```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 30, 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  :   147,646:    55,246     22,322      8,277     70,304    106,674    133,827    137,273:    13,819     10,373
Old  :   143,542:    54,384     22,710      7,632     68,504    103,106    130,520    133,448:    13,022     10,094
Other:     4,104:     1,507        257          0      1,800      3,568      3,307      3,825:       797        279
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     1,850:      -270        477      1,452        414        134      1,596      2,063:       254       -213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       15.1        5.6       47.6       72.2       90.6       93.0:       9.4        7.0
Old  :     100.0:      37.9       15.8        5.3       47.7       71.8       90.9       93.0:       9.1        7.0
Other:     100.0:      36.7        6.3        0.0       43.9       86.9       80.6       93.2:      19.4        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        96         58         55         53         62        178        150:
Old  :       234:        94         60         50         52         62        173        149:
Other:        51:         9          5          0         17         26         26         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       29.1       31.0       39.6       18.2       26.0       27.5       36.2
Old  :                 19.6       29.6       31.3       40.2       18.5       26.7       27.7       37.2
Other:                 45.8       45.3       61.5       65.5       41.1       40.9       53.2       58.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 30, 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  :    24,195:    10,543      1,584        842      9,707     20,718     21,092     23,144:     3,103      1,051
Old  :    18,747:     8,682      1,073         68      7,551     16,835     16,301     17,976:     2,446        771
Other:     5,448:     2,208        858        427      2,156      3,883      4,791      5,168:       657        280
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :      -938:      -615       -109       -162        205       -558       -572       -829:      -366       -109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6        6.5        3.5       40.1       85.6       87.2       95.7:      12.8        4.3
Old  :     100.0:      46.3        5.7        0.4       40.3       89.8       87.0       95.9:      13.0        4.1
Other:     100.0:      40.5       15.7        7.8       39.6       71.3       87.9       94.9:      12.1        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        41         12         12         29         17         73         38:
Old  :        89:        41         11          1         27         17         68         29:
Other:        42:        10         10          9         15          8         31         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.8       73.6       42.6       81.8       30.8       73.6       42.6       80.1
Old  :                 34.1       77.8       48.2       86.6       34.1       77.7       48.2       86.0
Other:                 59.0       67.2       72.6       80.9       59.0       66.2       71.0       77.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 30, 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  :   160,621:    37,748     25,215     18,431     95,294    110,259    151,473    153,905:     9,148      6,716
Old  :        26:         0          0          0         26         14         26         14:         0         12
Other:   160,595:    37,748     25,215     18,431     95,268    110,245    151,447    153,891:     9,148      6,704
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     1,389:      -738     -3,933        673      1,810      5,865      1,745      2,605:      -356     -1,216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       15.7       11.5       59.3       68.6       94.3       95.8:       5.7        4.2
Old  :     100.0:       0.0        0.0        0.0      100.0       53.8      100.0       53.8:       0.0       46.2
Other:     100.0:      23.5       15.7       11.5       59.3       68.6       94.3       95.8:       5.7        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        63         36         35         52         53        128        111:
Old  :         2:         0          0          0          1          1          1          1:
Other:       165:        63         36         35         52         53        128        111:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.2       32.1       44.3       51.6       18.5       23.2       29.7       32.7
Old  :                100.0       53.8      100.0       53.8      100.0       53.8      100.0       53.8
Other:                 27.2       32.1       44.3       51.6       18.5       23.2       29.7       32.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 30, 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  :   597,739:   177,462     41,882     52,425    279,985    450,110    509,872    544,417:    87,867     53,322
Old  :   597,739:   177,462     41,882     52,425    279,985    450,110    509,872    544,417:    87,867     53,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     2,398:    -3,695      3,628      3,572      4,309     -1,828      4,186      5,372:    -1,788     -2,974
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        7.0        8.8       46.8       75.3       85.3       91.1:      14.7        8.9
Old  :     100.0:      29.7        7.0        8.8       46.8       75.3       85.3       91.1:      14.7        8.9
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  :       232:        88         45         68         78         90        200        172:
Old  :       232:        88         45         68         78         90        200        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  :                 16.1       22.1       26.3       34.2       14.7       19.6       22.4       29.9
Old  :                 16.1       22.1       26.3       34.2       14.7       19.6       22.4       29.9
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 30, 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  :   106,243:    34,595     14,627     12,855     52,007     74,741     99,457    102,223:     6,786      4,020
Old  :       353:         0          8          0        353        248        353        256:         0         97
Other:   105,890:    34,595     14,619     12,855     51,654     74,493     99,104    101,967:     6,786      3,923
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     3,831:     4,962     -2,883      2,124     -3,199      5,579      3,887      4,820:       -56       -989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       13.8       12.1       49.0       70.3       93.6       96.2:       6.4        3.8
Old  :     100.0:       0.0        2.3        0.0      100.0       70.3      100.0       72.5:       0.0       27.5
Other:     100.0:      32.7       13.8       12.1       48.8       70.3       93.6       96.3:       6.4        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:       114         62         75         97        111        245        222:
Old  :        13:         0          2          0          2          9          2         11:
Other:       318:       114         62         75         97        111        245        222:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       22.1       30.0       33.3       16.8       15.4       27.7       24.1
Old  :                100.0       65.2      100.0       71.1      100.0       65.2      100.0       71.1
Other:                 17.0       22.1       29.8       33.3       16.8       15.7       27.8       24.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 30, 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  :    55,670:    31,025     34,007      1,363     17,930     15,878     50,318     51,248:     5,352      4,422
Old  :    55,670:    31,025     34,007      1,363     17,930     15,878     50,318     51,248:     5,352      4,422
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -2,231:    -1,165       -744       -112       -893       -491     -2,170     -1,347:       -61       -884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.7       61.1        2.4       32.2       28.5       90.4       92.1:       9.6        7.9
Old  :     100.0:      55.7       61.1        2.4       32.2       28.5       90.4       92.1:       9.6        7.9
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  :       105:        33         49         10         12         13         49         69:
Old  :       105:        33         49         10         12         13         49         69:
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  :                 62.3       52.9       77.9       67.4       62.3       52.9       76.9       67.4
Old  :                 62.3       52.9       77.9       67.4       62.3       52.9       76.9       67.4
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 30, 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  :   434,111:     4,879     65,158      2,952    413,180    342,813    421,011    410,923:    13,100     23,188
Old  :   434,111:     4,879     65,158      2,952    413,180    342,813    421,011    410,923:    13,100     23,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -2,699:    -1,777      3,834       -982      4,920     -2,206      2,161        646:    -4,860     -3,345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1       15.0        0.7       95.2       79.0       97.0       94.7:       3.0        5.3
Old  :     100.0:       1.1       15.0        0.7       95.2       79.0       97.0       94.7:       3.0        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  :       246:        11         51          6        100        121        116        173:
Old  :       246:        11         51          6        100        121        116        173:
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  :                 42.3       19.6       58.8       31.5       39.0       19.5       53.0       27.6
Old  :                 42.3       19.6       58.8       31.5       39.0       19.5       53.0       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 2, 2011