```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   227,679:    49,964     10,427     60,083    103,801    145,908    213,848    216,418:    13,832     11,262
Old  :   224,005:    48,784     10,690     59,698    102,345    142,608    210,827    212,996:    13,178     11,009
Other:     3,674:     1,542        100         22      1,456      3,300      3,020      3,422:       654        253
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :     9,872:     1,600        490      5,394      2,224      4,350      9,218     10,235:       654       -363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        4.6       26.4       45.6       64.1       93.9       95.1:       6.1        4.9
Old  :     100.0:      21.8        4.8       26.7       45.7       63.7       94.1       95.1:       5.9        4.9
Other:     100.0:      42.0        2.7        0.6       39.6       89.8       82.2       93.1:      17.8        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:       113         42         82         61         72        201        171:
Old  :       239:       112         43         81         60         72        199        171:
Other:        45:         8          4          3         15         22         25         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  :                 18.4       25.1       30.1       35.8       11.6       15.3       17.1       22.0
Old  :                 18.6       25.3       30.3       36.0       11.7       15.6       17.0       22.3
Other:                 45.4       51.9       63.6       73.0       42.8       49.8       58.0       68.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    42,755:    21,296        366      6,456     10,142     34,488     37,895     41,311:     4,860      1,444
Old  :    38,428:    20,354        869      4,845      8,857     31,384     34,056     37,098:     4,371      1,330
Other:     4,327:     1,469         25      1,084      1,285      3,104      3,839      4,213:       489        115
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :       385:      -113        -32        224        176         65        287        256:        98        128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.8        0.9       15.1       23.7       80.7       88.6       96.6:      11.4        3.4
Old  :     100.0:      53.0        2.3       12.6       23.0       81.7       88.6       96.5:      11.4        3.5
Other:     100.0:      34.0        0.6       25.0       29.7       71.7       88.7       97.3:      11.3        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        67         10         19         24         27         98         49:
Old  :       113:        63         14         19         23         27         97         49:
Other:        31:        13          4         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  :                 21.0       58.3       32.7       68.2       20.6       53.3       30.2       62.0
Old  :                 23.3       57.6       34.4       68.1       21.5       53.6       32.2       63.1
Other:                 42.2       68.9       62.1       84.2       35.8       62.1       49.6       64.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   197,375:    44,698     24,450     39,562    102,386    126,481    186,647    190,493:    10,728      6,882
Old  :    73,962:    38,301     31,443      3,448     25,061     34,447     66,810     69,339:     7,151      4,623
Other:   123,413:    16,806      3,415     25,705     77,325     92,034    119,837    121,154:     3,576      2,259
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :     3,094:        45     -1,885      1,960      1,564      4,076      3,569      4,151:      -475     -1,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       12.4       20.0       51.9       64.1       94.6       96.5:       5.4        3.5
Old  :     100.0:      51.8       42.5        4.7       33.9       46.6       90.3       93.7:       9.7        6.3
Other:     100.0:      13.6        2.8       20.8       62.7       74.6       97.1       98.2:       2.9        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        68         40         53         55         54        148        124:
Old  :       168:        55         51         29         41         37        110        103:
Other:       124:        37         25         25         47         48         99         84:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       32.9       40.9       48.5       17.5       20.6       26.2       28.3
Old  :                 28.3       35.9       39.3       48.9       28.3       34.9       39.3       47.5
Other:                 36.8       35.0       56.4       50.8       20.3       22.6       31.8       33.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   845,922:   212,816     32,854    192,965    344,358    554,778    750,139    780,596:    95,783     65,326
Old  :   845,922:   212,816     32,854    192,965    344,358    554,778    750,139    780,596:    95,783     65,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    48,730:       702     -7,836     30,100     10,981     21,475     41,783     43,739:     6,948      4,991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        3.9       22.8       40.7       65.6       88.7       92.3:      11.3        7.7
Old  :     100.0:      25.2        3.9       22.8       40.7       65.6       88.7       92.3:      11.3        7.7
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  :       242:        98         50         90         76         89        218        186:
Old  :       242:        98         50         90         76         89        218        186:
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  :                 14.3       19.7       24.2       30.6       13.0       16.5       20.3       24.1
Old  :                 14.3       19.7       24.2       30.6       13.0       16.5       20.3       24.1
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 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   160,645:    20,740     15,320     44,902     87,601     93,923    153,243    154,144:     7,402      6,501
Old  :    80,823:    14,766     11,455     18,166     42,405     46,580     75,337     76,201:     5,485      4,621
Other:    79,823:     9,632      7,524     23,077     45,197     47,343     77,906     77,943:     1,917      1,879
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    -2,549:      -335      1,403     -1,114       -729     -1,942     -2,179     -1,653:      -370       -895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        9.5       28.0       54.5       58.5       95.4       96.0:       4.6        4.0
Old  :     100.0:      18.3       14.2       22.5       52.5       57.6       93.2       94.3:       6.8        5.7
Other:     100.0:      12.1        9.4       28.9       56.6       59.3       97.6       97.6:       2.4        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       321:        86         91        105        117        125        264        263:
Old  :       297:        74         89         76         90        105        211        223:
Other:       242:        50         57         56         98        112        185        189:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       15.5       31.8       26.8       12.9        8.9       21.4       15.4
Old  :                 25.9       16.5       41.7       28.7       22.5       14.8       34.1       24.9
Other:                 24.0       19.0       36.5       31.1       15.0       11.4       21.7       16.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    50,441:    31,938     24,345      1,785      8,420     21,655     42,143     47,785:     8,298      2,656
Old  :    50,441:    31,938     24,345      1,785      8,420     21,655     42,143     47,785:     8,298      2,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :     2,334:    -1,041       -690        148      1,951      3,536      1,057      2,993:     1,276       -660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.3       48.3        3.5       16.7       42.9       83.5       94.7:      16.5        5.3
Old  :     100.0:      63.3       48.3        3.5       16.7       42.9       83.5       94.7:      16.5        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  :       104:        47         30         12         17         11         73         45:
Old  :       104:        47         30         12         17         11         73         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       54.9       60.8       73.0       51.9       54.9       59.5       72.5
Old  :                 52.0       54.9       60.8       73.0       51.9       54.9       59.5       72.5
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 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   420,686:    28,560     68,244      4,370    367,293    330,481    400,222    403,095:    20,464     17,591
Old  :   420,686:    28,560     68,244      4,370    367,293    330,481    400,222    403,095:    20,464     17,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :     3,160:    10,336        129       -197    -10,650      2,200       -511      2,131:     3,670      1,028
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       16.2        1.0       87.3       78.6       95.1       95.8:       4.9        4.2
Old  :     100.0:       6.8       16.2        1.0       87.3       78.6       95.1       95.8:       4.9        4.2
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  :       263:        34         46         20        107        114        151        170:
Old  :       263:        34         46         20        107        114        151        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       15.9       52.3       27.5       33.9       15.5       46.8       25.4
Old  :                 38.2       15.9       52.3       27.5       33.9       15.5       46.8       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 15, 2011