```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :   236,114:    55,383     10,481     65,244    100,061    149,024    220,687    224,749:    15,427     11,364
Old  :   232,234:    54,336     10,673     64,819     98,336    145,637    217,490    221,129:    14,744     11,106
Other:     3,879:     1,441        203         31      1,725      3,387      3,196      3,621:       683        259
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     5,942:     2,936       -115      1,936        373      3,846      5,246      5,667:       696        275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        4.4       27.6       42.4       63.1       93.5       95.2:       6.5        4.8
Old  :     100.0:      23.4        4.6       27.9       42.3       62.7       93.7       95.2:       6.3        4.8
Other:     100.0:      37.1        5.2        0.8       44.5       87.3       82.4       93.3:      17.6        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:       123         48         87         61         70        213        176:
Old  :       252:       122         49         85         61         70        212        175:
Other:        45:         9          3          3         14         23         24         28:
     :----------------------------------------------------------------------------------------------------
     :             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       25.9       29.2       36.2       11.3       14.5       16.7       21.5
Old  :                 17.6       26.2       29.4       36.5       11.4       14.7       16.6       21.7
Other:                 47.1       46.3       64.1       68.5       41.7       41.8       56.0       62.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :    46,311:    22,435        374      7,550     11,399     36,837     41,384     44,761:     4,928      1,550
Old  :    40,775:    21,271        791      5,517      9,409     32,989     36,196     39,297:     4,579      1,478
Other:     5,537:     1,640         58      1,558      1,990      3,848      5,188      5,464:       349         73
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     1,168:       413         34        398        248        777      1,058      1,209:       110        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.4        0.8       16.3       24.6       79.5       89.4       96.7:      10.6        3.3
Old  :     100.0:      52.2        1.9       13.5       23.1       80.9       88.8       96.4:      11.2        3.6
Other:     100.0:      29.6        1.1       28.1       36.0       69.5       93.7       98.7:       6.3        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        65         14         21         26         28        103         52:
Old  :       117:        65         14         21         24         28        101         52:
Other:        39:        14          6         16         16         10         36         26:
     :----------------------------------------------------------------------------------------------------
     :             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       57.2       31.9       67.8       18.9       51.8       29.0       60.0
Old  :                 22.2       57.6       33.7       68.9       21.5       53.5       31.7       62.7
Other:                 38.6       60.3       59.6       76.8       29.5       49.3       41.8       55.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :   199,527:    39,995     24,336     41,947    106,121    125,848    188,063    192,131:    11,464      7,396
Old  :    64,459:    33,851     29,854      3,077     20,671     26,696     57,600     59,628:     6,859      4,831
Other:   135,068:    17,351      5,689     27,663     85,450     99,152    130,464    132,503:     4,604      2,565
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     2,310:    -3,863       -692      1,518      5,615        967      3,270      1,792:      -960        518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       12.2       21.0       53.2       63.1       94.3       96.3:       5.7        3.7
Old  :     100.0:      52.5       46.3        4.8       32.1       41.4       89.4       92.5:      10.6        7.5
Other:     100.0:      12.8        4.2       20.5       63.3       73.4       96.6       98.1:       3.4        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        61         43         53         56         53        144        125:
Old  :       161:        50         50         20         44         34        102         96:
Other:       128:        41         26         27         49         47        105         86:
     :----------------------------------------------------------------------------------------------------
     :             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       35.6       43.0       50.6       17.1       20.6       25.5       28.8
Old  :                 31.4       44.2       43.7       52.9       31.4       43.6       43.7       52.2
Other:                 38.6       36.2       57.4       51.7       20.8       22.8       32.6       33.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :   873,515:   218,188     23,656    209,932    348,560    569,430    776,680    803,017:    96,834     70,497
Old  :   873,515:   218,188     23,656    209,932    348,560    569,430    776,680    803,017:    96,834     70,497
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    28,848:     4,049     -9,804     16,915      1,345     13,309     22,308     20,420:     6,539      8,428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        2.7       24.0       39.9       65.2       88.9       91.9:      11.1        8.1
Old  :     100.0:      25.0        2.7       24.0       39.9       65.2       88.9       91.9:      11.1        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  :       242:        93         54         88         79         90        218        187:
Old  :       242:        93         54         88         79         90        218        187:
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  :                 14.2       20.1       24.1       30.7       12.9       17.2       19.9       24.8
Old  :                 14.2       20.1       24.1       30.7       12.9       17.2       19.9       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, July 26, 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  :   168,512:    18,561     21,203     52,941     88,997     86,763    160,499    160,908:     8,013      7,604
Old  :    75,452:    13,155     16,203     18,943     38,075     35,641     70,174     70,787:     5,278      4,665
Other:    93,060:    11,894     11,490     27,509     50,922     51,122     90,325     90,120:     2,734      2,939
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     1,711:      -896      1,694      5,143     -2,430     -6,120      1,817        718:      -106        993
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       12.6       31.4       52.8       51.5       95.2       95.5:       4.8        4.5
Old  :     100.0:      17.4       21.5       25.1       50.5       47.2       93.0       93.8:       7.0        6.2
Other:     100.0:      12.8       12.3       29.6       54.7       54.9       97.1       96.8:       2.9        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       347:       101         96        129        127        123        289        293:
Old  :       319:        83         98         87        101         98        229        238:
Other:       273:        65         69         68        106        114        210        213:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       16.1       30.1       25.5       11.6        7.9       19.6       13.3
Old  :                 22.1       14.0       37.4       24.6       17.3       11.4       29.3       19.4
Other:                 23.4       20.2       35.3       32.7       13.4       11.2       22.0       17.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :    61,788:    39,625     37,022      1,943     12,687     17,712     54,256     56,678:     7,532      5,110
Old  :    61,788:    39,625     37,022      1,943     12,687     17,712     54,256     56,678:     7,532      5,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    14,399:     8,496     15,129        345      5,259     -2,969     14,100     12,505:       299      1,894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.1       59.9        3.1       20.5       28.7       87.8       91.7:      12.2        8.3
Old  :     100.0:      64.1       59.9        3.1       20.5       28.7       87.8       91.7:      12.2        8.3
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  :       109:        39         48         13         14         11         58         68:
Old  :       109:        39         48         13         14         11         58         68:
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  :                 55.9       50.6       72.2       67.1       55.1       50.6       71.2       66.8
Old  :                 55.9       50.6       72.2       67.1       55.1       50.6       71.2       66.8
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, July 26, 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  :   405,445:    22,478     65,373      6,227    358,843    319,483    387,548    391,082:    17,897     14,363
Old  :   405,445:    22,478     65,373      6,227    358,843    319,483    387,548    391,082:    17,897     14,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -5,770:    -4,864        995      2,324       -294     -6,266     -2,834     -2,948:    -2,936     -2,822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       16.1        1.5       88.5       78.8       95.6       96.5:       4.4        3.5
Old  :     100.0:       5.5       16.1        1.5       88.5       78.8       95.6       96.5:       4.4        3.5
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  :       260:        30         47         15        110        113        151        164:
Old  :       260:        30         47         15        110        113        151        164:
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  :                 38.9       16.6       52.2       28.8       34.0       16.2       46.8       26.6
Old  :                 38.9       16.6       52.2       28.8       34.0       16.2       46.8       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 29, 2011