COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :   337,011:   100,287     17,480     81,789    137,429    227,817    319,505    327,086:    17,506      9,924
Old  :   318,263:   100,072     17,181     77,909    123,194    213,928    301,175    309,018:    17,088      9,245
Other:    18,748:       910        994      3,186     14,234     13,889     18,330     18,069:       417        679
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2016                      :
     :    -7,567:    -4,841      2,195     -2,094     -1,326     -8,027     -8,261     -7,927:       694        360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8        5.2       24.3       40.8       67.6       94.8       97.1:       5.2        2.9
Old  :     100.0:      31.4        5.4       24.5       38.7       67.2       94.6       97.1:       5.4        2.9
Other:     100.0:       4.9        5.3       17.0       75.9       74.1       97.8       96.4:       2.2        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       316:       156         60         97         82         74        279        195:
Old  :       314:       157         58         96         81         74        277        193:
Other:        61:        10         12         11         19         29         35         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       33.5       25.4       44.4       10.8       24.6       16.0       31.9
Old  :                 14.4       35.1       23.8       45.5       10.9       29.1       16.4       35.1
Other:                 64.3       45.1       81.6       65.1       60.8       45.1       68.2       56.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :    20,955:     9,434      1,152      3,543      4,883     14,699     17,860     19,394:     3,095      1,562
Old  :    12,625:     7,223      1,039      1,486      1,868      8,981     10,577     11,506:     2,047      1,118
Other:     8,331:     2,422        324      1,845      3,015      5,718      7,283      7,887:     1,048        444
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2016                      :
     :       138:       -78        123        -76        267         41        113         89:        25         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0        5.5       16.9       23.3       70.1       85.2       92.5:      14.8        7.5
Old  :     100.0:      57.2        8.2       11.8       14.8       71.1       83.8       91.1:      16.2        8.9
Other:     100.0:      29.1        3.9       22.2       36.2       68.6       87.4       94.7:      12.6        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        37         18         13         20         23         63         48:
Old  :        74:        30         19         11         17         19         53         43:
Other:        55:        21          6          9         16         20         39         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.8       41.7       40.7       61.3       27.1       39.6       37.0       53.8
Old  :                 32.9       48.7       45.8       64.8       32.2       48.3       42.9       58.8
Other:                 35.3       40.0       51.2       57.1       33.5       37.6       43.1       50.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :   305,723:    76,209     53,668     60,105    156,880    180,484    293,193    294,257:    12,530     11,466
Old  :   293,420:    76,966     53,156     58,592    145,700    170,502    281,258    282,250:    12,161     11,169
Other:    12,304:       193      1,463        561     11,180      9,982     11,935     12,007:       369        297
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2016                      :
     :    22,675:     4,360      4,617      5,072     14,155     11,856     23,587     21,545:      -912      1,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       17.6       19.7       51.3       59.0       95.9       96.2:       4.1        3.8
Old  :     100.0:      26.2       18.1       20.0       49.7       58.1       95.9       96.2:       4.1        3.8
Other:     100.0:       1.6       11.9        4.6       90.9       81.1       97.0       97.6:       3.0        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        83         78         79         57         49        183        171:
Old  :       236:        85         78         78         56         49        182        170:
Other:        36:         5          9          4         16         11         24         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  :                 27.4       27.8       37.1       38.8       16.7       15.7       22.7       23.1
Old  :                 25.7       28.8       35.6       38.7       15.2       16.8       21.6       24.0
Other:                 79.9       75.7       89.9       88.5       73.3       73.0       81.6       80.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  : 1,077,483:   361,816     23,102    237,701    376,250    776,073    975,767  1,036,876:   101,716     40,607
Old  : 1,077,483:   361,816     23,102    237,701    376,250    776,073    975,767  1,036,876:   101,716     40,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2016                      :
     :     9,139:   -11,166        811      5,709      9,831        892      4,374      7,412:     4,765      1,727
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        2.1       22.1       34.9       72.0       90.6       96.2:       9.4        3.8
Old  :     100.0:      33.6        2.1       22.1       34.9       72.0       90.6       96.2:       9.4        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  :       237:       106         34         67         81         82        212        161:
Old  :       237:       106         34         67         81         82        212        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.0       26.0       20.2       40.2       10.9       22.7       16.3       35.7
Old  :                 12.0       26.0       20.2       40.2       10.9       22.7       16.3       35.7
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, October 11, 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  :   224,681:    62,189     21,183     55,378     94,416    141,522    211,984    218,084:    12,698      6,598
Old  :   215,181:    62,628     21,959     52,767     87,491    134,076    202,886    208,802:    12,295      6,378
Other:     9,501:     1,085        748      1,087      6,925      7,446      9,098      9,281:       403        219
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2016                      :
     :     1,703:    -2,511     -1,809      1,415      2,786      2,344      1,690      1,949:        13       -246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        9.4       24.6       42.0       63.0       94.3       97.1:       5.7        2.9
Old  :     100.0:      29.1       10.2       24.5       40.7       62.3       94.3       97.0:       5.7        3.0
Other:     100.0:      11.4        7.9       11.4       72.9       78.4       95.8       97.7:       4.2        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       416:       153         95        141        130        125        360        299:
Old  :       416:       159         94        139        130        124        359        297:
Other:       102:        14         14         11         50         44         73         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  :                 12.3       19.1       20.8       29.2        9.8       13.4       16.5       20.4
Old  :                 12.8       18.5       21.4       28.9       10.2       13.4       17.2       21.2
Other:                 55.5       49.0       68.4       63.1       55.3       43.8       63.3       56.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :    70,154:    51,126     17,545      4,011      6,948     46,192     62,085     67,748:     8,069      2,406
Old  :    70,154:    51,126     17,545      4,011      6,948     46,192     62,085     67,748:     8,069      2,406
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2016                      :
     :    15,936:    16,751     -4,780       -412       -498     20,873     15,841     15,681:        95        256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.9       25.0        5.7        9.9       65.8       88.5       96.6:      11.5        3.4
Old  :     100.0:      72.9       25.0        5.7        9.9       65.8       88.5       96.6:      11.5        3.4
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  :       144:       101         29         22          6          8        118         50:
Old  :       144:       101         29         22          6          8        118         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  :                 35.0       73.7       51.6       82.7       34.2       73.7       50.0       80.9
Old  :                 35.0       73.7       51.6       82.7       34.2       73.7       50.0       80.9
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, October 11, 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  :   336,300:    76,366     63,474      8,364    231,969    248,165    316,699    320,003:    19,601     16,297
Old  :   336,300:    76,366     63,474      8,364    231,969    248,165    316,699    320,003:    19,601     16,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2016                      :
     :     2,036:       487      4,193        823      1,259     -4,401      2,569        615:      -533      1,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       18.9        2.5       69.0       73.8       94.2       95.2:       5.8        4.8
Old  :     100.0:      22.7       18.9        2.5       69.0       73.8       94.2       95.2:       5.8        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  :       259:        49         46         21         99        103        158        160:
Old  :       259:        49         46         21         99        103        158        160:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       27.4       40.6       37.4       26.9       27.4       36.8       36.9
Old  :                 29.6       27.4       40.6       37.4       26.9       27.4       36.8       36.9
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, October 11, 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  :   222,595:    41,577     13,213      2,487    169,768    203,350    213,832    219,050:     8,763      3,545
Old  :   222,595:    41,577     13,213      2,487    169,768    203,350    213,832    219,050:     8,763      3,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2016                      :
     :     3,652:     3,104       -901         98         94      5,227      3,296      4,424:       356       -772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        5.9        1.1       76.3       91.4       96.1       98.4:       3.9        1.6
Old  :     100.0:      18.7        5.9        1.1       76.3       91.4       96.1       98.4:       3.9        1.6
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  :       119:        21         13          7         58         50         81         68:
Old  :       119:        21         13          7         58         50         81         68:
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  :                 35.3       41.9       49.0       66.0       34.4       41.9       47.9       66.0
Old  :                 35.3       41.9       49.0       66.0       34.4       41.9       47.9       66.0
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, October 11, 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  :   897,889:   298,182     53,795     14,874    563,444    820,038    876,500    888,707:    21,389      9,182
Old  :   897,889:   298,182     53,795     14,874    563,444    820,038    876,500    888,707:    21,389      9,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2016                      :
     :    47,628:     5,866      7,875       -613     42,970     39,675     48,223     46,937:      -595        691
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2        6.0        1.7       62.8       91.3       97.6       99.0:       2.4        1.0
Old  :     100.0:      33.2        6.0        1.7       62.8       91.3       97.6       99.0:       2.4        1.0
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  :       315:       112         35         23        131         86        252        135:
Old  :       315:       112         35         23        131         86        252        135:
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  :                 18.7       55.9       29.9       69.0       17.1       55.8       27.4       67.4
Old  :                 18.7       55.9       29.9       69.0       17.1       55.8       27.4       67.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 14, 2016