COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      183,230
COMMITMENTS
  83,707   37,130   10,530   72,388  125,912  166,625  173,572   16,605    9,658

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      2,695)
   7,709   -4,052   -3,360   -2,591   11,442    1,758    4,030      937   -1,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7     20.3      5.7     39.5     68.7     90.9     94.7      9.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
     115       65       59       52       60      195      163
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       14,472
COMMITMENTS
   2,619    4,609      207    9,419    7,203   12,245   12,019    2,227    2,453

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      2,219)
       1    2,278      -30    2,096     -372    2,067    1,876      152      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     31.8      1.4     65.1     49.8     84.6     83.1     15.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      27       22        7       26       10       53       39
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      200,520
COMMITMENTS
  75,094   17,962   23,835   90,048  152,394  188,977  194,191   11,543    6,329

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     14,700)
  13,349    2,985   -2,863    2,060   15,839   12,546   15,961    2,154   -1,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      9.0     11.9     44.9     76.0     94.2     96.8      5.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      85       43       52       50       53      165      125
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      836,197
COMMITMENTS
 241,545  208,243   76,894  441,265  479,199  759,704  764,336   76,493   71,861

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:    -21,145)
   2,309   23,373   -4,676  -17,998  -40,550  -20,365  -21,853     -780      708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     24.9      9.2     52.8     57.3     90.9     91.4      9.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      65       67       57       75       66      176      161
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      173,849
COMMITMENTS
  46,923   33,542   24,641   95,265  108,783  166,829  166,966    7,020    6,883

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      3,626)
  -1,729    6,377      405    6,570   -2,369    5,246    4,413   -1,620     -787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     19.3     14.2     54.8     62.6     96.0     96.0      4.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      99       83       77      128      111      267      245
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:      118,929
COMMITMENTS
  81,571   13,414    3,170   12,992  100,864   97,733  117,448   21,196    1,481

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      3,299)
   4,892    2,797     -609       57    1,547    4,340    3,735   -1,041     -436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.6     11.3      2.7     10.9     84.8     82.2     98.8     17.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
     183       17       14       13        9      206       31
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      338,939
COMMITMENTS
  35,437   65,554    5,056  277,694  253,391  318,187  324,001   20,752   14,938

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     -2,778)
      38    1,154     -804   -2,687   -4,624   -3,453   -4,274      675    1,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     19.3      1.5     81.9     74.8     93.9     95.6      6.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      43       44        8      101      103      149      150
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      146,783
COMMITMENTS
  38,322   14,617    4,167   98,211  125,131  140,700  143,915    6,083    2,868

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      7,777)
   4,961      658      977    1,850    7,180    7,788    8,815      -11   -1,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     10.0      2.8     66.9     85.2     95.9     98.0      4.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      23        6        3       56       48       79       57
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      356,789
COMMITMENTS
  96,369   51,096   10,014  234,821  291,577  341,204  352,687   15,585    4,102

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     -2,090)
  -7,655   -5,520   -1,722    6,663    3,898   -2,714   -3,344      624    1,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     14.3      2.8     65.8     81.7     95.6     98.9      4.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      63       35       13       92       65      161      107



Updated February 27, 2015