```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, July 19, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   135,510:    49,265     20,872      5,027     68,030    100,005    122,322    125,904:    13,188      9,606
Old  :   131,875:    48,140     21,058      4,630     66,584     96,830    119,354    122,518:    12,521      9,357
Other:     3,635:     1,522        211          0      1,446      3,175      2,968      3,386:       667        249
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    -2,473:     3,253        543       -113     -6,486     -2,636     -3,346     -2,206:       873       -267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       15.4        3.7       50.2       73.8       90.3       92.9:       9.7        7.1
Old  :     100.0:      36.5       16.0        3.5       50.5       73.4       90.5       92.9:       9.5        7.1
Other:     100.0:      41.9        5.8        0.0       39.8       87.3       81.7       93.1:      18.3        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        96         59         50         51         59        175        143:
Old  :       233:        95         61         47         50         58        172        141:
Other:        45:         7          6          0         14         22         21         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       31.1       34.5       41.9       19.4       26.6       28.9       37.1
Old  :                 22.0       31.6       34.7       42.7       19.8       27.3       29.3       38.1
Other:                 45.0       49.8       62.8       71.0       42.8       47.6       58.0       66.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, July 19, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    35,430:    21,702      4,066        386      8,717     29,595     30,805     34,047:     4,625      1,383
Old  :    33,331:    20,853      3,438        294      7,771     28,252     28,918     31,984:     4,413      1,347
Other:     2,099:       901        680         40        946      1,343      1,887      2,063:       212         36
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     1,214:       676        281        143        464        672      1,283      1,096:       -69        118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.3       11.5        1.1       24.6       83.5       86.9       96.1:      13.1        3.9
Old  :     100.0:      62.6       10.3        0.9       23.3       84.8       86.8       96.0:      13.2        4.0
Other:     100.0:      42.9       32.4        1.9       45.1       64.0       89.9       98.3:      10.1        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        57         20         12         22         25         90         46:
Old  :       112:        57         20          8         20         25         84         46:
Other:        36:         7         12          3         13          5         22         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.5       61.9       39.6       72.5       25.5       60.3       39.6       70.6
Old  :                 27.0       62.7       40.4       73.5       27.0       61.3       40.4       72.1
Other:                 51.3       66.1       72.9       84.1       51.3       64.4       72.9       80.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, July 19, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   172,311:    46,428     27,889     24,026     90,479    113,934    160,933    165,849:    11,378      6,462
Old  :    66,663:    37,829     33,079        548     20,014     28,954     58,391     62,581:     8,272      4,082
Other:   105,648:    20,739      6,950     11,338     70,465     84,980    102,542    103,268:     3,106      2,380
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :       672:      -922        555      1,362     -1,383     -1,218       -943        699:     1,615        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       16.2       13.9       52.5       66.1       93.4       96.2:       6.6        3.8
Old  :     100.0:      56.7       49.6        0.8       30.0       43.4       87.6       93.9:      12.4        6.1
Other:     100.0:      19.6        6.6       10.7       66.7       80.4       97.1       97.7:       2.9        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        65         32         42         55         51        141        106:
Old  :       156:        54         41          9         36         33         93         80:
Other:       118:        40         15         16         47         45         95         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       35.9       42.2       52.5       17.7       24.7       27.3       33.9
Old  :                 30.2       42.1       42.4       55.9       30.2       42.0       42.4       55.4
Other:                 39.2       35.7       60.2       53.2       22.5       26.2       38.6       38.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, July 19, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   631,872:   215,666     62,877     47,919    285,488    469,615    549,073    580,411:    82,799     51,461
Old  :   631,872:   215,666     62,877     47,919    285,488    469,615    549,073    580,411:    82,799     51,461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     5,367:     4,173       -323      3,304      2,382      4,065      9,859      7,046:    -4,492     -1,679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       10.0        7.6       45.2       74.3       86.9       91.9:      13.1        8.1
Old  :     100.0:      34.1       10.0        7.6       45.2       74.3       86.9       91.9:      13.1        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        87         56         61         73         87        196        173:
Old  :       243:        87         56         61         73         87        196        173:
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  :                 17.6       25.0       29.1       37.5       17.0       21.9       26.5       32.0
Old  :                 17.6       25.0       29.1       37.5       17.0       21.9       26.5       32.0
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 - Futures Only, July 19, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   108,597:    26,608     17,811      8,904     65,874     76,125    101,386    102,840:     7,211      5,757
Old  :    53,256:    15,697     12,617        987     31,228     35,691     47,912     49,295:     5,344      3,961
Other:    55,341:    15,209      9,492      3,619     34,646     40,434     53,474     53,545:     1,867      1,796
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :       395:      -338      2,208          7        222     -1,879       -109        336:       504         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       16.4        8.2       60.7       70.1       93.4       94.7:       6.6        5.3
Old  :     100.0:      29.5       23.7        1.9       58.6       67.0       90.0       92.6:      10.0        7.4
Other:     100.0:      27.5       17.2        6.5       62.6       73.1       96.6       96.8:       3.4        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:        99         61         77        108        120        241        232:
Old  :       282:        79         75         17         54         87        145        167:
Other:       232:        67         30         31         94        105        172        157:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.1       18.1       37.1       29.9       17.7       12.7       28.4       21.9
Old  :                 34.3       20.7       51.7       35.5       33.7       20.7       47.8       34.7
Other:                 24.1       23.3       37.8       37.6       21.8       17.7       29.0       26.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, July 19, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    46,605:    31,029     21,837      1,218      7,305     20,465     39,552     43,520:     7,053      3,085
Old  :    46,605:    31,029     21,837      1,218      7,305     20,465     39,552     43,520:     7,053      3,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    -3,272:      -832     -2,434       -384       -988       -994     -2,204     -3,812:    -1,068        540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.6       46.9        2.6       15.7       43.9       84.9       93.4:      15.1        6.6
Old  :     100.0:      66.6       46.9        2.6       15.7       43.9       84.9       93.4:      15.1        6.6
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  :        92:        47         25          8         12          8         61         40:
Old  :        92:        47         25          8         12          8         61         40:
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  :                 60.1       62.5       67.8       78.0       59.3       62.5       65.1       78.0
Old  :                 60.1       62.5       67.8       78.0       59.3       62.5       65.1       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, July 19, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   410,018:    27,134     64,332      3,641    358,759    325,263    389,534    393,236:    20,484     16,782
Old  :   410,018:    27,134     64,332      3,641    358,759    325,263    389,534    393,236:    20,484     16,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    -8,898:    -1,203     -3,926       -219     -7,894     -4,456     -9,316     -8,601:       418       -297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       15.7        0.9       87.5       79.3       95.0       95.9:       5.0        4.1
Old  :     100.0:       6.6       15.7        0.9       87.5       79.3       95.0       95.9:       5.0        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  :       259:        36         41          9        102        116        142        162:
Old  :       259:        36         41          9        102        116        142        162:
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  :                 38.2       16.6       51.9       28.7       33.5       16.1       46.3       26.5
Old  :                 38.2       16.6       51.9       28.7       33.5       16.1       46.3       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 22, 2011