COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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  :   224,287:    81,985     26,821     38,008     86,141    148,548    206,133    213,377:    18,154     10,909
Old  :   185,494:    76,589     28,033     30,178     62,344    117,851    169,111    176,062:    16,383      9,432
Other:    38,793:     8,967      2,360      4,258     23,796     30,698     37,022     37,316:     1,771      1,477
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     7,250:     7,517     -7,353      1,111     -2,309     14,563      6,319      8,321:       930     -1,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       12.0       16.9       38.4       66.2       91.9       95.1:       8.1        4.9
Old  :     100.0:      41.3       15.1       16.3       33.6       63.5       91.2       94.9:       8.8        5.1
Other:     100.0:      23.1        6.1       11.0       61.3       79.1       95.4       96.2:       4.6        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:       117         67         77         58         68        210        183:
Old  :       263:       112         68         68         49         65        191        178:
Other:       114:        34         16         18         39         49         82         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       30.5       23.1       40.4       10.4       22.6       17.9       30.8
Old  :                 12.5       35.3       21.7       44.7       11.5       31.1       19.9       39.3
Other:                 40.5       33.2       52.0       49.4       36.6       32.6       47.1       47.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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  :    16,178:     2,015      4,615      1,330     10,524      7,675     13,869     13,619:     2,310      2,559
Old  :    16,166:     2,015      4,615      1,330     10,512      7,663     13,857     13,607:     2,310      2,559
Other:        12:         0          0          0         12         12         12         12:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :       211:      -149      2,304     -1,018      1,240     -1,459         72       -173:       139        385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       28.5        8.2       65.0       47.4       85.7       84.2:      14.3       15.8
Old  :     100.0:      12.5       28.5        8.2       65.0       47.4       85.7       84.2:      14.3       15.8
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  :        80:        24         25          9         28         11         55         42:
Old  :        80:        24         25          9         28         11         55         42:
Other:         3:         0          0          0          1          2          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.8       36.9       38.6       52.7       23.8       32.6       38.6       46.3
Old  :                 23.8       36.9       38.7       52.7       23.8       32.6       38.6       46.4
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 24, 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  :   239,303:    72,704     13,487     51,388    103,310    167,721    227,402    232,595:    11,901      6,707
Old  :   194,269:    69,030     13,077     43,834     70,556    131,229    183,420    188,140:    10,849      6,129
Other:    45,033:     5,946      2,682      5,281     32,754     36,492     43,981     44,455:     1,052        578
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :    18,390:    12,567        854        306      3,316     18,487     16,189     19,647:     2,201     -1,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        5.6       21.5       43.2       70.1       95.0       97.2:       5.0        2.8
Old  :     100.0:      35.5        6.7       22.6       36.3       67.6       94.4       96.8:       5.6        3.2
Other:     100.0:      13.2        6.0       11.7       72.7       81.0       97.7       98.7:       2.3        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        90         44         63         50         54        175        133:
Old  :       204:        91         43         62         46         52        169        130:
Other:        80:        17         15         18         36         24         65         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       32.7       29.2       44.1       13.6       21.0       21.3       30.3
Old  :                 16.0       31.2       27.4       42.5       11.1       22.1       19.9       30.9
Other:                 48.6       47.0       61.5       69.8       41.4       45.2       53.0       61.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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  :   963,188:   233,398    209,669    145,975    503,036    531,713    882,409    887,357:    80,779     75,831
Old  :   963,188:   233,398    209,669    145,975    503,036    531,713    882,409    887,357:    80,779     75,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :    -8,289:     3,834     30,568     -2,642    -10,011    -37,916     -8,819     -9,990:       531      1,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       21.8       15.2       52.2       55.2       91.6       92.1:       8.4        7.9
Old  :     100.0:      24.2       21.8       15.2       52.2       55.2       91.6       92.1:       8.4        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:        65         68         66         80         71        186        172:
Old  :       224:        65         68         66         80         71        186        172:
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  :                 11.4       14.8       20.1       26.5       10.2       10.7       18.1       17.7
Old  :                 11.4       14.8       20.1       26.5       10.2       10.7       18.1       17.7
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 24, 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  :   205,359:    41,646     32,041     50,111    105,940    115,904    197,698    198,056:     7,661      7,303
Old  :   174,782:    43,168     35,225     36,359     89,279     97,143    168,807    168,727:     5,976      6,055
Other:    30,576:     6,080      4,418      6,150     16,661     18,761     28,891     29,329:     1,685      1,247
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     8,101:    -1,689      5,859      3,918      7,372       -980      9,600      8,797:    -1,500       -696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       15.6       24.4       51.6       56.4       96.3       96.4:       3.7        3.6
Old  :     100.0:      24.7       20.2       20.8       51.1       55.6       96.6       96.5:       3.4        3.5
Other:     100.0:      19.9       14.4       20.1       54.5       61.4       94.5       95.9:       5.5        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:       111         88        105        136        120        294        277:
Old  :       352:       115         88         94        131        111        283        259:
Other:       160:        22         30         27         83         67        127        106:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       15.5       20.9       25.0        9.1       12.7       15.6       21.0
Old  :                 13.0       16.2       22.1       26.5       10.3       13.8       18.2       23.0
Other:                 27.6       22.5       44.0       37.4       19.9       18.2       27.6       25.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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  :   119,685:    81,573     13,626      3,380     13,314    101,075     98,267    118,082:    21,419      1,604
Old  :   119,685:    81,573     13,626      3,380     13,314    101,075     98,267    118,082:    21,419      1,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     3,312:     4,892      2,829       -593         86      1,506      4,385      3,743:    -1,073       -431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.2       11.4        2.8       11.1       84.5       82.1       98.7:      17.9        1.3
Old  :     100.0:      68.2       11.4        2.8       11.1       84.5       82.1       98.7:      17.9        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  :       222:       184         18         16         15          9        210         33:
Old  :       222:       184         18         16         15          9        210         33:
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  :                 25.4       84.9       35.1       90.8       24.9       84.6       34.5       90.0
Old  :                 25.4       84.9       35.1       90.8       24.9       84.6       34.5       90.0
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 24, 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  :   340,080:    35,194     65,367      5,859    278,188    253,605    319,241    324,832:    20,839     15,248
Old  :   340,080:    35,194     65,367      5,859    278,188    253,605    319,241    324,832:    20,839     15,248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :    -2,920:        38      1,147       -843     -2,772     -4,677     -3,577     -4,373:       657      1,453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       19.2        1.7       81.8       74.6       93.9       95.5:       6.1        4.5
Old  :     100.0:      10.3       19.2        1.7       81.8       74.6       93.9       95.5:       6.1        4.5
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  :       260:        43         45         10        103        104        153        152:
Old  :       260:        43         45         10        103        104        153        152:
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  :                 35.9       29.6       47.3       39.6       31.8       29.6       42.2       39.4
Old  :                 35.9       29.6       47.3       39.6       31.8       29.6       42.2       39.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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  :   146,783:    38,322     14,617      4,167     98,211    125,131    140,700    143,915:     6,083      2,868
Old  :   146,783:    38,322     14,617      4,167     98,211    125,131    140,700    143,915:     6,083      2,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :     7,777:     4,961        658        977      1,850      7,180      7,788      8,815:       -11     -1,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       10.0        2.8       66.9       85.2       95.9       98.0:       4.1        2.0
Old  :     100.0:      26.1       10.0        2.8       66.9       85.2       95.9       98.0:       4.1        2.0
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  :       112:        23          6          3         56         48         79         57:
Old  :       112:        23          6          3         56         48         79         57:
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       39.8       51.2       63.9       31.7       39.8       48.4       63.5
Old  :                 34.5       39.8       51.2       63.9       31.7       39.8       48.4       63.5
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 24, 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  :   356,789:    96,369     51,096     10,014    234,821    291,577    341,204    352,687:    15,585      4,102
Old  :   356,789:    96,369     51,096     10,014    234,821    291,577    341,204    352,687:    15,585      4,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 17, 2015                    :
     :    -2,090:    -7,655     -5,520     -1,722      6,663      3,898     -2,714     -3,344:       624      1,254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       14.3        2.8       65.8       81.7       95.6       98.9:       4.4        1.1
Old  :     100.0:      27.0       14.3        2.8       65.8       81.7       95.6       98.9:       4.4        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        63         35         13         92         65        161        107:
Old  :       218:        63         35         13         92         65        161        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  :                 27.2       32.1       40.1       47.9       21.1       31.3       32.9       46.0
Old  :                 27.2       32.1       40.1       47.9       21.1       31.3       32.9       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 27, 2015