COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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  :   223,102:    72,623     25,447     41,158     95,374    143,892    209,156    210,497:    13,946     12,606
Old  :   218,245:    72,550     25,440     40,757     91,375    139,537    204,682    205,735:    13,563     12,511
Other:     4,857:       105         38        370      3,999      4,354      4,474      4,762:       383         95
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :    -4,484:    -9,878      2,435      1,916      3,379    -10,475     -4,583     -6,123:        99      1,639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       11.4       18.4       42.7       64.5       93.7       94.3:       6.3        5.7
Old  :     100.0:      33.2       11.7       18.7       41.9       63.9       93.8       94.3:       6.2        5.7
Other:     100.0:       2.2        0.8        7.6       82.3       89.6       92.1       98.0:       7.9        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:       119         62         83         65         74        216        191:
Old  :       272:       121         62         83         63         74        214        191:
Other:        45:         2          7          6         20         20         27         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       25.8       22.4       36.5       12.9       22.0       21.4       32.4
Old  :                 13.4       26.1       22.4       36.4       12.8       22.6       21.4       32.5
Other:                 61.3       59.0       76.0       84.4       57.3       59.0       67.1       74.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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  :    14,444:     2,640      2,416      1,319      8,797      9,740     12,756     13,475:     1,688        969
Old  :    11,423:     2,705      2,309        750      6,593      7,458     10,048     10,517:     1,375        906
Other:     3,021:        69        242        435      2,204      2,281      2,708      2,958:       313         63
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :        85:       361       -209        262       -336        407        286        460:      -201       -375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       16.7        9.1       60.9       67.4       88.3       93.3:      11.7        6.7
Old  :     100.0:      23.7       20.2        6.6       57.7       65.3       88.0       92.1:      12.0        7.9
Other:     100.0:       2.3        8.0       14.4       73.0       75.5       89.6       97.9:      10.4        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        25         15         10         22          9         50         31:
Old  :        65:        22         17          9         22          9         50         29:
Other:        32:         8          5          8         14          7         23         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.3       54.8       46.0       72.8       28.3       50.4       46.0       67.0
Old  :                 29.9       53.4       46.9       72.9       29.9       51.9       46.9       70.1
Other:                 47.4       68.8       68.8       86.5       41.9       58.3       51.6       67.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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  :   223,284:    63,447     22,273     50,036     98,829    144,987    212,312    217,296:    10,972      5,988
Old  :   216,049:    63,335     19,193     49,801     92,087    141,272    205,223    210,266:    10,826      5,783
Other:     7,235:       311      3,279         36      6,742      3,715      7,089      7,030:       146        205
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :     5,815:     2,362       -399      1,824      1,743      3,926      5,929      5,351:      -115        464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       10.0       22.4       44.3       64.9       95.1       97.3:       4.9        2.7
Old  :     100.0:      29.3        8.9       23.1       42.6       65.4       95.0       97.3:       5.0        2.7
Other:     100.0:       4.3       45.3        0.5       93.2       51.3       98.0       97.2:       2.0        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        91         55         70         54         51        185        143:
Old  :       220:        92         57         70         52         51        183        143:
Other:        34:         5          3          2         15         15         21         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       31.1       27.9       42.6       15.3       22.3       22.5       31.8
Old  :                 17.2       29.4       26.7       41.2       13.7       20.8       21.1       30.1
Other:                 82.0       86.4       90.3       94.2       80.9       86.4       89.1       94.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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  : 1,039,532:   225,082    210,178    224,732    518,214    534,078    968,028    968,988:    71,504     70,544
Old  : 1,039,532:   225,082    210,178    224,732    518,214    534,078    968,028    968,988:    71,504     70,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :   -12,855:    -2,592    -33,042     -7,731     -2,589     30,186    -12,912    -10,588:        56     -2,268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       20.2       21.6       49.9       51.4       93.1       93.2:       6.9        6.8
Old  :     100.0:      21.7       20.2       21.6       49.9       51.4       93.1       93.2:       6.9        6.8
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  :       261:        74         83         90         91         82        219        209:
Old  :       261:        74         83         90         91         82        219        209:
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  :                 11.4       16.0       20.1       26.2        9.4       11.4       16.4       18.9
Old  :                 11.4       16.0       20.1       26.2        9.4       11.4       16.4       18.9
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, September 01, 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  :   206,946:    37,101     53,375     49,087    107,255     93,217    193,444    195,679:    13,502     11,267
Old  :   195,496:    37,547     55,309     44,364    101,082     85,055    182,993    184,728:    12,502     10,767
Other:    11,451:     3,404      1,915        874      6,173      8,162     10,451     10,951:     1,000        500
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :     7,182:       464      5,318      1,121      3,259     -1,584      4,844      4,855:     2,339      2,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       25.8       23.7       51.8       45.0       93.5       94.6:       6.5        5.4
Old  :     100.0:      19.2       28.3       22.7       51.7       43.5       93.6       94.5:       6.4        5.5
Other:     100.0:      29.7       16.7        7.6       53.9       71.3       91.3       95.6:       8.7        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:       117        107        116        135        114        308        298:
Old  :       390:       115        113        111        134        112        304        294:
Other:        95:        16         10          9         51         36         68         54:
     :----------------------------------------------------------------------------------------------------
     :             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       15.5       20.3       25.2        9.1       10.5       15.5       18.4
Old  :                 12.4       15.8       21.0       25.4        9.6       10.5       16.5       18.9
Other:                 41.7       40.0       52.8       60.1       41.0       39.7       49.3       56.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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  :   100,629:    60,618      9,521      5,079     18,786     76,192     84,484     90,792:    16,145      9,836
Old  :   100,629:    60,618      9,521      5,079     18,786     76,192     84,484     90,792:    16,145      9,836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :      -718:    -6,661     -5,670      1,120     -1,606     -3,131     -7,147     -7,681:     6,429      6,962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.2        9.5        5.0       18.7       75.7       84.0       90.2:      16.0        9.8
Old  :     100.0:      60.2        9.5        5.0       18.7       75.7       84.0       90.2:      16.0        9.8
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  :       142:       100         25         20         10          7        120         46:
Old  :       142:       100         25         20         10          7        120         46:
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  :                 38.9       75.9       50.8       81.8       35.8       72.1       46.1       75.8
Old  :                 38.9       75.9       50.8       81.8       35.8       72.1       46.1       75.8
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, September 01, 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  :   385,833:    32,241     74,123      3,453    335,529    289,247    371,223    366,823:    14,610     19,010
Old  :   385,833:    32,241     74,123      3,453    335,529    289,247    371,223    366,823:    14,610     19,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :     1,324:    -1,746     -1,361       -692      6,904      2,980      4,466        928:    -3,142        396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       19.2        0.9       87.0       75.0       96.2       95.1:       3.8        4.9
Old  :     100.0:       8.4       19.2        0.9       87.0       75.0       96.2       95.1:       3.8        4.9
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  :       269:        31         63         12        104        112        143        179:
Old  :       269:        31         63         12        104        112        143        179:
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  :                 40.8       34.3       54.1       43.3       39.3       34.3       51.3       43.3
Old  :                 40.8       34.3       54.1       43.3       39.3       34.3       51.3       43.3
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, September 01, 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  :   158,765:    41,788      3,625      5,348    104,419    145,844    151,555    154,817:     7,210      3,948
Old  :   158,765:    41,788      3,625      5,348    104,419    145,844    151,555    154,817:     7,210      3,948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :       923:     3,987        147        559     -4,377       -142        169        564:       754        359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        2.3        3.4       65.8       91.9       95.5       97.5:       4.5        2.5
Old  :     100.0:      26.3        2.3        3.4       65.8       91.9       95.5       97.5:       4.5        2.5
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  :       109:        19          8          3         52         50         71         61:
Old  :       109:        19          8          3         52         50         71         61:
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  :                 37.5       45.7       53.4       66.0       34.2       45.7       50.0       65.8
Old  :                 37.5       45.7       53.4       66.0       34.2       45.7       50.0       65.8
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, September 01, 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  :   461,827:   123,335     88,461      7,400    314,564    350,500    445,299    446,361:    16,528     15,466
Old  :   461,827:   123,335     88,461      7,400    314,564    350,500    445,299    446,361:    16,528     15,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :    16,457:    -1,170     -2,026     -3,045     14,350     18,229     10,135     13,158:     6,322      3,299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       19.2        1.6       68.1       75.9       96.4       96.7:       3.6        3.3
Old  :     100.0:      26.7       19.2        1.6       68.1       75.9       96.4       96.7:       3.6        3.3
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  :       257:        62         52         16         95         88        166        147:
Old  :       257:        62         52         16         95         88        166        147:
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  :                 26.1       22.3       41.0       36.0       18.8       20.4       32.0       31.1
Old  :                 26.1       22.3       41.0       36.0       18.8       20.4       32.0       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 4, 2015