COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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  :   237,300:    69,996     39,716     52,072     98,061    134,933    220,130    226,721:    17,171     10,579
Old  :   112,667:    46,633     40,087     19,982     36,499     46,616    103,114    106,686:     9,552      5,981
Other:   124,634:    35,397     11,662     20,056     61,562     88,317    117,015    120,035:     7,618      4,598
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :       196:   -10,511     -3,891      4,926      5,969        390        384      1,425:      -188     -1,229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       16.7       21.9       41.3       56.9       92.8       95.5:       7.2        4.5
Old  :     100.0:      41.4       35.6       17.7       32.4       41.4       91.5       94.7:       8.5        5.3
Other:     100.0:      28.4        9.4       16.1       49.4       70.9       93.9       96.3:       6.1        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:       104         72         92         62         67        208        199:
Old  :       228:        85         68         48         48         58        149        158:
Other:       210:        83         46         51         58         63        167        137:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       23.4       23.1       33.3       11.9       18.1       20.1       26.2
Old  :                 14.4       24.4       26.5       37.1       13.6       19.3       23.5       30.8
Other:                 16.8       30.1       28.8       44.6       16.2       26.1       27.3       39.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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  :    17,333:     1,816      7,483      1,683     11,597      5,892     15,096     15,058:     2,238      2,276
Old  :    16,906:     1,825      7,481      1,666     11,299      5,553     14,790     14,700:     2,117      2,206
Other:       427:         0         10          9        298        339        306        358:       121         70
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :       263:        61        477         74       -128       -496          8         56:       256        207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       43.2        9.7       66.9       34.0       87.1       86.9:      12.9       13.1
Old  :     100.0:      10.8       44.3        9.9       66.8       32.8       87.5       87.0:      12.5       13.0
Other:     100.0:       0.0        2.3        2.0       69.7       79.4       71.7       83.7:      28.3       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        21         31         12         27         14         54         51:
Old  :        82:        22         30         12         27         14         54         51:
Other:        10:         0          2          2          7          4          9          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.5       28.3       43.5       45.6       27.5       25.4       43.0       39.8
Old  :                 28.1       28.6       43.6       44.8       28.1       26.1       43.3       40.2
Other:                 61.2       79.4       70.8       83.7       54.7       68.4       57.0       69.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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  :   281,224:    86,362     24,287     65,002    113,334    184,513    264,697    273,802:    16,527      7,422
Old  :   171,954:    69,776     19,911     41,890     46,710    103,883    158,376    165,684:    13,578      6,271
Other:   109,270:    23,094     10,885     16,604     66,623     80,630    106,321    108,118:     2,949      1,152
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :     7,541:      -370        853      4,483      3,049      2,784      7,162      8,120:       379       -578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        8.6       23.1       40.3       65.6       94.1       97.4:       5.9        2.6
Old  :     100.0:      40.6       11.6       24.4       27.2       60.4       92.1       96.4:       7.9        3.6
Other:     100.0:      21.1       10.0       15.2       61.0       73.8       97.3       98.9:       2.7        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:       102         48         62         55         56        194        136:
Old  :       220:       101         48         53         43         52        168        131:
Other:       125:        43         21         26         47         37        108         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       36.8       25.0       47.7       12.9       26.2       19.4       35.8
Old  :                 14.0       31.0       24.0       40.9       11.7       23.6       19.4       32.0
Other:                 30.4       47.6       42.2       62.7       25.5       36.6       34.3       48.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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  : 1,092,682:   249,204    228,850    215,265    541,199    567,290  1,005,669  1,011,406:    87,014     81,277
Old  : 1,092,682:   249,204    228,850    215,265    541,199    567,290  1,005,669  1,011,406:    87,014     81,277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :    31,370:     8,340      4,019     17,190      2,888     10,428     28,418     31,637:     2,952       -267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       20.9       19.7       49.5       51.9       92.0       92.6:       8.0        7.4
Old  :     100.0:      22.8       20.9       19.7       49.5       51.9       92.0       92.6:       8.0        7.4
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  :       254:        82         75         81         84         77        213        193:
Old  :       254:        82         75         81         84         77        213        193:
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       16.0       18.8       26.8        9.5       11.0       16.7       17.9
Old  :                 10.4       16.0       18.8       26.8        9.5       11.0       16.7       17.9
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, June 2, 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  :   227,417:    42,539     52,409     58,589    115,142    106,506    216,271    217,504:    11,146      9,913
Old  :   155,560:    44,462     52,206     36,812     66,134     58,083    147,408    147,101:     8,151      8,458
Other:    71,857:     8,677     10,803     11,177     49,008     48,423     68,862     70,403:     2,995      1,455
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :    -1,287:       971     -1,901        110     -1,733        192       -652     -1,598:      -635        312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       23.0       25.8       50.6       46.8       95.1       95.6:       4.9        4.4
Old  :     100.0:      28.6       33.6       23.7       42.5       37.3       94.8       94.6:       5.2        5.4
Other:     100.0:      12.1       15.0       15.6       68.2       67.4       95.8       98.0:       4.2        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       407:       126        114        139        131        120        335        318:
Old  :       394:       128        113        106        121        110        301        286:
Other:       239:        61         47         49        106         75        197        148:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       12.0       19.6       21.8        8.4       10.8       15.1       19.1
Old  :                 13.6       14.3       23.8       25.0       11.2       13.2       20.1       22.1
Other:                 16.3       23.9       28.8       40.6       14.4       20.5       22.7       28.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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  :   102,725:    72,550     12,824      2,900     12,671     85,945     88,122    101,669:    14,604      1,056
Old  :   102,725:    72,550     12,824      2,900     12,671     85,945     88,122    101,669:    14,604      1,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :    -1,099:     2,697     -4,697       -184     -1,929      5,317        583        435:    -1,682     -1,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.6       12.5        2.8       12.3       83.7       85.8       99.0:      14.2        1.0
Old  :     100.0:      70.6       12.5        2.8       12.3       83.7       85.8       99.0:      14.2        1.0
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  :       206:       162         22         18         16          6        191         36:
Old  :       206:       162         22         18         16          6        191         36:
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  :                 26.7       83.2       39.4       92.1       26.3       83.1       39.1       90.7
Old  :                 26.7       83.2       39.4       92.1       26.3       83.1       39.1       90.7
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, June 2, 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  :   367,053:    43,796     73,411      5,455    296,119    273,246    345,369    352,112:    21,684     14,941
Old  :   367,053:    43,796     73,411      5,455    296,119    273,246    345,369    352,112:    21,684     14,941
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :     2,399:     3,905        838         19     -2,722      2,556      1,201      3,413:     1,198     -1,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       20.0        1.5       80.7       74.4       94.1       95.9:       5.9        4.1
Old  :     100.0:      11.9       20.0        1.5       80.7       74.4       94.1       95.9:       5.9        4.1
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  :       265:        44         51         13        104        103        152        163:
Old  :       265:        44         51         13        104        103        152        163:
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  :                 34.6       35.4       45.3       45.2       32.5       35.4       42.6       44.7
Old  :                 34.6       35.4       45.3       45.2       32.5       35.4       42.6       44.7
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, June 2, 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  :   152,159:    38,124     11,731      3,603    102,501    133,815    144,228    149,149:     7,931      3,010
Old  :   152,159:    38,124     11,731      3,603    102,501    133,815    144,228    149,149:     7,931      3,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :    -1,440:    -1,534       -492        643       -694     -1,553     -1,585     -1,402:       145        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        7.7        2.4       67.4       87.9       94.8       98.0:       5.2        2.0
Old  :     100.0:      25.1        7.7        2.4       67.4       87.9       94.8       98.0:       5.2        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  :       107:        24          4          3         54         48         78         55:
Old  :       107:        24          4          3         54         48         78         55:
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  :                 39.6       41.6       54.1       68.3       37.2       41.6       51.4       68.1
Old  :                 39.6       41.6       54.1       68.3       37.2       41.6       51.4       68.1
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, June 2, 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  :   383,150:   104,411     54,233     14,382    246,492    308,334    365,285    376,949:    17,865      6,201
Old  :   383,150:   104,411     54,233     14,382    246,492    308,334    365,285    376,949:    17,865      6,201
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :       -84:    -2,528     -2,119      2,568        930     -1,456        970     -1,007:    -1,054        923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       14.2        3.8       64.3       80.5       95.3       98.4:       4.7        1.6
Old  :     100.0:      27.3       14.2        3.8       64.3       80.5       95.3       98.4:       4.7        1.6
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  :       234:        70         38         19         91         73        170        121:
Old  :       234:        70         38         19         91         73        170        121:
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  :                 26.1       29.2       41.7       45.8       19.8       29.1       31.8       42.9
Old  :                 26.1       29.2       41.7       45.8       19.8       29.1       31.8       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 5, 2015