```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 9, 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  :   142,543:    52,309     21,760      5,853     71,455    103,923    129,617    131,536:    12,926     11,007
Old  :   138,521:    51,171     21,895      5,486     69,682    100,399    126,339    127,780:    12,182     10,741
Other:     4,022:     1,505        232          0      1,773      3,524      3,278      3,756:       744        266
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -1,904:      -373       -265       -898       -154     -1,290     -1,425     -2,453:      -479        549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7       15.3        4.1       50.1       72.9       90.9       92.3:       9.1        7.7
Old  :     100.0:      36.9       15.8        4.0       50.3       72.5       91.2       92.2:       8.8        7.8
Other:     100.0:      37.4        5.8        0.0       44.1       87.6       81.5       93.4:      18.5        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        95         65         52         50         63        170        156:
Old  :       238:        95         65         48         49         62        166        154:
Other:        49:         8          5          0         16         26         24         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  :                 21.7       31.1       34.5       41.2       19.4       25.9       29.1       35.7
Old  :                 21.9       31.7       34.4       42.0       19.5       26.6       29.4       36.7
Other:                 47.5       45.4       63.3       67.4       42.0       41.0       54.9       60.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 9, 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  :    29,961:    15,176      2,534      1,041      9,951     24,822     26,168     28,397:     3,793      1,564
Old  :    26,786:    14,340      2,115        351      8,703     22,876     23,394     25,342:     3,392      1,444
Other:     3,175:     1,207        790        319      1,248      1,946      2,774      3,055:       401        120
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -6,849:    -7,491     -1,342        336      1,399     -6,071     -5,756     -7,077:    -1,093        228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.7        8.5        3.5       33.2       82.8       87.3       94.8:      12.7        5.2
Old  :     100.0:      53.5        7.9        1.3       32.5       85.4       87.3       94.6:      12.7        5.4
Other:     100.0:      38.0       24.9       10.0       39.3       61.3       87.4       96.2:      12.6        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        40         20         14         22         25         73         48:
Old  :        96:        42         18          7         20         25         66         46:
Other:        38:         9         11          5         11          7         25         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       62.3       38.5       73.3       25.2       61.0       38.4       71.4
Old  :                 26.0       64.7       40.5       76.1       26.0       63.2       40.4       74.3
Other:                 49.3       57.2       67.1       79.0       49.3       54.8       66.6       74.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 9, 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  :   172,222:    39,267     30,065     24,863     99,223    108,864    163,353    163,792:     8,869      8,430
Old  :    27,507:     9,133     17,218         10     14,994      7,102     24,137     24,330:     3,370      3,177
Other:   144,715:    37,440     20,153     17,547     84,229    101,762    139,216    139,462:     5,499      5,253
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -6,196:    -1,397        910     -2,549     -1,345     -4,716     -5,291     -6,355:      -905        159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       17.5       14.4       57.6       63.2       94.9       95.1:       5.1        4.9
Old  :     100.0:      33.2       62.6        0.0       54.5       25.8       87.7       88.5:      12.3       11.5
Other:     100.0:      25.9       13.9       12.1       58.2       70.3       96.2       96.4:       3.8        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        50         49         45         61         51        135        126:
Old  :       105:        31         27          1         40         14         71         42:
Other:       157:        43         46         35         53         48        114        112:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.6       32.3       44.7       49.6       16.7       20.8       27.1       29.2
Old  :                 40.8       57.2       53.2       68.7       40.8       57.2       52.9       68.7
Other:                 32.2       32.6       47.8       50.1       19.6       24.0       31.2       33.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 9, 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  :   592,773:   187,187     43,556     48,442    279,498    448,227    515,127    540,225:    77,646     52,548
Old  :   592,773:   187,187     43,556     48,442    279,498    448,227    515,127    540,225:    77,646     52,548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -31,214:   -26,670     -9,496      1,442     -1,386    -19,282    -26,614    -27,336:    -4,600     -3,878
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        7.3        8.2       47.2       75.6       86.9       91.1:      13.1        8.9
Old  :     100.0:      31.6        7.3        8.2       47.2       75.6       86.9       91.1:      13.1        8.9
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  :       237:        93         47         68         77         84        202        169:
Old  :       237:        93         47         68         77         84        202        169:
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  :                 16.3       27.3       27.2       38.7       14.9       24.6       24.2       34.2
Old  :                 16.3       27.3       27.2       38.7       14.9       24.6       24.2       34.2
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 9, 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  :   109,031:    29,243     21,646      9,867     62,450     69,255    101,560    100,768:     7,471      8,263
Old  :    30,947:     9,460      9,514        331     17,405     17,716     27,196     27,561:     3,751      3,386
Other:    78,084:    23,469     15,818      5,850     45,045     51,539     74,364     73,207:     3,720      4,877
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -2,499:     2,213        667     -3,325     -1,542       -804     -2,654     -3,462:       155        963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       19.9        9.0       57.3       63.5       93.1       92.4:       6.9        7.6
Old  :     100.0:      30.6       30.7        1.1       56.2       57.2       87.9       89.1:      12.1       10.9
Other:     100.0:      30.1       20.3        7.5       57.7       66.0       95.2       93.8:       4.8        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:       100         64         84        106        110        239        233:
Old  :       253:        74         57         10         59         78        140        139:
Other:       268:        82         56         55         95         99        193        195:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       18.2       32.4       29.5       16.4       13.8       27.1       21.8
Old  :                 31.0       19.4       40.9       32.1       29.5       19.4       39.5       32.0
Other:                 18.7       23.6       33.0       37.4       18.5       20.2       31.7       29.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 9, 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  :    57,347:    34,161     30,860      1,107     15,255     18,014     50,523     49,981:     6,824      7,366
Old  :    57,347:    34,161     30,860      1,107     15,255     18,014     50,523     49,981:     6,824      7,366
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -3,182:    -2,721     -5,544       -178        379         42     -2,520     -5,680:      -662      2,498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.6       53.8        1.9       26.6       31.4       88.1       87.2:      11.9       12.8
Old  :     100.0:      59.6       53.8        1.9       26.6       31.4       88.1       87.2:      11.9       12.8
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  :        95:        32         40          6         12         12         46         57:
Old  :        95:        32         40          6         12         12         46         57:
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  :                 55.6       53.4       74.9       66.4       55.3       53.4       74.6       66.3
Old  :                 55.6       53.4       74.9       66.4       55.3       53.4       74.6       66.3
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 9, 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  :   410,254:    14,027     58,735      4,967    373,616    325,298    392,610    389,000:    17,644     21,254
Old  :   410,254:    14,027     58,735      4,967    373,616    325,298    392,610    389,000:    17,644     21,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -6,539:     3,430     -5,900        708    -11,403     -4,605     -7,265     -9,797:       726      3,258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       14.3        1.2       91.1       79.3       95.7       94.8:       4.3        5.2
Old  :     100.0:       3.4       14.3        1.2       91.1       79.3       95.7       94.8:       4.3        5.2
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  :       251:        22         51          6        108        107        134        160:
Old  :       251:        22         51          6        108        107        134        160:
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  :                 38.6       19.5       52.7       30.2       36.7       18.5       50.6       26.3
Old  :                 38.6       19.5       52.7       30.2       36.7       18.5       50.6       26.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 12, 2011