COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, 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  :   178,810:    73,935     30,482     14,232     77,864    122,648    166,031    167,362:    12,779     11,448
Old  :   174,783:    73,878     30,448     14,098     74,313    118,884    162,289    163,430:    12,494     11,353
Other:     4,027:       138        115         53      3,551      3,764      3,742      3,932:       285         95
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :    -4,536:    -9,646      1,221      1,757      2,945     -9,182     -4,944     -6,204:       408      1,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3       17.0        8.0       43.5       68.6       92.9       93.6:       7.1        6.4
Old  :     100.0:      42.3       17.4        8.1       42.5       68.0       92.9       93.5:       7.1        6.5
Other:     100.0:       3.4        2.9        1.3       88.2       93.5       92.9       97.6:       7.1        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:       112         65         59         47         60        180        167:
Old  :       260:       113         66         58         44         59        176        166:
Other:        44:         3          6          4         18         18         24         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       28.9       26.9       41.3       16.4       27.8       26.9       40.1
Old  :                 16.2       29.2       27.0       41.1       16.2       28.6       27.0       40.4
Other:                 70.4       69.0       82.3       88.7       70.0       69.0       81.9       88.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, 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  :    12,822:     2,950      2,355        239      8,040      9,327     11,229     11,921:     1,593        901
Old  :    10,453:     2,986      2,286         17      6,143      7,303      9,146      9,606:     1,307        847
Other:     2,369:       124        229         62      1,897      2,024      2,083      2,315:       286         54
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :      -294:       141       -233         73       -340        204       -126         44:      -168       -338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       18.4        1.9       62.7       72.7       87.6       93.0:      12.4        7.0
Old  :     100.0:      28.6       21.9        0.2       58.8       69.9       87.5       91.9:      12.5        8.1
Other:     100.0:       5.2        9.7        2.6       80.1       85.4       87.9       97.7:      12.1        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        26         11          8         20          7         47         25:
Old  :        63:        25         12          1         20          7         46         19:
Other:        30:         5          6          4         13          7         19         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.9       58.6       51.5       78.9       31.9       57.0       51.5       75.7
Old  :                 32.7       57.0       50.8       78.2       32.7       56.9       50.8       76.6
Other:                 58.5       76.2       73.7       93.1       53.1       75.1       65.2       86.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, 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  :   176,190:    66,592     20,932     20,123     78,885    129,509    165,600    170,564:    10,590      5,626
Old  :   168,987:    66,470     17,856     19,907     72,166    125,803    158,543    163,566:    10,444      5,421
Other:     7,203:       321      3,275         17      6,719      3,706      7,057      6,998:       146        205
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :     3,500:     1,199     -1,733      1,715        278      3,105      3,192      3,087:       308        413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       11.9       11.4       44.8       73.5       94.0       96.8:       6.0        3.2
Old  :     100.0:      39.3       10.6       11.8       42.7       74.4       93.8       96.8:       6.2        3.2
Other:     100.0:       4.5       45.5        0.2       93.3       51.5       98.0       97.2:       2.0        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:       104         35         50         52         50        177        121:
Old  :       212:       105         37         50         50         50        175        121:
Other:        34:         6          2          1         15         14         21         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       34.8       30.7       48.2       19.4       28.9       28.3       41.0
Old  :                 18.3       32.7       29.3       46.6       17.5       27.6       26.8       39.2
Other:                 82.4       86.8       90.7       94.7       81.3       86.8       89.5       94.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, 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  :   818,040:   230,003    215,866    102,593    418,584    433,233    751,180    751,692:    66,860     66,348
Old  :   818,040:   230,003    215,866    102,593    418,584    433,233    751,180    751,692:    66,860     66,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :   -17,938:    -8,241    -33,653     -6,486     -2,811     24,626    -17,538    -15,513:      -400     -2,425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       26.4       12.5       51.2       53.0       91.8       91.9:       8.2        8.1
Old  :     100.0:      28.1       26.4       12.5       51.2       53.0       91.8       91.9:       8.2        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  :       256:        79         74         82         83         74        203        197:
Old  :       256:        79         74         82         83         74        203        197:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.0       18.6       21.3       30.2       11.8       14.7       20.4       24.4
Old  :                 12.0       18.6       21.3       30.2       11.8       14.7       20.4       24.4
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 - Futures Only, 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  :   175,913:    38,322     55,329     27,908     97,212     81,994    163,442    165,231:    12,471     10,682
Old  :   165,848:    39,333     57,347     23,440     91,604     74,879    154,377    155,666:    11,471     10,182
Other:    10,065:     3,202      2,195        255      5,608      7,115      9,065      9,565:     1,000        500
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :     6,064:       822      5,051        392      2,686     -1,565      3,900      3,878:     2,164      2,186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       31.5       15.9       55.3       46.6       92.9       93.9:       7.1        6.1
Old  :     100.0:      23.7       34.6       14.1       55.2       45.1       93.1       93.9:       6.9        6.1
Other:     100.0:      31.8       21.8        2.5       55.7       70.7       90.1       95.0:       9.9        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:        98        111         91        129        100        279        268:
Old  :       373:        99        115         86        128         96        275        262:
Other:        95:        13         13          4         51         35         65         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       15.8       22.7       26.4       10.8       12.4       18.9       21.4
Old  :                 13.9       16.0       23.8       26.4       11.7       12.4       20.3       21.9
Other:                 43.8       45.2       54.2       62.0       43.0       45.2       52.3       61.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, 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  :   100,231:    60,763      9,568      4,773     18,657     76,096     84,193     90,437:    16,038      9,794
Old  :   100,231:    60,763      9,568      4,773     18,657     76,096     84,193     90,437:    16,038      9,794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :      -702:    -6,683     -5,638      1,114     -1,596     -3,145     -7,165     -7,669:     6,463      6,967
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.6        9.5        4.8       18.6       75.9       84.0       90.2:      16.0        9.8
Old  :     100.0:      60.6        9.5        4.8       18.6       75.9       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  :       141:        99         25         18         10          7        118         45:
Old  :       141:        99         25         18         10          7        118         45:
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  :                 39.1       76.1       50.8       82.0       35.9       72.4       46.3       76.2
Old  :                 39.1       76.1       50.8       82.0       35.9       72.4       46.3       76.2
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 - Futures Only, 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  :   384,879:    32,241     74,042      3,148    335,068    288,971    370,457    366,161:    14,422     18,718
Old  :   384,879:    32,241     74,042      3,148    335,068    288,971    370,457    366,161:    14,422     18,718
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :     1,385:    -1,718     -1,277       -666      6,895      3,005      4,511      1,062:    -3,126        323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       19.2        0.8       87.1       75.1       96.3       95.1:       3.7        4.9
Old  :     100.0:       8.4       19.2        0.8       87.1       75.1       96.3       95.1:       3.7        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         11        103        111        141        178:
Old  :       269:        31         63         11        103        111        141        178:
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  :                 40.9       34.4       54.2       43.4       39.4       34.4       51.4       43.4
Old  :                 40.9       34.4       54.2       43.4       39.4       34.4       51.4       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, 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 - Futures Only, 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