COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   336,789:   101,433     12,612     80,815    136,725    234,496    318,974    327,924:    17,815      8,866
Old  :   319,806:   101,448     12,692     76,758    124,151    221,976    302,357    311,426:    17,450      8,380
Other:    16,983:     1,088      1,023      2,955     12,575     12,520     16,618     16,497:       366        486
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :    14,852:     5,998      1,856      4,494      3,573      9,722     14,065     16,072:       787     -1,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        3.7       24.0       40.6       69.6       94.7       97.4:       5.3        2.6
Old  :     100.0:      31.7        4.0       24.0       38.8       69.4       94.5       97.4:       5.5        2.6
Other:     100.0:       6.4        6.0       17.4       74.0       73.7       97.8       97.1:       2.2        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:       159         50         89         79         76        277        183:
Old  :       310:       160         49         88         78         76        275        181:
Other:        62:        14         10         12         19         26         38         44:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       35.2       24.9       46.5       10.9       26.4       16.4       33.6
Old  :                 14.0       36.9       23.4       47.7       10.9       30.5       16.7       36.7
Other:                 65.2       41.8       81.4       63.2       61.8       41.8       68.4       55.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    20,872:     9,874      1,174      3,368      4,450     14,767     17,692     19,310:     3,180      1,562
Old  :    16,514:     9,725      1,416      1,587      2,503     12,169     13,816     15,172:     2,698      1,342
Other:     4,358:       454         64      1,476      1,947      2,598      3,876      4,138:       482        220
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :       335:       403        362        373       -667       -223        109        512:       226       -177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.3        5.6       16.1       21.3       70.8       84.8       92.5:      15.2        7.5
Old  :     100.0:      58.9        8.6        9.6       15.2       73.7       83.7       91.9:      16.3        8.1
Other:     100.0:      10.4        1.5       33.9       44.7       59.6       88.9       94.9:      11.1        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        41         18         14         18         22         65         49:
Old  :        89:        37         23         12         17         21         62         48:
Other:        39:        13          3          8         14         17         27         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.1       42.3       41.4       62.3       28.0       40.4       37.8       55.0
Old  :                 33.8       50.3       44.2       66.0       33.0       49.0       42.2       61.9
Other:                 42.5       42.2       62.2       62.4       32.7       30.5       39.1       43.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   258,237:    65,407     46,998     53,603    127,450    147,582    246,460    248,183:    11,777     10,054
Old  :   250,950:    66,282     46,427     52,375    120,719    142,291    239,376    241,093:    11,574      9,857
Other:     7,287:        40      1,486        313      6,731      5,291      7,084      7,090:       203        197
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :     9,858:      -747      1,976        526     10,374      8,119     10,153     10,621:      -295       -763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       18.2       20.8       49.4       57.1       95.4       96.1:       4.6        3.9
Old  :     100.0:      26.4       18.5       20.9       48.1       56.7       95.4       96.1:       4.6        3.9
Other:     100.0:       0.5       20.4        4.3       92.4       72.6       97.2       97.3:       2.8        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        86         61         82         58         48        180        162:
Old  :       220:        88         61         82         58         48        180        162:
Other:        29:         2         11          5         10          9         16         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  :                 24.5       25.3       33.9       35.7       17.0       15.7       23.9       23.2
Old  :                 23.0       25.8       32.6       36.0       16.1       16.7       23.3       24.2
Other:                 87.6       68.5       94.3       85.2       79.8       67.9       83.1       78.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  : 1,114,917:   370,362     23,223    227,130    412,918    821,440  1,010,410  1,071,793:   104,507     43,124
Old  : 1,114,917:   370,362     23,223    227,130    412,918    821,440  1,010,410  1,071,793:   104,507     43,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :   -45,774:    21,072     -5,652    -44,918    -27,779      5,262    -51,625    -45,308:     5,850       -467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2        2.1       20.4       37.0       73.7       90.6       96.1:       9.4        3.9
Old  :     100.0:      33.2        2.1       20.4       37.0       73.7       90.6       96.1:       9.4        3.9
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  :       246:       118         29         72         80         83        220        166:
Old  :       246:       118         29         72         80         83        220        166:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       26.3       19.6       41.7       10.0       22.1       15.2       35.1
Old  :                 11.3       26.3       19.6       41.7       10.0       22.1       15.2       35.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   221,337:    69,171     19,344     54,647     85,477    139,790    209,295    213,782:    12,041      7,555
Old  :   212,998:    69,516     19,972     52,453     79,292    133,210    201,260    205,635:    11,738      7,363
Other:     8,338:     1,024        740        826      6,185      6,580      8,035      8,146:       303        192
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :     9,829:     3,872      2,081      4,537        831      3,079      9,240      9,697:       589        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        8.7       24.7       38.6       63.2       94.6       96.6:       5.4        3.4
Old  :     100.0:      32.6        9.4       24.6       37.2       62.5       94.5       96.5:       5.5        3.5
Other:     100.0:      12.3        8.9        9.9       74.2       78.9       96.4       97.7:       3.6        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       418:       161         87        129        131        129        361        286:
Old  :       418:       162         89        127        131        128        360        284:
Other:        95:         9         17         10         46         42         64         60:
     :----------------------------------------------------------------------------------------------------
     :             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       20.4       20.1       31.5       10.1       14.8       16.7       22.5
Old  :                 11.1       20.0       20.0       31.1       10.5       15.1       17.3       23.5
Other:                 60.0       49.8       70.9       62.5       58.3       45.6       64.5       57.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    48,376:    30,414     16,074      3,614      7,255     26,385     41,283     46,073:     7,092      2,302
Old  :    48,376:    30,414     16,074      3,614      7,255     26,385     41,283     46,073:     7,092      2,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :    -7,510:    -4,045     -1,380     -1,999       -752     -4,122     -6,796     -7,501:      -713         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.9       33.2        7.5       15.0       54.5       85.3       95.2:      14.7        4.8
Old  :     100.0:      62.9       33.2        7.5       15.0       54.5       85.3       95.2:      14.7        4.8
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  :       117:        72         28         21          6         11         92         50:
Old  :       117:        72         28         21          6         11         92         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       64.8       53.3       73.5       37.3       62.2       46.8       69.3
Old  :                 41.2       64.8       53.3       73.5       37.3       62.2       46.8       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   323,049:    68,858     61,055      7,645    226,351    240,948    302,854    309,648:    20,195     13,401
Old  :   323,049:    68,858     61,055      7,645    226,351    240,948    302,854    309,648:    20,195     13,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :   -39,697:    -2,170     -1,790       -190    -36,408    -30,702    -38,768    -32,682:      -928     -7,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       18.9        2.4       70.1       74.6       93.7       95.9:       6.3        4.1
Old  :     100.0:      21.3       18.9        2.4       70.1       74.6       93.7       95.9:       6.3        4.1
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  :       255:        56         42         19         92        101        157        153:
Old  :       255:        56         42         19         92        101        157        153:
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  :                 29.1       28.7       40.5       37.2       26.2       28.5       36.3       36.3
Old  :                 29.1       28.7       40.5       37.2       26.2       28.5       36.3       36.3
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 20, 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  :   209,171:    37,743     11,979      2,340    160,720    190,769    200,803    205,088:     8,368      4,083
Old  :   209,171:    37,743     11,979      2,340    160,720    190,769    200,803    205,088:     8,368      4,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :   -49,536:      -203      4,697     -4,192    -44,487    -50,410    -48,882    -49,905:      -654        369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        5.7        1.1       76.8       91.2       96.0       98.0:       4.0        2.0
Old  :     100.0:      18.0        5.7        1.1       76.8       91.2       96.0       98.0:       4.0        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  :       116:        21         13          5         57         49         79         66:
Old  :       116:        21         13          5         57         49         79         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       40.5       51.3       65.5       36.5       40.5       50.1       65.5
Old  :                 37.6       40.5       51.3       65.5       36.5       40.5       50.1       65.5
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 20, 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  :   814,269:   277,037     58,981     12,844    504,210    732,389    794,091    804,214:    20,178     10,055
Old  :   814,269:   277,037     58,981     12,844    504,210    732,389    794,091    804,214:    20,178     10,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :  -132,245:       234     10,613     -6,455   -119,629   -133,162   -125,850   -129,004:    -6,395     -3,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0        7.2        1.6       61.9       89.9       97.5       98.8:       2.5        1.2
Old  :     100.0:      34.0        7.2        1.6       61.9       89.9       97.5       98.8:       2.5        1.2
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  :       309:       103         40         24        130         84        245        136:
Old  :       309:       103         40         24        130         84        245        136:
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  :                 19.1       53.9       29.7       67.5       15.5       53.9       25.0       65.7
Old  :                 19.1       53.9       29.7       67.5       15.5       53.9       25.0       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 23, 2016