COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 21, 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  :   189,263:    85,977     40,752      8,696     79,429    132,607    174,102    182,055:    15,161      7,208
Old  :     5,075:     1,965        628          0      2,484      3,976      4,449      4,604:       626        471
Other:   184,188:    84,433     40,545      8,275     76,945    128,631    169,653    177,451:    14,535      6,737
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   -11,561:    -1,978       -487     -4,399     -3,617     -5,154     -9,994    -10,040:    -1,567     -1,521
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4       21.5        4.6       42.0       70.1       92.0       96.2:       8.0        3.8
Old  :     100.0:      38.7       12.4        0.0       48.9       78.3       87.7       90.7:      12.3        9.3
Other:     100.0:      45.8       22.0        4.5       41.8       69.8       92.1       96.3:       7.9        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:       124         62         40         51         61        197        144:
Old  :        54:        13          4          0         14         25         27         29:
Other:       270:       125         61         40         50         60        195        142:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.9       31.4       27.0       42.3       16.9       30.1       27.0       40.3
Old  :                 51.9       49.2       71.4       70.5       51.9       49.2       71.4       70.5
Other:                 17.4       31.4       27.8       42.6       17.4       30.1       27.8       40.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 21, 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  :    16,925:     7,625      1,166        233      6,019     14,177     13,877     15,576:     3,048      1,349
Old  :    16,310:     7,623      1,111        217      5,504     13,664     13,344     14,992:     2,966      1,318
Other:       615:        18         71          0        515        513        533        584:        82         31
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :      -966:      -190       -229        -46       -482       -617       -718       -892:      -248        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.1        6.9        1.4       35.6       83.8       82.0       92.0:      18.0        8.0
Old  :     100.0:      46.7        6.8        1.3       33.7       83.8       81.8       91.9:      18.2        8.1
Other:     100.0:       2.9       11.5        0.0       83.7       83.4       86.7       95.0:      13.3        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        28         10          4         19         18         50         31:
Old  :        68:        29          9          4         19         18         50         31:
Other:        15:         1          3          0          7          5          8          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.8       54.4       47.2       77.1       33.8       52.0       47.2       74.5
Old  :                 33.2       53.5       46.6       76.8       33.2       52.2       46.6       74.2
Other:                 82.1       88.5       86.7       95.0       82.1       88.1       86.3       94.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 21, 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  :   187,149:    68,036     23,835     23,754     85,045    133,659    176,835    181,248:    10,314      5,901
Old  :    86,984:    46,628     32,941      1,977     31,059     47,283     79,664     82,201:     7,320      4,783
Other:   100,165:    39,855      9,341      3,330     53,986     86,376     97,171     99,047:     2,994      1,118
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   -10,859:    -1,911     -2,521     -1,127     -6,472     -6,571     -9,510    -10,219:    -1,349       -640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       12.7       12.7       45.4       71.4       94.5       96.8:       5.5        3.2
Old  :     100.0:      53.6       37.9        2.3       35.7       54.4       91.6       94.5:       8.4        5.5
Other:     100.0:      39.8        9.3        3.3       53.9       86.2       97.0       98.9:       3.0        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        92         43         59         54         45        177        127:
Old  :       198:        79         53         16         34         39        119        102:
Other:       148:        64         22         23         47         31        125         64:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       32.2       29.7       45.3       18.7       27.8       26.6       39.1
Old  :                 18.7       23.5       31.0       39.5       18.4       23.5       29.8       38.9
Other:                 29.7       46.1       42.6       61.3       29.5       40.6       42.0       55.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 21, 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  :   899,424:   349,725     32,409     62,485    392,812    767,114    805,022    862,008:    94,402     37,416
Old  :   899,424:   349,725     32,409     62,485    392,812    767,114    805,022    862,008:    94,402     37,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   -40,657:    20,896    -34,351    -30,048    -20,817     29,949    -29,969    -34,450:   -10,688     -6,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9        3.6        6.9       43.7       85.3       89.5       95.8:      10.5        4.2
Old  :     100.0:      38.9        3.6        6.9       43.7       85.3       89.5       95.8:      10.5        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  :       250:       113         25         64         86         85        220        160:
Old  :       250:       113         25         64         86         85        220        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  :                 14.2       34.6       21.3       50.0       13.1       32.0       19.7       45.2
Old  :                 14.2       34.6       21.3       50.0       13.1       32.0       19.7       45.2
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, June 21, 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  :   174,909:    55,652     23,271     27,586     79,542    116,900    162,780    167,757:    12,129      7,152
Old  :   103,559:    56,601     26,097      2,964     35,465     69,303     95,030     98,364:     8,529      5,195
Other:    71,350:    19,454     17,577      4,219     44,077     47,597     67,750     69,393:     3,600      1,957
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :    -7,269:     5,505     -2,012     -2,815     -8,733     -1,409     -6,043     -6,236:    -1,226     -1,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       13.3       15.8       45.5       66.8       93.1       95.9:       6.9        4.1
Old  :     100.0:      54.7       25.2        2.9       34.2       66.9       91.8       95.0:       8.2        5.0
Other:     100.0:      27.3       24.6        5.9       61.8       66.7       95.0       97.3:       5.0        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       406:       160         76         88        127        117        332        248:
Old  :       386:       149         81         21         74        106        229        203:
Other:       260:        80         45         37        110         84        211        148:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       17.2       23.2       29.4       12.0       14.7       19.5       23.3
Old  :                 18.7       19.3       30.9       30.6       17.7       19.2       27.2       30.5
Other:                 18.1       26.2       28.4       43.0       16.2       22.6       24.7       34.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 21, 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  :    50,649:    34,097     24,725      3,218      7,157     20,352     44,472     48,295:     6,177      2,354
Old  :    50,649:    34,097     24,725      3,218      7,157     20,352     44,472     48,295:     6,177      2,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :       334:     2,073     -2,607        233     -1,200      2,561      1,106        187:      -772        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.3       48.8        6.4       14.1       40.2       87.8       95.4:      12.2        4.6
Old  :     100.0:      67.3       48.8        6.4       14.1       40.2       87.8       95.4:      12.2        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  :       124:        71         34         14          7         10         86         55:
Old  :       124:        71         34         14          7         10         86         55:
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  :                 42.8       56.4       54.8       69.8       40.8       55.8       51.8       69.0
Old  :                 42.8       56.4       54.8       69.8       40.8       55.8       51.8       69.0
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, June 21, 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  :   332,943:    56,489     75,660      6,227    252,618    236,581    315,334    318,468:    17,609     14,475
Old  :   332,943:    56,489     75,660      6,227    252,618    236,581    315,334    318,468:    17,609     14,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   -68,517:   -11,215     -7,529     -1,312    -50,319    -55,909    -62,846    -64,750:    -5,671     -3,767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       22.7        1.9       75.9       71.1       94.7       95.7:       5.3        4.3
Old  :     100.0:      17.0       22.7        1.9       75.9       71.1       94.7       95.7:       5.3        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  :       257:        43         46         13         99        106        149        158:
Old  :       257:        43         46         13         99        106        149        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  :                 27.9       33.9       41.1       41.9       27.0       33.9       39.2       41.6
Old  :                 27.9       33.9       41.1       41.9       27.0       33.9       39.2       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, June 21, 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  :   196,468:    39,917      7,649      3,674    147,152    180,937    190,743    192,260:     5,725      4,208
Old  :   196,468:    39,917      7,649      3,674    147,152    180,937    190,743    192,260:     5,725      4,208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   -13,057:     2,242        383       -526    -11,050    -10,724     -9,334    -10,867:    -3,723     -2,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        3.9        1.9       74.9       92.1       97.1       97.9:       2.9        2.1
Old  :     100.0:      20.3        3.9        1.9       74.9       92.1       97.1       97.9:       2.9        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        19         13          6         62         50         83         67:
Old  :       124:        19         13          6         62         50         83         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       48.1       49.8       64.2       32.4       48.1       48.0       64.0
Old  :                 33.9       48.1       49.8       64.2       32.4       48.1       48.0       64.0
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, June 21, 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  :   616,823:   192,282     69,964     10,396    396,016    525,686    598,694    606,046:    18,129     10,777
Old  :   616,823:   192,282     69,964     10,396    396,016    525,686    598,694    606,046:    18,129     10,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   -64,786:     3,373    -22,940     -2,681    -48,391    -22,705    -47,699    -48,326:   -17,087    -16,460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       11.3        1.7       64.2       85.2       97.1       98.3:       2.9        1.7
Old  :     100.0:      31.2       11.3        1.7       64.2       85.2       97.1       98.3:       2.9        1.7
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  :       277:        93         41         24        106         76        209        131:
Old  :       277:        93         41         24        106         76        209        131:
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  :                 24.1       36.7       35.7       53.9       18.1       36.6       27.3       51.1
Old  :                 24.1       36.7       35.7       53.9       18.1       36.6       27.3       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 24, 2016