COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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  :   233,798:    64,801     38,665     48,290    107,183    129,659    220,274    216,614:    13,524     17,185
Old  :   227,623:    64,764     38,663     47,659    102,000    124,260    214,423    210,582:    13,200     17,041
Other:     6,175:       135        100        533      5,183      5,399      5,851      6,032:       324        143
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    10,561:    -4,943     10,993      5,939      9,642     -9,602     10,637      7,329:       -76      3,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       16.5       20.7       45.8       55.5       94.2       92.6:       5.8        7.4
Old  :     100.0:      28.5       17.0       20.9       44.8       54.6       94.2       92.5:       5.8        7.5
Other:     100.0:       2.2        1.6        8.6       83.9       87.4       94.8       97.7:       5.2        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:       110         82         81         68         72        210        207:
Old  :       280:       112         81         81         65         72        207        207:
Other:        57:         6          7          8         23         25         34         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       22.4       22.7       31.6       12.1       16.2       19.8       24.9
Old  :                 13.3       22.5       22.7       31.2       12.2       16.8       20.2       24.9
Other:                 50.4       59.5       66.3       79.7       47.2       59.5       61.2       72.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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  :    14,594:     2,281      3,265      1,426      9,083      8,496     12,790     13,187:     1,804      1,407
Old  :    10,556:     2,403      3,220        706      6,065      5,384      9,174      9,310:     1,382      1,246
Other:     4,038:        77        245        521      3,018      3,111      3,617      3,878:       421        160
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       416:      -137        713         40        461       -750        364          3:        52        413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       22.4        9.8       62.2       58.2       87.6       90.4:      12.4        9.6
Old  :     100.0:      22.8       30.5        6.7       57.5       51.0       86.9       88.2:      13.1       11.8
Other:     100.0:       1.9        6.1       12.9       74.7       77.1       89.6       96.0:      10.4        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        22         20          9         26         10         52         35:
Old  :        69:        23         17          8         24         10         49         33:
Other:        36:         3         11          8         18          9         29         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.6       44.2       44.2       62.7       26.6       40.4       43.9       56.2
Old  :                 27.8       38.9       45.8       61.2       27.8       38.3       45.8       58.0
Other:                 44.2       66.7       66.1       84.0       44.0       57.0       56.2       65.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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  :   268,364:    75,228     23,589     67,939    110,918    170,107    254,085    261,635:    14,280      6,729
Old  :   250,258:    74,775     17,933     66,042     95,698    159,840    236,515    243,814:    13,743      6,443
Other:    18,107:     1,996      7,199        354     15,219     10,267     17,570     17,821:       537        286
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    25,095:     3,740      2,613      9,627     10,622     12,230     23,989     24,469:     1,106        625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        8.8       25.3       41.3       63.4       94.7       97.5:       5.3        2.5
Old  :     100.0:      29.9        7.2       26.4       38.2       63.9       94.5       97.4:       5.5        2.6
Other:     100.0:      11.0       39.8        2.0       84.1       56.7       97.0       98.4:       3.0        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:       103         58         72         58         51        205        147:
Old  :       238:       104         60         72         57         51        204        146:
Other:        46:         7         11          5         18         16         28         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       33.1       27.2       43.7       12.1       20.2       17.6       28.2
Old  :                 16.9       31.1       26.0       42.1       10.6       19.9       16.5       27.9
Other:                 76.5       69.9       89.6       83.5       74.9       65.5       83.3       78.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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  :   934,280:   209,951    166,779    161,199    493,831    536,577    864,981    864,555:    69,299     69,726
Old  :   934,280:   209,951    166,779    161,199    493,831    536,577    864,981    864,555:    69,299     69,726
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     3,167:    -4,043     14,594      8,065     12,503    -24,615     16,525     -1,957:   -13,358      5,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       17.9       17.3       52.9       57.4       92.6       92.5:       7.4        7.5
Old  :     100.0:      22.5       17.9       17.3       52.9       57.4       92.6       92.5:       7.4        7.5
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  :       234:        71         64         76         87         81        200        186:
Old  :       234:        71         64         76         87         81        200        186:
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  :                 11.8       21.5       20.8       31.4        9.7       17.4       17.2       25.6
Old  :                 11.8       21.5       20.8       31.4        9.7       17.4       17.2       25.6
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 22, 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  :   224,764:    38,719     63,362     51,824    120,822    100,043    211,366    215,229:    13,398      9,535
Old  :   211,635:    39,303     65,347     46,337    113,519     90,913    199,158    202,597:    12,477      9,038
Other:    13,130:     3,639      2,237      1,265      7,304      9,130     12,208     12,632:       922        498
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     8,427:       290      1,506      4,941      2,589      2,179      7,821      8,626:       607       -199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       28.2       23.1       53.8       44.5       94.0       95.8:       6.0        4.2
Old  :     100.0:      18.6       30.9       21.9       53.6       43.0       94.1       95.7:       5.9        4.3
Other:     100.0:      27.7       17.0        9.6       55.6       69.5       93.0       96.2:       7.0        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       414:       118        128        123        142        119        320        324:
Old  :       414:       117        133        118        140        117        316        319:
Other:       108:        18         14         13         59         38         80         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       13.4       20.6       23.1        9.0       10.5       15.7       18.3
Old  :                 12.7       13.8       21.6       23.7        9.5       10.6       16.9       19.0
Other:                 38.9       37.7       50.8       55.5       36.3       36.8       45.1       51.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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  :    68,614:    51,488     10,811      1,442      6,217     54,608     59,147     66,861:     9,467      1,753
Old  :    68,614:    51,488     10,811      1,442      6,217     54,608     59,147     66,861:     9,467      1,753
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     3,067:     1,636        593          2         59      2,225      1,697      2,821:     1,369        246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.0       15.8        2.1        9.1       79.6       86.2       97.4:      13.8        2.6
Old  :     100.0:      75.0       15.8        2.1        9.1       79.6       86.2       97.4:      13.8        2.6
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  :       152:       109         25         14         10          8        127         41:
Old  :       152:       109         25         14         10          8        127         41:
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  :                 36.1       80.4       47.0       88.4       35.4       80.4       46.3       88.1
Old  :                 36.1       80.4       47.0       88.4       35.4       80.4       46.3       88.1
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 22, 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  :   372,947:    42,758     70,613      4,840    310,098    280,420    357,696    355,873:    15,251     17,074
Old  :   372,947:    42,758     70,613      4,840    310,098    280,420    357,696    355,873:    15,251     17,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :   -44,146:     6,043       -558       -110    -36,538    -32,441    -30,605    -33,109:   -13,541    -11,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       18.9        1.3       83.1       75.2       95.9       95.4:       4.1        4.6
Old  :     100.0:      11.5       18.9        1.3       83.1       75.2       95.9       95.4:       4.1        4.6
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         68         12         96        108        135        180:
Old  :       269:        31         68         12         96        108        135        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  :                 41.1       34.9       53.2       44.5       38.4       34.9       49.6       43.3
Old  :                 41.1       34.9       53.2       44.5       38.4       34.9       49.6       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 22, 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  :   149,536:    44,212      8,678      2,879     95,624    133,937    142,715    145,494:     6,821      4,042
Old  :   149,536:    44,212      8,678      2,879     95,624    133,937    142,715    145,494:     6,821      4,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :   -15,433:     2,686      5,294     -7,785     -9,289    -12,000    -14,388    -14,491:    -1,045       -942
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        5.8        1.9       63.9       89.6       95.4       97.3:       4.6        2.7
Old  :     100.0:      29.6        5.8        1.9       63.9       89.6       95.4       97.3:       4.6        2.7
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  :       112:        18          8          3         54         52         72         63:
Old  :       112:        18          8          3         54         52         72         63:
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       45.2       53.5       61.9       37.0       45.0       51.5       61.8
Old  :                 38.9       45.2       53.5       61.9       37.0       45.0       51.5       61.8
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 22, 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  :   475,415:   122,165    103,634     10,072    330,271    348,166    462,508    461,872:    12,907     13,543
Old  :   475,415:   122,165    103,634     10,072    330,271    348,166    462,508    461,872:    12,907     13,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :   -48,071:    -2,181      7,856     -7,532    -32,343    -53,933    -42,056    -53,609:    -6,015      5,538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       21.8        2.1       69.5       73.2       97.3       97.2:       2.7        2.8
Old  :     100.0:      25.7       21.8        2.1       69.5       73.2       97.3       97.2:       2.7        2.8
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  :       252:        60         52         20         87         87        157        149:
Old  :       252:        60         52         20         87         87        157        149:
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  :                 28.1       18.6       42.8       31.4       21.0       16.9       32.1       25.8
Old  :                 28.1       18.6       42.8       31.4       21.0       16.9       32.1       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 25, 2015