```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, July 12, 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  :   137,983:    46,012     20,329      5,140     74,516    102,641    125,668    128,110:    12,315      9,873
Old  :   134,331:    44,823     20,560      4,787     73,060     99,362    122,670    124,709:    11,661      9,622
Other:     3,652:     1,542        122          0      1,456      3,279      2,998      3,401:       654        251
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    -1,014:        -4        656       -314     -1,469     -1,167     -1,787       -825:       773       -189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       14.7        3.7       54.0       74.4       91.1       92.8:       8.9        7.2
Old  :     100.0:      33.4       15.3        3.6       54.4       74.0       91.3       92.8:       8.7        7.2
Other:     100.0:      42.2        3.3        0.0       39.9       89.8       82.1       93.1:      17.9        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        85         57         53         52         61        169        146:
Old  :       225:        85         59         51         50         60        165        145:
Other:        45:         7          5          0         15         22         22         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       30.6       35.8       42.3       19.8       26.4       29.2       37.0
Old  :                 22.4       30.9       36.3       42.8       20.3       27.1       29.6       37.9
Other:                 45.7       52.2       64.0       72.8       43.1       50.1       58.4       68.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, July 12, 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  :    34,216:    21,026      3,785        243      8,253     28,923     29,522     32,951:     4,694      1,265
Old  :    32,341:    20,350      3,300        151      7,574     27,699     28,075     31,150:     4,266      1,191
Other:     1,875:       726        535         42        679      1,224      1,447      1,801:       428         74
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :      -336:      -202       -103         43       -270       -407       -429       -467:        93        131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.5       11.1        0.7       24.1       84.5       86.3       96.3:      13.7        3.7
Old  :     100.0:      62.9       10.2        0.5       23.4       85.6       86.8       96.3:      13.2        3.7
Other:     100.0:      38.7       28.5        2.2       36.2       65.3       77.2       96.1:      22.8        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        56         20          8         20         25         84         45:
Old  :       110:        57         19          5         18         25         80         44:
Other:        29:         3         12          2         10          4         15         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.2       61.9       40.2       72.5       26.2       60.4       40.2       71.0
Old  :                 27.7       62.3       40.8       73.5       27.7       61.0       40.8       72.2
Other:                 58.1       69.0       70.3       85.7       58.1       68.2       70.3       83.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, July 12, 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  :   171,639:    47,350     27,334     22,664     91,862    115,152    161,876    165,150:     9,763      6,489
Old  :    69,942:    38,692     32,274        458     23,929     32,834     63,079     65,566:     6,863      4,376
Other:   101,697:    19,958      6,360     10,906     67,933     82,318     98,797     99,584:     2,900      2,113
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :       295:       100     -1,587         -4        613      2,975        709      1,384:      -414     -1,089
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       15.9       13.2       53.5       67.1       94.3       96.2:       5.7        3.8
Old  :     100.0:      55.3       46.1        0.7       34.2       46.9       90.2       93.7:       9.8        6.3
Other:     100.0:      19.6        6.3       10.7       66.8       80.9       97.1       97.9:       2.9        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        69         35         45         55         52        145        114:
Old  :       166:        56         48         10         38         34         97         89:
Other:       120:        42         15         17         47         44         97         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  :                 26.3       33.7       41.8       50.6       17.9       23.5       27.5       32.5
Old  :                 29.9       37.9       41.5       51.5       29.9       37.7       41.5       51.0
Other:                 38.6       35.2       60.1       52.4       22.6       27.0       38.2       39.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, July 12, 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  :   626,505:   211,493     63,200     44,615    283,106    465,550    539,214    573,365:    87,291     53,140
Old  :   626,505:   211,493     63,200     44,615    283,106    465,550    539,214    573,365:    87,291     53,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    11,321:     3,352     -3,711        643      1,019     13,830      5,014     10,762:     6,307        559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       10.1        7.1       45.2       74.3       86.1       91.5:      13.9        8.5
Old  :     100.0:      33.8       10.1        7.1       45.2       74.3       86.1       91.5:      13.9        8.5
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:        84         55         58         69         83        188        167:
Old  :       237:        84         55         58         69         83        188        167:
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  :                 18.1       25.9       29.7       37.9       17.6       22.5       27.2       32.0
Old  :                 18.1       25.9       29.7       37.9       17.6       22.5       27.2       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 12, 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  :   108,202:    26,946     15,603      8,897     65,652     78,004    101,495    102,504:     6,707      5,698
Old  :    53,790:    16,485     10,422      1,303     30,981     37,912     48,769     49,637:     5,021      4,153
Other:    54,412:    14,431      9,151      3,624     34,671     40,092     52,726     52,867:     1,686      1,545
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :       957:       423       -201      1,346       -503        573      1,266      1,718:      -309       -761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       14.4        8.2       60.7       72.1       93.8       94.7:       6.2        5.3
Old  :     100.0:      30.6       19.4        2.4       57.6       70.5       90.7       92.3:       9.3        7.7
Other:     100.0:      26.5       16.8        6.7       63.7       73.7       96.9       97.2:       3.1        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:        96         57         74        105        119        234        224:
Old  :       272:        78         64         18         54         88        145        157:
Other:       224:        58         34         30         88        104        160        156:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.9       17.9       38.0       30.6       18.2       13.1       28.9       22.7
Old  :                 34.4       21.5       51.7       36.4       33.9       21.4       49.1       36.3
Other:                 25.6       22.2       39.2       36.6       22.2       17.2       29.4       25.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, July 12, 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  :    49,877:    31,861     24,271      1,602      8,293     21,459     41,756     47,332:     8,121      2,545
Old  :    49,877:    31,861     24,271      1,602      8,293     21,459     41,756     47,332:     8,121      2,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :     2,484:    -1,067       -936        350      1,945      3,731      1,228      3,145:     1,256       -661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.9       48.7        3.2       16.6       43.0       83.7       94.9:      16.3        5.1
Old  :     100.0:      63.9       48.7        3.2       16.6       43.0       83.7       94.9:      16.3        5.1
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  :       100:        46         27          8         17         11         68         42:
Old  :       100:        46         27          8         17         11         68         42:
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  :                 52.5       55.5       61.5       73.8       52.5       55.5       60.2       73.3
Old  :                 52.5       55.5       61.5       73.8       52.5       55.5       60.2       73.3
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 12, 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  :   418,916:    28,337     68,258      3,860    366,653    329,719    398,850    401,837:    20,066     17,079
Old  :   418,916:    28,337     68,258      3,860    366,653    329,719    398,850    401,837:    20,066     17,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :     2,907:    10,172       -108       -103    -10,675      2,043       -606      1,832:     3,513      1,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       16.3        0.9       87.5       78.7       95.2       95.9:       4.8        4.1
Old  :     100.0:       6.8       16.3        0.9       87.5       78.7       95.2       95.9:       4.8        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  :       261:        33         45         12        104        114        142        166:
Old  :       261:        33         45         12        104        114        142        166:
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  :                 38.4       16.0       52.6       27.6       34.1       15.6       47.0       25.5
Old  :                 38.4       16.0       52.6       27.6       34.1       15.6       47.0       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 15, 2011