COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :   258,587:    58,817     84,768     56,155    129,541    100,301    244,513    241,224:    14,074     17,363
Old  :   199,456:    56,024     75,474     43,252     89,362     66,483    188,637    185,209:    10,819     14,248
Other:    59,130:    10,080     16,580      5,617     40,179     33,818     55,876     56,015:     3,255      3,115
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    -1,368:      -632     -2,838      1,956     -2,290        266       -966       -617:      -402       -751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       32.8       21.7       50.1       38.8       94.6       93.3:       5.4        6.7
Old  :     100.0:      28.1       37.8       21.7       44.8       33.3       94.6       92.9:       5.4        7.1
Other:     100.0:      17.0       28.0        9.5       67.9       57.2       94.5       94.7:       5.5        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       316:        97        124         92         70         70        216        246:
Old  :       297:        95        114         79         62         66        197        224:
Other:       153:        34         47         27         53         50        100        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  :                 15.8       15.1       27.5       22.0       12.4        7.2       20.0       13.2
Old  :                 16.5       12.7       27.1       21.0       11.6        8.5       20.6       15.4
Other:                 28.1       33.7       41.8       47.8       26.6       33.4       39.1       45.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :    14,680:     2,542      2,116      1,563      8,801      9,437     12,906     13,115:     1,774      1,565
Old  :    14,588:     2,541      2,117      1,551      8,733      9,363     12,824     13,031:     1,763      1,557
Other:        93:         3          0         11         68         74         82         85:        11          8
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :       289:       349       -307        -97        -75        524        176        119:       113        170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       14.4       10.6       60.0       64.3       87.9       89.3:      12.1       10.7
Old  :     100.0:      17.4       14.5       10.6       59.9       64.2       87.9       89.3:      12.1       10.7
Other:     100.0:       2.9        0.0       11.5       73.7       79.9       88.1       91.4:      11.9        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        18         14         11         24         15         49         35:
Old  :        64:        18         14         11         24         15         49         35:
Other:         7:         3          0          2          4          2          7          4:
     :----------------------------------------------------------------------------------------------------
     :             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       45.8       42.8       64.0       22.9       43.3       41.0       61.6
Old  :                 24.9       46.0       42.6       64.4       23.5       43.6       41.3       62.0
Other:                 83.4       91.4       88.1       91.4       73.4       76.7       73.4       76.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :   297,913:    61,085     24,301     88,864    134,343    176,836    284,292    290,001:    13,621      7,912
Old  :   235,891:    51,750     23,056     69,513    103,501    135,915    224,763    228,485:    11,128      7,406
Other:    62,021:    18,873     10,783      9,812     30,843     40,921     59,528     61,516:     2,493        506
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     2,022:     3,766       -572       -123     -1,593      3,304      2,050      2,609:       -28       -587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        8.2       29.8       45.1       59.4       95.4       97.3:       4.6        2.7
Old  :     100.0:      21.9        9.8       29.5       43.9       57.6       95.3       96.9:       4.7        3.1
Other:     100.0:      30.4       17.4       15.8       49.7       66.0       96.0       99.2:       4.0        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:       100         47         87         53         45        196        149:
Old  :       213:       100         47         83         51         44        186        144:
Other:        97:        31         20         17         37         24         81         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.0       30.6       32.4       43.1       12.6       16.7       17.7       25.5
Old  :                 21.3       27.7       30.6       39.8        9.4       19.0       16.3       28.0
Other:                 43.0       50.0       60.2       71.1       38.3       41.9       52.0       62.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  : 1,116,369:   252,575     37,131    267,246    492,232    755,714  1,012,053  1,060,091:   104,316     56,278
Old  : 1,116,369:   252,575     37,131    267,246    492,232    755,714  1,012,053  1,060,091:   104,316     56,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :   105,508:    40,441    -10,711     34,163     16,100     76,860     90,704    100,311:    14,805      5,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        3.3       23.9       44.1       67.7       90.7       95.0:       9.3        5.0
Old  :     100.0:      22.6        3.3       23.9       44.1       67.7       90.7       95.0:       9.3        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:       110         30         87         83         80        223        173:
Old  :       237:       110         30         87         83         80        223        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.1       25.6       18.5       37.7        7.4       22.6       12.3       30.2
Old  :                 11.1       25.6       18.5       37.7        7.4       22.6       12.3       30.2
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :   254,701:    53,757     25,064     76,038    112,143    144,507    241,939    245,609:    12,762      9,092
Old  :   203,990:    59,191     35,277     49,462     85,142    111,054    193,796    195,794:    10,195      8,197
Other:    50,711:    15,318     10,539      5,824     27,001     33,453     48,143     49,816:     2,568        895
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :    18,253:     9,033     -4,796      8,032       -530     15,476     16,535     18,713:     1,718       -460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        9.8       29.9       44.0       56.7       95.0       96.4:       5.0        3.6
Old  :     100.0:      29.0       17.3       24.2       41.7       54.4       95.0       96.0:       5.0        4.0
Other:     100.0:      30.2       20.8       11.5       53.2       66.0       94.9       98.2:       5.1        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:       132         97        130        140        131        340        299:
Old  :       389:       132         98        118        130        125        323        284:
Other:       201:        48         27         30        104         74        164        121:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       16.8       23.1       26.5        7.8        9.7       13.6       15.9
Old  :                 16.9       16.3       24.9       25.9       11.5       10.9       18.0       17.8
Other:                 23.3       34.2       34.7       48.7       23.1       31.1       33.6       43.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :    53,003:    35,655     18,145      1,694      9,178     30,328     46,528     50,167:     6,476      2,836
Old  :    53,003:    35,655     18,145      1,694      9,178     30,328     46,528     50,167:     6,476      2,836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :     3,015:     2,155      2,032        580       -325       -718      2,410      1,894:       605      1,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.3       34.2        3.2       17.3       57.2       87.8       94.6:      12.2        5.4
Old  :     100.0:      67.3       34.2        3.2       17.3       57.2       87.8       94.6:      12.2        5.4
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  :       124:        70         38         15         10          8         88         54:
Old  :       124:        70         38         15         10          8         88         54:
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  :                 42.7       67.8       56.0       75.3       41.8       67.2       55.0       74.7
Old  :                 42.7       67.8       56.0       75.3       41.8       67.2       55.0       74.7
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :   387,420:    39,740    100,666      4,029    328,121    264,370    371,890    369,065:    15,530     18,354
Old  :   387,420:    39,740    100,666      4,029    328,121    264,370    371,890    369,065:    15,530     18,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :   -56,081:    -1,300     -4,001     -4,237    -46,657    -45,357    -52,194    -53,596:    -3,888     -2,486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       26.0        1.0       84.7       68.2       96.0       95.3:       4.0        4.7
Old  :     100.0:      10.3       26.0        1.0       84.7       68.2       96.0       95.3:       4.0        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  :       266:        39         55         16        102        106        150        168:
Old  :       266:        39         55         16        102        106        150        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  :                 37.9       35.2       50.0       44.6       37.1       35.1       48.1       44.3
Old  :                 37.9       35.2       50.0       44.6       37.1       35.1       48.1       44.3
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :   180,608:    39,522      5,594      4,963    129,877    164,820    174,362    175,377:     6,246      5,231
Old  :   180,608:    39,522      5,594      4,963    129,877    164,820    174,362    175,377:     6,246      5,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :   -23,774:    -3,588       -598        -58    -17,362    -22,268    -21,008    -22,924:    -2,766       -850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        3.1        2.7       71.9       91.3       96.5       97.1:       3.5        2.9
Old  :     100.0:      21.9        3.1        2.7       71.9       91.3       96.5       97.1:       3.5        2.9
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  :       123:        20         13          5         61         48         82         65:
Old  :       123:        20         13          5         61         48         82         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  :                 37.1       47.4       51.7       65.7       34.6       47.4       49.1       65.6
Old  :                 37.1       47.4       51.7       65.7       34.6       47.4       49.1       65.6
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 with Delta-adjusted Options and Futures Combined, March 22, 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  :   606,285:   166,330    112,818      6,482    417,084    475,971    589,896    595,271:    16,389     11,014
Old  :   606,285:   166,330    112,818      6,482    417,084    475,971    589,896    595,271:    16,389     11,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2016                       :
     :   -80,505:     8,384     16,660    -22,706    -34,299    -42,898    -48,621    -48,944:   -31,884    -31,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       18.6        1.1       68.8       78.5       97.3       98.2:       2.7        1.8
Old  :     100.0:      27.4       18.6        1.1       68.8       78.5       97.3       98.2:       2.7        1.8
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  :       271:        80         53         19        100         85        190        147:
Old  :       271:        80         53         19        100         85        190        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       29.9       40.9       44.6       23.8       29.9       35.7       42.6
Old  :                 26.0       29.9       40.9       44.6       23.8       29.9       35.7       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 25, 2016