COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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  :   265,160:    69,899     57,310     64,431    113,246    126,007    247,576    247,748:    17,584     17,412
Old  :   239,431:    65,650     58,367     59,784     97,943    105,042    223,377    223,193:    16,055     16,239
Other:    25,728:     6,970      1,664      1,926     15,303     20,965     24,199     24,555:     1,529      1,173
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2015                     :
     :    -8,757:     6,261    -12,992     -3,292    -16,107      9,969    -13,139     -6,315:     4,381     -2,442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       21.6       24.3       42.7       47.5       93.4       93.4:       6.6        6.6
Old  :     100.0:      27.4       24.4       25.0       40.9       43.9       93.3       93.2:       6.7        6.8
Other:     100.0:      27.1        6.5        7.5       59.5       81.5       94.1       95.4:       5.9        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:       103        102         89         64         69        209        225:
Old  :       286:       103         98         85         62         68        201        222:
Other:        93:        23         11         13         33         47         62         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       20.1       24.9       28.5        8.0        7.6       14.1       13.6
Old  :                 14.1       21.7       24.6       30.1        8.9        9.5       15.8       16.4
Other:                 43.6       37.1       56.8       57.2       41.0       36.8       53.7       54.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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  :    14,932:     2,353      2,086      2,146      8,520      8,556     13,019     12,788:     1,913      2,144
Old  :    14,920:     2,353      2,086      2,146      8,508      8,544     13,007     12,776:     1,913      2,144
Other:        12:         0          0          0         12         12         12         12:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2015                     :
     :       408:      -135        637         74        695       -850        635       -138:      -227        546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       14.0       14.4       57.1       57.3       87.2       85.6:      12.8       14.4
Old  :     100.0:      15.8       14.0       14.4       57.0       57.3       87.2       85.6:      12.8       14.4
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  :        73:        27         18         15         26         13         58         41:
Old  :        73:        27         18         15         26         13         58         41:
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  :                 24.0       44.4       38.5       58.2       23.9       41.9       38.1       52.2
Old  :                 24.1       44.4       38.6       58.2       23.9       41.9       38.1       52.2
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, February 3, 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  :   236,196:    57,000     20,363     60,833    109,012    144,746    226,845    225,942:     9,351     10,254
Old  :   203,217:    58,407     21,898     52,926     83,142    118,665    194,475    193,490:     8,742      9,727
Other:    32,979:     4,671      4,543      1,828     25,870     26,081     32,370     32,452:       609        527
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2015                     :
     :     9,731:    -5,033      6,051      8,534      6,501     -5,241     10,002      9,344:      -271        387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        8.6       25.8       46.2       61.3       96.0       95.7:       4.0        4.3
Old  :     100.0:      28.7       10.8       26.0       40.9       58.4       95.7       95.2:       4.3        4.8
Other:     100.0:      14.2       13.8        5.5       78.4       79.1       98.2       98.4:       1.8        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        74         68         74         53         53        168        159:
Old  :       210:        77         66         73         53         52        167        157:
Other:        67:        13         11         13         33         19         53         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.2       28.0       32.8       39.3       16.0       18.6       23.4       26.8
Old  :                 20.9       23.7       32.4       35.1       14.3       17.9       22.6       25.2
Other:                 61.2       60.7       73.9       78.8       53.5       59.7       66.2       73.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  : 1,040,869:   223,740    200,666    194,578    555,142    577,239    973,460    972,483:    67,410     68,387
Old  : 1,040,869:   223,740    200,666    194,578    555,142    577,239    973,460    972,483:    67,410     68,387
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2015                     :
     :    41,450:    -8,117     38,956     20,015     34,376    -13,967     46,274     45,004:    -4,824     -3,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       19.3       18.7       53.3       55.5       93.5       93.4:       6.5        6.6
Old  :     100.0:      21.5       19.3       18.7       53.3       55.5       93.5       93.4:       6.5        6.6
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  :       240:        67         75         79         85         79        201        192:
Old  :       240:        67         75         79         85         79        201        192:
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  :                 11.7       14.8       20.8       25.4        9.4        8.7       16.7       14.8
Old  :                 11.7       14.8       20.8       25.4        9.4        8.7       16.7       14.8
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, February 3, 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  :   216,010:    40,558     22,012     60,809    106,393    125,467    207,760    208,288:     8,250      7,722
Old  :   193,058:    41,651     25,047     50,593     93,687    110,600    185,931    186,240:     7,126      6,818
Other:    22,953:     4,878      2,936      4,245     12,706     14,867     21,828     22,048:     1,124        905
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2015                     :
     :      -104:    -1,659      1,797        728      1,296     -3,290        365       -765:      -470        661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       10.2       28.2       49.3       58.1       96.2       96.4:       3.8        3.6
Old  :     100.0:      21.6       13.0       26.2       48.5       57.3       96.3       96.5:       3.7        3.5
Other:     100.0:      21.3       12.8       18.5       55.4       64.8       95.1       96.1:       4.9        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       123         74        122        135        124        313        286:
Old  :       361:       124         77        115        131        120        307        274:
Other:       141:        21         22         26         73         52        112         88:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       15.7       23.1       27.5        9.2       13.6       14.9       21.1
Old  :                 15.3       16.8       24.7       28.5       10.3       14.4       16.8       21.7
Other:                 30.4       27.5       46.4       43.1       25.4       22.8       34.8       34.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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  :   125,793:    88,128     16,706      2,052     14,222    104,781    104,401    123,539:    21,392      2,254
Old  :   125,793:    88,128     16,706      2,052     14,222    104,781    104,401    123,539:    21,392      2,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2015                     :
     :    -4,473:    -4,092     -5,058         29        865      1,359     -3,198     -3,669:    -1,275       -803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.1       13.3        1.6       11.3       83.3       83.0       98.2:      17.0        1.8
Old  :     100.0:      70.1       13.3        1.6       11.3       83.3       83.0       98.2:      17.0        1.8
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  :       222:       180         21         15         16          9        204         38:
Old  :       222:       180         21         15         16          9        204         38:
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  :                 28.2       85.1       39.5       90.9       27.8       85.1       39.0       90.6
Old  :                 28.2       85.1       39.5       90.9       27.8       85.1       39.0       90.6
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, February 3, 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  :   343,302:    34,131     67,554      4,406    285,089    254,885    323,626    326,845:    19,676     16,457
Old  :   343,302:    34,131     67,554      4,406    285,089    254,885    323,626    326,845:    19,676     16,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2015                     :
     :    -1,926:    -2,689        560        140      1,481       -123     -1,068        578:      -859     -2,504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       19.7        1.3       83.0       74.2       94.3       95.2:       5.7        4.8
Old  :     100.0:       9.9       19.7        1.3       83.0       74.2       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  :       260:        41         47          9        103        104        150        154:
Old  :       260:        41         47          9        103        104        150        154:
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  :                 37.0       32.0       47.5       40.4       33.5       32.0       42.9       40.1
Old  :                 37.0       32.0       47.5       40.4       33.5       32.0       42.9       40.1
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, February 3, 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  :   132,952:    31,761     13,049      3,002     92,063    113,195    126,826    129,246:     6,126      3,706
Old  :   132,952:    31,761     13,049      3,002     92,063    113,195    126,826    129,246:     6,126      3,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2015                     :
     :     3,490:       310     -1,157         48      2,589      3,759      2,947      2,650:       543        840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        9.8        2.3       69.2       85.1       95.4       97.2:       4.6        2.8
Old  :     100.0:      23.9        9.8        2.3       69.2       85.1       95.4       97.2:       4.6        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  :       110:        19          8          3         56         47         75         58:
Old  :       110:        19          8          3         56         47         75         58:
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  :                 36.7       39.3       52.1       58.8       34.5       39.3       49.9       58.7
Old  :                 36.7       39.3       52.1       58.8       34.5       39.3       49.9       58.7
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, February 3, 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  :   364,407:   100,177     54,614      9,876    236,525    295,688    346,578    360,178:    17,829      4,229
Old  :   364,407:   100,177     54,614      9,876    236,525    295,688    346,578    360,178:    17,829      4,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 27, 2015                     :
     :    -3,363:     1,612     -1,105       -301     -5,643     -2,831     -4,332     -4,237:       969        874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       15.0        2.7       64.9       81.1       95.1       98.8:       4.9        1.2
Old  :     100.0:      27.5       15.0        2.7       64.9       81.1       95.1       98.8:       4.9        1.2
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  :       209:        57         35         14         86         64        149        107:
Old  :       209:        57         35         14         86         64        149        107:
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  :                 27.9       30.6       43.0       45.6       21.9       30.3       36.3       44.8
Old  :                 27.9       30.6       43.0       45.6       21.9       30.3       36.3       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 6, 2015