COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   318,215:   100,633     14,024     74,418    125,129    221,511    300,180    309,953:    18,035      8,262
Old  :   304,188:   100,470     14,105     70,886    115,167    211,500    286,522    296,491:    17,665      7,697
Other:    14,027:       943        699      2,752      9,962     10,011     13,657     13,462:       370        566
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :   -23,745:    -5,016     -1,504    -15,766     -2,958     -6,262    -23,740    -23,532:        -5       -213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        4.4       23.4       39.3       69.6       94.3       97.4:       5.7        2.6
Old  :     100.0:      33.0        4.6       23.3       37.9       69.5       94.2       97.5:       5.8        2.5
Other:     100.0:       6.7        5.0       19.6       71.0       71.4       97.4       96.0:       2.6        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:       164         51         80         76         75        273        178:
Old  :       313:       163         52         79         75         75        271        176:
Other:        59:        14          6         11         20         27         37         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       32.0       23.4       43.9       10.4       25.3       15.8       32.7
Old  :                 13.2       33.4       22.3       45.0       10.5       28.7       16.2       35.3
Other:                 63.8       41.2       77.9       63.7       58.1       38.7       65.2       54.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    18,774:     7,309        567      2,517      6,360     14,471     16,185     17,555:     2,589      1,219
Old  :    15,799:     7,331        571      1,556      4,542     12,550     13,430     14,678:     2,369      1,121
Other:     2,975:        31         49        907      1,817      1,921      2,756      2,878:       219         98
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :    -2,431:      -197        -15       -996     -1,029     -1,086     -2,222     -2,096:      -209       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9        3.0       13.4       33.9       77.1       86.2       93.5:      13.8        6.5
Old  :     100.0:      46.4        3.6        9.9       28.8       79.4       85.0       92.9:      15.0        7.1
Other:     100.0:       1.1        1.7       30.5       61.1       64.6       92.6       96.7:       7.4        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        36         12         13         19         20         61         41:
Old  :        80:        38         11         12         19         20         61         40:
Other:        34:         8          5          8         14         12         26         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.8       49.3       45.5       70.4       32.8       45.9       41.2       62.1
Old  :                 34.6       55.7       44.8       74.0       34.2       53.8       43.1       67.8
Other:                 51.3       53.7       71.2       76.7       40.4       40.8       46.1       49.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   239,190:    76,152     29,007     51,883    100,482    151,374    228,517    232,264:    10,673      6,926
Old  :     1,286:         0         32          0      1,286      1,206      1,286      1,238:         0         48
Other:   237,904:    76,153     28,976     51,882     99,196    150,168    227,231    231,026:    10,673      6,878
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :    -4,573:     4,014     -9,203       -614     -7,422      6,041     -4,021     -3,776:      -552       -797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       12.1       21.7       42.0       63.3       95.5       97.1:       4.5        2.9
Old  :     100.0:       0.0        2.5        0.0      100.0       93.8      100.0       96.3:       0.0        3.7
Other:     100.0:      32.0       12.2       21.8       41.7       63.1       95.5       97.1:       4.5        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        81         57         69         52         45        174        139:
Old  :         9:         0          2          0          3          4          3          6:
Other:       211:        82         57         69         51         45        173        139:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       27.3       28.6       39.7       15.7       20.3       22.9       29.3
Old  :                100.0       95.3      100.0       96.3      100.0       95.3      100.0       96.3
Other:                 19.6       27.4       28.4       39.9       15.8       20.8       23.1       30.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  : 1,178,565:   369,004     30,914    270,326    441,147    830,120  1,080,476  1,131,360:    98,089     47,205
Old  : 1,178,565:   369,004     30,914    270,326    441,147    830,120  1,080,476  1,131,360:    98,089     47,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :    29,566:    19,201      4,881     11,424     -5,407     10,676     25,219     26,980:     4,347      2,585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        2.6       22.9       37.4       70.4       91.7       96.0:       8.3        4.0
Old  :     100.0:      31.3        2.6       22.9       37.4       70.4       91.7       96.0:       8.3        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  :       254:       109         41         75         87         88        227        176:
Old  :       254:       109         41         75         87         88        227        176:
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  :                 11.5       23.3       19.0       37.0        9.8       21.1       14.6       31.7
Old  :                 11.5       23.3       19.0       37.0        9.8       21.1       14.6       31.7
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, August 23, 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  :   197,230:    59,952     22,344     43,553     81,490    124,324    184,995    190,221:    12,235      7,009
Old  :       597:         0         11          0        591        483        591        494:         6        103
Other:   196,633:    59,956     22,337     43,549     80,899    123,841    184,404    189,727:    12,229      6,906
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :    -4,396:     6,517        308      2,287    -11,694     -6,731     -2,890     -4,136:    -1,505       -260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       11.3       22.1       41.3       63.0       93.8       96.4:       6.2        3.6
Old  :     100.0:       0.0        1.8        0.0       99.0       80.9       99.0       82.7:       1.0       17.3
Other:     100.0:      30.5       11.4       22.1       41.1       63.0       93.8       96.5:       6.2        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       142         82        121        127        124        334        277:
Old  :        30:         0          3          0          1         26          1         29:
Other:       394:       144         81        121        126        123        333        276:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       18.5       22.3       30.3       12.1       13.3       18.5       21.3
Old  :                 99.0       53.4       99.0       66.2       99.0       53.4       99.0       66.2
Other:                 13.5       18.5       22.4       30.4       12.1       13.3       18.5       21.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    58,071:    33,744     17,911      8,629      7,851     28,586     50,224     55,126:     7,847      2,944
Old  :    58,071:    33,744     17,911      8,629      7,851     28,586     50,224     55,126:     7,847      2,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :         8:    -2,076     -1,582        909        263         43       -904       -630:       911        637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.1       30.8       14.9       13.5       49.2       86.5       94.9:      13.5        5.1
Old  :     100.0:      58.1       30.8       14.9       13.5       49.2       86.5       94.9:      13.5        5.1
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  :       130:        77         38         15          7         11         92         58:
Old  :       130:        77         38         15          7         11         92         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       63.0       51.8       72.9       30.8       57.5       42.3       65.1
Old  :                 37.1       63.0       51.8       72.9       30.8       57.5       42.3       65.1
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, August 23, 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  :   335,105:    73,476     57,518      4,585    237,238    255,703    315,299    317,807:    19,806     17,298
Old  :   335,105:    73,476     57,518      4,585    237,238    255,703    315,299    317,807:    19,806     17,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :     2,168:     6,458     -1,985       -600     -3,864      3,793      1,994      1,209:       174        960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       17.2        1.4       70.8       76.3       94.1       94.8:       5.9        5.2
Old  :     100.0:      21.9       17.2        1.4       70.8       76.3       94.1       94.8:       5.9        5.2
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  :       269:        61         43         15        102        106        170        157:
Old  :       269:        61         43         15        102        106        170        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  :                 25.3       29.9       36.1       38.3       23.8       29.9       33.8       38.0
Old  :                 25.3       29.9       36.1       38.3       23.8       29.9       33.8       38.0
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, August 23, 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  :   229,828:    40,728      8,697      3,084    178,673    214,157    222,485    225,938:     7,343      3,890
Old  :   229,828:    40,728      8,697      3,084    178,673    214,157    222,485    225,938:     7,343      3,890
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :       617:     1,849         50        -68     -1,538        495        243        477:       374        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        3.8        1.3       77.7       93.2       96.8       98.3:       3.2        1.7
Old  :     100.0:      17.7        3.8        1.3       77.7       93.2       96.8       98.3:       3.2        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  :       125:        24         14          6         61         51         86         70:
Old  :       125:        24         14          6         61         51         86         70:
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  :                 34.8       54.0       49.1       67.8       33.6       53.7       47.9       67.5
Old  :                 34.8       54.0       49.1       67.8       33.6       53.7       47.9       67.5
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, August 23, 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  :   862,261:   278,263     58,108     12,474    548,097    782,049    838,834    852,631:    23,427      9,630
Old  :   862,261:   278,263     58,108     12,474    548,097    782,049    838,834    852,631:    23,427      9,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2016                      :
     :    15,271:    12,036     -2,939      1,779      4,415     15,044     18,230     13,884:    -2,959      1,387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        6.7        1.4       63.6       90.7       97.3       98.9:       2.7        1.1
Old  :     100.0:      32.3        6.7        1.4       63.6       90.7       97.3       98.9:       2.7        1.1
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  :       313:       116         33         20        132         81        256        126:
Old  :       313:       116         33         20        132         81        256        126:
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  :                 18.9       50.8       28.8       65.5       14.9       50.6       24.2       62.5
Old  :                 18.9       50.8       28.8       65.5       14.9       50.6       24.2       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 26, 2016