COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      184,204
COMMITMENTS
  75,430   42,261   20,655   72,878  110,596  168,963  173,512   15,241   10,692

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      2,563)
  -6,049   -9,950    5,297    1,547   10,388      795    5,735    1,768   -3,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     22.9     11.2     39.6     60.0     91.7     94.2      8.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
     100       76       67       55       54      188      171
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       16,531
COMMITMENTS
   2,130    7,124      632   12,040    6,868   14,802   14,624    1,729    1,907

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        815)
    -228     -458      330      854    1,438      956    1,310     -141     -495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     43.1      3.8     72.8     41.5     89.5     88.5     10.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      26       24        9       31       11       58       43
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      209,278
COMMITMENTS
  65,616   28,987   25,826  106,629  145,559  198,071  200,372   11,207    8,906

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        774)
  -7,095    6,687    2,196    6,088   -5,928    1,189    2,955     -415   -2,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     13.9     12.3     51.0     69.6     94.6     95.7      5.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      84       40       59       55       53      163      135
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      883,334
COMMITMENTS
 252,243  262,859   96,971  460,387  441,432  809,601  801,262   73,733   82,072

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     18,410)
    -722    9,317   16,191    4,195   -9,504   19,664   16,004   -1,254    2,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     29.8     11.0     52.1     50.0     91.7     90.7      8.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      73       74       67       76       67      191      171
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      198,350
COMMITMENTS
  48,473   50,668   36,468  106,479  105,119  191,420  192,255    6,930    6,095

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      2,049)
  -1,641      838    3,203    1,478   -1,078    3,040    2,963     -991     -914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     25.5     18.4     53.7     53.0     96.5     96.9      3.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     107       93      101      126      107      286      267
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:      116,148
COMMITMENTS
  83,434   12,207    2,036    9,600   98,174   95,070  112,417   21,078    3,731

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:    -16,400)
 -13,120   -4,621      243   -1,483  -13,727  -14,360  -18,105   -2,040    1,705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.8     10.5      1.8      8.3     84.5     81.9     96.8     18.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
     179       13       13       12        9      195       32
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      312,445
COMMITMENTS
  45,998   59,250    3,781  241,921  234,584  291,700  297,615   20,745   14,830

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:    -47,648)
   2,253  -10,796      299  -46,788  -35,196  -44,236  -45,693   -3,412   -1,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     19.0      1.2     77.4     75.1     93.4     95.3      6.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      45       43        7      102       99      150      146
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      144,299
COMMITMENTS
  38,131   12,022    3,739   95,862  125,355  137,732  141,116    6,567    3,183

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     -8,515)
     475      601     -137   -7,168   -8,227   -6,830   -7,763   -1,685     -752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      8.3      2.6     66.4     86.9     95.4     97.8      4.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      22        4        3       53       46       75       53
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      372,446
COMMITMENTS
  98,910   67,088    9,519  249,706  290,984  358,135  367,591   14,311    4,855

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:    -40,194)
   2,349   -1,522   -4,822  -34,420  -34,101  -36,893  -40,445   -3,301      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     18.0      2.6     67.0     78.1     96.2     98.7      3.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      63       37       13       83       71      154      113



Updated March 27, 2015