```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :   217,807:    48,364      9,937     54,688    101,577    141,558    204,629    206,183:    13,178     11,624
Old  :   214,302:    47,214     10,180     54,240    100,265    138,468    201,719    202,888:    12,583     11,414
Other:     3,505:     1,536        143         62      1,312      3,090      2,910      3,295:       595        210
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :       904:     1,725        859     -1,148      1,368        827      1,945        538:    -1,041        366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        4.6       25.1       46.6       65.0       93.9       94.7:       6.1        5.3
Old  :     100.0:      22.0        4.8       25.3       46.8       64.6       94.1       94.7:       5.9        5.3
Other:     100.0:      43.8        4.1        1.8       37.4       88.2       83.0       94.0:      17.0        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:       117         34         81         59         67        196        164:
Old  :       230:       116         35         78         58         67        193        163:
Other:        45:         8          5          4         15         21         26         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  :                 18.3       26.4       30.0       36.6       12.3       18.4       18.2       25.5
Old  :                 18.5       26.7       30.3       37.0       12.5       18.7       18.5       25.8
Other:                 44.6       51.4       63.7       72.7       44.4       50.6       60.0       68.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :    42,370:    21,409        399      6,232      9,966     34,423     37,608     41,054:     4,762      1,316
Old  :    38,198:    20,550      1,010      4,593      8,769     31,378     33,912     36,981:     4,286      1,217
Other:     4,173:     1,488         17      1,011      1,198      3,045      3,697      4,073:       476         99
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    -2,071:       235         75        107     -2,087     -1,975     -1,744     -1,792:      -327       -279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.5        0.9       14.7       23.5       81.2       88.8       96.9:      11.2        3.1
Old  :     100.0:      53.8        2.6       12.0       23.0       82.1       88.8       96.8:      11.2        3.2
Other:     100.0:      35.6        0.4       24.2       28.7       73.0       88.6       97.6:      11.4        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        67         13         19         24         30        100         53:
Old  :       118:        62         18         19         23         30         99         53:
Other:        31:        12          5         14         11          8         28         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  :                 21.5       58.0       33.1       67.9       21.1       53.3       30.8       62.3
Old  :                 23.8       57.2       34.9       67.8       22.0       53.5       32.8       63.2
Other:                 42.7       69.9       62.5       84.9       36.3       63.4       50.6       65.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :   194,281:    44,653     26,335     37,603    100,822    122,405    183,078    186,342:    11,203      7,939
Old  :    75,843:    38,072     33,416      3,273     26,888     33,881     68,233     70,570:     7,609      5,273
Other:   118,438:    16,741      3,080     24,170     73,934     88,523    114,844    115,772:     3,593      2,665
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    10,694:     5,159        472      2,639      1,242      8,213      9,040     11,324:     1,655       -630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       13.6       19.4       51.9       63.0       94.2       95.9:       5.8        4.1
Old  :     100.0:      50.2       44.1        4.3       35.5       44.7       90.0       93.0:      10.0        7.0
Other:     100.0:      14.1        2.6       20.4       62.4       74.7       97.0       97.7:       3.0        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        66         42         48         53         51        145        117:
Old  :       162:        53         49         25         42         36        109         96:
Other:       118:        39         19         23         46         46         96         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.7       34.4       41.2       49.2       18.0       21.7       26.7       29.4
Old  :                 27.2       37.6       39.5       50.8       27.2       37.2       39.5       49.1
Other:                 37.5       36.6       56.6       51.4       20.3       22.4       31.5       32.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :   797,192:   212,114     40,690    162,865    333,378    533,302    708,356    736,857:    88,836     60,335
Old  :   797,192:   212,114     40,690    162,865    333,378    533,302    708,356    736,857:    88,836     60,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    11,649:     9,583      2,057     13,943    -14,952     -1,834      8,574     14,166:     3,075     -2,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        5.1       20.4       41.8       66.9       88.9       92.4:      11.1        7.6
Old  :     100.0:      26.6        5.1       20.4       41.8       66.9       88.9       92.4:      11.1        7.6
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  :       241:        96         46         88         79         94        213        191:
Old  :       241:        96         46         88         79         94        213        191:
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  :                 15.3       20.2       25.3       31.1       14.2       16.7       22.0       24.4
Old  :                 15.3       20.2       25.3       31.1       14.2       16.7       22.0       24.4
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 5, 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  :   163,194:    21,075     13,917     46,016     88,330     95,865    155,422    155,798:     7,772      7,396
Old  :    86,741:    14,765     10,915     21,396     45,220     49,583     81,381     81,894:     5,360      4,847
Other:    76,453:     9,219      5,911     21,711     43,110     46,282     74,041     73,904:     2,412      2,549
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :     2,120:     1,526     -2,883        540       -792      4,575      1,274      2,232:       846       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        8.5       28.2       54.1       58.7       95.2       95.5:       4.8        4.5
Old  :     100.0:      17.0       12.6       24.7       52.1       57.2       93.8       94.4:       6.2        5.6
Other:     100.0:      12.1        7.7       28.4       56.4       60.5       96.8       96.7:       3.2        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:       100         92        108        115        125        266        276:
Old  :       314:        86         92         79         91        109        215        242:
Other:       240:        60         48         57         94        107        182        185:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       15.9       32.2       27.1       12.3        9.5       20.8       16.2
Old  :                 25.6       17.2       41.2       29.5       21.8       15.3       33.0       24.4
Other:                 23.9       19.2       36.0       31.3       15.7       11.3       21.2       16.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :    48,108:    32,980     25,035      1,637      6,469     18,120     41,086     44,792:     7,022      3,316
Old  :    48,108:    32,980     25,035      1,637      6,469     18,120     41,086     44,792:     7,022      3,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    -3,109:    -2,630      2,396        606       -495     -6,672     -2,519     -3,671:      -589        562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.6       52.0        3.4       13.4       37.7       85.4       93.1:      14.6        6.9
Old  :     100.0:      68.6       52.0        3.4       13.4       37.7       85.4       93.1:      14.6        6.9
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  :       106:        50         36          9         10         11         65         52:
Old  :       106:        50         36          9         10         11         65         52:
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  :                 60.2       56.6       66.4       71.2       59.4       56.6       64.7       69.8
Old  :                 60.2       56.6       66.4       71.2       59.4       56.6       64.7       69.8
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 5, 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  :   417,526:    18,224     68,115      4,567    377,942    328,281    400,733    400,964:    16,793     16,562
Old  :   417,526:    18,224     68,115      4,567    377,942    328,281    400,733    400,964:    16,793     16,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :   -19,103:     8,798      2,646       -669    -19,697    -11,045    -11,568     -9,067:    -7,535    -10,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       16.3        1.1       90.5       78.6       96.0       96.0:       4.0        4.0
Old  :     100.0:       4.4       16.3        1.1       90.5       78.6       96.0       96.0:       4.0        4.0
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  :       254:        20         55         20        104        110        138        171:
Old  :       254:        20         55         20        104        110        138        171:
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  :                 41.8       16.0       57.4       27.6       39.0       15.6       52.0       25.2
Old  :                 41.8       16.0       57.4       27.6       39.0       15.6       52.0       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 8, 2011