
Other:    90,168:    35,755     11,316      4,991     46,972     73,204     87,718     89,511:     2,450        657
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    -5,617:    -2,085     -3,015     -5,439      2,859      2,489     -4,665     -5,965:      -952        348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       11.3       19.1       40.2       66.9       95.3       97.3:       4.7        2.7
Old  :     100.0:      47.2       23.9       13.6       33.3       58.6       94.2       96.1:       5.8        3.9
Other:     100.0:      39.7       12.5        5.5       52.1       81.2       97.3       99.3:       2.7        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:       111         47         72         54         48        199        147:
Old  :       226:       107         52         50         48         43        177        128:
Other:       125:        48         20         17         44         30        103         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       34.6       25.4       48.0       14.1       29.9       22.1       40.7
Old  :                 14.1       26.0       23.6       39.9       13.0       23.0       21.3       35.5
Other:                 31.8       50.2       49.1       67.0       30.1       43.3       45.2       58.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 10, 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  :   805,306:   297,398     65,622     77,492    346,692    625,433    721,582    768,547:    83,724     36,759
Old  :   805,306:   297,398     65,622     77,492    346,692    625,433    721,582    768,547:    83,724     36,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    16,163:    36,008     10,731      2,678    -12,253      4,830     26,433     18,239:   -10,270     -2,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9        8.1        9.6       43.1       77.7       89.6       95.4:      10.4        4.6
Old  :     100.0:      36.9        8.1        9.6       43.1       77.7       89.6       95.4:      10.4        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  :       237:        96         42         80         73         72        201        168:
Old  :       237:        96         42         80         73         72        201        168:
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  :                 13.6       32.9       21.2       46.7       13.6       30.6       21.2       41.8
Old  :                 13.6       32.9       21.2       46.7       13.6       30.6       21.2       41.8
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, May 10, 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  :   189,256:    44,806     35,896     37,303     94,987    109,145    177,096    182,344:    12,160      6,912
Old  :   135,146:    47,180     36,833     19,059     59,788     73,218    126,027    129,110:     9,119      6,036
Other:    54,110:    11,814     13,251      4,056     35,199     35,927     51,069     53,234:     3,041        876
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    -3,557:      -741     -7,922        374     -1,763      4,475     -2,130     -3,073:    -1,427       -484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       19.0       19.7       50.2       57.7       93.6       96.3:       6.4        3.7
Old  :     100.0:      34.9       27.3       14.1       44.2       54.2       93.3       95.5:       6.7        4.5
Other:     100.0:      21.8       24.5        7.5       65.1       66.4       94.4       98.4:       5.6        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       126         86         95        136        112        316        257:
Old  :       371:       123         90         60        119        102        275        226:
Other:       223:        59         32         29        110         72        181        125:
     :----------------------------------------------------------------------------------------------------
     :             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       16.0       22.9       26.7       10.6       12.0       16.7       19.4
Old  :                 17.7       15.3       28.2       25.6       14.4       14.2       21.9       22.2
Other:                 19.0       33.4       29.1       48.2       18.1       30.8       27.5       42.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 10, 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  :    67,841:    42,834     30,717      2,697     14,291     31,195     59,822     64,609:     8,019      3,232
Old  :    67,841:    42,834     30,717      2,697     14,291     31,195     59,822     64,609:     8,019      3,232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    -3,687:    -1,544     -4,487        334     -1,419        857     -2,629     -3,296:    -1,058       -391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.1       45.3        4.0       21.1       46.0       88.2       95.2:      11.8        4.8
Old  :     100.0:      63.1       45.3        4.0       21.1       46.0       88.2       95.2:      11.8        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        80         39         15         10          8         99         56:
Old  :       135:        80         39         15         10          8         99         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       69.7       48.4       79.3       34.3       68.1       47.0       75.5
Old  :                 35.0       69.7       48.4       79.3       34.3       68.1       47.0       75.5
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, May 10, 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  :   386,938:    47,917     93,584      6,786    316,563    270,265    371,266    370,635:    15,672     16,303
Old  :   386,938:    47,917     93,584      6,786    316,563    270,265    371,266    370,635:    15,672     16,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :     9,092:     6,275      2,937       -274      3,295      6,671      9,296      9,334:      -204       -242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       24.2        1.8       81.8       69.8       95.9       95.8:       4.1        4.2
Old  :     100.0:      12.4       24.2        1.8       81.8       69.8       95.9       95.8:       4.1        4.2
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  :       271:        43         52         10        100        112        149        168:
Old  :       271:        43         52         10        100        112        149        168:
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  :                 40.9       33.3       52.0       41.7       40.0       33.1       49.9       41.2
Old  :                 40.9       33.3       52.0       41.7       40.0       33.1       49.9       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, May 10, 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  :   195,124:    43,503      5,924      2,962    141,894    181,586    188,359    190,472:     6,765      4,652
Old  :   195,124:    43,503      5,924      2,962    141,894    181,586    188,359    190,472:     6,765      4,652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :     2,850:     3,074        607        -26        283      1,036      3,331      1,617:      -481      1,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        3.0        1.5       72.7       93.1       96.5       97.6:       3.5        2.4
Old  :     100.0:      22.3        3.0        1.5       72.7       93.1       96.5       97.6:       3.5        2.4
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  :       128:        24         12          5         62         49         87         65:
Old  :       128:        24         12          5         62         49         87         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       50.9       51.2       68.3       33.3       50.9       48.9       68.3
Old  :                 34.6       50.9       51.2       68.3       33.3       50.9       48.9       68.3
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, May 10, 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  :   624,325:   195,035    100,579      7,155    405,247    502,566    607,437    610,300:    16,888     14,025
Old  :   624,325:   195,035    100,579      7,155    405,247    502,566    607,437    610,300:    16,888     14,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2016                          :
     :    -9,063:     5,550     -7,029      1,155    -13,583     -7,351     -6,878    -13,225:    -2,185      4,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       16.1        1.1       64.9       80.5       97.3       97.8:       2.7        2.2
Old  :     100.0:      31.2       16.1        1.1       64.9       80.5       97.3       97.8:       2.7        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  :       312:        99         51         21        123         86        231        149:
Old  :       312:        99         51         21        123         86        231        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  :                 27.0       39.3       37.2       53.2       19.6       39.2       27.5       49.2
Old  :                 27.0       39.3       37.2       53.2       19.6       39.2       27.5       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 13, 2016