COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   242,903:    83,832     26,014     47,482     95,842    161,932    227,157    235,428:    15,746      7,474
Old  :        54:         0          0          0         54         27         54         27:         0         27
Other:   242,849:    83,832     26,014     47,482     95,788    161,905    227,103    235,401:    15,746      7,447
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :       959:    -2,054     -1,368      3,142        134       -175      1,221      1,598:      -262       -639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       10.7       19.5       39.5       66.7       93.5       96.9:       6.5        3.1
Old  :     100.0:       0.0        0.0        0.0      100.0       50.0      100.0       50.0:       0.0       50.0
Other:     100.0:      34.5       10.7       19.6       39.4       66.7       93.5       96.9:       6.5        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:       141         65         72         66         67        243        170:
Old  :         2:         0          0          0          1          1          1          1:
Other:       298:       141         65         72         66         67        243        170:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       29.1       23.9       40.8       13.1       23.4       21.0       32.1
Old  :                100.0       50.0      100.0       50.0      100.0       50.0      100.0       50.0
Other:                 14.6       29.1       23.9       40.8       13.1       23.4       21.0       32.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    19,996:     8,365        519      2,215      6,564     15,742     17,144     18,475:     2,852      1,521
Old  :    18,976:     8,334        522      1,949      5,935     15,021     16,217     17,491:     2,759      1,485
Other:     1,020:        70         35        228        629        721        927        984:        93         36
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :       151:       724         75        -22       -285         71        417        123:      -267         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8        2.6       11.1       32.8       78.7       85.7       92.4:      14.3        7.6
Old  :     100.0:      43.9        2.7       10.3       31.3       79.2       85.5       92.2:      14.5        7.8
Other:     100.0:       6.9        3.4       22.3       61.7       70.7       90.9       96.4:       9.1        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        39         10         10         18         17         60         34:
Old  :        75:        37         12         10         18         17         60         34:
Other:        18:         5          1          3          7          6         12         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.7       51.4       40.4       74.5       28.5       48.2       39.9       67.3
Old  :                 28.3       52.1       40.0       74.4       28.1       49.3       39.7       67.4
Other:                 68.7       77.9       87.2       93.1       57.1       65.7       66.5       72.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   245,042:    62,391     25,170     61,531    109,080    151,046    233,002    237,747:    12,039      7,294
Old  :   118,206:    44,463     33,181     24,734     41,494     54,791    110,691    112,706:     7,514      5,500
Other:   126,836:    35,822      9,883     18,904     67,586     96,255    122,311    125,041:     4,525      1,795
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :     7,668:     2,848      3,118      2,840        505        667      6,192      6,625:     1,476      1,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       10.3       25.1       44.5       61.6       95.1       97.0:       4.9        3.0
Old  :     100.0:      37.6       28.1       20.9       35.1       46.4       93.6       95.3:       6.4        4.7
Other:     100.0:      28.2        7.8       14.9       53.3       75.9       96.4       98.6:       3.6        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        93         49         77         57         51        189        150:
Old  :       209:        83         57         50         40         44        147        128:
Other:       154:        64         25         32         49         36        131         78:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       28.1       28.1       39.5       12.5       18.4       19.1       26.7
Old  :                 19.7       22.4       30.8       36.4       13.5       18.8       21.9       29.4
Other:                 26.1       39.4       38.3       52.2       22.1       27.5       32.5       39.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  : 1,107,386:   350,218     20,617    214,063    447,336    831,521  1,011,617  1,066,201:    95,769     41,185
Old  : 1,107,386:   350,218     20,617    214,063    447,336    831,521  1,011,617  1,066,201:    95,769     41,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :   -28,675:     1,232      1,908        788    -25,632    -29,450    -23,611    -26,754:    -5,063     -1,920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        1.9       19.3       40.4       75.1       91.4       96.3:       8.6        3.7
Old  :     100.0:      31.6        1.9       19.3       40.4       75.1       91.4       96.3:       8.6        3.7
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  :       245:       108         30         72         90         86        224        166:
Old  :       245:       108         30         72         90         86        224        166:
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  :                 12.0       26.9       20.5       40.4       10.6       24.3       15.6       35.1
Old  :                 12.0       26.9       20.5       40.4       10.6       24.3       15.6       35.1
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, June 28, 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  :   218,830:    55,064     18,880     52,742     98,628    139,774    206,434    211,396:    12,396      7,435
Old  :   125,086:    51,958     22,812     19,608     45,170     77,431    116,736    119,852:     8,350      5,235
Other:    93,744:    17,911     10,872     18,329     53,458     62,343     89,698     91,544:     4,046      2,200
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :    -3,423:     1,530       -404     -5,050        515      2,428     -3,006     -3,026:      -418       -397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        8.6       24.1       45.1       63.9       94.3       96.6:       5.7        3.4
Old  :     100.0:      41.5       18.2       15.7       36.1       61.9       93.3       95.8:       6.7        4.2
Other:     100.0:      19.1       11.6       19.6       57.0       66.5       95.7       97.7:       4.3        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       427:       168         89        120        138        127        371        279:
Old  :       398:       148         91         72         98        116        282        244:
Other:       279:        96         43         54        112         95        232        171:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       18.4       22.9       30.0       10.0       12.3       15.8       19.6
Old  :                 18.0       18.7       27.3       30.4       14.9       15.0       22.4       24.7
Other:                 18.5       22.4       29.7       37.2       12.4       15.9       19.1       25.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    48,326:    31,329     18,904      3,608      7,354     22,455     42,291     44,967:     6,036      3,360
Old  :    48,326:    31,329     18,904      3,608      7,354     22,455     42,291     44,967:     6,036      3,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :    -2,682:    -2,766     -5,855        158        116      2,053     -2,492     -3,645:      -190        964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.8       39.1        7.5       15.2       46.5       87.5       93.0:      12.5        7.0
Old  :     100.0:      64.8       39.1        7.5       15.2       46.5       87.5       93.0:      12.5        7.0
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  :       112:        68         26         14          9         10         84         46:
Old  :       112:        68         26         14          9         10         84         46:
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  :                 40.9       57.9       52.9       73.3       37.3       57.3       47.8       70.3
Old  :                 40.9       57.9       52.9       73.3       37.3       57.3       47.8       70.3
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, June 28, 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  :   344,390:    42,444     76,761      5,955    281,839    244,626    330,238    327,342:    14,152     17,048
Old  :   344,390:    42,444     76,761      5,955    281,839    244,626    330,238    327,342:    14,152     17,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :    10,657:   -14,045      1,121       -446     28,676      7,473     14,186      8,148:    -3,529      2,509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       22.3        1.7       81.8       71.0       95.9       95.0:       4.1        5.0
Old  :     100.0:      12.3       22.3        1.7       81.8       71.0       95.9       95.0:       4.1        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  :       262:        43         50         13        102        106        153        161:
Old  :       262:        43         50         13        102        106        153        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       32.8       44.5       41.8       32.2       32.8       42.8       41.1
Old  :                 33.1       32.8       44.5       41.8       32.2       32.8       42.8       41.1
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, June 28, 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  :   206,636:    43,456      8,281      2,577    153,947    192,033    199,980    202,891:     6,656      3,745
Old  :   206,636:    43,456      8,281      2,577    153,947    192,033    199,980    202,891:     6,656      3,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :    10,168:     3,539        632     -1,097      6,795     11,096      9,237     10,631:       931       -463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        4.0        1.2       74.5       92.9       96.8       98.2:       3.2        1.8
Old  :     100.0:      21.0        4.0        1.2       74.5       92.9       96.8       98.2:       3.2        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  :       123:        22         12          7         62         49         86         66:
Old  :       123:        22         12          7         62         49         86         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       48.7       48.9       65.8       32.6       48.7       47.6       65.6
Old  :                 33.6       48.7       48.9       65.8       32.6       48.7       47.6       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, June 28, 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  :   643,701:   195,931     75,693      9,645    419,753    547,678    625,329    633,016:    18,372     10,685
Old  :   643,701:   195,931     75,693      9,645    419,753    547,678    625,329    633,016:    18,372     10,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2016                        :
     :    26,878:     3,649      5,729       -751     23,737     21,992     26,635     26,970:       243        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       11.8        1.5       65.2       85.1       97.1       98.3:       2.9        1.7
Old  :     100.0:      30.4       11.8        1.5       65.2       85.1       97.1       98.3:       2.9        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        87         44         23        112         78        211        133:
Old  :       281:        87         44         23        112         78        211        133:
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  :                 23.3       36.2       36.0       53.1       18.9       36.1       28.9       50.6
Old  :                 23.3       36.2       36.0       53.1       18.9       36.1       28.9       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 1, 2016