COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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  :   239,089:    62,338     53,072     56,579    106,558    111,013    225,475    220,663:    13,615     18,426
Old  :   221,794:    59,595     53,391     52,841     96,617     98,083    209,053    204,316:    12,741     17,479
Other:    17,295:     4,986      1,922      1,496      9,940     12,930     16,421     16,348:       874        948
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2015                      :
     :     7,218:     1,575      3,301      2,188      3,017       -171      6,780      5,319:       438      1,899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       22.2       23.7       44.6       46.4       94.3       92.3:       5.7        7.7
Old  :     100.0:      26.9       24.1       23.8       43.6       44.2       94.3       92.1:       5.7        7.9
Other:     100.0:      28.8       11.1        8.6       57.5       74.8       94.9       94.5:       5.1        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        84        110         78         61         73        187        226:
Old  :       277:        84        108         74         60         70        182        220:
Other:        82:        16         13         12         29         38         50         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  :                 18.3       18.1       28.2       27.9        9.4        8.3       16.5       14.6
Old  :                 18.9       19.0       28.9       28.9        9.8        8.9       17.2       14.9
Other:                 49.1       37.0       64.1       57.8       48.3       37.0       61.0       55.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    14,217:     2,077      1,613      1,965      7,984      8,972     12,025     12,550:     2,191      1,667
Old  :    14,205:     2,077      1,613      1,965      7,972      8,960     12,013     12,538:     2,191      1,667
Other:        12:         0          0          0         12         12         12         12:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2015                      :
     :       195:      -358         30         85        400        -31        127         83:        68        112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       11.3       13.8       56.2       63.1       84.6       88.3:      15.4       11.7
Old  :     100.0:      14.6       11.4       13.8       56.1       63.1       84.6       88.3:      15.4       11.7
Other:     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        21         18         13         28         12         56         36:
Old  :        70:        21         18         13         28         12         56         36:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.2       49.4       42.3       64.2       26.1       48.5       41.7       60.1
Old  :                 26.2       49.4       42.3       64.2       26.1       48.5       41.8       60.1
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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  :   246,132:    84,545     21,291     52,621     95,257    166,226    232,424    240,139:    13,708      5,993
Old  :   220,400:    82,859     22,513     48,563     75,848    143,729    207,270    214,805:    13,130      5,595
Other:    25,732:     4,009      1,101      1,735     19,409     22,497     25,154     25,333:       578        398
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2015                      :
     :    14,097:     8,191      2,476      3,881       -615      8,786     11,457     15,143:     2,640     -1,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        8.7       21.4       38.7       67.5       94.4       97.6:       5.6        2.4
Old  :     100.0:      37.6       10.2       22.0       34.4       65.2       94.0       97.5:       6.0        2.5
Other:     100.0:      15.6        4.3        6.7       75.4       87.4       97.8       98.5:       2.2        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        99         33         61         55         55        187        126:
Old  :       210:       103         33         60         54         53        186        123:
Other:        57:        10         12         14         28         15         47         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       38.6       28.6       50.1       14.8       26.2       22.7       35.1
Old  :                 17.3       36.0       27.2       47.8       13.8       26.2       21.7       35.2
Other:                 65.5       69.7       79.3       86.2       59.1       67.5       72.1       79.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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  :   989,599:   228,015    231,844    167,039    518,462    511,712    913,516    910,595:    76,083     79,004
Old  :   989,599:   228,015    231,844    167,039    518,462    511,712    913,516    910,595:    76,083     79,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2015                      :
     :   -20,167:    -4,158    -21,280     -5,835    -12,692      6,674    -22,686    -20,442:     2,519        275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       23.4       16.9       52.4       51.7       92.3       92.0:       7.7        8.0
Old  :     100.0:      23.0       23.4       16.9       52.4       51.7       92.3       92.0:       7.7        8.0
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  :       228:        64         73         66         85         77        185        182:
Old  :       228:        64         73         66         85         77        185        182:
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  :                 10.9       14.9       19.9       26.5       10.2       10.7       17.6       18.1
Old  :                 10.9       14.9       19.9       26.5       10.2       10.7       17.6       18.1
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, January 13, 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  :   209,569:    46,304     13,041     54,385    101,315    135,182    202,004    202,608:     7,565      6,960
Old  :   190,039:    47,204     15,448     45,966     90,114    122,393    183,284    183,806:     6,755      6,234
Other:    19,529:     4,205      2,699      3,314     11,201     12,789     18,720     18,802:       810        727
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2015                      :
     :     3,680:       687     -4,509      7,033     -3,135      1,837      4,585      4,361:      -905       -681
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        6.2       26.0       48.3       64.5       96.4       96.7:       3.6        3.3
Old  :     100.0:      24.8        8.1       24.2       47.4       64.4       96.4       96.7:       3.6        3.3
Other:     100.0:      21.5       13.8       17.0       57.4       65.5       95.9       96.3:       4.1        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:       138         69        122        133        132        320        285:
Old  :       367:       140         71        114        129        129        313        276:
Other:       129:        20         18         18         65         52         99         77:
     :----------------------------------------------------------------------------------------------------
     :             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       17.1       21.7       28.6        9.2       14.9       15.4       22.5
Old  :                 13.5       17.5       22.9       29.4       10.3       15.9       17.4       23.6
Other:                 33.1       31.3       49.9       48.9       26.0       26.3       34.3       35.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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  :   128,104:    94,642     22,956      1,730     14,250    101,442    110,623    126,128:    17,480      1,976
Old  :   128,104:    94,642     22,956      1,730     14,250    101,442    110,623    126,128:    17,480      1,976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2015                      :
     :     1,081:    -2,454     -4,924        274      3,218      5,713      1,039      1,063:        42         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.9       17.9        1.4       11.1       79.2       86.4       98.5:      13.6        1.5
Old  :     100.0:      73.9       17.9        1.4       11.1       79.2       86.4       98.5:      13.6        1.5
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  :       215:       173         20         12         18          7        197         34:
Old  :       215:       173         20         12         18          7        197         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  :                 28.6       85.1       41.3       91.3       28.2       85.1       40.8       91.2
Old  :                 28.6       85.1       41.3       91.3       28.2       85.1       40.8       91.2
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 with Delta-adjusted Options and Futures Combined, January 13, 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  :   348,416:    40,034     66,891      5,916    282,657    258,874    328,607    331,681:    19,809     16,735
Old  :   348,416:    40,034     66,891      5,916    282,657    258,874    328,607    331,681:    19,809     16,735
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2015                      :
     :     1,808:    -3,378      1,696       -919      7,272        -11      2,975        765:    -1,168      1,042
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       19.2        1.7       81.1       74.3       94.3       95.2:       5.7        4.8
Old  :     100.0:      11.5       19.2        1.7       81.1       74.3       94.3       95.2:       5.7        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  :       261:        39         52         13        103        105        151        161:
Old  :       261:        39         52         13        103        105        151        161:
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  :                 34.5       32.8       46.9       41.4       30.9       32.8       42.3       40.9
Old  :                 34.5       32.8       46.9       41.4       30.9       32.8       42.3       40.9
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, January 13, 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  :   129,683:    29,423     12,758      3,146     90,861    109,112    123,430    125,016:     6,253      4,667
Old  :   129,683:    29,423     12,758      3,146     90,861    109,112    123,430    125,016:     6,253      4,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2015                      :
     :    -4,847:    -2,401        262        -54     -2,057     -4,999     -4,512     -4,791:      -335        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        9.8        2.4       70.1       84.1       95.2       96.4:       4.8        3.6
Old  :     100.0:      22.7        9.8        2.4       70.1       84.1       95.2       96.4:       4.8        3.6
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  :       107:        16          7          3         55         51         71         61:
Old  :       107:        16          7          3         55         51         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  :                 36.9       42.2       52.0       60.0       34.6       42.1       49.3       59.9
Old  :                 36.9       42.2       52.0       60.0       34.6       42.1       49.3       59.9
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, January 13, 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  :   339,928:    82,234     58,522     10,624    232,965    266,422    325,823    335,568:    14,105      4,360
Old  :   339,928:    82,234     58,522     10,624    232,965    266,422    325,823    335,568:    14,105      4,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2015                      :
     :     4,162:    -6,244      3,360      2,427      7,885       -927      4,068      4,860:        94       -698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       17.2        3.1       68.5       78.4       95.9       98.7:       4.1        1.3
Old  :     100.0:      24.2       17.2        3.1       68.5       78.4       95.9       98.7:       4.1        1.3
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  :       217:        63         38         14         90         67        160        112:
Old  :       217:        63         38         14         90         67        160        112:
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  :                 28.6       30.8       41.1       45.5       22.5       30.5       34.6       44.7
Old  :                 28.6       30.8       41.1       45.5       22.5       30.5       34.6       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 16, 2015