COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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  :   322,071:    97,362     10,944     73,714    133,091    228,697    304,167    313,355:    17,904      8,717
Old  :   306,714:    97,347     10,554     70,527    121,388    217,424    289,262    298,504:    17,452      8,209
Other:    15,358:       459        834      2,743     11,704     11,273     14,905     14,850:       452        508
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     4,700:       729     -3,231        289      2,511      8,114      3,529      5,172:     1,171       -472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        3.4       22.9       41.3       71.0       94.4       97.3:       5.6        2.7
Old  :     100.0:      31.7        3.4       23.0       39.6       70.9       94.3       97.3:       5.7        2.7
Other:     100.0:       3.0        5.4       17.9       76.2       73.4       97.1       96.7:       2.9        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:       144         51         84         77         73        261        173:
Old  :       291:       143         52         83         76         73        259        171:
Other:        58:        11          8         11         22         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  :                 14.8       34.8       24.1       46.1       10.8       27.2       16.4       34.3
Old  :                 13.7       36.5       23.0       47.4       10.8       31.1       16.8       37.3
Other:                 64.8       41.8       80.1       64.8       60.5       41.8       66.6       56.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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  :    19,480:     9,004        676      2,487      5,226     14,895     16,717     18,058:     2,763      1,422
Old  :    16,005:     8,974        733      1,339      3,333     12,667     13,645     14,739:     2,360      1,266
Other:     3,475:       136         49      1,042      1,894      2,228      3,072      3,319:       403        156
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :       696:     1,176         91        225       -702        213        699        528:        -3        167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.2        3.5       12.8       26.8       76.5       85.8       92.7:      14.2        7.3
Old  :     100.0:      56.1        4.6        8.4       20.8       79.1       85.3       92.1:      14.7        7.9
Other:     100.0:       3.9        1.4       30.0       54.5       64.1       88.4       95.5:      11.6        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        37         15         13         18         20         61         43:
Old  :        81:        37         16         11         18         19         60         41:
Other:        35:         9          6          9         14         13         27         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.6       45.9       43.8       68.4       31.3       44.1       40.9       60.7
Old  :                 34.2       53.2       45.6       73.0       34.2       52.0       44.0       67.1
Other:                 46.3       48.5       65.6       72.6       32.6       39.6       38.8       47.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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  :   235,534:    73,871     36,662     48,539    101,780    141,804    224,190    227,006:    11,344      8,528
Old  :   229,936:    74,044     36,204     47,967     96,645    137,338    218,657    221,509:    11,279      8,426
Other:     5,598:        49        681        349      5,135      4,466      5,533      5,496:        65        102
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     5,362:      -131      5,136        745      4,442     -1,002      5,057      4,879:       305        483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       15.6       20.6       43.2       60.2       95.2       96.4:       4.8        3.6
Old  :     100.0:      32.2       15.7       20.9       42.0       59.7       95.1       96.3:       4.9        3.7
Other:     100.0:       0.9       12.2        6.2       91.7       79.8       98.8       98.2:       1.2        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        78         58         78         54         46        176        150:
Old  :       213:        80         58         78         54         46        176        150:
Other:        26:         4          6          4         11          8         17         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       25.6       29.9       37.3       17.0       19.0       24.3       28.1
Old  :                 19.4       26.2       28.7       37.9       16.5       20.3       24.0       29.5
Other:                 86.7       85.0       95.0       93.1       85.3       84.4       89.5       89.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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  : 1,185,974:   354,289     34,160    281,658    454,727    824,892  1,090,674  1,140,710:    95,299     45,264
Old  : 1,185,974:   354,289     34,160    281,658    454,727    824,892  1,090,674  1,140,710:    95,299     45,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     3,817:   -17,719      2,269     11,956     10,579     -8,123      4,815      6,101:      -999     -2,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        2.9       23.7       38.3       69.6       92.0       96.2:       8.0        3.8
Old  :     100.0:      29.9        2.9       23.7       38.3       69.6       92.0       96.2:       8.0        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  :       265:       108         47         82         92         91        234        191:
Old  :       265:       108         47         82         92         91        234        191:
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  :                 11.3       23.4       19.7       37.4        9.7       21.0       14.5       31.3
Old  :                 11.3       23.4       19.7       37.4        9.7       21.0       14.5       31.3
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, September 06, 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  :   215,377:    63,731     15,086     53,642     85,734    139,391    203,108    208,119:    12,269      7,258
Old  :   207,455:    63,995     15,645     51,708     79,780    133,026    195,483    200,380:    11,972      7,076
Other:     7,922:       922        626        749      5,954      6,366      7,624      7,740:       297        182
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :    16,923:     7,588     -3,369      7,129      1,583     12,960     16,300     16,720:       624        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        7.0       24.9       39.8       64.7       94.3       96.6:       5.7        3.4
Old  :     100.0:      30.8        7.5       24.9       38.5       64.1       94.2       96.6:       5.8        3.4
Other:     100.0:      11.6        7.9        9.4       75.2       80.4       96.2       97.7:       3.8        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       410:       162         74        124        127        128        350        281:
Old  :       410:       162         79        122        127        128        349        280:
Other:        86:        12         13          8         43         35         62         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       18.9       20.3       31.1       10.5       14.1       17.3       22.0
Old  :                 11.4       19.3       20.6       30.7       10.9       14.7       18.0       23.0
Other:                 61.3       50.0       72.3       64.2       59.5       45.3       66.0       58.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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  :    58,575:    33,819     16,985      8,374      7,499     30,291     49,692     55,650:     8,883      2,925
Old  :    58,575:    33,819     16,985      8,374      7,499     30,291     49,692     55,650:     8,883      2,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     2,705:     3,601      1,621     -1,310       -590      1,882      1,702      2,193:     1,003        512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.7       29.0       14.3       12.8       51.7       84.8       95.0:      15.2        5.0
Old  :     100.0:      57.7       29.0       14.3       12.8       51.7       84.8       95.0:      15.2        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  :       124:        74         35         25          6         11         98         56:
Old  :       124:        74         35         25          6         11         98         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       62.7       54.4       73.4       33.8       58.0       43.4       64.4
Old  :                 37.8       62.7       54.4       73.4       33.8       58.0       43.4       64.4
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, September 06, 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  :   339,360:    80,646     57,297      3,761    234,129    260,684    318,536    321,742:    20,824     17,618
Old  :   339,360:    80,646     57,297      3,761    234,129    260,684    318,536    321,742:    20,824     17,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :     2,851:     1,597        322        -84        259      1,514      1,773      1,752:     1,078      1,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       16.9        1.1       69.0       76.8       93.9       94.8:       6.1        5.2
Old  :     100.0:      23.8       16.9        1.1       69.0       76.8       93.9       94.8:       6.1        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  :       267:        57         44         13        109        102        173        152:
Old  :       267:        57         44         13        109        102        173        152:
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  :                 24.2       30.1       35.3       38.7       22.0       30.1       32.1       38.2
Old  :                 24.2       30.1       35.3       38.7       22.0       30.1       32.1       38.2
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, September 06, 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  :   229,097:    36,411      9,117      1,779    182,630    214,892    220,820    225,788:     8,277      3,309
Old  :   229,097:    36,411      9,117      1,779    182,630    214,892    220,820    225,788:     8,277      3,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :    -2,542:      -297        532     -1,096     -1,447     -1,916     -2,840     -2,480:       298        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        4.0        0.8       79.7       93.8       96.4       98.6:       3.6        1.4
Old  :     100.0:      15.9        4.0        0.8       79.7       93.8       96.4       98.6:       3.6        1.4
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  :       123:        24         14          6         60         50         85         69:
Old  :       123:        24         14          6         60         50         85         69:
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  :                 34.1       54.5       49.4       68.8       33.6       54.2       48.8       68.5
Old  :                 34.1       54.5       49.4       68.8       33.6       54.2       48.8       68.5
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, September 06, 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  :   945,639:   289,637     46,269     23,538    603,892    853,136    917,067    922,943:    28,572     22,696
Old  :   945,639:   289,637     46,269     23,538    603,892    853,136    917,067    922,943:    28,572     22,696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :    47,073:     1,481     -1,276      8,337     35,073     30,733     44,891     37,794:     2,182      9,279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        4.9        2.5       63.9       90.2       97.0       97.6:       3.0        2.4
Old  :     100.0:      30.6        4.9        2.5       63.9       90.2       97.0       97.6:       3.0        2.4
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  :       319:       114         35         27        137         83        265        132:
Old  :       319:       114         35         27        137         83        265        132:
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  :                 16.4       48.8       28.2       65.3       14.2       47.5       23.1       58.5
Old  :                 16.4       48.8       28.2       65.3       14.2       47.5       23.1       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 9, 2016