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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   248,622:    55,123     11,633     73,326    105,614    151,200    234,063    236,160:    14,559     12,462
Old  :   244,568:    53,982     11,792     72,933    103,841    147,656    230,755    232,382:    13,812     12,186
Other:     4,054:     1,505        204         30      1,773      3,544      3,308      3,778:       746        276
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :     4,718:    -1,416        460      4,634      2,276       -739      5,494      4,355:      -776        363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        4.7       29.5       42.5       60.8       94.1       95.0:       5.9        5.0
Old  :     100.0:      22.1        4.8       29.8       42.5       60.4       94.4       95.0:       5.6        5.0
Other:     100.0:      37.1        5.0        0.7       43.7       87.4       81.6       93.2:      18.4        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:       125         49         86         61         72        211        182:
Old  :       255:       124         50         84         61         72        210        181:
Other:        49:         8          5          3         16         26         27         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  :                 18.1       25.0       29.6       35.2       11.6       13.6       17.0       20.1
Old  :                 18.2       25.2       29.8       35.4       11.4       13.8       16.9       20.4
Other:                 47.1       45.0       62.8       67.4       41.7       40.7       54.5       60.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    39,906:    15,370        878      7,324     13,249     29,951     35,944     38,153:     3,963      1,754
Old  :    33,192:    14,324        936      4,639     10,714     26,045     29,676     31,619:     3,516      1,573
Other:     6,714:     1,182         78      2,549      2,536      3,906      6,267      6,534:       447        181
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -7,523:    -7,739        514       -491      1,817     -7,840     -6,413     -7,817:    -1,110        294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5        2.2       18.4       33.2       75.1       90.1       95.6:       9.9        4.4
Old  :     100.0:      43.2        2.8       14.0       32.3       78.5       89.4       95.3:      10.6        4.7
Other:     100.0:      17.6        1.2       38.0       37.8       58.2       93.3       97.3:       6.7        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        39         22         21         28         30         83         57:
Old  :        98:        41         20         21         27         29         82         56:
Other:        40:        14          6         16         13         13         33         29:
     :----------------------------------------------------------------------------------------------------
     :             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       55.2       31.9       66.1       18.6       49.7       28.5       57.5
Old  :                 21.1       58.3       32.9       69.4       20.6       54.6       32.2       63.6
Other:                 41.0       51.4       60.5       70.8       24.2       30.7       32.0       38.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   197,956:    34,328     31,428     41,750    112,426    116,135    188,504    189,313:     9,452      8,643
Old  :    27,507:     9,133     17,218         10     14,994      7,102     24,137     24,330:     3,370      3,177
Other:   170,449:    32,883     21,898     34,052     97,432    109,033    164,367    164,983:     6,082      5,466
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -7,729:    -3,691      3,280     -3,610        762     -7,373     -6,539     -7,703:    -1,191        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       15.9       21.1       56.8       58.7       95.2       95.6:       4.8        4.4
Old  :     100.0:      33.2       62.6        0.0       54.5       25.8       87.7       88.5:      12.3       11.5
Other:     100.0:      19.3       12.8       20.0       57.2       64.0       96.4       96.8:       3.6        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        49         51         50         62         55        137        135:
Old  :       105:        31         27          1         40         14         71         42:
Other:       160:        41         51         41         55         53        120        122:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.9       30.6       44.5       46.5       16.6       18.1       26.5       25.4
Old  :                 40.8       57.2       53.2       68.7       40.8       57.2       52.9       68.7
Other:                 32.5       30.6       48.0       46.4       18.8       20.5       30.0       28.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   829,885:   186,384     21,622    207,595    349,375    536,781    743,355    765,998:    86,530     63,887
Old  :   829,885:   186,384     21,622    207,595    349,375    536,781    743,355    765,998:    86,530     63,887
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -35,503:   -26,687        482     -4,489       -622    -27,255    -31,798    -31,262:    -3,706     -4,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        2.6       25.0       42.1       64.7       89.6       92.3:      10.4        7.7
Old  :     100.0:      22.5        2.6       25.0       42.1       64.7       89.6       92.3:      10.4        7.7
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  :       243:       101         45         94         83         89        226        188:
Old  :       243:       101         45         94         83         89        226        188:
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  :                 12.7       20.1       21.9       29.9       10.9       17.3       17.3       24.5
Old  :                 12.7       20.1       21.9       29.9       10.9       17.3       17.3       24.5
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 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  :   176,344:    19,961     23,666     54,075     94,002     89,532    168,038    167,273:     8,306      9,071
Old  :    59,579:     5,322      9,456     19,408     30,617     26,920     55,346     55,784:     4,232      3,794
Other:   116,765:    17,084     16,655     32,222     63,385     62,612    112,691    111,489:     4,074      5,276
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :     1,485:       302        331         -4        996        261      1,294        588:       190        897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       13.4       30.7       53.3       50.8       95.3       94.9:       4.7        5.1
Old  :     100.0:       8.9       15.9       32.6       51.4       45.2       92.9       93.6:       7.1        6.4
Other:     100.0:      14.6       14.3       27.6       54.3       53.6       96.5       95.5:       3.5        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:        93         97        121        117        118        271        282:
Old  :       281:        77         75         79         92         96        208        212:
Other:       291:        72         87         89        105        109        221        241:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       16.7       29.6       26.1       10.2        8.4       17.8       13.4
Old  :                 26.6       15.9       36.3       26.1       17.6       10.4       23.5       17.0
Other:                 19.1       19.0       31.3       31.6       12.4       11.6       21.6       17.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    58,014:    34,166     30,873      1,493     15,391     18,143     51,050     50,509:     6,964      7,505
Old  :    58,014:    34,166     30,873      1,493     15,391     18,143     51,050     50,509:     6,964      7,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -3,404:    -2,881     -5,546       -172        394       -197     -2,659     -5,915:      -745      2,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.9       53.2        2.6       26.5       31.3       88.0       87.1:      12.0       12.9
Old  :     100.0:      58.9       53.2        2.6       26.5       31.3       88.0       87.1:      12.0       12.9
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  :       100:        34         44         12         12         13         49         66:
Old  :       100:        34         44         12         12         13         49         66:
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  :                 55.2       52.8       74.3       65.6       54.7       52.8       73.6       65.5
Old  :                 55.2       52.8       74.3       65.6       54.7       52.8       73.6       65.5
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 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  :   414,755:    15,385     59,790      6,435    374,423    326,865    396,243    393,090:    18,512     21,665
Old  :   414,755:    15,385     59,790      6,435    374,423    326,865    396,243    393,090:    18,512     21,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -4,035:     4,374     -5,390      1,762    -11,016     -3,835     -4,880     -7,462:       846      3,428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       14.4        1.6       90.3       78.8       95.5       94.8:       4.5        5.2
Old  :     100.0:       3.7       14.4        1.6       90.3       78.8       95.5       94.8:       4.5        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  :       253:        26         49         14        110        107        144        162:
Old  :       253:        26         49         14        110        107        144        162:
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  :                 38.2       19.3       52.1       29.9       36.3       18.3       50.1       26.0
Old  :                 38.2       19.3       52.1       29.9       36.3       18.3       50.1       26.0
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