COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   286,225:   104,276     24,573     57,588    103,961    196,065    265,824    278,226:    20,401      7,999
Old  :   277,516:   103,988     24,759     55,301     97,991    189,677    257,280    269,737:    20,236      7,780
Other:     8,709:     1,057        583      1,517      5,969      6,388      8,544      8,489:       165        220
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2016                         :
     :    41,075:    18,331       -548      8,238      9,530     34,177     36,098     41,867:     4,977       -792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4        8.6       20.1       36.3       68.5       92.9       97.2:       7.1        2.8
Old  :     100.0:      37.5        8.9       19.9       35.3       68.3       92.7       97.2:       7.3        2.8
Other:     100.0:      12.1        6.7       17.4       68.5       73.4       98.1       97.5:       1.9        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       325:       168         65         71         69         69        269        173:
Old  :       324:       166         66         69         67         69        266        171:
Other:        43:         8          6          5         14         21         23         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       30.9       23.1       42.4       11.1       23.2       17.6       31.2
Old  :                 14.2       31.6       23.0       42.9       11.4       25.5       18.1       33.4
Other:                 68.3       49.0       84.4       72.3       61.3       46.1       71.4       61.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    22,017:     9,879        867      2,821      6,269     16,876     18,969     20,563:     3,048      1,454
Old  :    20,704:     9,886        796      2,419      5,477     16,104     17,781     19,319:     2,922      1,385
Other:     1,313:         8         86        387        793        771      1,188      1,245:       126         69
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2016                         :
     :       385:       801        270         -5       -227        155        569        420:      -183        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9        3.9       12.8       28.5       76.6       86.2       93.4:      13.8        6.6
Old  :     100.0:      47.8        3.8       11.7       26.5       77.8       85.9       93.3:      14.1        6.7
Other:     100.0:       0.6        6.6       29.5       60.4       58.7       90.4       94.8:       9.6        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        37         13         10         18         18         61         35:
Old  :        77:        37         13         10         18         18         61         35:
Other:        20:         4          2          3          9          6         14         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  :                 29.5       49.5       41.9       73.5       29.3       47.4       39.3       65.9
Old  :                 29.6       50.9       40.8       74.1       29.2       49.3       39.2       67.3
Other:                 65.5       70.5       82.5       91.7       49.3       54.8       57.0       61.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   260,347:    70,549     27,389     59,416    117,503    166,411    247,469    253,215:    12,878      7,132
Old  :   113,519:    46,876     34,002     16,637     42,075     57,632    105,588    108,272:     7,931      5,247
Other:   146,828:    42,959     12,671     23,494     75,428    108,778    141,881    144,944:     4,947      1,884
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2016                         :
     :    10,823:     3,349         16      3,493      2,377      6,681      9,219     10,190:     1,604        633
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       10.5       22.8       45.1       63.9       95.1       97.3:       4.9        2.7
Old  :     100.0:      41.3       30.0       14.7       37.1       50.8       93.0       95.4:       7.0        4.6
Other:     100.0:      29.3        8.6       16.0       51.4       74.1       96.6       98.7:       3.4        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        92         50         78         56         49        191        146:
Old  :       201:        90         47         43         40         41        146        115:
Other:       161:        65         32         45         48         35        140         89:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       28.9       27.8       40.5       12.0       18.4       18.9       26.6
Old  :                 19.3       24.9       31.5       39.9       14.6       23.0       25.9       36.2
Other:                 25.0       36.9       37.8       49.9       19.6       23.0       30.1       34.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  : 1,105,398:   342,405     21,430    237,519    429,952    810,994  1,009,876  1,069,943:    95,523     35,456
Old  : 1,105,398:   342,405     21,430    237,519    429,952    810,994  1,009,876  1,069,943:    95,523     35,456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2016                         :
     :    -9,559:    -2,787        -87      1,536     -4,195    -10,235     -5,446     -8,786:    -4,113       -773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        1.9       21.5       38.9       73.4       91.4       96.8:       8.6        3.2
Old  :     100.0:      31.0        1.9       21.5       38.9       73.4       91.4       96.8:       8.6        3.2
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  :       247:       103         36         71         90         89        223        168:
Old  :       247:       103         36         71         90         89        223        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       26.5       19.3       39.8       10.3       23.7       15.1       34.9
Old  :                 11.8       26.5       19.3       39.8       10.3       23.7       15.1       34.9
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, July 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  :   229,321:    60,278     17,752     56,154     98,618    148,559    215,051    222,466:    14,270      6,856
Old  :   122,071:    53,430     25,733     16,635     42,138     75,230    112,203    117,598:     9,868      4,474
Other:   107,250:    23,988      9,159     22,380     56,480     73,329    102,848    104,868:     4,402      2,382
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2016                         :
     :       901:     3,222        722     -2,384       -398      4,049        440      2,388:       461     -1,486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        7.7       24.5       43.0       64.8       93.8       97.0:       6.2        3.0
Old  :     100.0:      43.8       21.1       13.6       34.5       61.6       91.9       96.3:       8.1        3.7
Other:     100.0:      22.4        8.5       20.9       52.7       68.4       95.9       97.8:       4.1        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       414:       168         78        117        135        126        364        270:
Old  :       386:       149         83         60         91        112        270        226:
Other:       292:        97         51         63        116        106        246        190:
     :----------------------------------------------------------------------------------------------------
     :             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       18.7       22.9       30.3       10.3       12.5       15.6       19.7
Old  :                 16.7       18.4       25.0       30.0       14.2       15.3       21.1       24.7
Other:                 18.1       22.0       29.2       35.3       11.4       14.1       18.9       21.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :    52,816:    33,094     19,181      4,665      7,749     26,967     45,508     50,813:     7,307      2,002
Old  :    52,816:    33,094     19,181      4,665      7,749     26,967     45,508     50,813:     7,307      2,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2016                         :
     :     1,119:       235     -1,173        633        245      1,551      1,112      1,011:         7        108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.7       36.3        8.8       14.7       51.1       86.2       96.2:      13.8        3.8
Old  :     100.0:      62.7       36.3        8.8       14.7       51.1       86.2       96.2:      13.8        3.8
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  :       115:        69         27         14         10          9         90         43:
Old  :       115:        69         27         14         10          9         90         43:
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  :                 39.9       52.6       52.4       71.4       36.7       52.6       47.0       68.7
Old  :                 39.9       52.6       52.4       71.4       36.7       52.6       47.0       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   334,124:    42,575     72,771      6,807    266,795    239,820    316,178    319,398:    17,946     14,725
Old  :   334,124:    42,575     72,771      6,807    266,795    239,820    316,178    319,398:    17,946     14,725
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2016                         :
     :       791:     4,547     -3,722        950     -6,991      4,363     -1,495      1,591:     2,285       -800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       21.8        2.0       79.8       71.8       94.6       95.6:       5.4        4.4
Old  :     100.0:      12.7       21.8        2.0       79.8       71.8       94.6       95.6:       5.4        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        49         46         15        109        107        166        160:
Old  :       273:        49         46         15        109        107        166        160:
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  :                 31.7       29.8       43.6       38.3       30.4       29.8       41.3       37.8
Old  :                 31.7       29.8       43.6       38.3       30.4       29.8       41.3       37.8
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, July 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  :   220,432:    43,144     12,067      2,029    168,223    202,035    213,396    216,131:     7,036      4,301
Old  :   220,432:    43,144     12,067      2,029    168,223    202,035    213,396    216,131:     7,036      4,301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2016                         :
     :     9,995:        75        976        160      8,470      8,767      8,705      9,903:     1,290         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        5.5        0.9       76.3       91.7       96.8       98.0:       3.2        2.0
Old  :     100.0:      19.6        5.5        0.9       76.3       91.7       96.8       98.0:       3.2        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  :       124:        17         17          6         60         54         79         75:
Old  :       124:        17         17          6         60         54         79         75:
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  :                 37.3       46.9       51.7       61.5       36.8       46.9       50.9       61.3
Old  :                 37.3       46.9       51.7       61.5       36.8       46.9       50.9       61.3
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, July 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  :   690,045:   200,287     81,741     10,342    457,759    587,740    668,388    679,823:    21,657     10,222
Old  :   690,045:   200,287     81,741     10,342    457,759    587,740    668,388    679,823:    21,657     10,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2016                         :
     :    36,858:    15,344      3,799        602     19,184     33,608     35,130     38,009:     1,728     -1,151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       11.8        1.5       66.3       85.2       96.9       98.5:       3.1        1.5
Old  :     100.0:      29.0       11.8        1.5       66.3       85.2       96.9       98.5:       3.1        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        96         43         24        116         82        224        137:
Old  :       295:        96         43         24        116         82        224        137:
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  :                 22.3       37.0       34.6       52.5       17.1       36.9       27.1       50.3
Old  :                 22.3       37.0       34.6       52.5       17.1       36.9       27.1       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 15, 2016