```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   249,335:    57,960      9,502     73,027    103,131    154,874    234,118    237,404:    15,217     11,932
Old  :   245,205:    56,948      9,769     72,492    101,350    151,295    230,791    233,555:    14,415     11,650
Other:     4,130:     1,507        229         39      1,781      3,580      3,327      3,848:       803        282
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :     3,251:     4,303       -525       -141       -803      4,019      3,359      3,354:      -108       -103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        3.8       29.3       41.4       62.1       93.9       95.2:       6.1        4.8
Old  :     100.0:      23.2        4.0       29.6       41.3       61.7       94.1       95.2:       5.9        4.8
Other:     100.0:      36.5        5.5        1.0       43.1       86.7       80.6       93.2:      19.4        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:       123         46         79         61         73        207        175:
Old  :       251:       121         48         77         61         73        206        174:
Other:        50:        10          4          4         16         26         28         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       23.9       28.5       34.2       11.6       13.5       17.3       20.1
Old  :                 17.2       24.0       28.7       34.5       11.8       13.7       17.3       20.3
Other:                 45.5       44.8       60.9       66.3       40.9       40.4       52.9       59.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    33,365:    10,893      1,019      6,223     12,640     24,787     29,757     32,029:     3,608      1,336
Old  :    23,586:     8,684      1,068      2,722      9,063     18,710     20,469     22,500:     3,117      1,086
Other:     9,779:     2,293         35      3,417      3,577      6,077      9,288      9,529:       491        250
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    -3,620:      -149        -54     -2,097     -1,138     -1,482     -3,383     -3,632:      -237         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6        3.1       18.7       37.9       74.3       89.2       96.0:      10.8        4.0
Old  :     100.0:      36.8        4.5       11.5       38.4       79.3       86.8       95.4:      13.2        4.6
Other:     100.0:      23.5        0.4       34.9       36.6       62.1       95.0       97.4:       5.0        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        44         15         21         31         24         82         53:
Old  :        93:        39         17         20         29         22         77         50:
Other:        47:        16          7         16         18         13         40         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  :                 24.2       61.8       36.0       71.8       21.9       54.5       30.8       59.7
Old  :                 27.6       67.2       39.1       75.1       26.6       61.7       37.8       69.4
Other:                 40.1       54.6       61.6       75.0       28.4       40.1       34.1       43.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   187,394:    33,252     29,266     36,959    106,839    112,959    177,050    179,183:    10,345      8,211
Old  :        50:         0          0          0         48         21         48         21:         2         29
Other:   187,344:    33,252     29,266     36,959    106,791    112,938    177,002    179,162:    10,343      8,182
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    -2,015:       109     -4,112        713     -4,621      2,725     -3,799       -674:     1,784     -1,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       15.6       19.7       57.0       60.3       94.5       95.6:       5.5        4.4
Old  :     100.0:       0.0        0.0        0.0       96.0       42.0       96.0       42.0:       4.0       58.0
Other:     100.0:      17.7       15.6       19.7       57.0       60.3       94.5       95.6:       5.5        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        60         46         49         53         55        138        125:
Old  :         3:         0          0          0          1          2          1          2:
Other:       173:        60         46         49         53         55        138        125:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.2       27.7       43.9       45.2       17.8       18.7       27.6       26.4
Old  :                 96.0       42.0       96.0       42.0       96.0       42.0       96.0       42.0
Other:                 28.2       27.7       43.9       45.2       17.8       18.7       27.6       26.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   847,592:   178,926      8,508    221,865    347,149    547,302    747,940    777,676:    99,652     69,917
Old  :   847,592:   178,926      8,508    221,865    347,149    547,302    747,940    777,676:    99,652     69,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    33,878:     2,790    -14,692     21,261      1,130     19,974     25,180     26,543:     8,698      7,335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        1.0       26.2       41.0       64.6       88.2       91.8:      11.8        8.2
Old  :     100.0:      21.1        1.0       26.2       41.0       64.6       88.2       91.8:      11.8        8.2
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:        96         41         94         85         92        221        189:
Old  :       237:        96         41         94         85         92        221        189:
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  :                 12.7       19.1       21.9       28.7       10.7       16.4       16.7       23.8
Old  :                 12.7       19.1       21.9       28.7       10.7       16.4       16.7       23.8
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, August 23, 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  :   160,223:    24,334     17,033     47,924     80,393     89,264    152,650    154,221:     7,573      6,003
Old  :       731:         0         20          0        702        566        702        586:        29        145
Other:   159,492:    24,334     17,013     47,924     79,691     88,698    151,948    153,635:     7,544      5,858
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :     5,429:     2,816     -4,083      7,274     -3,601      4,202      6,489      7,393:    -1,060     -1,964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       10.6       29.9       50.2       55.7       95.3       96.3:       4.7        3.7
Old  :     100.0:       0.0        2.7        0.0       96.0       77.4       96.0       80.2:       4.0       19.8
Other:     100.0:      15.3       10.7       30.0       50.0       55.6       95.3       96.3:       4.7        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:       100         79        105        109        120        264        258:
Old  :        24:         0          1          0          4         19          4         20:
Other:       328:       100         79        105        109        120        264        258:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       19.3       32.7       29.2       11.7        8.3       20.0       14.3
Old  :                 96.0       52.1       96.0       72.8       96.0       52.1       96.0       72.8
Other:                 21.9       19.4       32.5       29.2       11.4        8.2       19.8       14.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    58,412:    32,248     34,756      1,693     18,920     16,522     52,861     52,971:     5,551      5,441
Old  :    58,412:    32,248     34,756      1,693     18,920     16,522     52,861     52,971:     5,551      5,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :     3,277:     2,382      3,678        242      1,185       -708      3,809      3,211:      -532         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.2       59.5        2.9       32.4       28.3       90.5       90.7:       9.5        9.3
Old  :     100.0:      55.2       59.5        2.9       32.4       28.3       90.5       90.7:       9.5        9.3
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  :       107:        32         51         12         12         15         48         75:
Old  :       107:        32         51         12         12         15         48         75:
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  :                 60.4       50.1       79.1       64.7       60.0       50.0       77.5       64.6
Old  :                 60.4       50.1       79.1       64.7       60.0       50.0       77.5       64.6
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, August 23, 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  :   439,156:     6,658     61,631      4,823    409,160    345,892    420,641    412,345:    18,515     26,811
Old  :   439,156:     6,658     61,631      4,823    409,160    345,892    420,641    412,345:    18,515     26,811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    13,642:      -716     -5,199        267     12,100     14,284     11,651      9,352:     1,991      4,290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       14.0        1.1       93.2       78.8       95.8       93.9:       4.2        6.1
Old  :     100.0:       1.5       14.0        1.1       93.2       78.8       95.8       93.9:       4.2        6.1
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  :       245:        16         47         15        105        115        131        167:
Old  :       245:        16         47         15        105        115        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  :                 41.1       19.7       55.9       31.6       38.2       19.3       52.4       27.7
Old  :                 41.1       19.7       55.9       31.6       38.2       19.3       52.4       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated August 26, 2011