```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, 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  :   145,796:    55,516     21,845      6,825     69,890    106,540    132,231    135,210:    13,565     10,586
Old  :   141,710:    54,608     22,194      6,219     68,119    102,983    128,946    131,396:    12,764     10,314
Other:     4,086:     1,514        257          0      1,771      3,557      3,285      3,814:       801        272
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :     4,619:     5,444        455        242     -1,147      3,908      4,539      4,605:        80         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       15.0        4.7       47.9       73.1       90.7       92.7:       9.3        7.3
Old  :     100.0:      38.5       15.7        4.4       48.1       72.7       91.0       92.7:       9.0        7.3
Other:     100.0:      37.1        6.3        0.0       43.3       87.1       80.4       93.3:      19.6        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        94         60         51         49         63        169        151:
Old  :       234:        92         62         46         49         63        165        150:
Other:        50:         9          5          0         16         26         25         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  :                 20.1       29.9       32.4       39.8       18.9       26.0       28.8       35.8
Old  :                 20.2       30.4       32.5       40.5       19.2       26.8       29.1       36.8
Other:                 46.0       45.3       61.6       66.4       41.3       40.9       53.5       59.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, 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  :    25,133:    11,158      1,693      1,004      9,502     21,276     21,664     23,973:     3,469      1,160
Old  :    19,801:     9,069      1,122        246      7,453     17,462     16,768     18,830:     3,033        971
Other:     5,332:     2,407        889        440      2,049      3,814      4,896      5,143:       436        189
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    -1,009:       142       -738       -386       -583        105       -827     -1,019:      -182         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4        6.7        4.0       37.8       84.7       86.2       95.4:      13.8        4.6
Old  :     100.0:      45.8        5.7        1.2       37.6       88.2       84.7       95.1:      15.3        4.9
Other:     100.0:      45.1       16.7        8.3       38.4       71.5       91.8       96.5:       8.2        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        42         17         15         28         18         78         42:
Old  :        92:        43         13          3         25         18         69         33:
Other:        45:        12         11          8         15          8         33         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  :                 29.3       72.4       40.2       80.4       29.3       71.4       40.2       78.3
Old  :                 31.9       75.3       45.2       84.6       31.9       74.6       45.2       83.3
Other:                 57.3       67.3       71.7       82.3       57.3       66.4       71.4       78.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, 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  :   159,232:    38,486     29,148     17,758     93,484    104,394    149,728    151,300:     9,504      7,932
Old  :        50:         0          0          0         48         21         48         21:         2         29
Other:   159,182:    38,486     29,148     17,758     93,436    104,373    149,680    151,279:     9,502      7,903
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    -4,486:      -137     -3,820       -641     -5,273      1,389     -6,051     -3,072:     1,565     -1,414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       18.3       11.2       58.7       65.6       94.0       95.0:       6.0        5.0
Old  :     100.0:       0.0        0.0        0.0       96.0       42.0       96.0       42.0:       4.0       58.0
Other:     100.0:      24.2       18.3       11.2       58.7       65.6       94.0       95.0:       6.0        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        64         40         38         52         51        132        113:
Old  :         3:         0          0          0          1          2          1          2:
Other:       171:        64         40         38         52         51        132        113:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.8       29.6       44.6       48.7       18.5       22.0       29.5       31.2
Old  :                 96.0       42.0       96.0       42.0       96.0       42.0       96.0       42.0
Other:                 27.8       29.6       44.6       48.7       18.5       22.0       29.5       31.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, 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  :   595,341:   181,157     38,254     48,853    275,676    451,938    505,686    539,045:    89,655     56,296
Old  :   595,341:   181,157     38,254     48,853    275,676    451,938    505,686    539,045:    89,655     56,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :     8,790:     6,829     -7,784        -90     -5,484     11,641      1,255      3,767:     7,535      5,023
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        6.4        8.2       46.3       75.9       84.9       90.5:      15.1        9.5
Old  :     100.0:      30.4        6.4        8.2       46.3       75.9       84.9       90.5:      15.1        9.5
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  :       230:        90         41         70         78         87        201        168:
Old  :       230:        90         41         70         78         87        201        168:
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  :                 16.2       26.5       26.8       36.7       14.8       23.6       23.4       33.2
Old  :                 16.2       26.5       26.8       36.7       14.8       23.6       23.4       33.2
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 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  :   102,412:    29,633     17,510     10,731     55,206     69,162     95,570     97,403:     6,842      5,009
Old  :       731:         0         20          0        702        566        702        586:        29        145
Other:   101,681:    29,633     17,490     10,731     54,504     68,596     94,868     96,817:     6,813      4,864
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    -5,034:     1,272     -3,808      1,433     -6,457       -427     -3,752     -2,802:    -1,282     -2,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       17.1       10.5       53.9       67.5       93.3       95.1:       6.7        4.9
Old  :     100.0:       0.0        2.7        0.0       96.0       77.4       96.0       80.2:       4.0       19.8
Other:     100.0:      29.1       17.2       10.6       53.6       67.5       93.3       95.2:       6.7        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        98         61         71        101        111        232        221:
Old  :        24:         0          1          0          4         19          4         20:
Other:       307:        98         61         71        101        110        232        220:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.8       20.7       32.0       32.5       17.5       13.0       28.8       22.6
Old  :                 96.0       52.1       96.0       72.8       96.0       52.1       96.0       72.8
Other:                 18.5       20.6       31.8       32.4       17.7       13.3       29.0       23.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, 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  :    57,901:    32,190     34,751      1,475     18,823     16,369     52,488     52,595:     5,413      5,306
Old  :    57,901:    32,190     34,751      1,475     18,823     16,369     52,488     52,595:     5,413      5,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :     3,322:     2,366      3,680        303      1,199       -727      3,868      3,256:      -546         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.6       60.0        2.5       32.5       28.3       90.7       90.8:       9.3        9.2
Old  :     100.0:      55.6       60.0        2.5       32.5       28.3       90.7       90.8:       9.3        9.2
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  :       102:        28         49          9         12         14         45         69:
Old  :       102:        28         49          9         12         14         45         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  :                 60.7       50.6       79.5       65.3       60.5       50.5       78.2       65.2
Old  :                 60.7       50.6       79.5       65.3       60.5       50.5       78.2       65.2
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 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  :   436,810:     6,656     61,324      3,934    408,260    345,019    418,850    410,277:    17,960     26,533
Old  :   436,810:     6,656     61,324      3,934    408,260    345,019    418,850    410,277:    17,960     26,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    14,661:      -547     -5,015        676     12,467     14,725     12,596     10,386:     2,065      4,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       14.0        0.9       93.5       79.0       95.9       93.9:       4.1        6.1
Old  :     100.0:       1.5       14.0        0.9       93.5       79.0       95.9       93.9:       4.1        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  :       244:        15         47         10        104        114        125        165:
Old  :       244:        15         47         10        104        114        125        165:
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  :                 41.3       19.8       56.2       31.7       38.4       19.4       52.7       27.9
Old  :                 41.3       19.8       56.2       31.7       38.4       19.4       52.7       27.9
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