COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, 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  :   182,136:    67,277     41,556     17,492     85,100    107,338    169,869    166,386:    12,267     15,750
Old  :   177,008:    67,167     41,437     17,302     80,577    102,648    165,046    161,387:    11,962     15,621
Other:     5,128:       196        205        104      4,523      4,690      4,823      4,999:       305        129
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     4,718:    -3,226     10,467      1,842      6,414    -10,681      5,030      1,628:      -312      3,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       22.8        9.6       46.7       58.9       93.3       91.4:       6.7        8.6
Old  :     100.0:      37.9       23.4        9.8       45.5       58.0       93.2       91.2:       6.8        8.8
Other:     100.0:       3.8        4.0        2.0       88.2       91.5       94.1       97.5:       5.9        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        99         88         63         52         62        177        191:
Old  :       268:       100         88         63         49         59        174        188:
Other:        51:         5          5          2         20         22         26         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  :                 15.5       24.8       26.5       35.4       15.5       21.2       25.4       31.8
Old  :                 15.8       24.8       27.1       35.0       15.8       22.0       25.9       32.1
Other:                 58.2       70.7       75.1       86.0       57.9       70.7       74.7       85.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, 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  :    12,954:     2,959      3,221        253      8,057      8,137     11,269     11,611:     1,685      1,343
Old  :     9,732:     2,972      3,213          0      5,479      5,318      8,451      8,531:     1,281      1,201
Other:     3,222:       182        203         58      2,578      2,819      2,818      3,080:       404        142
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :       370:         0        727        -23        353       -772        330        -68:        40        438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       24.9        2.0       62.2       62.8       87.0       89.6:      13.0       10.4
Old  :     100.0:      30.5       33.0        0.0       56.3       54.6       86.8       87.7:      13.2       12.3
Other:     100.0:       5.6        6.3        1.8       80.0       87.5       87.5       95.6:      12.5        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        24         14          6         24          8         48         28:
Old  :        66:        24         14          0         21          8         45         22:
Other:        33:         5          6          3         17          8         24         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.7       47.1       48.6       67.9       29.7       45.4       48.6       64.6
Old  :                 30.1       42.0       49.0       65.8       30.1       41.7       49.0       64.0
Other:                 54.0       75.3       73.9       91.8       54.0       74.2       68.5       85.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, 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  :   213,628:    77,935     24,700     32,816     88,973    149,732    199,724    207,248:    13,904      6,380
Old  :   195,583:    77,486     19,047     30,951     73,779    139,491    182,216    189,489:    13,367      6,094
Other:    18,045:     2,012      7,216        302     15,194     10,241     17,508     17,759:       537        286
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :    19,807:     3,007      2,009      7,119      8,630     10,030     18,756     19,158:     1,051        649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5       11.6       15.4       41.6       70.1       93.5       97.0:       6.5        3.0
Old  :     100.0:      39.6        9.7       15.8       37.7       71.3       93.2       96.9:       6.8        3.1
Other:     100.0:      11.1       40.0        1.7       84.2       56.8       97.0       98.4:       3.0        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:       113         41         56         57         50        196        131:
Old  :       231:       114         43         55         56         50        195        129:
Other:        46:         7         11          2         18         14         26         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       36.9       28.3       48.2       15.1       25.7       22.1       35.1
Old  :                 16.6       34.6       26.4       46.5       13.6       25.4       21.2       35.2
Other:                 76.8       70.1       89.9       83.8       75.1       65.7       83.6       78.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, 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  :   770,935:   215,916    170,101     70,164    418,946    464,166    705,026    704,431:    65,909     66,504
Old  :   770,935:   215,916    170,101     70,164    418,946    464,166    705,026    704,431:    65,909     66,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :   -10,074:     3,151     14,106     -4,268      4,350    -24,317      3,233    -14,479:   -13,307      4,405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       22.1        9.1       54.3       60.2       91.5       91.4:       8.5        8.6
Old  :     100.0:      28.0       22.1        9.1       54.3       60.2       91.5       91.4:       8.5        8.6
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  :       231:        72         61         66         84         73        188        174:
Old  :       231:        72         61         66         84         73        188        174:
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  :                 12.6       25.3       22.2       35.7       11.6       21.0       20.5       31.0
Old  :                 12.6       25.3       22.2       35.7       11.6       21.0       20.5       31.0
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 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  :   193,509:    40,960     65,735     29,603    110,568     89,208    181,131    184,546:    12,378      8,963
Old  :   182,018:    42,157     67,701     24,525    103,876     81,326    170,558    173,552:    11,460      8,466
Other:    11,491:     3,372      2,603        509      6,692      7,882     10,573     10,994:       918        497
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     5,252:       559      1,907      2,191      1,853      1,297      4,603      5,395:       649       -143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       34.0       15.3       57.1       46.1       93.6       95.4:       6.4        4.6
Old  :     100.0:      23.2       37.2       13.5       57.1       44.7       93.7       95.3:       6.3        4.7
Other:     100.0:      29.3       22.7        4.4       58.2       68.6       92.0       95.7:       8.0        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       398:       107        125        100        136        106        294        294:
Old  :       398:       107        129         95        134        101        290        286:
Other:       107:        13         18          5         59         37         74         58:
     :----------------------------------------------------------------------------------------------------
     :             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       13.7       23.1       24.5       11.0       12.3       19.3       21.4
Old  :                 14.4       14.1       24.4       25.1       11.8       12.3       21.0       22.1
Other:                 41.0       42.0       52.7       56.5       38.0       42.0       48.0       55.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, 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  :    68,333:    51,474     10,686      1,363      6,081     54,560     58,918     66,609:     9,415      1,724
Old  :    68,333:    51,474     10,686      1,363      6,081     54,560     58,918     66,609:     9,415      1,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :     3,042:     1,613        579         -5         51      2,214      1,659      2,788:     1,383        254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.3       15.6        2.0        8.9       79.8       86.2       97.5:      13.8        2.5
Old  :     100.0:      75.3       15.6        2.0        8.9       79.8       86.2       97.5:      13.8        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  :       152:       109         25          8         10          8        123         39:
Old  :       152:       109         25          8         10          8        123         39:
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  :                 36.2       80.7       47.2       88.7       35.5       80.7       46.5       88.4
Old  :                 36.2       80.7       47.2       88.7       35.5       80.7       46.5       88.4
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 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  :   372,619:    42,861     70,569      4,665    309,898    280,369    357,424    355,603:    15,195     17,016
Old  :   372,619:    42,861     70,569      4,665    309,898    280,369    357,424    355,603:    15,195     17,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2015                   :
     :   -43,678:     6,176       -542        -78    -36,344    -32,244    -30,246    -32,864:   -13,432    -10,814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       18.9        1.3       83.2       75.2       95.9       95.4:       4.1        4.6
Old  :     100.0:      11.5       18.9        1.3       83.2       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         10         95        106        133        177:
Old  :       269:        31         68         10         95        106        133        177:
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       53.3       44.6       38.5       34.9       49.6       43.3
Old  :                 41.1       34.9       53.3       44.6       38.5       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 - Futures Only, 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 - Futures Only, 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