```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   230,172:    52,446     10,596     63,308     99,687    145,178    215,441    219,082:    14,731     11,089
Old  :   226,502:    51,371     10,864     62,827     98,241    141,979    212,440    215,671:    14,062     10,831
Other:     3,670:     1,523        180         33      1,446      3,199      3,001      3,411:       669        259
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     2,492:     2,482        170      3,225     -4,114       -730      1,593      2,665:       899       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        4.6       27.5       43.3       63.1       93.6       95.2:       6.4        4.8
Old  :     100.0:      22.7        4.8       27.7       43.4       62.7       93.8       95.2:       6.2        4.8
Other:     100.0:      41.5        4.9        0.9       39.4       87.2       81.8       93.0:      18.2        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:       121         46         85         60         70        209        174:
Old  :       248:       120         47         83         60         70        208        173:
Other:        45:         8          5          3         14         22         24         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       25.3       29.7       35.7       11.6       14.6       17.1       21.3
Old  :                 18.2       25.6       30.0       36.1       11.7       14.8       16.9       21.6
Other:                 44.6       49.4       62.2       71.0       42.4       47.1       57.5       66.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :    45,144:    22,023        340      7,152     11,151     36,059     40,326     43,552:     4,818      1,592
Old  :    40,275:    20,829        874      5,359      9,544     32,614     35,732     38,846:     4,543      1,429
Other:     4,868:     1,735          9      1,251      1,607      3,446      4,593      4,705:       275        163
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     2,388:       726        -26        696      1,009      1,571      2,431      2,241:       -42        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.8        0.8       15.8       24.7       79.9       89.3       96.5:      10.7        3.5
Old  :     100.0:      51.7        2.2       13.3       23.7       81.0       88.7       96.5:      11.3        3.5
Other:     100.0:      35.6        0.2       25.7       33.0       70.8       94.3       96.7:       5.7        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        68         10         20         26         27        101         50:
Old  :       115:        61         17         20         24         27         99         50:
Other:        37:        17          3         14         14          9         33         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       57.6       31.9       68.0       19.3       51.9       29.2       59.9
Old  :                 22.4       57.2       33.6       68.2       21.3       52.4       31.4       61.3
Other:                 38.9       66.2       59.1       82.1       32.7       59.0       46.6       60.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   197,217:    43,858     25,028     40,430    100,506    124,881    184,793    190,339:    12,424      6,878
Old  :    70,539:    37,455     32,318      3,318     21,247     30,588     62,019     66,223:     8,520      4,316
Other:   126,678:    17,611      3,918     25,903     79,259     94,294    122,774    124,115:     3,904      2,563
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :      -157:      -841        578        867     -1,880     -1,600     -1,854       -154:     1,696         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       12.7       20.5       51.0       63.3       93.7       96.5:       6.3        3.5
Old  :     100.0:      53.1       45.8        4.7       30.1       43.4       87.9       93.9:      12.1        6.1
Other:     100.0:      13.9        3.1       20.4       62.6       74.4       96.9       98.0:       3.1        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        63         37         49         55         53        144        115:
Old  :       158:        52         45         26         40         35        106         92:
Other:       122:        40         20         23         48         48         98         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       34.6       41.0       50.1       17.1       21.9       25.6       29.9
Old  :                 28.5       39.9       40.0       53.0       28.5       39.6       40.0       51.2
Other:                 37.2       35.5       56.5       51.4       20.4       21.9       32.0       32.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   844,667:   214,139     33,459    193,017    347,216    556,121    754,372    782,598:    90,295     62,069
Old  :   844,667:   214,139     33,459    193,017    347,216    556,121    754,372    782,598:    90,295     62,069
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    -1,256:     1,324        606         52      2,857      1,344      4,233      2,001:    -5,488     -3,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        4.0       22.9       41.1       65.8       89.3       92.7:      10.7        7.3
Old  :     100.0:      25.4        4.0       22.9       41.1       65.8       89.3       92.7:      10.7        7.3
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  :       248:        95         56         91         81         92        225        191:
Old  :       248:        95         56         91         81         92        225        191:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       19.5       23.7       30.1       12.7       16.5       19.9       24.4
Old  :                 13.8       19.5       23.7       30.1       12.7       16.5       19.9       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   166,801:    19,457     19,509     47,798     91,428     92,883    158,682    160,190:     8,119      6,611
Old  :    83,006:    13,357     14,444     19,295     44,362     44,762     77,015     78,501:     5,991      4,505
Other:    83,795:     9,791      8,757     24,810     47,065     48,121     81,667     81,688:     2,128      2,106
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     6,156:    -1,283      4,189      2,896      3,826     -1,040      5,439      6,045:       716        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       11.7       28.7       54.8       55.7       95.1       96.0:       4.9        4.0
Old  :     100.0:      16.1       17.4       23.2       53.4       53.9       92.8       94.6:       7.2        5.4
Other:     100.0:      11.7       10.5       29.6       56.2       57.4       97.5       97.5:       2.5        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:       101         88        113        120        127        277        277:
Old  :       310:        88         88         81         90        105        216        236:
Other:       256:        61         56         63        105        114        203        198:
     :----------------------------------------------------------------------------------------------------
     :             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       16.2       31.7       26.9       11.6        8.3       19.7       13.8
Old  :                 25.1       17.2       41.7       28.7       21.5       13.8       32.4       22.9
Other:                 24.3       20.2       37.1       32.7       14.4       11.7       21.6       16.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :    47,389:    31,129     21,893      1,598      7,428     20,681     40,155     44,173:     7,234      3,216
Old  :    47,389:    31,129     21,893      1,598      7,428     20,681     40,155     44,173:     7,234      3,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    -3,053:      -810     -2,451       -187       -991       -974     -1,988     -3,612:    -1,065        560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.7       46.2        3.4       15.7       43.6       84.7       93.2:      15.3        6.8
Old  :     100.0:      65.7       46.2        3.4       15.7       43.6       84.7       93.2:      15.3        6.8
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  :        97:        49         28         12         12          9         64         47:
Old  :        97:        49         28         12         12          9         64         47:
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  :                 59.3       61.5       66.8       76.7       58.2       61.5       63.8       76.7
Old  :                 59.3       61.5       66.8       76.7       58.2       61.5       63.8       76.7
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 19, 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  :   411,215:    27,341     64,378      3,903    359,138    325,749    390,382    394,030:    20,833     17,185
Old  :   411,215:    27,341     64,378      3,903    359,138    325,749    390,382    394,030:    20,833     17,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    -9,471:    -1,218     -3,866       -467     -8,155     -4,732     -9,840     -9,065:       369       -406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       15.7        0.9       87.3       79.2       94.9       95.8:       5.1        4.2
Old  :     100.0:       6.6       15.7        0.9       87.3       79.2       94.9       95.8:       5.1        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  :       260:        37         41         14        105        116        150        163:
Old  :       260:        37         41         14        105        116        150        163:
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  :                 38.1       16.5       51.7       28.6       33.4       16.1       46.2       26.4
Old  :                 38.1       16.5       51.7       28.6       33.4       16.1       46.2       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated July 22, 2011