COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   252,732:    70,090     18,322     62,640    101,875    159,671    234,606    240,634:    18,127     12,098
Old  :   233,556:    68,023     22,135     54,869     94,304    145,329    217,195    222,333:    16,361     11,223
Other:    19,176:     7,254      1,374      2,584      7,572     14,343     17,410     18,301:     1,766        875
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :    22,826:     7,272      1,290      9,971      2,222     12,366     19,465     23,627:     3,361       -801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        7.2       24.8       40.3       63.2       92.8       95.2:       7.2        4.8
Old  :     100.0:      29.1        9.5       23.5       40.4       62.2       93.0       95.2:       7.0        4.8
Other:     100.0:      37.8        7.2       13.5       39.5       74.8       90.8       95.4:       9.2        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:       122         58         90         68         78        228        192:
Old  :       270:       115         65         82         60         75        213        187:
Other:       101:        30         13         19         35         38         68         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       24.5       23.1       33.9        8.7       14.5       15.3       21.6
Old  :                 15.0       25.1       23.7       34.5        8.4       15.9       15.5       23.2
Other:                 26.4       39.8       40.8       53.3       25.5       39.4       39.8       52.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    21,744:     5,226      1,579      3,858      9,571     15,297     18,655     20,733:     3,089      1,011
Old  :    21,739:     5,226      1,579      3,858      9,566     15,292     18,650     20,728:     3,089      1,011
Other:         5:         0          0          0          5          5          5          5:        -0         -0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :        47:       625        300       -232        126       -152        519        -84:      -473        131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        7.3       17.7       44.0       70.3       85.8       95.3:      14.2        4.7
Old  :     100.0:      24.0        7.3       17.7       44.0       70.3       85.8       95.3:      14.2        4.7
Other:     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:      -0.0       -0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        36         18         21         29         16         77         43:
Old  :        86:        36         18         21         29         16         77         43:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.0       65.3       36.3       81.3       18.3       61.5       30.5       68.6
Old  :                 20.9       65.3       36.3       81.3       18.3       61.5       30.5       68.6
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   243,332:    92,933     17,854     63,641     73,969    155,270    230,543    236,766:    12,788      6,566
Old  :   210,672:    89,297     20,507     52,992     56,007    131,230    198,296    204,730:    12,376      5,942
Other:    32,660:     9,735      3,446      4,550     17,962     24,040     32,247     32,036:       412        624
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :     1,094:      -130        295      1,075        654       -730      1,599        640:      -505        454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2        7.3       26.2       30.4       63.8       94.7       97.3:       5.3        2.7
Old  :     100.0:      42.4        9.7       25.2       26.6       62.3       94.1       97.2:       5.9        2.8
Other:     100.0:      29.8       10.6       13.9       55.0       73.6       98.7       98.1:       1.3        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        98         44         64         56         54        185        136:
Old  :       209:        98         42         62         53         50        179        130:
Other:        81:        18         18         17         30         31         58         56:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       27.5       28.1       39.6       14.6       23.0       22.2       32.7
Old  :                 16.7       26.6       25.6       39.9       14.7       24.8       23.1       34.7
Other:                 57.2       44.8       69.5       63.9       46.4       36.9       55.1       52.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,046,220:   229,213    241,359    201,494    529,985    502,575    960,692    945,429:    85,528    100,791
Old  : 1,046,220:   229,213    241,359    201,494    529,985    502,575    960,692    945,429:    85,528    100,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :     7,025:     1,932      4,298      6,820     -1,356     -6,660      7,396      4,458:      -371      2,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       23.1       19.3       50.7       48.0       91.8       90.4:       8.2        9.6
Old  :     100.0:      21.9       23.1       19.3       50.7       48.0       91.8       90.4:       8.2        9.6
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  :       250:        74         79         75         83         85        198        201:
Old  :       250:        74         79         75         83         85        198        201:
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  :                 12.8       17.4       21.7       27.7       11.2       14.0       18.3       21.8
Old  :                 12.8       17.4       21.7       27.7       11.2       14.0       18.3       21.8
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, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   181,118:    44,473     42,135     38,543     86,013     92,052    169,029    172,730:    12,089      8,388
Old  :   165,108:    43,088     41,902     34,195     76,698     80,835    153,981    156,932:    11,127      8,177
Other:    16,010:     2,500      1,348      3,233      9,315     11,217     15,048     15,799:       962        211
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :      -457:      -810      1,695       -870        308     -1,075     -1,371       -250:       914       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       23.3       21.3       47.5       50.8       93.3       95.4:       6.7        4.6
Old  :     100.0:      26.1       25.4       20.7       46.5       49.0       93.3       95.0:       6.7        5.0
Other:     100.0:      15.6        8.4       20.2       58.2       70.1       94.0       98.7:       6.0        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:       134         98        105        128        108        310        267:
Old  :       373:       131        101        101        126        105        307        260:
Other:       125:        22         17         19         64         54         95         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       13.2       21.9       22.0       11.4       11.2       20.2       19.3
Old  :                 13.4       13.8       23.8       22.9       12.4       11.9       22.0       20.6
Other:                 27.5       30.1       43.7       48.5       20.3       27.7       33.7       40.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    51,090:    32,730     28,709      2,421      6,998     18,559     42,150     49,689:     8,940      1,401
Old  :    51,090:    32,730     28,709      2,421      6,998     18,559     42,150     49,689:     8,940      1,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :     7,155:     4,866      4,419        314        453      3,078      5,633      7,812:     1,522       -657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.1       56.2        4.7       13.7       36.3       82.5       97.3:      17.5        2.7
Old  :     100.0:      64.1       56.2        4.7       13.7       36.3       82.5       97.3:      17.5        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:       102         29         12         18          6        128         39:
Old  :       151:       102         29         12         18          6        128         39:
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  :                 34.0       46.1       41.9       73.7       32.6       46.1       40.4       72.1
Old  :                 34.0       46.1       41.9       73.7       32.6       46.1       40.4       72.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   295,312:    44,754     37,722      7,372    221,270    233,951    273,396    279,046:    21,916     16,266
Old  :   295,312:    44,754     37,722      7,372    221,270    233,951    273,396    279,046:    21,916     16,266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :       521:       218        441        188       -122       -910        283       -282:       238        803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       12.8        2.5       74.9       79.2       92.6       94.5:       7.4        5.5
Old  :     100.0:      15.2       12.8        2.5       74.9       79.2       92.6       94.5:       7.4        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        50         36         13        101         94        156        138:
Old  :       245:        50         36         13        101         94        156        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       32.7       33.3       44.7       21.9       32.7       32.2       44.6
Old  :                 22.4       32.7       33.3       44.7       21.9       32.7       32.2       44.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 24, 2014