COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   249,855:    73,083     31,817     56,399    104,346    150,946    233,828    239,162:    16,027     10,693
Old  :   122,311:    48,451     32,746     19,344     44,966     62,923    112,761    115,013:     9,550      7,298
Other:   127,544:    37,229     11,668     24,458     59,381     88,023    121,067    124,149:     6,476      3,395
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :     4,188:     1,085     -3,163      2,096        521      5,216      3,702      4,148:       486         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       12.7       22.6       41.8       60.4       93.6       95.7:       6.4        4.3
Old  :     100.0:      39.6       26.8       15.8       36.8       51.4       92.2       94.0:       7.8        6.0
Other:     100.0:      29.2        9.1       19.2       46.6       69.0       94.9       97.3:       5.1        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:       122         76         86         69         73        237        198:
Old  :       259:        93         86         47         56         59        179        162:
Other:       215:       101         33         49         55         62        170        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  :                 14.3       29.7       23.8       38.7       13.3       23.9       20.7       30.5
Old  :                 16.0       24.4       24.8       35.1       13.7       17.6       21.6       27.8
Other:                 18.7       37.8       30.5       49.9       18.3       33.8       27.8       43.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2016                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    16,270:     5,342        597      1,480      6,884     12,902     13,706     14,979:     2,564      1,291
Old  :    15,912:     5,319        598      1,419      6,658     12,619     13,396     14,636:     2,515      1,275
Other:       358:        35         11         49        225        282        309        342:        49         16
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :     1,209:       943         33          7         99        880      1,049        919:       160        290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8        3.7        9.1       42.3       79.3       84.2       92.1:      15.8        7.9
Old  :     100.0:      33.4        3.8        8.9       41.8       79.3       84.2       92.0:      15.8        8.0
Other:     100.0:       9.7        3.0       13.8       62.9       78.8       86.3       95.6:      13.7        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        31         10         10         22         20         59         35:
Old  :        72:        31         10         10         22         20         59         35:
Other:        11:         3          1          3          2          5          6          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       52.3       38.5       73.9       25.8       50.8       38.3       70.9
Old  :                 25.8       51.9       38.3       73.8       25.5       50.4       38.1       70.8
Other:                 79.3       82.7       86.3       95.6       72.5       76.3       72.5       81.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   286,310:    59,842     32,536     80,053    133,421    165,206    273,316    277,796:    12,994      8,515
Old  :   182,095:    50,661     44,483     45,450     76,468     84,515    172,578    174,448:     9,517      7,647
Other:   104,215:    29,147      8,018     14,638     56,953     80,691    100,738    103,347:     3,477        868
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :    -2,940:   -12,153      4,636      1,293      7,991     -9,298     -2,868     -3,369:       -72        429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       11.4       28.0       46.6       57.7       95.5       97.0:       4.5        3.0
Old  :     100.0:      27.8       24.4       25.0       42.0       46.4       94.8       95.8:       5.2        4.2
Other:     100.0:      28.0        7.7       14.0       54.6       77.4       96.7       99.2:       3.3        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        97         53         81         60         47        194        156:
Old  :       217:        93         55         65         53         45        173        142:
Other:       132:        45         26         26         45         32        105         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       27.4       29.8       37.1       12.5       14.9       18.8       23.5
Old  :                 20.1       18.0       31.5       28.4       14.0       13.7       21.1       22.2
Other:                 29.6       46.1       44.1       60.3       27.9       36.7       39.6       49.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  : 1,124,471:   323,677     41,330    246,004    452,347    785,805  1,022,028  1,073,139:   102,443     51,332
Old  : 1,124,471:   323,677     41,330    246,004    452,347    785,805  1,022,028  1,073,139:   102,443     51,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :    28,571:    -3,505     -1,587     14,449     18,442     12,973     29,385     25,835:      -814      2,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        3.7       21.9       40.2       69.9       90.9       95.4:       9.1        4.6
Old  :     100.0:      28.8        3.7       21.9       40.2       69.9       90.9       95.4:       9.1        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:       106         31         90         90         81        226        179:
Old  :       243:       106         31         90         90         81        226        179:
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  :                 11.9       25.6       19.4       38.6       10.3       23.3       15.3       32.7
Old  :                 11.9       25.6       19.4       38.6       10.3       23.3       15.3       32.7
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, May 24, 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  :   231,392:    39,815     29,515     63,185    115,008    130,936    218,008    223,636:    13,384      7,756
Old  :   161,753:    45,875     34,538     33,330     72,304     87,266    151,510    155,133:    10,244      6,620
Other:    69,638:    13,291     14,329     10,502     42,704     43,671     66,498     68,502:     3,141      1,136
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :    -5,722:    -6,639      5,536     -2,700      2,114     -8,751     -7,225     -5,916:     1,504        194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       12.8       27.3       49.7       56.6       94.2       96.6:       5.8        3.4
Old  :     100.0:      28.4       21.4       20.6       44.7       53.9       93.7       95.9:       6.3        4.1
Other:     100.0:      19.1       20.6       15.1       61.3       62.7       95.5       98.4:       4.5        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:       132        102        134        143        127        353        301:
Old  :       388:       121        102        108        128        117        311        274:
Other:       245:        69         43         44        112         79        204        146:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       15.9       21.3       24.7        8.3        9.1       13.9       14.8
Old  :                 16.1       15.7       25.4       25.0       11.8       11.4       18.4       18.3
Other:                 18.5       24.7       28.4       40.5       15.0       18.6       22.3       28.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :    61,676:    34,639     23,450      4,473     15,150     31,306     54,262     59,230:     7,414      2,446
Old  :    61,676:    34,639     23,450      4,473     15,150     31,306     54,262     59,230:     7,414      2,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :    -4,150:    -4,309     -5,050        756       -298        477     -3,851     -3,817:      -298       -332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.2       38.0        7.3       24.6       50.8       88.0       96.0:      12.0        4.0
Old  :     100.0:      56.2       38.0        7.3       24.6       50.8       88.0       96.0:      12.0        4.0
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  :       132:        78         36         21         12          8        103         56:
Old  :       132:        78         36         21         12          8        103         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       70.9       51.2       79.4       35.8       66.8       47.9       73.3
Old  :                 37.6       70.9       51.2       79.4       35.8       66.8       47.9       73.3
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, May 24, 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  :   401,864:    58,715     95,712      4,796    321,908    284,494    385,420    385,002:    16,444     16,862
Old  :   401,864:    58,715     95,712      4,796    321,908    284,494    385,420    385,002:    16,444     16,862
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :    10,891:     8,709        -56       -989      2,105     13,753      9,825     12,708:     1,066     -1,817
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       23.8        1.2       80.1       70.8       95.9       95.8:       4.1        4.2
Old  :     100.0:      14.6       23.8        1.2       80.1       70.8       95.9       95.8:       4.1        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        43         55         15        102        115        153        177:
Old  :       275:        43         55         15        102        115        153        177:
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  :                 41.5       33.0       52.4       42.5       40.6       33.0       50.6       42.1
Old  :                 41.5       33.0       52.4       42.5       40.6       33.0       50.6       42.1
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, May 24, 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  :   185,265:    40,765      5,871      2,875    134,760    172,548    178,400    181,294:     6,865      3,971
Old  :   185,265:    40,765      5,871      2,875    134,760    172,548    178,400    181,294:     6,865      3,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :    -6,492:      -917       -790          0     -6,158     -5,341     -7,075     -6,131:       583       -361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        3.2        1.6       72.7       93.1       96.3       97.9:       3.7        2.1
Old  :     100.0:      22.0        3.2        1.6       72.7       93.1       96.3       97.9:       3.7        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  :       121:        19         12          4         60         51         79         67:
Old  :       121:        19         12          4         60         51         79         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       49.9       52.6       67.1       35.2       49.9       50.2       67.1
Old  :                 36.6       49.9       52.6       67.1       35.2       49.9       50.2       67.1
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, May 24, 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  :   617,170:   193,073     99,226      9,494    397,088    495,803    599,655    604,523:    17,515     12,647
Old  :   617,170:   193,073     99,226      9,494    397,088    495,803    599,655    604,523:    17,515     12,647
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :    -3,733:     2,533       -920        946     -7,937     -5,158     -4,458     -5,132:       725      1,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       16.1        1.5       64.3       80.3       97.2       98.0:       2.8        2.0
Old  :     100.0:      31.3       16.1        1.5       64.3       80.3       97.2       98.0:       2.8        2.0
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  :       300:        94         51         24        110         90        212        157:
Old  :       300:        94         51         24        110         90        212        157:
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  :                 26.2       37.9       37.9       52.6       20.4       37.8       28.7       47.9
Old  :                 26.2       37.9       37.9       52.6       20.4       37.8       28.7       47.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 27, 2016