```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      137,983
COMMITMENTS
  46,012   20,329    5,140   74,516  102,641  125,668  128,110   12,315    9,873

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     -1,014)
      -4      656     -314   -1,469   -1,167   -1,787     -825      773     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     14.7      3.7     54.0     74.4     91.1     92.8      8.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      85       57       53       52       61      169      146
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,216
COMMITMENTS
  21,026    3,785      243    8,253   28,923   29,522   32,951    4,694    1,265

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:       -336)
    -202     -103       43     -270     -407     -429     -467       93      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.5     11.1      0.7     24.1     84.5     86.3     96.3     13.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      56       20        8       20       25       84       45
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      171,639
COMMITMENTS
  47,350   27,334   22,664   91,862  115,152  161,876  165,150    9,763    6,489

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:        295)
     100   -1,587       -4      613    2,975      709    1,384     -414   -1,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     15.9     13.2     53.5     67.1     94.3     96.2      5.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      69       35       45       55       52      145      114
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      626,505
COMMITMENTS
 211,493   63,200   44,615  283,106  465,550  539,214  573,365   87,291   53,140

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     11,321)
   3,352   -3,711      643    1,019   13,830    5,014   10,762    6,307      559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     10.1      7.1     45.2     74.3     86.1     91.5     13.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      84       55       58       69       83      188      167
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      108,202
COMMITMENTS
  26,946   15,603    8,897   65,652   78,004  101,495  102,504    6,707    5,698

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:        957)
     423     -201    1,346     -503      573    1,266    1,718     -309     -761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     14.4      8.2     60.7     72.1     93.8     94.7      6.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      96       57       74      105      119      234      224
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       49,877
COMMITMENTS
  31,861   24,271    1,602    8,293   21,459   41,756   47,332    8,121    2,545

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      2,484)
  -1,067     -936      350    1,945    3,731    1,228    3,145    1,256     -661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.9     48.7      3.2     16.6     43.0     83.7     94.9     16.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      46       27        8       17       11       68       42
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      418,916
COMMITMENTS
  28,337   68,258    3,860  366,653  329,719  398,850  401,837   20,066   17,079

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      2,907)
  10,172     -108     -103  -10,675    2,043     -606    1,832    3,513    1,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     16.3      0.9     87.5     78.7     95.2     95.9      4.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      33       45       12      104      114      142      166
```

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Updated July 15, 2011