```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, July 10, 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  :   167,494:    62,228     66,643      9,554     81,468     77,785    153,250    153,982:    14,244     13,512
Old  :   165,955:    62,232     66,634      9,459     80,316     76,548    152,007    152,641:    13,948     13,314
Other:     1,539:        91        104          0      1,152      1,237      1,243      1,341:       296        198
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     2,014:     1,721      1,432       -748        921      2,018      1,894      2,702:       120       -688
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       39.8        5.7       48.6       46.4       91.5       91.9:       8.5        8.1
Old  :     100.0:      37.5       40.2        5.7       48.4       46.1       91.6       92.0:       8.4        8.0
Other:     100.0:       5.9        6.8        0.0       74.9       80.4       80.8       87.1:      19.2       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        96         97         43         51         59        178        172:
Old  :       279:        97         96         42         49         59        176        171:
Other:        38:         6          6          0         15         12         21         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  :                 17.8       24.6       29.2       34.5       17.8       23.9       29.1       33.2
Old  :                 17.8       24.8       29.3       34.8       17.8       24.1       29.3       33.4
Other:                 47.9       61.5       65.6       76.5       44.6       61.5       62.4       76.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, July 10, 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  :    21,354:     9,947      6,228        456      8,538     12,863     18,941     19,547:     2,413      1,807
Old  :    18,422:     8,626      6,019        108      7,505     10,566     16,239     16,693:     2,183      1,729
Other:     2,932:     1,376        264        293      1,033      2,297      2,702      2,854:       230         78
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :      -320:       125       -542        119       -563        374       -319        -49:        -1       -271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6       29.2        2.1       40.0       60.2       88.7       91.5:      11.3        8.5
Old  :     100.0:      46.8       32.7        0.6       40.7       57.4       88.2       90.6:      11.8        9.4
Other:     100.0:      46.9        9.0       10.0       35.2       78.3       92.2       97.3:       7.8        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        40         20         12         24         13         64         45:
Old  :        84:        35         21          8         23         13         59         41:
Other:        33:        15          4          9         12          3         28         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.7       66.7       45.4       76.4       30.7       66.5       45.4       76.2
Old  :                 32.4       64.9       49.1       75.0       32.4       64.9       49.1       74.9
Other:                 53.2       88.9       71.9       95.3       51.6       85.5       65.6       86.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, July 10, 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  :   183,393:    42,626     29,302     22,882    106,940    121,963    172,448    174,147:    10,945      9,246
Old  :    70,282:    28,053     33,246      1,021     33,998     28,966     63,072     63,233:     7,210      7,049
Other:   113,111:    26,892      8,375      9,542     72,942     92,997    109,376    110,914:     3,735      2,197
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     4,241:     2,689     -1,904        185      1,647      5,217      4,521      3,498:      -280        743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       16.0       12.5       58.3       66.5       94.0       95.0:       6.0        5.0
Old  :     100.0:      39.9       47.3        1.5       48.4       41.2       89.7       90.0:      10.3       10.0
Other:     100.0:      23.8        7.4        8.4       64.5       82.2       96.7       98.1:       3.3        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        54         54         48         55         47        136        126:
Old  :       165:        51         52         13         39         34         99         90:
Other:       117:        37         19         22         46         36         92         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.3       27.2       41.0       45.3       22.9       22.1       33.4       36.0
Old  :                 31.5       25.6       47.4       39.7       31.5       24.7       46.0       38.8
Other:                 34.0       34.7       51.2       60.0       32.3       28.9       47.7       51.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, July 10, 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  :   669,005:   175,206     62,661     71,812    365,534    478,789    612,552    613,262:    56,453     55,743
Old  :   669,005:   175,206     62,661     71,812    365,534    478,789    612,552    613,262:    56,453     55,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -9,676:       108    -29,823     -2,343     -7,342     28,112     -9,577     -4,054:       -99     -5,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        9.4       10.7       54.6       71.6       91.6       91.7:       8.4        8.3
Old  :     100.0:      26.2        9.4       10.7       54.6       71.6       91.6       91.7:       8.4        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  :       215:        61         58         49         77         83        162        167:
Old  :       215:        61         58         49         77         83        162        167:
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  :                 15.4       21.3       27.4       32.5       14.8       17.0       25.0       25.1
Old  :                 15.4       21.3       27.4       32.5       14.8       17.0       25.0       25.1
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 10, 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  :   139,115:    33,805     35,501     18,425     79,921     76,746    132,151    130,672:     6,964      8,443
Old  :    73,836:    31,950     29,493      3,303     34,210     35,330     69,463     68,126:     4,373      5,710
Other:    65,279:     9,994     14,147      6,983     45,711     41,416     62,688     62,546:     2,591      2,733
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     1,171:       288     -4,247        407         36      4,393        731        553:       440        618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       25.5       13.2       57.4       55.2       95.0       93.9:       5.0        6.1
Old  :     100.0:      43.3       39.9        4.5       46.3       47.8       94.1       92.3:       5.9        7.7
Other:     100.0:      15.3       21.7       10.7       70.0       63.4       96.0       95.8:       4.0        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:        87        104         86        121        115        255        267:
Old  :       333:        95         94         20         73         91        177        196:
Other:       247:        46         59         39        109         93        182        171:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       14.7       24.6       23.9       12.2       10.2       22.2       17.7
Old  :                 19.6       17.7       33.2       29.9       19.6       16.3       33.2       28.5
Other:                 21.2       19.4       34.1       31.6       18.7       13.6       28.6       22.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, July 10, 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  :    64,925:    51,626      8,477        632      5,777     54,566     58,035     63,675:     6,890      1,250
Old  :    64,925:    51,626      8,477        632      5,777     54,566     58,035     63,675:     6,890      1,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :      -116:       981     -3,617         36     -1,960      3,661       -943         80:       827       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.5       13.1        1.0        8.9       84.0       89.4       98.1:      10.6        1.9
Old  :     100.0:      79.5       13.1        1.0        8.9       84.0       89.4       98.1:      10.6        1.9
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  :       115:        74         16          5         18          8         95         27:
Old  :       115:        74         16          5         18          8         95         27:
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  :                 37.4       91.3       55.8       94.3       37.4       90.5       55.8       93.3
Old  :                 37.4       91.3       55.8       94.3       37.4       90.5       55.8       93.3
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, July 10, 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  :   434,505:    27,473     55,458      2,494    385,639    361,509    415,606    419,461:    18,899     15,044
Old  :   434,505:    27,473     55,458      2,494    385,639    361,509    415,606    419,461:    18,899     15,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -5,776:     1,385       -506         97     -5,972     -4,773     -4,490     -5,182:    -1,286       -594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       12.8        0.6       88.8       83.2       95.7       96.5:       4.3        3.5
Old  :     100.0:       6.3       12.8        0.6       88.8       83.2       95.7       96.5:       4.3        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  :       247:        36         43         11        100        100        141        149:
Old  :       247:        36         43         11        100        100        141        149:
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  :                 33.3       30.5       47.4       41.3       29.8       30.3       43.9       40.4
Old  :                 33.3       30.5       47.4       41.3       29.8       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 13, 2012