COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      177,413
COMMITMENTS
  80,391   28,252    9,588   73,364  130,240  163,343  168,080   14,070    9,333

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      1,646)
   1,065    3,064    2,005     -284   -3,892    2,786    1,177   -1,140      469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     15.9      5.4     41.4     73.4     92.1     94.7      7.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
     112       60       48       45       57      175      154                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       12,560
COMMITMENTS
   1,864    4,388      309    8,513    6,388   10,686   11,085    1,874    1,475

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:        304)
     181     -388       69     -258      527       -8      208      312       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     34.9      2.5     67.8     50.9     85.1     88.3     14.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      16       18        5       24        8       42       30                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      214,402
COMMITMENTS
  94,117   22,223   29,858   77,821  155,348  201,796  207,429   12,606    6,973

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:    -11,831)
  -7,555   -5,896    1,061   -2,635   -7,943   -9,129  -12,778   -2,702      947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9     10.4     13.9     36.3     72.5     94.1     96.7      5.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
     110       33       58       47       54      180      130                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      819,269
COMMITMENTS
 249,347  234,204   90,986  408,557  421,458  748,890  746,648   70,379   72,621

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      7,566)
   6,366   14,267    4,663   -3,290  -12,007    7,739    6,923     -173      643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     28.6     11.1     49.9     51.4     91.4     91.1      8.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      83       69       65       85       74      195      187                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      194,985
COMMITMENTS
  41,804   61,106   32,620  109,067   92,237  183,491  185,963   11,494    9,022

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      9,474)
     680    6,192    1,990    6,373    1,373    9,043    9,555      431      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     31.3     16.7     55.9     47.3     94.1     95.4      5.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     101      115       96      135      111      292      281                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       96,069
COMMITMENTS
  69,770    8,593    1,407    9,598   84,161   80,775   94,161   15,294    1,908

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:     -2,540)
  -1,177      -85     -482      519   -1,277   -1,140   -1,844   -1,400     -696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.6      8.9      1.5     10.0     87.6     84.1     98.0     15.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
     171       11       11       14        7      190       25                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      349,982
COMMITMENTS
  39,115   56,498    5,323  285,416  271,746  329,854  333,567   20,128   16,415

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      4,670)
  -6,662    6,238      557   11,612   -4,926    5,507    1,869     -837    2,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     16.1      1.5     81.6     77.6     94.2     95.3      5.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      44       46        9      101      102      151      151                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      152,605
COMMITMENTS
  37,679    3,420    4,336  103,279  141,264  145,294  149,020    7,311    3,585

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:      3,676)
   1,523     -745     -165    2,377    4,500    3,735    3,590      -59       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      2.2      2.8     67.7     92.6     95.2     97.7      4.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      21        6        2       54       51       75       59                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      393,845
COMMITMENTS
  89,200   47,950   22,290  265,269  314,589  376,759  384,829   17,086    9,016

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:    -14,382)
 -10,144   -3,877    3,300   -7,488  -13,149  -14,332  -13,726      -50     -656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     12.2      5.7     67.4     79.9     95.7     97.7      4.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      61       43       18       90       80      161      131                  



Updated July 31, 2015