COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   234,646:    73,153     35,469     51,337     93,255    136,113    217,745    222,919:    16,901     11,727
Old  :   182,174:    66,365     38,429     38,478     63,788     95,391    168,630    172,297:    13,544      9,877
Other:    52,471:    13,450      3,702      6,197     29,468     40,722     49,115     50,621:     3,357      1,850
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2015                       :
     :     8,582:    -4,451     -8,464      6,796      4,086     13,484      6,432     11,816:     2,150     -3,234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       15.1       21.9       39.7       58.0       92.8       95.0:       7.2        5.0
Old  :     100.0:      36.4       21.1       21.1       35.0       52.4       92.6       94.6:       7.4        5.4
Other:     100.0:      25.6        7.1       11.8       56.2       77.6       93.6       96.5:       6.4        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:       102         81         85         62         65        206        195:
Old  :       254:        98         79         75         52         61        183        186:
Other:       137:        45         23         24         50         50        105         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       26.8       22.0       36.6       10.8       18.7       18.3       26.0
Old  :                 11.0       31.7       21.1       40.1       10.4       25.2       19.8       32.5
Other:                 25.2       34.4       38.3       49.4       23.9       33.6       36.0       47.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :    19,749:     1,980      7,041      2,445     13,497      8,272     17,922     17,758:     1,827      1,991
Old  :    19,636:     1,989      7,041      2,435     13,413      8,196     17,836     17,672:     1,800      1,964
Other:       113:         0          9          2         84         76         86         87:        27         27
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2015                       :
     :     1,135:      -113       -549        541        875      1,665      1,303      1,657:      -168       -522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       35.7       12.4       68.3       41.9       90.7       89.9:       9.3       10.1
Old  :     100.0:      10.1       35.9       12.4       68.3       41.7       90.8       90.0:       9.2       10.0
Other:     100.0:       0.0        7.6        1.8       74.3       67.2       76.1       76.5:      23.9       23.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        26         26         14         33         11         62         48:
Old  :        86:        26         26         14         33         11         62         48:
Other:         6:         0          2          1          2          2          3          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.6       32.2       39.8       51.0       21.8       24.1       36.5       39.4
Old  :                 23.7       32.1       40.0       50.9       21.9       24.2       36.5       39.4
Other:                 76.1       76.5       76.1       76.5       74.3       74.8       74.3       74.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   243,421:    60,339     27,831     51,423    120,073    154,953    231,835    234,207:    11,586      9,214
Old  :   184,083:    53,389     25,834     43,891     76,586    106,114    173,865    175,840:    10,218      8,244
Other:    59,338:     8,456      3,502      6,027     43,487     48,839     57,970     58,368:     1,368        970
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2015                       :
     :     3,727:    -7,832      7,609      4,270      7,655     -5,868      4,093      6,011:      -366     -2,284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       11.4       21.1       49.3       63.7       95.2       96.2:       4.8        3.8
Old  :     100.0:      29.0       14.0       23.8       41.6       57.6       94.4       95.5:       5.6        4.5
Other:     100.0:      14.3        5.9       10.2       73.3       82.3       97.7       98.4:       2.3        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        80         52         72         56         55        172        149:
Old  :       202:        83         49         69         51         52        164        144:
Other:        87:        18         16         18         41         26         71         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       32.8       32.4       43.4       16.3       18.5       23.2       28.1
Old  :                 18.1       28.4       29.4       40.2       11.7       19.1       19.4       27.5
Other:                 47.3       52.4       60.1       73.5       38.7       42.9       50.1       59.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  : 1,068,295:   225,562    261,043    212,922    551,322    508,274    989,806    982,239:    78,489     86,056
Old  : 1,068,295:   225,562    261,043    212,922    551,322    508,274    989,806    982,239:    78,489     86,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2015                       :
     :    31,868:    -4,658      7,787     27,616     10,024     -5,657     32,982     29,747:    -1,114      2,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       24.4       19.9       51.6       47.6       92.7       91.9:       7.3        8.1
Old  :     100.0:      21.1       24.4       19.9       51.6       47.6       92.7       91.9:       7.3        8.1
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  :       241:        67         80         76         85         75        203        186:
Old  :       241:        67         80         76         85         75        203        186:
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  :                 10.4       15.3       19.0       25.3        8.9       11.3       16.4       17.3
Old  :                 10.4       15.3       19.0       25.3        8.9       11.3       16.4       17.3
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, March 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  :   238,478:    43,645     48,227     67,570    119,518    116,084    230,733    231,882:     7,745      6,595
Old  :   194,088:    45,887     51,532     50,419     92,125     86,599    188,431    188,550:     5,657      5,538
Other:    44,390:     7,346      6,283      7,563     27,393     29,486     42,302     43,332:     2,087      1,057
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2015                       :
     :     2,308:    -1,023        183      3,778        566       -729      3,321      3,232:    -1,012       -924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       20.2       28.3       50.1       48.7       96.8       97.2:       3.2        2.8
Old  :     100.0:      23.6       26.6       26.0       47.5       44.6       97.1       97.1:       2.9        2.9
Other:     100.0:      16.5       14.2       17.0       61.7       66.4       95.3       97.6:       4.7        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       384:       128         92        131        137        119        322        301:
Old  :       375:       125         95        112        133        113        306        280:
Other:       190:        37         31         36         93         67        154        119:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       13.2       21.4       22.6        9.0       10.8       15.3       19.0
Old  :                 13.7       14.1       21.8       24.2       10.3       11.8       17.1       20.1
Other:                 21.7       28.1       34.5       39.9       19.7       24.4       28.9       33.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   116,666:    83,476     12,336      2,158      9,779     98,322     95,414    112,816:    21,253      3,850
Old  :   116,666:    83,476     12,336      2,158      9,779     98,322     95,414    112,816:    21,253      3,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2015                       :
     :   -16,338:   -13,090     -4,554        216     -1,436    -13,742    -14,310    -18,079:    -2,029      1,741
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.6       10.6        1.8        8.4       84.3       81.8       96.7:      18.2        3.3
Old  :     100.0:      71.6       10.6        1.8        8.4       84.3       81.8       96.7:      18.2        3.3
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  :       214:       180         14         15         13          9        198         34:
Old  :       214:       180         14         15         13          9        198         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  :                 27.6       83.5       36.2       92.2       27.3       83.3       35.7       92.0
Old  :                 27.6       83.5       36.2       92.2       27.3       83.3       35.7       92.0
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, March 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  :   312,896:    45,998     59,275      4,027    242,075    234,598    292,100    297,901:    20,797     14,996
Old  :   312,896:    45,998     59,275      4,027    242,075    234,598    292,100    297,901:    20,797     14,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2015                       :
     :   -48,461:     2,542    -10,409       -377    -47,153    -35,418    -44,988    -46,204:    -3,473     -2,258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       18.9        1.3       77.4       75.0       93.4       95.2:       6.6        4.8
Old  :     100.0:      14.7       18.9        1.3       77.4       75.0       93.4       95.2:       6.6        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  :       257:        45         43          8        104         99        153        146:
Old  :       257:        45         43          8        104         99        153        146:
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  :                 31.4       34.7       42.5       44.8       28.8       34.7       39.2       44.1
Old  :                 31.4       34.7       42.5       44.8       28.8       34.7       39.2       44.1
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, March 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  :   144,299:    38,131     12,022      3,739     95,862    125,355    137,732    141,116:     6,567      3,183
Old  :   144,299:    38,131     12,022      3,739     95,862    125,355    137,732    141,116:     6,567      3,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2015                       :
     :    -8,515:       475        601       -137     -7,168     -8,227     -6,830     -7,763:    -1,685       -752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        8.3        2.6       66.4       86.9       95.4       97.8:       4.6        2.2
Old  :     100.0:      26.4        8.3        2.6       66.4       86.9       95.4       97.8:       4.6        2.2
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  :       106:        22          4          3         53         46         75         53:
Old  :       106:        22          4          3         53         46         75         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       40.6       56.8       65.0       38.8       40.6       54.2       64.8
Old  :                 41.4       40.6       56.8       65.0       38.8       40.6       54.2       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   372,446:    98,910     67,088      9,519    249,706    290,984    358,135    367,591:    14,311      4,855
Old  :   372,446:    98,910     67,088      9,519    249,706    290,984    358,135    367,591:    14,311      4,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2015                       :
     :   -40,194:     2,349     -1,522     -4,822    -34,420    -34,101    -36,893    -40,445:    -3,301        251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       18.0        2.6       67.0       78.1       96.2       98.7:       3.8        1.3
Old  :     100.0:      26.6       18.0        2.6       67.0       78.1       96.2       98.7:       3.8        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  :       218:        63         37         13         83         71        154        113:
Old  :       218:        63         37         13         83         71        154        113:
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  :                 27.0       30.2       42.3       45.3       21.7       30.2       34.7       43.8
Old  :                 27.0       30.2       42.3       45.3       21.7       30.2       34.7       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 27, 2015