COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   264,440:    64,879     68,225     59,210    124,383    121,646    248,472    249,081:    15,968     15,359
Old  :   188,287:    59,847     58,095     40,173     76,915     78,118    176,935    176,386:    11,352     11,901
Other:    76,153:    14,963     20,061      9,106     47,468     43,528     71,537     72,695:     4,615      3,458
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :    -6,207:     5,375    -15,596     -2,230    -10,291     13,739     -7,146     -4,087:       939     -2,120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       25.8       22.4       47.0       46.0       94.0       94.2:       6.0        5.8
Old  :     100.0:      31.8       30.9       21.3       40.8       41.5       94.0       93.7:       6.0        6.3
Other:     100.0:      19.6       26.3       12.0       62.3       57.2       93.9       95.5:       6.1        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:       105        105         93         69         68        221        227:
Old  :       277:       106         85         74         63         63        197        197:
Other:       180:        51         54         32         55         52        119        126:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       21.7       25.6       30.0       13.4       13.1       20.0       18.9
Old  :                 15.0       19.3       25.3       29.4       11.1       10.3       18.6       17.9
Other:                 26.4       32.5       38.4       43.5       25.5       30.8       36.2       41.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    15,575:     4,935        647      1,653      6,679     12,200     13,268     14,501:     2,307      1,075
Old  :    15,487:     4,933        647      1,645      6,615     12,127     13,193     14,419:     2,294      1,069
Other:        88:         2          0          9         64         73         75         82:        13          6
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :      -715:       -67        -61         25       -804       -590       -846       -626:       131        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        4.2       10.6       42.9       78.3       85.2       93.1:      14.8        6.9
Old  :     100.0:      31.9        4.2       10.6       42.7       78.3       85.2       93.1:      14.8        6.9
Other:     100.0:       2.8        0.2        9.8       72.7       82.8       85.3       92.8:      14.7        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        26         12         12         23         19         57         35:
Old  :        69:        26         12         12         23         19         57         35:
Other:         6:         2          1          2          3          1          6          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       52.5       36.0       70.7       22.0       50.2       35.7       66.2
Old  :                 22.1       52.8       35.8       70.8       22.1       50.5       35.5       66.6
Other:                 82.9       92.8       85.3       92.8       74.3       81.9       74.3       81.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   264,444:    62,330     34,089     71,050    120,192    151,400    253,572    256,539:    10,872      7,904
Old  :   195,006:    50,947     36,718     48,045     87,234    102,850    186,226    187,613:     8,780      7,393
Other:    69,438:    21,394      7,383     12,994     32,958     48,550     67,346     68,927:     2,091        511
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :    -5,314:     1,956      4,083     -2,508     -4,845     -5,673     -5,396     -4,097:        82     -1,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       12.9       26.9       45.5       57.3       95.9       97.0:       4.1        3.0
Old  :     100.0:      26.1       18.8       24.6       44.7       52.7       95.5       96.2:       4.5        3.8
Other:     100.0:      30.8       10.6       18.7       47.5       69.9       97.0       99.3:       3.0        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        94         51         73         58         44        190        138:
Old  :       207:        89         56         66         56         42        178        131:
Other:       105:        38         17         17         38         27         85         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.2       31.3       31.4       43.4       13.9       17.8       21.3       27.6
Old  :                 19.0       24.9       29.3       38.4       11.3       16.5       20.0       26.9
Other:                 38.9       49.3       56.7       70.8       32.9       37.9       45.9       55.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  : 1,082,710:   244,094     53,560    236,681    508,704    740,468    989,479  1,030,709:    93,230     52,001
Old  : 1,082,710:   244,094     53,560    236,681    508,704    740,468    989,479  1,030,709:    93,230     52,001
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :   -29,339:   -25,241      3,060    -11,576     14,002    -21,116    -22,815    -29,632:    -6,524        293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        4.9       21.9       47.0       68.4       91.4       95.2:       8.6        4.8
Old  :     100.0:      22.5        4.9       21.9       47.0       68.4       91.4       95.2:       8.6        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        97         42         93         84         80        223        181:
Old  :       238:        97         42         93         84         80        223        181:
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  :                 11.7       24.2       19.7       38.8        7.7       20.4       12.8       27.7
Old  :                 11.7       24.2       19.7       38.8        7.7       20.4       12.8       27.7
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, April 12, 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  :   233,874:    44,563     33,101     63,499    112,840    128,879    220,903    225,478:    12,972      8,396
Old  :   177,580:    51,043     40,112     37,229     79,030     92,727    167,302    170,068:    10,278      7,512
Other:    56,295:    13,058     12,526      6,733     33,810     36,151     53,601     55,411:     2,694        884
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :   -13,444:    -2,430      4,081     -6,661     -3,647    -10,514    -12,738    -13,094:      -705       -350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       14.2       27.2       48.2       55.1       94.5       96.4:       5.5        3.6
Old  :     100.0:      28.7       22.6       21.0       44.5       52.2       94.2       95.8:       5.8        4.2
Other:     100.0:      23.2       22.3       12.0       60.1       64.2       95.2       98.4:       4.8        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:       133         87        118        137        124        325        284:
Old  :       374:       130         91        103        129        118        306        268:
Other:       210:        42         42         36        106         73        173        127:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       15.3       20.7       24.5        7.9        9.7       13.6       16.8
Old  :                 15.3       15.0       23.5       24.9       11.3       11.7       18.1       20.2
Other:                 18.9       31.9       31.3       45.1       18.9       28.1       30.5       38.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    59,426:    39,440     25,695      1,796     10,305     28,802     51,541     56,293:     7,885      3,133
Old  :    59,426:    39,440     25,695      1,796     10,305     28,802     51,541     56,293:     7,885      3,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :     2,646:      -430      3,025       -234      2,682       -396      2,018      2,395:       628        251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.4       43.2        3.0       17.3       48.5       86.7       94.7:      13.3        5.3
Old  :     100.0:      66.4       43.2        3.0       17.3       48.5       86.7       94.7:      13.3        5.3
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  :       137:        77         41         17         11          9         99         59:
Old  :       137:        77         41         17         11          9         99         59:
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  :                 41.9       69.4       52.1       77.2       41.2       69.0       51.4       76.0
Old  :                 41.9       69.4       52.1       77.2       41.2       69.0       51.4       76.0
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 with Delta-adjusted Options and Futures Combined, April 12, 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  :   381,713:    31,182     98,148      3,745    330,322    263,319    365,249    365,212:    16,464     16,501
Old  :   381,713:    31,182     98,148      3,745    330,322    263,319    365,249    365,212:    16,464     16,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :     4,900:    -3,124        369       -238      6,767      5,606      3,405      5,738:     1,495       -838
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       25.7        1.0       86.5       69.0       95.7       95.7:       4.3        4.3
Old  :     100.0:       8.2       25.7        1.0       86.5       69.0       95.7       95.7:       4.3        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  :       264:        38         55         12         98        111        142        172:
Old  :       264:        38         55         12         98        111        142        172:
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  :                 41.2       36.4       52.9       44.4       40.3       36.0       51.1       43.8
Old  :                 41.2       36.4       52.9       44.4       40.3       36.0       51.1       43.8
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, April 12, 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  :   194,558:    44,235      6,904      2,939    140,980    179,392    188,154    189,235:     6,404      5,323
Old  :   194,558:    44,235      6,904      2,939    140,980    179,392    188,154    189,235:     6,404      5,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :     3,716:       553       -194         50      3,658      3,416      4,261      3,272:      -545        444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        3.5        1.5       72.5       92.2       96.7       97.3:       3.3        2.7
Old  :     100.0:      22.7        3.5        1.5       72.5       92.2       96.7       97.3:       3.3        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        22         12          5         59         52         82         68:
Old  :       126:        22         12          5         59         52         82         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       46.8       52.7       64.4       35.3       46.8       50.3       64.4
Old  :                 36.6       46.8       52.7       64.4       35.3       46.8       50.3       64.4
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, April 12, 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  :   600,375:   177,979    101,102      8,208    395,718    478,409    581,905    587,719:    18,470     12,656
Old  :   600,375:   177,979    101,102      8,208    395,718    478,409    581,905    587,719:    18,470     12,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :     6,866:     1,072      2,816       -147      5,210      1,914      6,135      4,583:       731      2,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       16.8        1.4       65.9       79.7       96.9       97.9:       3.1        2.1
Old  :     100.0:      29.6       16.8        1.4       65.9       79.7       96.9       97.9:       3.1        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  :       289:        91         49         24        112         84        214        146:
Old  :       289:        91         49         24        112         84        214        146:
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       35.2       36.7       49.7       21.1       35.1       30.2       46.6
Old  :                 26.0       35.2       36.7       49.7       21.1       35.1       30.2       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 15, 2016