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In orthogonal frequency division multiplexing (OFDM) underwater acoustic (UWA) communications, some subcarriers may be subject to deep fading. If the channel state information (CSI) is available at the transmitter, adaptive transmission techniques can be applied to mitigate the deep fading effect and increase the system's overall performance. Therefore, it is more valuable to analyze the UWA channel with limited CSI feedback. In this paper, we adopt ambient noise in OFDM UWA communication systems for the first time and calculate its power for each subcarrier. We explain properties of the UWA channel and investigate its optimal power loading strategy with different levels of transmitter's CSI, which is combined with bit loading for a given target bit-error rate (BER). The optimum result is derived by maximum system capacity with constraints of the total transmission power and target BER. The Lloyd algorithm is employed to quantize the CSI at the receiver and construct the codebook, which is also known to the transmitter. Simulation results compare the performance difference between a few bits of feedback, perfect feedback and non-feedback, which show that a few bits of feedback can significantly improve the system performance.