```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 16, 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  :   141,177:    50,072     21,390      6,583     71,037    102,632    127,692    130,605:    13,485     10,572
Old  :   137,112:    49,081     21,639      6,077     69,252     99,089    124,410    126,805:    12,702     10,307
Other:     4,065:     1,497        257          0      1,785      3,543      3,282      3,800:       783        265
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -1,366:    -2,237       -370        730       -418     -1,291     -1,925       -931:       559       -435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       15.2        4.7       50.3       72.7       90.4       92.5:       9.6        7.5
Old  :     100.0:      35.8       15.8        4.4       50.5       72.3       90.7       92.5:       9.3        7.5
Other:     100.0:      36.8        6.3        0.0       43.9       87.2       80.7       93.5:      19.3        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        90         62         54         51         63        167        157:
Old  :       234:        89         64         49         51         62        163        155:
Other:        49:         8          5          0         16         26         24         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.4       31.1       34.3       41.2       19.5       26.2       29.5       36.1
Old  :                 21.6       31.6       34.1       42.0       19.7       26.9       29.8       37.1
Other:                 47.2       45.1       62.5       66.9       41.5       40.7       54.1       60.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 16, 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  :    26,142:    11,016      2,431      1,390     10,085     21,171     22,491     24,992:     3,651      1,150
Old  :    21,006:     8,994      1,888        663      8,155     17,423     17,812     19,974:     3,194      1,032
Other:     5,136:     2,331        852        418      1,930      3,748      4,679      5,018:       457        118
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -3,819:    -4,160       -103        349        134     -3,651     -3,677     -3,405:      -142       -414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.1        9.3        5.3       38.6       81.0       86.0       95.6:      14.0        4.4
Old  :     100.0:      42.8        9.0        3.2       38.8       82.9       84.8       95.1:      15.2        4.9
Other:     100.0:      45.4       16.6        8.1       37.6       73.0       91.1       97.7:       8.9        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        37         21         19         29         21         78         49:
Old  :        93:        35         20         13         27         21         70         46:
Other:        45:        12         10          7         15          9         31         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.5       67.0       40.0       74.8       28.5       65.4       40.0       72.4
Old  :                 29.8       68.3       42.5       77.2       29.8       66.4       42.5       74.9
Other:                 58.1       69.4       71.1       83.8       58.1       68.4       70.4       80.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 16, 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  :   163,718:    38,623     32,968     18,399     98,757    103,005    155,779    154,372:     7,939      9,346
Old  :     5,525:       454      2,549          0      4,438      2,407      4,892      4,956:       633        569
Other:   158,193:    38,814     31,064     17,754     94,319    100,598    150,887    149,416:     7,306      8,777
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -8,504:      -644      2,903     -6,464       -466     -5,859     -7,574     -9,420:      -930        916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       20.1       11.2       60.3       62.9       95.2       94.3:       4.8        5.7
Old  :     100.0:       8.2       46.1        0.0       80.3       43.6       88.5       89.7:      11.5       10.3
Other:     100.0:      24.5       19.6       11.2       59.6       63.6       95.4       94.5:       4.6        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        55         49         38         57         49        131        119:
Old  :        35:         6          5          0         18          7         24         12:
Other:       172:        53         50         38         54         49        127        119:
     :----------------------------------------------------------------------------------------------------
     :             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       28.7       45.6       46.5       18.8       20.5       29.6       29.0
Old  :                 68.2       76.3       80.0       87.3       68.2       76.3       80.0       86.7
Other:                 29.3       28.1       45.5       46.0       20.2       21.8       31.4       31.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 16, 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  :   586,551:   174,328     46,038     48,943    281,160    440,297    504,431    535,278:    82,120     51,273
Old  :   586,551:   174,328     46,038     48,943    281,160    440,297    504,431    535,278:    82,120     51,273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -6,222:   -12,859      2,482        501      1,662     -7,930    -10,696     -4,947:     4,474     -1,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        7.8        8.3       47.9       75.1       86.0       91.3:      14.0        8.7
Old  :     100.0:      29.7        7.8        8.3       47.9       75.1       86.0       91.3:      14.0        8.7
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  :       237:        92         46         65         78         86        204        166:
Old  :       237:        92         46         65         78         86        204        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  :                 16.3       26.6       27.0       37.2       14.8       23.7       23.8       33.3
Old  :                 16.3       26.6       27.0       37.2       14.8       23.7       23.8       33.3
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 - Futures Only, August 16, 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  :   107,446:    28,361     21,318      9,298     61,663     69,589     99,322    100,205:     8,124      7,241
Old  :    14,566:     2,575      3,468         85      9,735      9,681     12,395     13,234:     2,171      1,332
Other:    92,880:    27,156     19,220      7,843     51,928     59,908     86,927     86,971:     5,953      5,909
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -1,585:      -882       -328       -569       -787        334     -2,238       -563:       653     -1,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       19.8        8.7       57.4       64.8       92.4       93.3:       7.6        6.7
Old  :     100.0:      17.7       23.8        0.6       66.8       66.5       85.1       90.9:      14.9        9.1
Other:     100.0:      29.2       20.7        8.4       55.9       64.5       93.6       93.6:       6.4        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:       101         59         73        104        110        231        224:
Old  :       135:        22         15          2         41         67         64         83:
Other:       292:        95         61         65         97        103        215        211:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       19.8       31.2       31.5       16.2       13.6       26.9       22.2
Old  :                 44.2       36.2       57.7       54.0       44.2       35.8       57.7       53.6
Other:                 17.6       22.3       30.7       34.1       17.6       17.6       29.6       26.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 16, 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  :    54,579:    29,824     31,071      1,172     17,624     17,096     48,620     49,339:     5,959      5,240
Old  :    54,579:    29,824     31,071      1,172     17,624     17,096     48,620     49,339:     5,959      5,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -2,768:    -4,337        211         65      2,369       -918     -1,903       -642:      -865     -2,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.6       56.9        2.1       32.3       31.3       89.1       90.4:      10.9        9.6
Old  :     100.0:      54.6       56.9        2.1       32.3       31.3       89.1       90.4:      10.9        9.6
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  :        94:        28         42          7         12         13         44         60:
Old  :        94:        28         42          7         12         13         44         60:
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  :                 59.2       54.3       77.0       67.7       58.9       54.3       75.9       67.1
Old  :                 59.2       54.3       77.0       67.7       58.9       54.3       75.9       67.1
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, August 16, 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  :   422,149:     7,203     66,339      3,258    395,793    330,294    406,254    399,891:    15,895     22,258
Old  :   422,149:     7,203     66,339      3,258    395,793    330,294    406,254    399,891:    15,895     22,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    11,895:    -6,824      7,604     -1,709     22,177      4,996     13,644     10,891:    -1,749      1,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       15.7        0.8       93.8       78.2       96.2       94.7:       3.8        5.3
Old  :     100.0:       1.7       15.7        0.8       93.8       78.2       96.2       94.7:       3.8        5.3
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  :       250:        17         54          8        101        116        124        172:
Old  :       250:        17         54          8        101        116        124        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  :                 40.3       19.6       55.9       31.0       37.7       19.1       53.2       27.0
Old  :                 40.3       19.6       55.9       31.0       37.7       19.1       53.2       27.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 19, 2011