```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 2, 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  :   144,447:    52,682     22,025      6,751     71,609    105,213    131,042    133,989:    13,405     10,458
Old  :   140,543:    51,597     22,169      6,375     69,893    101,807    127,865    130,351:    12,678     10,192
Other:     3,904:     1,461        232          0      1,716      3,406      3,177      3,638:       727        266
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :     5,536:       999      2,107      1,010      3,902      1,864      5,911      4,981:      -375        555
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5       15.2        4.7       49.6       72.8       90.7       92.8:       9.3        7.2
Old  :     100.0:      36.7       15.8        4.5       49.7       72.4       91.0       92.7:       9.0        7.3
Other:     100.0:      37.4        5.9        0.0       44.0       87.2       81.4       93.2:      18.6        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        96         64         50         49         62        169        155:
Old  :       240:        96         64         47         49         62        167        154:
Other:        48:         7          5          0         15         25         22         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       32.1       34.0       42.3       19.3       27.2       28.6       37.1
Old  :                 21.9       32.7       34.2       43.1       19.8       27.9       28.7       38.1
Other:                 46.9       46.1       63.5       67.8       41.5       41.7       55.3       61.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 2, 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  :    36,810:    22,667      3,876        705      8,552     30,893     31,924     35,474:     4,886      1,336
Old  :    34,240:    21,982      3,102        476      7,350     29,357     29,808     32,935:     4,432      1,305
Other:     2,570:       784        873        130      1,202      1,536      2,116      2,539:       454         31
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :       616:       582       -154        107       -206        676        483        629:       133        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.6       10.5        1.9       23.2       83.9       86.7       96.4:      13.3        3.6
Old  :     100.0:      64.2        9.1        1.4       21.5       85.7       87.1       96.2:      12.9        3.8
Other:     100.0:      30.5       34.0        5.1       46.8       59.8       82.3       98.8:      17.7        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        57         19         16         21         27         92         49:
Old  :       113:        56         20         11         17         27         83         49:
Other:        38:         7         12          5         14          6         25         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       62.3       39.1       73.5       25.2       61.8       39.1       73.0
Old  :                 27.0       64.1       40.8       75.5       27.0       64.1       40.8       75.5
Other:                 49.1       51.5       68.2       78.6       49.1       50.9       68.1       73.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 2, 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  :   178,418:    40,664     29,155     27,412    100,568    113,580    168,644    170,147:     9,774      8,271
Old  :    50,748:    27,894     28,302        122     17,780     17,518     45,796     45,942:     4,952      4,806
Other:   127,670:    23,541     11,624     16,519     82,788     96,062    122,848    124,205:     4,822      3,465
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :     4,303:    -2,146      2,346      2,440      4,776     -1,766      5,070      3,020:      -767      1,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       16.3       15.4       56.4       63.7       94.5       95.4:       5.5        4.6
Old  :     100.0:      55.0       55.8        0.2       35.0       34.5       90.2       90.5:       9.8        9.5
Other:     100.0:      18.4        9.1       12.9       64.8       75.2       96.2       97.3:       3.8        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        57         46         48         58         55        138        129:
Old  :       148:        41         48          4         41         28         85         77:
Other:       135:        43         28         27         48         46        105         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.9       34.2       44.1       50.3       16.8       21.5       27.4       30.2
Old  :                 32.1       46.6       45.3       56.9       32.1       46.6       45.3       56.8
Other:                 38.4       33.3       53.9       51.3       23.7       24.6       36.5       36.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 2, 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  :   623,987:   213,857     53,052     47,000    280,884    467,509    541,741    567,561:    82,246     56,426
Old  :   623,987:   213,857     53,052     47,000    280,884    467,509    541,741    567,561:    82,246     56,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :   -13,153:    -3,783     -1,235     -2,520       -558     -7,748     -6,861    -11,503:    -6,292     -1,650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        8.5        7.5       45.0       74.9       86.8       91.0:      13.2        9.0
Old  :     100.0:      34.3        8.5        7.5       45.0       74.9       86.8       91.0:      13.2        9.0
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  :       237:        85         52         62         75         88        194        172:
Old  :       237:        85         52         62         75         88        194        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  :                 17.3       27.3       28.8       38.9       16.9       24.0       26.3       33.7
Old  :                 17.3       27.3       28.8       38.9       16.9       24.0       26.3       33.7
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 2, 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  :   111,530:    27,030     20,979     13,192     63,992     70,059    104,214    104,230:     7,316      7,300
Old  :    43,666:    14,291     14,916        797     24,119     24,017     39,207     39,730:     4,459      3,936
Other:    67,864:    20,223     13,547      4,911     39,873     46,042     65,007     64,500:     2,857      3,364
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :     4,237:       356      1,086      1,514      2,216      1,066      4,086      3,666:       151        571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       18.8       11.8       57.4       62.8       93.4       93.5:       6.6        6.5
Old  :     100.0:      32.7       34.2        1.8       55.2       55.0       89.8       91.0:      10.2        9.0
Other:     100.0:      29.8       20.0        7.2       58.8       67.8       95.8       95.0:       4.2        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:       102         72         89        115        117        251        248:
Old  :       282:        76         74         15         68         80        153        160:
Other:       255:        75         46         45         97        104        185        184:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       16.8       33.7       28.4       17.1       12.8       27.7       21.1
Old  :                 30.7       20.4       46.1       33.1       30.7       20.3       46.1       32.9
Other:                 21.4       25.2       35.4       39.5       20.3       23.1       33.5       33.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 2, 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  :    60,529:    36,882     36,404      1,285     14,876     17,972     53,043     55,661:     7,486      4,868
Old  :    60,529:    36,882     36,404      1,285     14,876     17,972     53,043     55,661:     7,486      4,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :      -334:    -2,661       -811       -114      2,298        656       -477       -269:       143        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.9       60.1        2.1       24.6       29.7       87.6       92.0:      12.4        8.0
Old  :     100.0:      60.9       60.1        2.1       24.6       29.7       87.6       92.0:      12.4        8.0
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  :       110:        41         43          5         13         14         55         62:
Old  :       110:        41         43          5         13         14         55         62:
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  :                 59.0       51.7       73.4       67.1       58.4       51.7       72.8       67.1
Old  :                 59.0       51.7       73.4       67.1       58.4       51.7       72.8       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 2, 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  :   416,793:    10,597     64,635      4,259    385,019    329,903    399,875    398,797:    16,918     17,996
Old  :   416,793:    10,597     64,635      4,259    385,019    329,903    399,875    398,797:    16,918     17,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    12,591:   -11,763       -707     -1,612     26,557     10,953     13,182      8,634:      -591      3,957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       15.5        1.0       92.4       79.2       95.9       95.7:       4.1        4.3
Old  :     100.0:       2.5       15.5        1.0       92.4       79.2       95.9       95.7:       4.1        4.3
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:        21         45         10        103        119        131        167:
Old  :       250:        21         45         10        103        119        131        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  :                 40.1       16.8       54.7       27.6       36.0       15.9       49.7       25.2
Old  :                 40.1       16.8       54.7       27.6       36.0       15.9       49.7       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 5, 2011