```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, July 17, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   171,735:    64,740     67,805      8,441     84,147     81,445    157,328    157,691:    14,407     14,044
Old  :   170,025:    64,771     67,820      8,313     82,944     80,040    156,028    156,173:    13,997     13,852
Other:     1,710:        97        113          0      1,203      1,405      1,300      1,518:       410        192
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     4,241:     2,512      1,162     -1,113      2,679      3,660      4,078      3,709:       163        532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       39.5        4.9       49.0       47.4       91.6       91.8:       8.4        8.2
Old  :     100.0:      38.1       39.9        4.9       48.8       47.1       91.8       91.9:       8.2        8.1
Other:     100.0:       5.7        6.6        0.0       70.4       82.2       76.0       88.8:      24.0       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        97         98         46         49         61        175        179:
Old  :       279:        98         97         45         48         61        174        178:
Other:        39:         6          6          0         14         14         20         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       25.4       30.5       35.3       17.1       23.4       28.4       32.4
Old  :                 17.8       25.6       30.6       35.5       17.1       23.6       28.5       32.7
Other:                 44.7       60.8       63.7       75.4       43.5       60.8       60.8       75.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, July 17, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    21,622:    10,008      6,714        511      8,757     12,457     19,276     19,682:     2,346      1,940
Old  :    18,518:     8,700      6,466        156      7,564     10,061     16,420     16,683:     2,098      1,835
Other:     3,104:     1,366        306        297      1,193      2,396      2,856      2,999:       248        105
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :       268:        61        486         55        219       -406        335        135:       -67        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.3       31.1        2.4       40.5       57.6       89.1       91.0:      10.9        9.0
Old  :     100.0:      47.0       34.9        0.8       40.8       54.3       88.7       90.1:      11.3        9.9
Other:     100.0:      44.0        9.9        9.6       38.4       77.2       92.0       96.6:       8.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        37         23         15         24         11         64         46:
Old  :        84:        33         23          8         24         11         59         40:
Other:        35:        16          4         10         12          3         29         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  :                 31.0       66.1       45.6       75.9       31.0       66.1       45.6       75.7
Old  :                 32.9       64.3       49.5       74.4       32.9       64.2       49.5       74.1
Other:                 50.2       87.9       69.0       94.3       48.6       86.3       64.6       87.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, July 17, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   187,321:    44,652     33,853     21,738    110,699    120,515    177,089    176,106:    10,232     11,215
Old  :    68,714:    27,008     34,852      1,355     34,303     24,154     62,666     60,361:     6,048      8,353
Other:   118,607:    29,698     11,055      8,329     76,396     96,361    114,423    115,745:     4,184      2,862
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     3,928:     2,026      4,551     -1,144      3,759     -1,448      4,641      1,959:      -713      1,969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       18.1       11.6       59.1       64.3       94.5       94.0:       5.5        6.0
Old  :     100.0:      39.3       50.7        2.0       49.9       35.2       91.2       87.8:       8.8       12.2
Other:     100.0:      25.0        9.3        7.0       64.4       81.2       96.5       97.6:       3.5        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        43         64         39         54         47        121        128:
Old  :       160:        41         59         14         35         32         84         97:
Other:       111:        34         17         20         47         36         88         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       26.4       41.7       43.8       23.4       20.5       34.1       33.6
Old  :                 32.4       22.6       50.3       34.7       32.2       22.2       47.9       34.3
Other:                 34.6       35.6       52.4       59.9       32.7       28.2       48.4       50.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, July 17, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   666,628:   168,960     49,309     72,106    367,147    490,381    608,213    611,796:    58,415     54,832
Old  :   666,628:   168,960     49,309     72,106    367,147    490,381    608,213    611,796:    58,415     54,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    -2,377:    -6,246    -13,352        294      1,613     11,592     -4,339     -1,466:     1,962       -911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        7.4       10.8       55.1       73.6       91.2       91.8:       8.8        8.2
Old  :     100.0:      25.3        7.4       10.8       55.1       73.6       91.2       91.8:       8.8        8.2
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  :       206:        53         57         43         76         83        153        159:
Old  :       206:        53         57         43         76         83        153        159:
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  :                 15.5       21.4       27.8       33.9       14.9       16.3       25.4       25.4
Old  :                 15.5       21.4       27.8       33.9       14.9       16.3       25.4       25.4
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 17, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   139,757:    34,561     34,347     19,067     78,452     77,497    132,080    130,911:     7,677      8,846
Old  :    69,329:    30,337     29,534      2,837     31,540     31,146     64,714     63,517:     4,615      5,812
Other:    70,428:    13,321     13,910      7,133     46,912     46,351     67,366     67,394:     3,062      3,034
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :       642:       756     -1,154        642     -1,469        751        -71        239:       713        403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       24.6       13.6       56.1       55.5       94.5       93.7:       5.5        6.3
Old  :     100.0:      43.8       42.6        4.1       45.5       44.9       93.3       91.6:       6.7        8.4
Other:     100.0:      18.9       19.8       10.1       66.6       65.8       95.7       95.7:       4.3        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:        77        103         86        117        112        248        258:
Old  :       316:        86         92         19         67         86        163        187:
Other:       250:        54         58         39        103         92        182        169:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       15.6       24.5       24.8       12.2       10.1       21.7       17.5
Old  :                 18.7       17.1       32.0       29.2       18.7       15.7       32.0       27.2
Other:                 21.4       20.8       33.9       34.3       17.3       13.2       26.0       21.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, July 17, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    68,675:    54,441      6,712      1,449      6,045     59,390     61,935     67,551:     6,740      1,124
Old  :    68,675:    54,441      6,712      1,449      6,045     59,390     61,935     67,551:     6,740      1,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     3,750:     2,815     -1,765        817        268      4,824      3,900      3,876:      -150       -126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.3        9.8        2.1        8.8       86.5       90.2       98.4:       9.8        1.6
Old  :     100.0:      79.3        9.8        2.1        8.8       86.5       90.2       98.4:       9.8        1.6
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  :       117:        78         14          4         20          7        101         23:
Old  :       117:        78         14          4         20          7        101         23:
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       92.4       56.6       95.4       37.5       91.2       55.3       93.7
Old  :                 38.9       92.4       56.6       95.4       37.5       91.2       55.3       93.7
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 17, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   433,515:    25,905     55,976      2,634    385,664    361,090    414,203    419,700:    19,312     13,815
Old  :   433,515:    25,905     55,976      2,634    385,664    361,090    414,203    419,700:    19,312     13,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :      -990:    -1,568        518        140         25       -419     -1,403        239:       413     -1,229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       12.9        0.6       89.0       83.3       95.5       96.8:       4.5        3.2
Old  :     100.0:       6.0       12.9        0.6       89.0       83.3       95.5       96.8:       4.5        3.2
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  :       240:        35         39          9        100        101        140        144:
Old  :       240:        35         39          9        100        101        140        144:
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  :                 32.6       30.4       47.6       41.1       29.1       30.3       43.9       40.4
Old  :                 32.6       30.4       47.6       41.1       29.1       30.3       43.9       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 20, 2012