COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :   226,064:    77,603     43,934     44,541     89,169    122,628    211,313    211,103:    14,751     14,961
Old  :   177,119:    71,150     44,243     33,842     60,714     85,935    165,706    164,020:    11,413     13,099
Other:    48,944:    10,751      3,988      6,401     28,455     36,693     45,607     47,083:     3,338      1,862
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2015                       :
     :     3,795:    -2,831     13,721      5,363      2,566    -16,273      5,098      2,811:    -1,303        984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       19.4       19.7       39.4       54.2       93.5       93.4:       6.5        6.6
Old  :     100.0:      40.2       25.0       19.1       34.3       48.5       93.6       92.6:       6.4        7.4
Other:     100.0:      22.0        8.1       13.1       58.1       75.0       93.2       96.2:       6.8        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:       100         92         86         59         63        200        206:
Old  :       262:       102         85         78         49         59        181        196:
Other:       135:        41         29         26         46         49        103         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       24.0       21.8       33.6       10.8       15.3       18.4       23.8
Old  :                 11.0       27.0       20.8       35.8       10.6       21.2       19.9       29.4
Other:                 27.7       33.9       41.3       49.3       24.7       33.2       36.8       47.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :    18,614:     2,093      7,589      1,905     12,622      6,607     16,620     16,101:     1,995      2,513
Old  :    18,519:     2,098      7,589      1,895     12,551      6,543     16,543     16,028:     1,976      2,491
Other:        95:         5         10          0         71         64         76         74:        19         21
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2015                       :
     :       991:        49        449        282        749        130      1,080        861:       -89        130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       40.8       10.2       67.8       35.5       89.3       86.5:      10.7       13.5
Old  :     100.0:      11.3       41.0       10.2       67.8       35.3       89.3       86.5:      10.7       13.5
Other:     100.0:       5.2       10.3        0.0       74.8       67.2       80.1       77.5:      19.9       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        29         29         13         30         10         61         50:
Old  :        89:        29         29         13         30         10         61         50:
Other:         7:         1          2          0          2          2          3          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.9       29.8       40.1       48.6       23.9       23.8       39.4       42.0
Old  :                 24.1       29.8       40.2       48.7       24.1       23.9       39.5       42.0
Other:                 80.1       77.5       80.1       77.5       80.1       77.5       80.1       77.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :   239,694:    68,171     20,222     47,153    112,418    160,821    227,742    228,196:    11,952     11,498
Old  :   185,067:    61,166     18,388     40,547     72,955    115,443    174,669    174,378:    10,398     10,688
Other:    54,627:     8,709      3,538      4,902     39,463     45,378     53,073     53,818:     1,554        810
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2015                       :
     :    -5,787:   -12,752      2,284     -3,683     11,329     -7,321     -5,106     -8,721:      -681      2,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        8.4       19.7       46.9       67.1       95.0       95.2:       5.0        4.8
Old  :     100.0:      33.1        9.9       21.9       39.4       62.4       94.4       94.2:       5.6        5.8
Other:     100.0:      15.9        6.5        9.0       72.2       83.1       97.2       98.5:       2.8        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        86         55         75         51         50        178        146:
Old  :       206:        91         48         74         46         47        171        140:
Other:        86:        15         19         17         40         27         68         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.0       33.6       31.5       44.5       16.1       20.9       22.7       30.5
Old  :                 17.3       29.9       28.3       41.9       11.9       22.5       19.7       31.2
Other:                 49.1       50.1       62.1       72.5       38.4       44.5       50.4       61.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  : 1,036,427:   230,220    253,256    185,306    541,298    513,931    956,824    952,492:    79,603     83,935
Old  : 1,036,427:   230,220    253,256    185,306    541,298    513,931    956,824    952,492:    79,603     83,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2015                       :
     :    26,612:   -11,904     -7,628     10,944     26,517     20,127     25,556     23,442:     1,056      3,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       24.4       17.9       52.2       49.6       92.3       91.9:       7.7        8.1
Old  :     100.0:      22.2       24.4       17.9       52.2       49.6       92.3       91.9:       7.7        8.1
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  :       238:        65         78         68         85         73        194        181:
Old  :       238:        65         78         68         85         73        194        181:
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  :                  9.7       15.2       18.4       25.4        9.0       11.0       16.5       17.6
Old  :                  9.7       15.2       18.4       25.4        9.0       11.0       16.5       17.6
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, March 17, 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  :   236,170:    44,668     48,044     63,792    118,952    116,814    227,413    228,650:     8,757      7,519
Old  :   195,611:    46,132     51,014     48,742     94,263     89,438    189,136    189,194:     6,475      6,417
Other:    40,559:     6,557      5,052      7,029     24,690     27,376     38,276     39,457:     2,282      1,102
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2015                       :
     :    -1,267:       535      1,836     -4,102      1,950        777     -1,617     -1,489:       350        222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       20.3       27.0       50.4       49.5       96.3       96.8:       3.7        3.2
Old  :     100.0:      23.6       26.1       24.9       48.2       45.7       96.7       96.7:       3.3        3.3
Other:     100.0:      16.2       12.5       17.3       60.9       67.5       94.4       97.3:       5.6        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:       120         95        121        135        120        303        301:
Old  :       364:       116         99        104        130        113        287        280:
Other:       175:        31         27         30         90         68        142        112:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       13.1       21.5       22.7        9.2       11.1       15.1       19.3
Old  :                 13.7       14.2       21.9       24.1       10.1       12.0       17.2       19.8
Other:                 22.3       26.4       35.8       39.1       19.3       23.3       26.7       30.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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  :   133,005:    96,566     16,890      1,942     11,216    112,064    109,723    130,896:    23,281      2,109
Old  :   133,005:    96,566     16,890      1,942     11,216    112,064    109,723    130,896:    23,281      2,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2015                       :
     :   -15,861:      -573        960    -12,967     -3,964     -2,911    -17,504    -14,918:     1,643       -943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.6       12.7        1.5        8.4       84.3       82.5       98.4:      17.5        1.6
Old  :     100.0:      72.6       12.7        1.5        8.4       84.3       82.5       98.4:      17.5        1.6
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  :       285:       248         18         12         14          7        266         34:
Old  :       285:       248         18         12         14          7        266         34:
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  :                 24.0       81.6       32.1       91.4       23.6       81.6       31.5       91.3
Old  :                 24.0       81.6       32.1       91.4       23.6       81.6       31.5       91.3
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, March 17, 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  :   361,357:    43,456     69,685      4,404    289,228    270,016    337,088    344,104:    24,270     17,253
Old  :   361,357:    43,456     69,685      4,404    289,228    270,016    337,088    344,104:    24,270     17,253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2015                       :
     :     6,585:     8,686     -5,878     -2,772      1,067     14,215      6,981      5,565:      -396      1,021
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       19.3        1.2       80.0       74.7       93.3       95.2:       6.7        4.8
Old  :     100.0:      12.0       19.3        1.2       80.0       74.7       93.3       95.2:       6.7        4.8
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  :       270:        44         51          9        110        121        160        176:
Old  :       270:        44         51          9        110        121        160        176:
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  :                 29.9       29.0       41.8       39.0       27.4       29.0       37.9       37.7
Old  :                 29.9       29.0       41.8       39.0       27.4       29.0       37.9       37.7
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, March 17, 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  :   152,814:    37,656     11,421      3,876    103,030    133,582    144,562    148,879:     8,252      3,935
Old  :   152,814:    37,656     11,421      3,876    103,030    133,582    144,562    148,879:     8,252      3,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2015                       :
     :     1,212:       790        604         99       -446       -256        443        447:       769        765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        7.5        2.5       67.4       87.4       94.6       97.4:       5.4        2.6
Old  :     100.0:      24.6        7.5        2.5       67.4       87.4       94.6       97.4:       5.4        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  :       109:        20          4          4         63         51         83         59:
Old  :       109:        20          4          4         63         51         83         59:
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  :                 38.7       40.9       53.2       63.7       36.3       40.9       50.8       62.5
Old  :                 38.7       40.9       53.2       63.7       36.3       40.9       50.8       62.5
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, March 17, 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  :   412,640:    96,561     68,610     14,341    284,126    325,085    395,028    408,036:    17,612      4,604
Old  :   412,640:    96,561     68,610     14,341    284,126    325,085    395,028    408,036:    17,612      4,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2015                       :
     :    44,539:    -3,827      6,179      4,009     41,740     34,467     41,922     44,655:     2,617       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       16.6        3.5       68.9       78.8       95.7       98.9:       4.3        1.1
Old  :     100.0:      23.4       16.6        3.5       68.9       78.8       95.7       98.9:       4.3        1.1
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  :       212:        61         38         19         91         75        164        120:
Old  :       212:        61         38         19         91         75        164        120:
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  :                 28.0       27.6       43.0       43.8       18.5       26.4       30.5       39.2
Old  :                 28.0       27.6       43.0       43.8       18.5       26.4       30.5       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 21, 2015