```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   246,085:    53,657     10,027     73,168    103,934    150,855    230,759    234,050:    15,325     12,035
Old  :   241,986:    52,542     10,182     72,754    102,149    147,290    227,445    230,226:    14,541     11,760
Other:     4,099:     1,498        228         31      1,785      3,565      3,314      3,824:       785        275
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -2,537:    -1,466     -1,607       -158     -1,680       -345     -3,304     -2,110:       767       -427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        4.1       29.7       42.2       61.3       93.8       95.1:       6.2        4.9
Old  :     100.0:      21.7        4.2       30.1       42.2       60.9       94.0       95.1:       6.0        4.9
Other:     100.0:      36.5        5.6        0.8       43.6       87.0       80.9       93.3:      19.1        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:       128         42         84         61         73        209        180:
Old  :       254:       127         43         82         61         73        208        179:
Other:        49:        10          3          3         16         26         27         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  :                 17.8       24.7       29.4       34.9       11.7       13.5       17.1       20.1
Old  :                 17.9       24.9       29.6       35.1       11.5       13.6       17.1       20.4
Other:                 46.8       44.7       62.0       66.9       41.1       40.4       53.7       60.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :    36,985:    11,042      1,073      8,320     13,778     26,269     33,140     35,661:     3,845      1,324
Old  :    27,638:     8,908      1,095      5,039     10,358     20,358     24,304     26,492:     3,333      1,146
Other:     9,348:     2,186         29      3,230      3,420      5,910      8,836      9,169:       512        178
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -2,921:    -4,327        195        995        529     -3,682     -2,803     -2,491:      -118       -430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        2.9       22.5       37.3       71.0       89.6       96.4:      10.4        3.6
Old  :     100.0:      32.2        4.0       18.2       37.5       73.7       87.9       95.9:      12.1        4.1
Other:     100.0:      23.4        0.3       34.6       36.6       63.2       94.5       98.1:       5.5        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        40         20         23         32         27         83         59:
Old  :        96:        37         20         22         30         26         78         57:
Other:        47:        14          8         16         18         14         39         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  :                 21.5       56.6       34.6       67.8       19.3       49.7       27.4       54.1
Old  :                 23.2       58.6       33.7       67.6       22.3       53.5       31.9       59.7
Other:                 41.0       56.0       62.3       76.1       28.7       41.1       34.2       44.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   189,409:    33,143     33,378     36,246    111,460    110,234    180,849    179,857:     8,561      9,552
Old  :     5,525:       454      2,549          0      4,438      2,407      4,892      4,956:       633        569
Other:   183,884:    33,603     31,742     35,332    107,022    107,827    175,957    174,901:     7,928      8,983
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -8,547:    -1,185      1,949     -5,504       -966     -5,902     -7,655     -9,457:      -892        909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       17.6       19.1       58.8       58.2       95.5       95.0:       4.5        5.0
Old  :     100.0:       8.2       46.1        0.0       80.3       43.6       88.5       89.7:      11.5       10.3
Other:     100.0:      18.3       17.3       19.2       58.2       58.6       95.7       95.1:       4.3        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        54         52         48         57         53        136        130:
Old  :        35:         6          5          0         18          7         24         12:
Other:       175:        53         53         47         55         53        133        130:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.0       27.0       45.7       43.7       18.6       17.8       28.6       25.2
Old  :                 68.2       76.3       80.0       87.3       68.2       76.3       80.0       86.7
Other:                 29.9       26.0       45.6       43.2       19.8       18.7       30.1       26.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   813,714:   176,136     23,200    200,605    346,019    527,328    722,760    751,133:    90,954     62,581
Old  :   813,714:   176,136     23,200    200,605    346,019    527,328    722,760    751,133:    90,954     62,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :   -16,171:   -10,248      1,578     -6,990     -3,356     -9,453    -20,595    -14,865:     4,424     -1,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        2.9       24.7       42.5       64.8       88.8       92.3:      11.2        7.7
Old  :     100.0:      21.6        2.9       24.7       42.5       64.8       88.8       92.3:      11.2        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:        99         46         92         84         89        226        185:
Old  :       242:        99         46         92         84         89        226        185:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       19.5       21.9       29.0       10.9       17.1       17.3       24.3
Old  :                 12.6       19.5       21.9       29.0       10.9       17.1       17.3       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   154,795:    21,518     21,116     40,650     83,993     85,062    146,162    146,827:     8,633      7,967
Old  :    14,566:     2,575      3,468         85      9,735      9,681     12,395     13,234:     2,171      1,332
Other:   140,229:    20,589     19,293     38,919     74,258     75,381    133,767    133,593:     6,462      6,635
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :   -21,549:     1,557     -2,550    -13,425    -10,009     -4,471    -21,876    -20,446:       327     -1,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       13.6       26.3       54.3       55.0       94.4       94.9:       5.6        5.1
Old  :     100.0:      17.7       23.8        0.6       66.8       66.5       85.1       90.9:      14.9        9.1
Other:     100.0:      14.7       13.8       27.8       53.0       53.8       95.4       95.3:       4.6        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:        96         82        103        110        116        254        259:
Old  :       135:        22         15          2         41         67         64         83:
Other:       311:        90         85         95        106        112        241        250:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       17.7       31.6       28.1       12.0        9.3       20.6       15.4
Old  :                 44.2       36.2       57.7       54.0       44.2       35.8       57.7       53.6
Other:                 20.5       19.3       31.2       30.0       11.7        9.6       19.7       15.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :    55,135:    29,866     31,078      1,451     17,735     17,230     49,053     49,759:     6,082      5,375
Old  :    55,135:    29,866     31,078      1,451     17,735     17,230     49,053     49,759:     6,082      5,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -2,879:    -4,299        205        -42      2,344       -913     -1,997       -749:      -882     -2,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.2       56.4        2.6       32.2       31.3       89.0       90.3:      11.0        9.7
Old  :     100.0:      54.2       56.4        2.6       32.2       31.3       89.0       90.3:      11.0        9.7
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  :        99:        31         45         13         12         14         47         69:
Old  :        99:        31         45         13         12         14         47         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  :                 58.8       53.7       76.5       67.0       58.4       53.7       75.0       66.4
Old  :                 58.8       53.7       76.5       67.0       58.4       53.7       75.0       66.4
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 with Delta-adjusted Options and Futures Combined, August 16, 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  :   425,514:     7,375     66,830      4,555    397,060    331,608    408,991    402,993:    16,524     22,521
Old  :   425,514:     7,375     66,830      4,555    397,060    331,608    408,991    402,993:    16,524     22,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    10,760:    -8,011      7,040     -1,879     22,638      4,743     12,748      9,903:    -1,988        856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       15.7        1.1       93.3       77.9       96.1       94.7:       3.9        5.3
Old  :     100.0:       1.7       15.7        1.1       93.3       77.9       96.1       94.7:       3.9        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  :       252:        20         53         15        103        116        133        174:
Old  :       252:        20         53         15        103        116        133        174:
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  :                 40.0       19.5       55.4       30.8       37.4       18.9       52.8       26.8
Old  :                 40.0       19.5       55.4       30.8       37.4       18.9       52.8       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 19, 2011