COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 30, 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  :   228,192:    98,712     31,968     13,552    100,083    175,394    212,347    220,914:    15,845      7,278
Old  :   216,464:    98,831     30,547     12,852     89,321    166,187    201,004    209,586:    15,460      6,878
Other:    11,728:       569      2,109         12     10,762      9,207     11,343     11,328:       385        400
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :      -164:    -3,875     -1,230       -632      5,651        833      1,144     -1,029:    -1,308        865
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.3       14.0        5.9       43.9       76.9       93.1       96.8:       6.9        3.2
Old  :     100.0:      45.7       14.1        5.9       41.3       76.8       92.9       96.8:       7.1        3.2
Other:     100.0:       4.9       18.0        0.1       91.8       78.5       96.7       96.6:       3.3        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:       133         58         61         58         68        224        160:
Old  :       282:       133         57         61         55         67        221        157:
Other:        56:         5         11          2         17         26         24         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  :                 15.7       36.5       23.9       47.9       14.8       32.1       22.5       41.8
Old  :                 15.8       38.5       24.3       49.5       15.0       37.5       23.4       46.0
Other:                 77.3       48.8       88.4       65.9       76.5       48.8       84.9       65.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 30, 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  :    15,296:     7,802      1,172        198      4,660     12,793     12,660     14,163:     2,636      1,133
Old  :    13,334:     7,752      1,026          0      3,250     11,268     11,002     12,294:     2,332      1,040
Other:     1,962:       218        314         30      1,410      1,525      1,658      1,869:       304         93
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :      -114:       512         18       -324       -464        177       -276       -129:       162         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.0        7.7        1.3       30.5       83.6       82.8       92.6:      17.2        7.4
Old  :     100.0:      58.1        7.7        0.0       24.4       84.5       82.5       92.2:      17.5        7.8
Other:     100.0:      11.1       16.0        1.5       71.9       77.7       84.5       95.3:      15.5        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        31         10          5         15         17         49         29:
Old  :        67:        29         12          0         14         15         43         27:
Other:        28:         7          3          3         10         11         18         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.6       56.8       51.4       75.5       39.2       56.4       50.5       74.6
Old  :                 39.7       60.4       51.8       78.7       39.3       59.9       51.3       78.0
Other:                 63.0       67.6       74.3       86.7       62.1       65.3       72.6       83.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 30, 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  :   193,120:    74,829     34,871     22,722     84,783    127,835    182,334    185,428:    10,786      7,692
Old  :       134:         0         28          0        134         49        134         77:         0         57
Other:   192,986:    74,829     34,843     22,722     84,649    127,786    182,200    185,351:    10,786      7,635
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :    -1,777:       567      2,854     -2,131       -548     -3,607     -2,112     -2,884:       335      1,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       18.1       11.8       43.9       66.2       94.4       96.0:       5.6        4.0
Old  :     100.0:       0.0       20.9        0.0      100.0       36.6      100.0       57.5:       0.0       42.5
Other:     100.0:      38.8       18.1       11.8       43.9       66.2       94.4       96.0:       5.6        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        77         56         58         51         42        164        132:
Old  :         4:         0          1          0          2          1          2          2:
Other:       208:        77         56         58         50         42        163        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       27.7       30.4       41.0       19.4       23.3       28.7       34.8
Old  :                100.0       57.5      100.0       57.5      100.0       57.5      100.0       57.5
Other:                 20.2       27.7       30.4       41.0       19.4       23.3       28.7       34.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 30, 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  :   908,026:   369,812     57,140     89,071    358,970    719,173    817,853    865,384:    90,173     42,642
Old  :   908,026:   369,812     57,140     89,071    358,970    719,173    817,853    865,384:    90,173     42,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :     4,227:     2,368     -1,023        839      2,227      2,578      5,434      2,394:    -1,207      1,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7        6.3        9.8       39.5       79.2       90.1       95.3:       9.9        4.7
Old  :     100.0:      40.7        6.3        9.8       39.5       79.2       90.1       95.3:       9.9        4.7
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  :       255:       109         36         70         78         81        214        169:
Old  :       255:       109         36         70         78         81        214        169:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       28.8       20.7       45.7       12.7       27.7       19.0       41.2
Old  :                 13.0       28.8       20.7       45.7       12.7       27.7       19.0       41.2
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, August 30, 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  :   166,041:    57,593     19,641     24,166     73,089    115,606    154,848    159,413:    11,193      6,628
Old  :       158:         0          6          0        158        119        158        125:         0         33
Other:   165,883:    57,596     19,638     24,163     72,931    115,487    154,690    159,288:    11,193      6,595
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :     1,872:    -3,714     -3,372      2,973      3,162      2,168      2,421      1,769:      -549        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       11.8       14.6       44.0       69.6       93.3       96.0:       6.7        4.0
Old  :     100.0:       0.0        3.8        0.0      100.0       75.3      100.0       79.1:       0.0       20.9
Other:     100.0:      34.7       11.8       14.6       44.0       69.6       93.3       96.0:       6.7        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:       125         78         95        122        112        301        245:
Old  :        12:         0          2          0          1          9          1         11:
Other:       370:       126         78         95        121        112        300        245:
     :----------------------------------------------------------------------------------------------------
     :             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       19.7       23.0       32.1       13.3       16.3       22.1       26.4
Old  :                100.0       69.0      100.0       75.9      100.0       69.0      100.0       75.9
Other:                 13.3       19.7       23.0       32.1       13.3       16.3       22.2       26.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 30, 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  :    55,341:    30,121     15,155      9,518      7,912     28,335     47,551     53,008:     7,790      2,333
Old  :    55,341:    30,121     15,155      9,518      7,912     28,335     47,551     53,008:     7,790      2,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :    -2,310:    -3,645     -2,643      1,074        243       -193     -2,328     -1,762:        18       -548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.4       27.4       17.2       14.3       51.2       85.9       95.8:      14.1        4.2
Old  :     100.0:      54.4       27.4       17.2       14.3       51.2       85.9       95.8:      14.1        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  :       123:        79         28         17          8         10         96         49:
Old  :       123:        79         28         17          8         10         96         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       64.4       51.8       76.4       31.5       59.7       39.8       66.1
Old  :                 38.8       64.4       51.8       76.4       31.5       59.7       39.8       66.1
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, August 30, 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  :   336,037:    79,049     56,955      3,667    233,647    258,989    316,363    319,611:    19,674     16,426
Old  :   336,037:    79,049     56,955      3,667    233,647    258,989    316,363    319,611:    19,674     16,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :     1,364:     5,573       -561       -732     -3,384      3,453      1,457      2,160:       -93       -796
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       16.9        1.1       69.5       77.1       94.1       95.1:       5.9        4.9
Old  :     100.0:      23.5       16.9        1.1       69.5       77.1       94.1       95.1:       5.9        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        55         42         12        100        106        160        155:
Old  :       264:        55         42         12        100        106        160        155:
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  :                 24.7       30.6       36.2       39.2       23.6       30.5       34.1       38.9
Old  :                 24.7       30.6       36.2       39.2       23.6       30.5       34.1       38.9
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, August 30, 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  :   231,639:    36,708      8,585      2,875    184,077    216,808    223,660    228,268:     7,979      3,371
Old  :   231,639:    36,708      8,585      2,875    184,077    216,808    223,660    228,268:     7,979      3,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :     1,811:    -4,020       -112       -209      5,404      2,651      1,175      2,330:       636       -519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        3.7        1.2       79.5       93.6       96.6       98.5:       3.4        1.5
Old  :     100.0:      15.8        3.7        1.2       79.5       93.6       96.6       98.5:       3.4        1.5
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  :       123:        23         13          6         61         51         85         69:
Old  :       123:        23         13          6         61         51         85         69:
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       54.0       50.0       67.9       33.9       53.8       48.9       67.6
Old  :                 35.0       54.0       50.0       67.9       33.9       53.8       48.9       67.6
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, August 30, 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  :   898,566:   288,156     47,545     15,201    568,819    822,403    872,176    885,149:    26,390     13,417
Old  :   898,566:   288,156     47,545     15,201    568,819    822,403    872,176    885,149:    26,390     13,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :    36,305:     9,893    -10,563      2,727     20,722     40,354     33,342     32,518:     2,963      3,787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        5.3        1.7       63.3       91.5       97.1       98.5:       2.9        1.5
Old  :     100.0:      32.1        5.3        1.7       63.3       91.5       97.1       98.5:       2.9        1.5
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  :       313:       112         35         24        135         81        259        128:
Old  :       313:       112         35         24        135         81        259        128:
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  :                 18.2       51.0       27.9       66.1       15.2       51.0       24.2       62.6
Old  :                 18.2       51.0       27.9       66.1       15.2       51.0       24.2       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 2, 2016