COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   197,322:    67,271     37,361     28,511     88,345    121,532    184,126    187,404:    13,195      9,918
Old  :       393:         0          0          0        354        228        354        228:        39        165
Other:   196,929:    67,271     37,361     28,511     87,991    121,304    183,772    187,176:    13,156      9,753
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :    -3,593:     2,152      4,289     -2,968        -16     -3,228       -833     -1,908:    -2,760     -1,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       18.9       14.4       44.8       61.6       93.3       95.0:       6.7        5.0
Old  :     100.0:       0.0        0.0        0.0       90.1       58.0       90.1       58.0:       9.9       42.0
Other:     100.0:      34.2       19.0       14.5       44.7       61.6       93.3       95.0:       6.7        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        85         79         59         63         68        178        180:
Old  :         7:         0          0          0          3          4          3          4:
Other:       252:        85         79         59         63         68        178        180:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       24.4       24.2       34.9       13.2       20.3       22.7       29.6
Old  :                 90.1       58.0       90.1       58.0       90.1       58.0       90.1       58.0
Other:                 13.9       24.3       24.1       34.9       13.3       20.4       22.7       29.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :    15,444:     1,634      4,892      1,013     10,646      7,905     13,293     13,810:     2,152      1,634
Old  :    14,790:     1,633      4,892        986     10,184      7,379     12,802     13,257:     1,988      1,532
Other:       655:         3          1         26        462        526        491        553:       164        102
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :    -1,210:      -147        -49       -862       -331       -254     -1,341     -1,165:       131        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       31.7        6.6       68.9       51.2       86.1       89.4:      13.9       10.6
Old  :     100.0:      11.0       33.1        6.7       68.9       49.9       86.6       89.6:      13.4       10.4
Other:     100.0:       0.5        0.2        3.9       70.6       80.4       74.9       84.5:      25.1       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        17         23          7         30         13         48         42:
Old  :        71:        17         23          7         30         13         48         42:
Other:        13:         2          1          3          7          5         10          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.4       44.6       44.5       61.6       26.4       43.6       44.5       56.4
Old  :                 27.5       45.1       44.7       60.7       27.5       44.3       44.3       56.7
Other:                 62.5       80.0       73.4       84.5       60.6       73.6       64.3       73.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   259,736:    94,720     31,621     46,615    102,651    176,082    243,986    254,317:    15,751      5,419
Old  :   130,494:    70,602     28,623     17,878     30,263     79,598    118,743    126,099:    11,751      4,396
Other:   129,242:    33,384     12,265     19,469     72,389     96,484    125,242    128,219:     4,000      1,023
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :     7,530:     3,414        833      2,540      1,499      5,103      7,452      8,476:        78       -946
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5       12.2       17.9       39.5       67.8       93.9       97.9:       6.1        2.1
Old  :     100.0:      54.1       21.9       13.7       23.2       61.0       91.0       96.6:       9.0        3.4
Other:     100.0:      25.8        9.5       15.1       56.0       74.7       96.9       99.2:       3.1        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:       121         34         60         53         51        201        126:
Old  :       225:       107         49         36         36         47        158        117:
Other:       148:        64         19         32         47         40        122         80:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       38.1       24.3       49.5       13.5       31.0       20.8       41.4
Old  :                 14.5       31.3       26.4       44.5       14.5       27.6       25.6       39.3
Other:                 24.2       45.9       35.9       60.7       21.5       36.2       31.4       49.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  : 1,016,713:   240,224    267,472    171,310    520,405    495,050    931,940    933,832:    84,773     82,881
Old  : 1,016,713:   240,224    267,472    171,310    520,405    495,050    931,940    933,832:    84,773     82,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :     1,010:    -1,892      5,103      6,746     -3,727     -8,134      1,127      3,714:      -117     -2,705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       26.3       16.8       51.2       48.7       91.7       91.8:       8.3        8.2
Old  :     100.0:      23.6       26.3       16.8       51.2       48.7       91.7       91.8:       8.3        8.2
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  :       263:        86         80         84         88         81        217        206:
Old  :       263:        86         80         84         88         81        217        206:
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       14.3       20.3       24.9       10.2       10.1       17.9       17.3
Old  :                 11.4       14.3       20.3       24.9       10.2       10.1       17.9       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, June 23, 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  :   203,609:    42,088     49,649     40,760    109,927    104,939    192,775    195,348:    10,834      8,261
Old  :   120,285:    45,092     45,878     15,766     52,319     52,557    113,178    114,202:     7,107      6,083
Other:    83,324:     9,310     16,084     12,680     57,607     52,383     79,597     81,147:     3,727      2,177
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :     2,507:       971      5,370     -4,881      6,859      3,346      2,948      3,835:      -441     -1,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       24.4       20.0       54.0       51.5       94.7       95.9:       5.3        4.1
Old  :     100.0:      37.5       38.1       13.1       43.5       43.7       94.1       94.9:       5.9        5.1
Other:     100.0:      11.2       19.3       15.2       69.1       62.9       95.5       97.4:       4.5        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       117        104        115        132        120        308        294:
Old  :       363:       122         94         62        110        103        251        240:
Other:       264:        58         68         49        113         88        202        178:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       14.8       21.2       26.0        9.6       11.9       16.6       21.3
Old  :                 13.9       20.4       25.6       32.5       12.7       17.7       22.3       28.1
Other:                 17.1       21.6       29.8       34.9       14.4       18.7       22.2       27.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :    86,188:    63,671     11,397      1,944      7,500     71,087     73,115     84,427:    13,073      1,761
Old  :    86,188:    63,671     11,397      1,944      7,500     71,087     73,115     84,427:    13,073      1,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :      -325:      -264        830        684       -460     -1,897        -41       -383:      -285         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.9       13.2        2.3        8.7       82.5       84.8       98.0:      15.2        2.0
Old  :     100.0:      73.9       13.2        2.3        8.7       82.5       84.8       98.0:      15.2        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  :       182:       147         19         16         13          5        167         34:
Old  :       182:       147         19         16         13          5        167         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  :                 32.7       84.0       42.6       92.9       32.1       83.9       42.0       92.8
Old  :                 32.7       84.0       42.6       92.9       32.1       83.9       42.0       92.8
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 23, 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  :   347,950:    57,636     47,466      4,377    264,126    280,668    326,140    332,511:    21,811     15,439
Old  :   347,950:    57,636     47,466      4,377    264,126    280,668    326,140    332,511:    21,811     15,439
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :   -53,988:     2,114    -10,904       -996    -52,221    -38,910    -51,103    -50,810:    -2,884     -3,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       13.6        1.3       75.9       80.7       93.7       95.6:       6.3        4.4
Old  :     100.0:      16.6       13.6        1.3       75.9       80.7       93.7       95.6:       6.3        4.4
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  :       285:        52         53         12        101        113        159        172:
Old  :       285:        52         53         12        101        113        159        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  :                 36.4       40.3       46.0       49.1       34.0       40.3       43.1       48.5
Old  :                 36.4       40.3       46.0       49.1       34.0       40.3       43.1       48.5
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 23, 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  :   146,411:    39,572      5,921      3,024     97,433    133,677    140,029    142,622:     6,382      3,789
Old  :   146,411:    39,572      5,921      3,024     97,433    133,677    140,029    142,622:     6,382      3,789
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :    -9,796:     2,172     -5,853       -941    -10,147     -3,239     -8,916    -10,033:      -880        237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        4.0        2.1       66.5       91.3       95.6       97.4:       4.4        2.6
Old  :     100.0:      27.0        4.0        2.1       66.5       91.3       95.6       97.4:       4.4        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        24          6          2         50         50         74         58:
Old  :       107:        24          6          2         50         50         74         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       47.4       57.3       65.8       40.0       47.4       54.9       65.6
Old  :                 42.1       47.4       57.3       65.8       40.0       47.4       54.9       65.6
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 23, 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  :   373,467:   106,652     56,179     13,972    233,954    294,977    354,578    365,128:    18,889      8,339
Old  :   373,467:   106,652     56,179     13,972    233,954    294,977    354,578    365,128:    18,889      8,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :   -47,029:       230     -1,512     -3,868    -26,147    -31,513    -29,785    -36,893:   -17,244    -10,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       15.0        3.7       62.6       79.0       94.9       97.8:       5.1        2.2
Old  :     100.0:      28.6       15.0        3.7       62.6       79.0       94.9       97.8:       5.1        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  :       234:        68         40         16         87         75        163        123:
Old  :       234:        68         40         16         87         75        163        123:
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  :                 26.5       24.9       42.3       41.6       19.3       23.8       30.6       37.5
Old  :                 26.5       24.9       42.3       41.6       19.3       23.8       30.6       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 26, 2015