COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   226,224:    84,733     27,623     35,005     89,161    154,431    208,900    217,059:    17,325      9,165
Old  :        22:         0          0          0         22          3         22          3:         0         19
Other:   226,202:    84,733     27,623     35,005     89,139    154,428    208,878    217,056:    17,325      9,146
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    28,903:    17,463     -9,738      6,494        816     32,899     24,773     29,655:     4,130       -752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5       12.2       15.5       39.4       68.3       92.3       95.9:       7.7        4.1
Old  :     100.0:       0.0        0.0        0.0      100.0       13.6      100.0       13.6:       0.0       86.4
Other:     100.0:      37.5       12.2       15.5       39.4       68.3       92.3       96.0:       7.7        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:       122         60         64         64         73        215        172:
Old  :         3:         0          0          0          1          2          1          2:
Other:       275:       122         60         64         64         73        215        172:
     :----------------------------------------------------------------------------------------------------
     :             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       29.8       21.2       40.1       11.4       25.9       19.9       35.5
Old  :                100.0       13.6      100.0       13.6      100.0       13.6      100.0       13.6
Other:                 11.9       29.8       21.2       40.1       11.4       25.9       19.9       35.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    14,138:     1,517      4,461        991      9,859      7,009     12,367     12,461:     1,771      1,677
Old  :    13,480:     1,520      4,460        963      9,389      6,471     11,871     11,894:     1,608      1,585
Other:       658:         1          5         24        470        538        495        567:       163         92
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    -1,306:      -118       -431        -22       -787       -896       -926     -1,349:      -380         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       31.6        7.0       69.7       49.6       87.5       88.1:      12.5       11.9
Old  :     100.0:      11.3       33.1        7.1       69.7       48.0       88.1       88.2:      11.9       11.8
Other:     100.0:       0.1        0.7        3.7       71.4       81.7       75.2       86.1:      24.8       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        14         23          7         29         12         46         39:
Old  :        67:        15         22          7         29         12         46         39:
Other:        13:         1          2          3          8          5         11          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.1       44.6       44.6       62.2       25.1       43.7       44.6       56.5
Old  :                 26.2       45.2       44.6       61.2       26.2       44.6       44.5       56.8
Other:                 62.8       81.1       73.2       86.1       61.0       74.5       64.3       75.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   268,390:    94,923     28,566     53,044    104,163    181,156    252,129    262,765:    16,261      5,624
Old  :   134,188:    71,905     28,794     19,582     30,883     81,323    122,370    129,699:    11,818      4,489
Other:   134,202:    35,128     11,883     21,351     73,280     99,833    129,759    133,066:     4,442      1,135
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     8,654:       203     -3,055      6,429      1,511      5,074      8,144      8,448:       510        205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       10.6       19.8       38.8       67.5       93.9       97.9:       6.1        2.1
Old  :     100.0:      53.6       21.5       14.6       23.0       60.6       91.2       96.7:       8.8        3.3
Other:     100.0:      26.2        8.9       15.9       54.6       74.4       96.7       99.2:       3.3        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:       126         34         66         53         51        205        134:
Old  :       228:       108         53         39         36         47        159        124:
Other:       150:        68         18         31         48         38        126         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       38.6       24.0       50.0       13.0       31.1       20.6       41.2
Old  :                 14.6       31.4       26.4       44.6       14.6       27.9       25.4       38.5
Other:                 23.6       46.1       35.6       60.4       20.7       36.2       30.1       49.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   993,461:   237,057    232,544    174,446    505,804    512,506    917,307    919,496:    76,154     73,964
Old  :   993,461:   237,057    232,544    174,446    505,804    512,506    917,307    919,496:    76,154     73,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :   -23,252:    -3,167    -34,927      3,135    -14,601     17,456    -14,633    -14,336:    -8,619     -8,916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       23.4       17.6       50.9       51.6       92.3       92.6:       7.7        7.4
Old  :     100.0:      23.9       23.4       17.6       50.9       51.6       92.3       92.6:       7.7        7.4
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  :       258:        80         79         78         86         83        214        197:
Old  :       258:        80         79         78         86         83        214        197:
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  :                 12.3       14.5       21.3       25.8       10.5       11.0       18.5       18.5
Old  :                 12.3       14.5       21.3       25.8       10.5       11.0       18.5       18.5
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, 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  :   198,989:    40,351     45,843     43,608    103,964    100,310    187,923    189,761:    11,066      9,229
Old  :   111,380:    44,009     42,327     17,164     43,196     45,643    104,370    105,134:     7,011      6,247
Other:    87,609:     9,894     17,068     12,892     60,768     54,667     83,553     84,627:     4,056      2,982
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    -4,620:    -1,736     -3,805      2,847     -5,963     -4,630     -4,852     -5,588:       232        968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       23.0       21.9       52.2       50.4       94.4       95.4:       5.6        4.6
Old  :     100.0:      39.5       38.0       15.4       38.8       41.0       93.7       94.4:       6.3        5.6
Other:     100.0:      11.3       19.5       14.7       69.4       62.4       95.4       96.6:       4.6        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       386:       117        101        119        136        123        315        297:
Old  :       367:       125         91         64        110        108        255        243:
Other:       271:        62         65         54        116         92        210        183:
     :----------------------------------------------------------------------------------------------------
     :             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       13.5       20.6       25.2        9.5       11.4       16.3       20.1
Old  :                 14.9       20.2       26.7       29.9       13.8       15.7       23.3       24.3
Other:                 17.6       20.6       30.1       33.4       13.8       17.6       22.5       26.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    83,543:    59,057      7,708      2,681      8,197     71,318     69,935     81,707:    13,608      1,836
Old  :    83,543:    59,057      7,708      2,681      8,197     71,318     69,935     81,707:    13,608      1,836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :    -2,645:    -4,614     -3,689        737        697        232     -3,180     -2,721:       535         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.7        9.2        3.2        9.8       85.4       83.7       97.8:      16.3        2.2
Old  :     100.0:      70.7        9.2        3.2        9.8       85.4       83.7       97.8:      16.3        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  :       195:       156         21         16         14          6        178         36:
Old  :       195:       156         21         16         14          6        178         36:
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  :                 33.1       84.9       42.8       91.8       32.6       84.8       42.0       90.6
Old  :                 33.1       84.9       42.8       91.8       32.6       84.8       42.0       90.6
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, 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  :   355,931:    58,598     52,988      4,960    270,291    284,828    333,848    342,776:    22,082     13,154
Old  :   355,931:    58,598     52,988      4,960    270,291    284,828    333,848    342,776:    22,082     13,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :     7,980:       962      5,522        582      6,164      4,161      7,709     10,265:       272     -2,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       14.9        1.4       75.9       80.0       93.8       96.3:       6.2        3.7
Old  :     100.0:      16.5       14.9        1.4       75.9       80.0       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:        48         49          9        105        101        158        154:
Old  :       268:        48         49          9        105        101        158        154:
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  :                 36.7       39.4       46.2       48.6       34.7       39.4       43.7       48.4
Old  :                 36.7       39.4       46.2       48.6       34.7       39.4       43.7       48.4
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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