COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 26, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   188,719:    82,081     46,138     19,279     71,589    112,702    172,949    178,119:    15,770     10,600
Old  :    99,464:    58,838     47,844      2,793     28,435     41,745     90,066     92,382:     9,398      7,082
Other:    89,255:    37,566     12,617      2,163     43,154     70,957     82,883     85,737:     6,372      3,518
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :     1,100:    -5,080      8,008      4,312      2,796    -10,363      2,028      1,957:      -928       -857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       24.4       10.2       37.9       59.7       91.6       94.4:       8.4        5.6
Old  :     100.0:      59.2       48.1        2.8       28.6       42.0       90.6       92.9:       9.4        7.1
Other:     100.0:      42.1       14.1        2.4       48.3       79.5       92.9       96.1:       7.1        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:       101         76         62         49         57        180        174:
Old  :       235:        85         80         18         36         41        128        132:
Other:       178:        66         34         15         42         54        117         98:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       26.3       24.6       36.9       14.5       25.6       24.6       34.8
Old  :                 17.1       27.9       31.4       41.7       17.1       27.4       30.7       41.3
Other:                 19.8       34.8       31.5       53.8       19.7       33.3       31.5       51.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 26, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    14,838:     1,944      7,066        302     10,787      5,626     13,033     12,994:     1,805      1,844
Old  :    14,483:     1,942      7,071        297     10,537      5,330     12,776     12,698:     1,707      1,785
Other:       355:         7          0          0        250        296        257        296:        98         59
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :      -495:         0          2       -190       -358       -173       -548       -361:        53       -134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       47.6        2.0       72.7       37.9       87.8       87.6:      12.2       12.4
Old  :     100.0:      13.4       48.8        2.1       72.8       36.8       88.2       87.7:      11.8       12.3
Other:     100.0:       2.0        0.0        0.0       70.4       83.4       72.4       83.4:      27.6       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        19         29          8         28          9         52         41:
Old  :        79:        19         29          8         27          9         51         41:
Other:        10:         2          0          0          7          4          9          4:
     :----------------------------------------------------------------------------------------------------
     :             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       31.5       48.3       48.9       29.6       28.8       48.2       42.4
Old  :                 30.3       31.8       48.6       48.0       30.3       29.6       48.5       42.8
Other:                 63.1       83.4       71.8       83.4       56.9       71.5       60.6       71.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 26, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   221,934:    88,871     29,749     23,493     94,003    161,406    206,367    214,648:    15,567      7,286
Old  :   136,149:    73,039     24,615     13,740     36,422     91,814    123,201    130,169:    12,948      5,980
Other:    85,785:    22,523     11,825      3,062     57,581     69,592     83,166     84,479:     2,619      1,306
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :     7,075:     5,103       -879      1,975     -1,404      5,685      5,674      6,781:     1,401        294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       13.4       10.6       42.4       72.7       93.0       96.7:       7.0        3.3
Old  :     100.0:      53.6       18.1       10.1       26.8       67.4       90.5       95.6:       9.5        4.4
Other:     100.0:      26.3       13.8        3.6       67.1       81.1       96.9       98.5:       3.1        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:       101         42         46         51         54        182        122:
Old  :       214:        96         48         38         38         48        157        114:
Other:       117:        46          9         15         45         35         96         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  :                 18.1       39.5       27.3       51.8       17.1       32.6       25.5       44.9
Old  :                 14.9       32.8       25.4       44.3       14.7       31.8       24.4       42.3
Other:                 36.8       55.2       50.0       74.0       33.2       48.9       45.6       65.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 26, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   891,727:   255,744    224,454     97,154    458,647    493,418    811,545    815,026:    80,182     76,701
Old  :   891,727:   255,744    224,454     97,154    458,647    493,418    811,545    815,026:    80,182     76,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :    26,628:    10,174     34,381      6,178      6,750    -21,902     23,102     18,657:     3,526      7,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       25.2       10.9       51.4       55.3       91.0       91.4:       9.0        8.6
Old  :     100.0:      28.7       25.2       10.9       51.4       55.3       91.0       91.4:       9.0        8.6
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  :       240:        76         67         72         75         67        191        175:
Old  :       240:        76         67         72         75         67        191        175:
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  :                 11.9       18.8       21.2       31.6       11.2       13.5       20.0       21.6
Old  :                 11.9       18.8       21.2       31.6       11.2       13.5       20.0       21.6
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 - Futures Only, May 26, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   195,178:    44,016     56,830     34,454    106,006     94,911    184,476    186,195:    10,702      8,983
Old  :   132,257:    47,375     57,943     16,370     60,369     50,241    124,114    124,554:     8,143      7,703
Other:    62,921:    10,196     12,442      4,529     45,637     44,670     60,362     61,641:     2,559      1,280
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :    10,704:       293     14,010      3,377      6,339     -7,421     10,009      9,966:       695        738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       29.1       17.7       54.3       48.6       94.5       95.4:       5.5        4.6
Old  :     100.0:      35.8       43.8       12.4       45.6       38.0       93.8       94.2:       6.2        5.8
Other:     100.0:      16.2       19.8        7.2       72.5       71.0       95.9       98.0:       4.1        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       392:       110        113        111        127        108        307        286:
Old  :       378:       116        112         68        113         90        268        236:
Other:       227:        50         46         33        105         71        176        136:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.4       13.5       21.9       23.7       10.6       12.1       18.9       21.9
Old  :                 15.7       15.8       27.1       28.4       13.8       14.6       24.6       25.6
Other:                 17.0       25.9       29.8       41.9       16.3       23.6       25.8       34.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 26, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   103,211:    69,694     17,398      2,916     14,503     80,403     87,113    100,717:    16,098      2,494
Old  :   103,211:    69,694     17,398      2,916     14,503     80,403     87,113    100,717:    16,098      2,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :     5,161:     5,319      6,506       -600     -1,302      2,002      3,417      7,908:     1,744     -2,747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.5       16.9        2.8       14.1       77.9       84.4       97.6:      15.6        2.4
Old  :     100.0:      67.5       16.9        2.8       14.1       77.9       84.4       97.6:      15.6        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  :       202:       157         24         15         14          8        178         42:
Old  :       202:       157         24         15         14          8        178         42:
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  :                 29.2       79.4       40.8       88.1       28.8       79.1       40.4       86.2
Old  :                 29.2       79.4       40.8       88.1       28.8       79.1       40.4       86.2
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 - Futures Only, May 26, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   363,965:    39,891     72,533      5,131    298,586    270,640    343,608    348,304:    20,357     15,661
Old  :   363,965:    39,891     72,533      5,131    298,586    270,640    343,608    348,304:    20,357     15,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :    16,532:       684      5,249       -433     15,079     10,884     15,330     15,700:     1,202        832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       19.9        1.4       82.0       74.4       94.4       95.7:       5.6        4.3
Old  :     100.0:      11.0       19.9        1.4       82.0       74.4       94.4       95.7:       5.6        4.3
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:        41         53          9        103        103        148        161:
Old  :       267:        41         53          9        103        103        148        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  :                 35.7       36.1       46.8       45.6       33.5       36.1       44.3       45.2
Old  :                 35.7       36.1       46.8       45.6       33.5       36.1       44.3       45.2
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 - Futures Only, May 26, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   153,599:    39,658     12,223      2,960    103,195    135,368    145,813    150,551:     7,786      3,048
Old  :   153,599:    39,658     12,223      2,960    103,195    135,368    145,813    150,551:     7,786      3,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :    -1,637:      -370       -201       -734       -612       -945     -1,716     -1,880:        79        243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        8.0        1.9       67.2       88.1       94.9       98.0:       5.1        2.0
Old  :     100.0:      25.8        8.0        1.9       67.2       88.1       94.9       98.0:       5.1        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  :       108:        22          5          3         54         49         76         57:
Old  :       108:        22          5          3         54         49         76         57:
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  :                 41.8       40.9       56.2       67.5       39.8       40.9       53.9       67.3
Old  :                 41.8       40.9       56.2       67.5       39.8       40.9       53.9       67.3
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 - Futures Only, May 26, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   383,234:   106,939     56,352     11,814    245,562    309,790    364,315    377,956:    18,919      5,278
Old  :   383,234:   106,939     56,352     11,814    245,562    309,790    364,315    377,956:    18,919      5,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :    -1,315:      -535       -163       -752       -161      1,640     -1,448        725:       133     -2,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       14.7        3.1       64.1       80.8       95.1       98.6:       4.9        1.4
Old  :     100.0:      27.9       14.7        3.1       64.1       80.8       95.1       98.6:       4.9        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  :       231:        68         35         19         92         70        170        114:
Old  :       231:        68         35         19         92         70        170        114:
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  :                 26.3       32.6       41.0       48.5       21.5       31.9       33.5       45.6
Old  :                 26.3       32.6       41.0       48.5       21.5       31.9       33.5       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 29, 2015