COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 30, 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  :   181,083:    85,323     32,465      7,866     71,871    132,825    165,060    173,156:    16,023      7,927
Old  :        22:         0          0          0         22          3         22          3:         0         19
Other:   181,061:    85,323     32,465      7,866     71,849    132,822    165,038    173,153:    16,023      7,908
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    17,617:    16,376     -6,982       -864     -1,816     26,546     13,696     18,700:     3,921     -1,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.1       17.9        4.3       39.7       73.4       91.2       95.6:       8.8        4.4
Old  :     100.0:       0.0        0.0        0.0      100.0       13.6      100.0       13.6:       0.0       86.4
Other:     100.0:      47.1       17.9        4.3       39.7       73.4       91.2       95.6:       8.8        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:       118         60         44         48         62        183        153:
Old  :         3:         0          0          0          1          2          1          2:
Other:       265:       118         60         44         48         62        183        153:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       34.5       24.4       46.3       14.0       33.3       24.4       45.1
Old  :                100.0       13.6      100.0       13.6      100.0       13.6      100.0       13.6
Other:                 14.0       34.5       24.4       46.4       14.0       33.3       24.4       45.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 30, 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  :    12,562:     1,614      4,457        115      9,231      6,444     10,960     11,016:     1,602      1,546
Old  :    11,945:     1,623      4,457        101      8,782      5,926     10,506     10,484:     1,439      1,461
Other:       617:         5         14          0        449        518        454        532:       163         85
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    -1,203:         4       -459         -5       -824       -787       -825     -1,251:      -378         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       35.5        0.9       73.5       51.3       87.2       87.7:      12.8       12.3
Old  :     100.0:      13.6       37.3        0.8       73.5       49.6       88.0       87.8:      12.0       12.2
Other:     100.0:       0.8        2.3        0.0       72.8       84.0       73.6       86.2:      26.4       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        15         20          4         28          8         43         32:
Old  :        65:        15         20          2         26          8         41         30:
Other:        13:         1          2          0          8          5          9          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.2       46.8       48.9       65.6       28.2       46.4       48.8       60.7
Old  :                 29.6       47.6       49.2       64.7       29.6       47.6       49.2       61.3
Other:                 63.5       83.3       72.9       86.2       61.6       77.5       65.8       78.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 30, 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  :   219,185:    97,996     27,933     20,128     85,190    165,970    203,314    214,031:    15,871      5,154
Old  :   110,617:    74,156     29,802      1,322     23,573     75,393     99,051    106,517:    11,566      4,100
Other:   108,568:    38,758     13,049      3,888     61,617     90,577    104,263    107,514:     4,305      1,054
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     3,972:      -171     -2,850      3,333        303      3,361      3,465      3,844:       507        128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7       12.7        9.2       38.9       75.7       92.8       97.6:       7.2        2.4
Old  :     100.0:      67.0       26.9        1.2       21.3       68.2       89.5       96.3:      10.5        3.7
Other:     100.0:      35.7       12.0        3.6       56.8       83.4       96.0       99.0:       4.0        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:       126         29         50         51         51        197        119:
Old  :       222:       105         50         12         34         43        143        101:
Other:       147:        67         17         19         45         37        121         65:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       43.5       25.9       56.0       15.9       39.8       25.2       51.9
Old  :                 17.8       36.6       30.8       49.7       17.7       36.6       30.8       49.1
Other:                 27.1       52.4       40.3       69.2       25.6       45.7       37.2       61.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 30, 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  :   838,247:   239,238    233,461     94,855    432,116    440,652    766,209    768,968:    72,038     69,279
Old  :   838,247:   239,238    233,461     94,855    432,116    440,652    766,209    768,968:    72,038     69,279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :   -27,517:    -8,819    -36,948      3,946    -14,459     14,112    -19,332    -18,890:    -8,185     -8,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       27.9       11.3       51.5       52.6       91.4       91.7:       8.6        8.3
Old  :     100.0:      28.5       27.9       11.3       51.5       52.6       91.4       91.7:       8.6        8.3
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  :       255:        82         73         65         79         72        198        180:
Old  :       255:        82         73         65         79         72        198        180:
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  :                 13.7       16.6       24.1       28.9       12.6       13.2       22.1       22.1
Old  :                 13.7       16.6       24.1       28.9       12.6       13.2       22.1       22.1
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 - Futures Only, June 30, 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  :   174,382:    40,846     47,123     26,455     96,655     91,934    163,956    165,512:    10,426      8,870
Old  :    97,551:    44,819     43,582      6,815     39,319     41,140     90,953     91,537:     6,598      6,014
Other:    76,831:     9,956     17,470      5,711     57,336     50,794     73,003     73,975:     3,828      2,856
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    -6,970:    -1,764     -3,896      1,009     -6,554     -5,083     -7,309     -7,970:       339      1,000
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       27.0       15.2       55.4       52.7       94.0       94.9:       6.0        5.1
Old  :     100.0:      45.9       44.7        7.0       40.3       42.2       93.2       93.8:       6.8        6.2
Other:     100.0:      13.0       22.7        7.4       74.6       66.1       95.0       96.3:       5.0        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       101        101         89        127        108        284        258:
Old  :       346:       109         90         17         86         81        200        183:
Other:       258:        55         62         37        110         84        190        163:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       15.0       22.6       27.2       11.3       13.1       19.4       23.4
Old  :                 16.2       22.3       28.9       33.3       15.3       18.0       26.1       27.9
Other:                 19.4       22.0       31.7       34.4       16.8       20.2       26.5       30.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 30, 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  :    83,260:    59,112      7,716      2,515      8,158     71,228     69,785     81,459:    13,475      1,801
Old  :    83,260:    59,112      7,716      2,515      8,158     71,228     69,785     81,459:    13,475      1,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    -2,672:    -4,584     -3,635        680        697        214     -3,207     -2,741:       535         69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.0        9.3        3.0        9.8       85.5       83.8       97.8:      16.2        2.2
Old  :     100.0:      71.0        9.3        3.0        9.8       85.5       83.8       97.8:      16.2        2.2
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  :       193:       155         20          9         14          6        173         32:
Old  :       193:       155         20          9         14          6        173         32:
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  :                 33.2       85.1       43.0       92.0       32.7       85.1       42.1       90.9
Old  :                 33.2       85.1       43.0       92.0       32.7       85.1       42.1       90.9
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 - Futures Only, June 30, 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  :   355,541:    58,609     52,964      4,821    270,113    284,768    333,543    342,553:    21,998     12,988
Old  :   355,541:    58,609     52,964      4,821    270,113    284,768    333,543    342,553:    21,998     12,988
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     7,804:       973      5,503        520      6,075      4,128      7,568     10,151:       236     -2,347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       14.9        1.4       76.0       80.1       93.8       96.3:       6.2        3.7
Old  :     100.0:      16.5       14.9        1.4       76.0       80.1       93.8       96.3:       6.2        3.7
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  :       268:        49         48          8        104         99        157        151:
Old  :       268:        49         48          8        104         99        157        151:
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  :                 36.8       39.4       46.2       48.7       34.7       39.4       43.8       48.5
Old  :                 36.8       39.4       46.2       48.7       34.7       39.4       43.8       48.5
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, June 30, 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  :   148,332:    40,462      3,677      3,609     97,543    137,434    141,614    144,720:     6,718      3,612
Old  :   148,332:    40,462      3,677      3,609     97,543    137,434    141,614    144,720:     6,718      3,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     1,921:       890     -2,244        585        110      3,757      1,585      2,098:       336       -177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        2.5        2.4       65.8       92.7       95.5       97.6:       4.5        2.4
Old  :     100.0:      27.3        2.5        2.4       65.8       92.7       95.5       97.6:       4.5        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  :       111:        26          5          2         54         50         80         57:
Old  :       111:        26          5          2         54         50         80         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  :                 38.3       50.0       53.2       68.7       35.9       50.0       50.5       68.6
Old  :                 38.3       50.0       53.2       68.7       35.9       50.0       50.5       68.6
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, June 30, 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  :   377,381:   103,569     50,636     16,104    238,817    302,398    358,490    369,138:    18,891      8,243
Old  :   377,381:   103,569     50,636     16,104    238,817    302,398    358,490    369,138:    18,891      8,243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     3,914:    -3,083     -5,543      2,132      4,863      7,421      3,912      4,010:         2        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       13.4        4.3       63.3       80.1       95.0       97.8:       5.0        2.2
Old  :     100.0:      27.4       13.4        4.3       63.3       80.1       95.0       97.8:       5.0        2.2
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  :       234:        64         40         16         88         80        161        127:
Old  :       234:        64         40         16         88         80        161        127:
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  :                 27.9       25.8       42.8       41.9       19.4       24.0       31.5       37.6
Old  :                 27.9       25.8       42.8       41.9       19.4       24.0       31.5       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 6, 2015