COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :   219,427:    78,404     22,918     34,496     91,342    151,456    204,242    208,870:    15,185     10,557
Old  :   217,677:    78,370     22,897     34,397     89,800    149,832    202,567    207,126:    15,110     10,551
Other:     1,750:        72         59         61      1,542      1,624      1,675      1,744:        75          6
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2015                        :
     :     2,028:     1,372      3,912      1,229        543     -3,643      3,143      1,498:    -1,115        530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       10.4       15.7       41.6       69.0       93.1       95.2:       6.9        4.8
Old  :     100.0:      36.0       10.5       15.8       41.3       68.8       93.1       95.2:       6.9        4.8
Other:     100.0:       4.1        3.4        3.5       88.1       92.8       95.7       99.7:       4.3        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:       117         62         74         64         66        216        173:
Old  :       269:       119         62         74         63         66        215        173:
Other:        37:         3          3          2         13         20         16         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       29.1       21.5       40.7       11.9       24.4       20.4       35.1
Old  :                 12.4       29.3       21.3       40.7       12.0       24.9       20.5       35.5
Other:                 72.3       74.6       85.4       86.2       69.8       74.6       82.9       86.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2015                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    14,625:     1,550      4,393      1,523      9,499      7,075     12,573     12,991:     2,052      1,634
Old  :    13,282:     1,550      4,391      1,278      8,588      6,060     11,416     11,729:     1,867      1,554
Other:     1,343:         3          6        242        912      1,014      1,157      1,262:       186         81
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2015                        :
     :       524:       -12       -381        267        -46        530        210        416:       314        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       30.0       10.4       65.0       48.4       86.0       88.8:      14.0       11.2
Old  :     100.0:      11.7       33.1        9.6       64.7       45.6       85.9       88.3:      14.1       11.7
Other:     100.0:       0.2        0.4       18.0       67.9       75.5       86.2       94.0:      13.8        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        15         20          9         26         12         45         38:
Old  :        64:        16         19          9         26         12         45         38:
Other:        17:         3          1          4          9          5         13          9:
     :----------------------------------------------------------------------------------------------------
     :             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       44.5       44.0       61.5       26.1       41.4       43.6       55.5
Old  :                 27.5       44.5       44.8       60.1       27.5       43.0       44.3       56.4
Other:                 62.7       78.6       76.9       92.7       40.4       53.4       50.0       58.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :   271,120:    87,245     22,775     68,374    102,534    172,597    258,152    263,746:    12,968      7,374
Old  :   114,200:    60,131     34,646     21,186     25,192     53,005    106,509    108,837:     7,691      5,363
Other:   156,919:    44,476      5,491     29,825     77,341    119,592    151,643    154,909:     5,276      2,011
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2015                        :
     :   -11,647:    -8,512     -3,515      1,108     -1,518    -10,109     -8,923    -12,516:    -2,725        869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        8.4       25.2       37.8       63.7       95.2       97.3:       4.8        2.7
Old  :     100.0:      52.7       30.3       18.6       22.1       46.4       93.3       95.3:       6.7        4.7
Other:     100.0:      28.3        3.5       19.0       49.3       76.2       96.6       98.7:       3.4        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:       103         46         68         51         55        189        142:
Old  :       206:        77         64         39         35         47        135        127:
Other:       167:        77         24         40         47         47        139         96:
     :----------------------------------------------------------------------------------------------------
     :             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       31.6       24.8       43.4       12.4       23.6       19.6       32.3
Old  :                 17.0       21.2       30.4       33.8       16.6       16.1       28.0       26.4
Other:                 20.8       40.8       33.5       53.4       19.1       33.3       27.9       43.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :   989,334:   235,819    230,916    186,285    492,958    494,025    915,062    911,226:    74,272     78,108
Old  :   989,334:   235,819    230,916    186,285    492,958    494,025    915,062    911,226:    74,272     78,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2015                        :
     :    14,852:     1,754     15,724     11,435      2,418    -12,949     15,607     14,210:      -755        642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       23.3       18.8       49.8       49.9       92.5       92.1:       7.5        7.9
Old  :     100.0:      23.8       23.3       18.8       49.8       49.9       92.5       92.1:       7.5        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        77         76         79         91         84        209        204:
Old  :       256:        77         76         79         91         84        209        204:
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  :                 11.0       13.4       20.3       23.5       10.0       11.1       17.7       18.3
Old  :                 11.0       13.4       20.3       23.5       10.0       11.1       17.7       18.3
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, July 28, 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  :   226,066:    39,348     59,139     54,526    119,573    102,904    213,447    216,569:    12,619      9,497
Old  :   109,130:    43,624     49,078     15,655     43,192     38,366    102,470    103,099:     6,660      6,031
Other:   116,936:    13,776     28,112     20,820     76,381     64,538    110,977    113,470:     5,959      3,466
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2015                        :
     :    15,022:        98      5,590      5,746      8,441      3,682     14,284     15,019:       738          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       26.2       24.1       52.9       45.5       94.4       95.8:       5.6        4.2
Old  :     100.0:      40.0       45.0       14.3       39.6       35.2       93.9       94.5:       6.1        5.5
Other:     100.0:      11.8       24.0       17.8       65.3       55.2       94.9       97.0:       5.1        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       406:       116        122        118        142        124        319        317:
Old  :       371:       106        119         61        104         96        243        243:
Other:       301:        78         73         68        127        101        240        213:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       12.7       21.9       23.0        9.2       10.1       16.9       18.0
Old  :                 17.4       19.6       29.5       29.7       16.1       16.5       25.5       25.8
Other:                 18.9       20.0       28.5       33.3       11.9       16.9       19.9       26.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :    96,499:    69,743      8,686      1,625      9,729     84,238     81,097     94,549:    15,402      1,949
Old  :    96,499:    69,743      8,686      1,625      9,729     84,238     81,097     94,549:    15,402      1,949
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2015                        :
     :    -2,517:    -1,198       -103       -425        508     -1,296     -1,115     -1,824:    -1,403       -693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.3        9.0        1.7       10.1       87.3       84.0       98.0:      16.0        2.0
Old  :     100.0:      72.3        9.0        1.7       10.1       87.3       84.0       98.0:      16.0        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  :       203:       170         14         15         15          7        194         28:
Old  :       203:       170         14         15         15          7        194         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       90.5       37.3       95.2       27.9       90.3       36.6       94.8
Old  :                 28.4       90.5       37.3       95.2       27.9       90.3       36.6       94.8
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, July 28, 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  :   350,464:    39,150     56,592      5,467    285,605    271,854    330,222    333,914:    20,241     16,550
Old  :   350,464:    39,150     56,592      5,467    285,605    271,854    330,222    333,914:    20,241     16,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2015                        :
     :     4,758:    -6,627      6,317        522     11,648     -4,903      5,543      1,936:      -785      2,822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       16.1        1.6       81.5       77.6       94.2       95.3:       5.8        4.7
Old  :     100.0:      11.2       16.1        1.6       81.5       77.6       94.2       95.3:       5.8        4.7
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  :       259:        44         46         10        101        104        152        153:
Old  :       259:        44         46         10        101        104        152        153:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       39.1       48.1       47.0       36.0       39.1       45.5       46.8
Old  :                 37.7       39.1       48.1       47.0       36.0       39.1       45.5       46.8
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, July 28, 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  :   152,605:    37,679      3,420      4,336    103,279    141,264    145,294    149,020:     7,311      3,585
Old  :   152,605:    37,679      3,420      4,336    103,279    141,264    145,294    149,020:     7,311      3,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2015                        :
     :     3,676:     1,523       -745       -165      2,377      4,500      3,735      3,590:       -59         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        2.2        2.8       67.7       92.6       95.2       97.7:       4.8        2.3
Old  :     100.0:      24.7        2.2        2.8       67.7       92.6       95.2       97.7:       4.8        2.3
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  :       110:        21          6          2         54         51         75         59:
Old  :       110:        21          6          2         54         51         75         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       49.7       51.8       70.2       34.3       49.7       48.5       70.0
Old  :                 37.3       49.7       51.8       70.2       34.3       49.7       48.5       70.0
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, July 28, 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  :   393,845:    89,200     47,950     22,290    265,269    314,589    376,759    384,829:    17,086      9,016
Old  :   393,845:    89,200     47,950     22,290    265,269    314,589    376,759    384,829:    17,086      9,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2015                        :
     :   -14,382:   -10,144     -3,877      3,300     -7,488    -13,149    -14,332    -13,726:       -50       -656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       12.2        5.7       67.4       79.9       95.7       97.7:       4.3        2.3
Old  :     100.0:      22.6       12.2        5.7       67.4       79.9       95.7       97.7:       4.3        2.3
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  :       237:        61         43         18         90         80        161        131:
Old  :       237:        61         43         18         90         80        161        131:
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       25.7       41.5       41.2       18.7       24.4       31.1       34.7
Old  :                 27.0       25.7       41.5       41.2       18.7       24.4       31.1       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 31, 2015