```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, July 5, 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  :   138,997:    46,016     19,673      5,454     75,985    103,808    127,455    128,935:    11,542     10,062
Old  :   135,515:    44,866     19,893      5,029     74,673    100,741    124,568    125,663:    10,947      9,852
Other:     3,482:     1,536        166         39      1,312      3,067      2,887      3,272:       595        210
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :     3,013:     1,766        761        187      1,839      1,630      3,792      2,578:      -779        435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       14.2        3.9       54.7       74.7       91.7       92.8:       8.3        7.2
Old  :     100.0:      33.1       14.7        3.7       55.1       74.3       91.9       92.7:       8.1        7.3
Other:     100.0:      44.1        4.8        1.1       37.7       88.1       82.9       94.0:      17.1        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        88         53         52         51         56        167        138:
Old  :       217:        88         55         49         49         56        163        137:
Other:        45:         8          5          1         15         21         23         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  :                 22.7       33.6       36.4       44.6       20.6       29.8       30.2       39.8
Old  :                 23.3       34.0       37.0       45.1       21.1       30.4       30.9       40.7
Other:                 44.9       51.8       64.1       72.5       44.7       50.9       60.4       68.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, July 5, 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  :    34,552:    21,228      3,888        200      8,523     29,330     29,951     33,418:     4,601      1,134
Old  :    32,746:    20,554      3,433        111      7,897     28,128     28,562     31,672:     4,184      1,074
Other:     1,806:       724        505         39        626      1,202      1,389      1,746:       417         60
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    -2,209:       267         17         21     -2,163     -1,987     -1,875     -1,949:      -334       -260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.4       11.3        0.6       24.7       84.9       86.7       96.7:      13.3        3.3
Old  :     100.0:      62.8       10.5        0.3       24.1       85.9       87.2       96.7:      12.8        3.3
Other:     100.0:      40.1       28.0        2.2       34.7       66.6       76.9       96.7:      23.1        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        58         21          9         21         27         88         48:
Old  :       115:        59         20          4         19         27         82         47:
Other:        29:         4         12          3         10          4         17         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.4       61.2       40.2       71.7       26.4       59.0       40.2       69.5
Old  :                 27.7       61.4       40.7       72.6       27.7       59.4       40.7       70.6
Other:                 59.5       69.3       71.0       86.0       59.5       68.6       71.0       83.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, July 5, 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  :   171,344:    47,250     28,921     22,668     91,249    112,177    161,167    163,766:    10,177      7,578
Old  :    71,780:    38,542     34,064        461     25,406     32,207     64,409     66,732:     7,371      5,048
Other:    99,564:    19,862      6,011     11,053     65,843     79,970     96,758     97,034:     2,806      2,530
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :     9,345:     5,379      1,402      1,098      1,351      7,485      7,828      9,985:     1,517       -640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       16.9       13.2       53.3       65.5       94.1       95.6:       5.9        4.4
Old  :     100.0:      53.7       47.5        0.6       35.4       44.9       89.7       93.0:      10.3        7.0
Other:     100.0:      19.9        6.0       11.1       66.1       80.3       97.2       97.5:       2.8        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        66         37         40         53         49        142        105:
Old  :       160:        55         45          7         38         33         96         82:
Other:       113:        41         11         15         46         42         94         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.6       35.0       42.3       51.6       18.1       24.3       28.0       32.9
Old  :                 28.8       39.7       41.7       53.6       28.8       39.4       41.7       53.2
Other:                 39.2       36.6       60.5       53.4       21.5       26.4       36.5       38.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, July 5, 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  :   615,184:   208,141     66,911     43,972    282,087    451,720    534,200    562,603:    80,984     52,581
Old  :   615,184:   208,141     66,911     43,972    282,087    451,720    534,200    562,603:    80,984     52,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    -3,694:     9,008      5,927      2,281    -18,309     -9,869     -7,020     -1,661:     3,326     -2,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       10.9        7.1       45.9       73.4       86.8       91.5:      13.2        8.5
Old  :     100.0:      33.8       10.9        7.1       45.9       73.4       86.8       91.5:      13.2        8.5
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  :       237:        76         61         56         72         89        181        176:
Old  :       237:        76         61         56         72         89        181        176:
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  :                 19.0       25.5       30.7       37.3       18.5       21.7       28.2       31.0
Old  :                 19.0       25.5       30.7       37.3       18.5       21.7       28.2       31.0
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, July 5, 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  :   107,245:    26,523     15,804      7,551     66,155     77,431    100,229    100,786:     7,016      6,459
Old  :    54,644:    16,281     11,314        774     32,794     38,325     49,849     50,413:     4,795      4,231
Other:    52,601:    13,254      7,502      3,765     33,361     39,106     50,380     50,373:     2,221      2,228
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :     1,142:     1,384       -524     -1,058          9      2,952        335      1,370:       807       -228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       14.7        7.0       61.7       72.2       93.5       94.0:       6.5        6.0
Old  :     100.0:      29.8       20.7        1.4       60.0       70.1       91.2       92.3:       8.8        7.7
Other:     100.0:      25.2       14.3        7.2       63.4       74.3       95.8       95.8:       4.2        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:        95         71         70        102        115        227        230:
Old  :       287:        80         76         14         57         85        146        166:
Other:       217:        59         32         33         82         99        153        153:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.9       17.7       38.3       30.2       18.3       14.3       30.1       24.4
Old  :                 34.6       23.5       52.4       37.8       34.0       23.5       50.5       37.3
Other:                 25.2       21.5       38.7       36.5       23.0       16.8       30.4       26.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, July 5, 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  :    47,393:    32,928     25,207      1,252      6,348     17,728     40,528     44,187:     6,865      3,206
Old  :    47,393:    32,928     25,207      1,252      6,348     17,728     40,528     44,187:     6,865      3,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    -3,026:    -2,615      2,396        641       -484     -6,639     -2,458     -3,602:      -568        576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.5       53.2        2.6       13.4       37.4       85.5       93.2:      14.5        6.8
Old  :     100.0:      69.5       53.2        2.6       13.4       37.4       85.5       93.2:      14.5        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  :       102:        47         35          7         10         10         62         48:
Old  :       102:        47         35          7         10         10         62         48:
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  :                 61.0       57.5       67.2       72.3       60.3       57.4       65.7       70.9
Old  :                 61.0       57.5       67.2       72.3       60.3       57.4       65.7       70.9
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, July 5, 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  :   416,009:    18,165     68,366      3,963    377,328    327,676    399,456    400,005:    16,553     16,004
Old  :   416,009:    18,165     68,366      3,963    377,328    327,676    399,456    400,005:    16,553     16,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :   -19,527:     8,896      2,941     -1,040    -19,869    -11,254    -12,013     -9,353:    -7,514    -10,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       16.4        1.0       90.7       78.8       96.0       96.2:       4.0        3.8
Old  :     100.0:       4.4       16.4        1.0       90.7       78.8       96.0       96.2:       4.0        3.8
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  :       252:        20         53         12        100        110        127        168:
Old  :       252:        20         53         12        100        110        127        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  :                 41.9       16.1       57.6       27.7       39.2       15.6       52.2       25.3
Old  :                 41.9       16.1       57.6       27.7       39.2       15.6       52.2       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 8, 2011