```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :   243,904:    56,540     11,173     68,692    103,337    151,939    228,569    231,805:    15,334     12,099
Old  :   239,966:    55,450     11,342     68,290    101,621    148,511    225,361    228,143:    14,606     11,824
Other:     3,938:     1,462        203         31      1,716      3,428      3,209      3,662:       729        276
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :     7,790:     1,157        692      3,449      3,277      2,915      7,883      7,055:       -92        735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        4.6       28.2       42.4       62.3       93.7       95.0:       6.3        5.0
Old  :     100.0:      23.1        4.7       28.5       42.3       61.9       93.9       95.1:       6.1        4.9
Other:     100.0:      37.1        5.1        0.8       43.6       87.1       81.5       93.0:      18.5        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:       127         47         85         61         71        211        180:
Old  :       255:       126         48         83         61         71        210        179:
Other:        48:         9          3          3         15         25         25         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       26.2       29.4       35.9       11.9       14.9       17.4       21.5
Old  :                 17.6       26.4       29.6       36.2       12.0       15.0       17.3       21.8
Other:                 46.5       45.7       62.9       67.7       41.2       41.3       54.8       61.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :    47,430:    23,109        364      7,815     11,433     37,791     42,356     45,970:     5,073      1,460
Old  :    41,460:    22,000        749      5,608      9,289     33,723     36,896     40,079:     4,564      1,381
Other:     5,970:     1,527         34      1,789      2,144      4,068      5,460      5,891:       510         79
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :     1,118:       673        -10        265         34        954        973      1,209:       146        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.7        0.8       16.5       24.1       79.7       89.3       96.9:      10.7        3.1
Old  :     100.0:      53.1        1.8       13.5       22.4       81.3       89.0       96.7:      11.0        3.3
Other:     100.0:      25.6        0.6       30.0       35.9       68.1       91.5       98.7:       8.5        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        65         12         21         26         30        101         54:
Old  :       116:        62         15         21         24         30         99         54:
Other:        39:        12          7         16         16         11         35         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       57.1       31.8       68.2       18.9       51.8       28.8       60.5
Old  :                 22.4       57.9       33.7       69.7       21.4       54.1       31.8       63.5
Other:                 39.4       58.3       59.6       75.5       29.5       46.8       40.7       55.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :   205,686:    38,019     28,148     45,360    111,664    123,509    195,043    197,016:    10,643      8,670
Old  :    54,016:    27,814     27,586      2,699     18,274     18,730     48,786     49,014:     5,230      5,002
Other:   151,670:    20,765     11,121     32,102     93,390    104,779    146,257    148,002:     5,413      3,668
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :     6,159:    -1,976      3,812      3,412      5,543     -2,340      6,979      4,885:      -821      1,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       13.7       22.1       54.3       60.0       94.8       95.8:       5.2        4.2
Old  :     100.0:      51.5       51.1        5.0       33.8       34.7       90.3       90.7:       9.7        9.3
Other:     100.0:      13.7        7.3       21.2       61.6       69.1       96.4       97.6:       3.6        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        58         49         54         59         57        142        138:
Old  :       152:        41         51         19         45         30         95         91:
Other:       141:        41         37         35         50         50        111        102:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.2       33.0       43.7       48.2       16.3       18.6       24.7       26.1
Old  :                 30.1       44.0       42.5       53.8       30.1       43.9       42.5       53.2
Other:                 36.9       31.9       52.9       49.0       20.1       20.8       32.1       30.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :   865,388:   213,071     21,140    212,084    349,998    564,036    775,153    797,260:    90,236     68,128
Old  :   865,388:   213,071     21,140    212,084    349,998    564,036    775,153    797,260:    90,236     68,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    -8,126:    -5,117     -2,516      2,152      1,437     -5,394     -1,528     -5,758:    -6,599     -2,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        2.4       24.5       40.4       65.2       89.6       92.1:      10.4        7.9
Old  :     100.0:      24.6        2.4       24.5       40.4       65.2       89.6       92.1:      10.4        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  :       246:        97         51         94         84         92        225        194:
Old  :       246:        97         51         94         84         92        225        194:
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  :                 13.2       20.7       23.1       30.8       12.1       17.5       19.0       24.8
Old  :                 13.2       20.7       23.1       30.8       12.1       17.5       19.0       24.8
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 2, 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  :   174,859:    19,659     23,335     54,079     93,006     89,271    166,743    166,685:     8,116      8,174
Old  :    70,673:    12,095     16,164     17,127     36,498     32,956     65,721     66,248:     4,953      4,425
Other:   104,186:    13,591     13,199     30,923     56,508     56,315    101,023    100,437:     3,163      3,749
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :     6,347:     1,098      2,132      1,138      4,009      2,508      6,244      5,777:       103        570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       13.3       30.9       53.2       51.1       95.4       95.3:       4.6        4.7
Old  :     100.0:      17.1       22.9       24.2       51.6       46.6       93.0       93.7:       7.0        6.3
Other:     100.0:      13.0       12.7       29.7       54.2       54.1       97.0       96.4:       3.0        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:       102         96        122        125        122        282        289:
Old  :       309:        77         95         82        100         98        218        234:
Other:       278:        72         69         78        108        112        217        223:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       16.0       29.6       24.9       11.2        8.1       18.9       13.5
Old  :                 24.0       14.8       37.6       25.9       19.6       12.5       30.7       20.5
Other:                 21.2       20.1       32.6       33.0       13.2       12.3       21.8       18.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :    61,418:    37,047     36,420      1,665     14,997     18,339     53,709     56,424:     7,709      4,994
Old  :    61,418:    37,047     36,420      1,665     14,997     18,339     53,709     56,424:     7,709      4,994
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :      -370:    -2,578       -603       -279      2,310        627       -547       -254:       177       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.3       59.3        2.7       24.4       29.9       87.4       91.9:      12.6        8.1
Old  :     100.0:      60.3       59.3        2.7       24.4       29.9       87.4       91.9:      12.6        8.1
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  :       117:        45         47         11         13         15         59         72:
Old  :       117:        45         47         11         13         15         59         72:
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  :                 58.5       51.0       72.8       66.1       57.7       51.0       71.8       66.1
Old  :                 58.5       51.0       72.8       66.1       57.7       51.0       71.8       66.1
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 2, 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  :   418,789:    11,012     65,180      4,672    385,439    330,700    401,123    400,552:    17,666     18,237
Old  :   418,789:    11,012     65,180      4,672    385,439    330,700    401,123    400,552:    17,666     18,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    13,345:   -11,466       -193     -1,554     26,596     11,217     13,575      9,470:      -231      3,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       15.6        1.1       92.0       79.0       95.8       95.6:       4.2        4.4
Old  :     100.0:       2.6       15.6        1.1       92.0       79.0       95.8       95.6:       4.2        4.4
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  :       253:        23         46         15        105        119        138        170:
Old  :       253:        23         46         15        105        119        138        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       16.7       54.4       27.5       35.9       15.8       49.5       25.1
Old  :                 39.9       16.7       54.4       27.5       35.9       15.8       49.5       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated August 5, 2011