```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, July 3, 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  :   165,480:    60,507     65,211     10,302     80,547     75,767    151,356    151,280:    14,124     14,200
Old  :   164,084:    60,511     65,212     10,203     79,536     74,676    150,250    150,091:    13,834     13,993
Other:     1,396:        95         98          0      1,011      1,091      1,106      1,189:       290        207
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -1,291:       969     -2,144        607     -2,086        418       -510     -1,119:      -781       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       39.4        6.2       48.7       45.8       91.5       91.4:       8.5        8.6
Old  :     100.0:      36.9       39.7        6.2       48.5       45.5       91.6       91.5:       8.4        8.5
Other:     100.0:       6.8        7.0        0.0       72.4       78.2       79.2       85.2:      20.8       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        98         93         44         53         53        182        165:
Old  :       277:        99         93         43         51         53        180        164:
Other:        39:         7          6          0         15         12         22         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  :                 18.3       24.5       29.9       34.5       18.3       24.2       29.9       33.7
Old  :                 18.4       24.6       30.1       34.8       18.3       24.4       30.0       33.9
Other:                 46.5       57.8       64.3       73.9       42.9       57.8       60.7       73.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, July 3, 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  :    21,674:     9,822      6,770        337      9,101     12,489     19,260     19,596:     2,414      2,078
Old  :    18,822:     8,445      6,557         59      8,124     10,207     16,628     16,823:     2,194      1,999
Other:     2,852:     1,434        270        221        977      2,282      2,632      2,773:       220         79
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :      -905:      -205         69         12       -546       -480       -739       -399:      -166       -506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.3       31.2        1.6       42.0       57.6       88.9       90.4:      11.1        9.6
Old  :     100.0:      44.9       34.8        0.3       43.2       54.2       88.3       89.4:      11.7       10.6
Other:     100.0:      50.3        9.5        7.7       34.3       80.0       92.3       97.2:       7.7        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        37         20         13         26          9         63         42:
Old  :        84:        34         20          3         25          9         59         32:
Other:        32:        15          3          9         12          3         27         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  :                 30.5       63.0       45.2       74.2       30.5       62.8       45.2       74.0
Old  :                 32.0       60.5       48.7       72.3       32.0       60.5       48.7       72.1
Other:                 55.2       90.2       74.3       96.0       55.1       87.7       69.0       88.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, July 3, 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  :   179,152:    39,937     31,206     22,697    105,293    116,746    167,927    170,649:    11,225      8,503
Old  :    71,425:    27,906     34,356      1,003     34,833     29,689     63,742     65,048:     7,683      6,377
Other:   107,727:    24,740      9,559      8,985     70,460     87,057    104,185    105,601:     3,542      2,126
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :     7,379:     8,467     -4,941      1,160     -3,827     13,890      5,800     10,109:     1,579     -2,730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       17.4       12.7       58.8       65.2       93.7       95.3:       6.3        4.7
Old  :     100.0:      39.1       48.1        1.4       48.8       41.6       89.2       91.1:      10.8        8.9
Other:     100.0:      23.0        8.9        8.3       65.4       80.8       96.7       98.0:       3.3        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        58         53         43         55         47        137        122:
Old  :       166:        51         54         15         39         33         99         93:
Other:       114:        39         17         21         45         35         91         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  :                 26.5       26.9       39.9       45.2       23.7       21.8       32.9       36.2
Old  :                 30.9       23.7       45.4       37.9       30.9       22.9       44.3       37.0
Other:                 34.2       34.8       50.0       61.3       33.4       29.7       47.5       52.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, July 3, 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  :   678,681:   175,098     92,484     74,155    372,876    450,677    622,129    617,316:    56,552     61,365
Old  :   678,681:   175,098     92,484     74,155    372,876    450,677    622,129    617,316:    56,552     61,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :   -21,505:      -971     -8,205       -684    -15,004     -3,648    -16,659    -12,537:    -4,846     -8,968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       13.6       10.9       54.9       66.4       91.7       91.0:       8.3        9.0
Old  :     100.0:      25.8       13.6       10.9       54.9       66.4       91.7       91.0:       8.3        9.0
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  :       209:        59         56         48         75         79        159        158:
Old  :       209:        59         56         48         75         79        159        158:
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  :                 15.1       21.0       26.7       32.8       14.8       18.6       24.7       26.9
Old  :                 15.1       21.0       26.7       32.8       14.8       18.6       24.7       26.9
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 3, 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  :   137,944:    33,517     39,748     18,018     79,885     72,353    131,420    130,119:     6,524      7,825
Old  :    74,185:    31,907     32,860      3,035     35,287     32,848     70,229     68,743:     3,956      5,442
Other:    63,759:    10,065     15,343      6,528     44,598     39,505     61,191     61,376:     2,568      2,383
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -1,502:    -1,153     -3,757      1,041       -564      1,633       -676     -1,083:      -826       -419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       28.8       13.1       57.9       52.5       95.3       94.3:       4.7        5.7
Old  :     100.0:      43.0       44.3        4.1       47.6       44.3       94.7       92.7:       5.3        7.3
Other:     100.0:      15.8       24.1       10.2       69.9       62.0       96.0       96.3:       4.0        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       344:        84        106         80        118        116        251        260:
Old  :       329:        90         96         20         74         90        173        197:
Other:       244:        57         50         36        104         93        182        162:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       14.6       24.8       23.6       12.4       10.0       22.4       17.5
Old  :                 19.6       17.1       33.1       29.1       19.5       16.2       33.1       27.6
Other:                 20.7       19.2       33.8       31.1       18.9       13.6       28.2       23.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, July 3, 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  :    65,041:    50,645     12,094        596      7,737     50,905     58,978     63,595:     6,063      1,446
Old  :    65,041:    50,645     12,094        596      7,737     50,905     58,978     63,595:     6,063      1,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -1,701:    -2,873        601         77      1,786     -2,774     -1,010     -2,096:      -691        395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.9       18.6        0.9       11.9       78.3       90.7       97.8:       9.3        2.2
Old  :     100.0:      77.9       18.6        0.9       11.9       78.3       90.7       97.8:       9.3        2.2
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  :        97:        60         12          3         18          8         79         23:
Old  :        97:        60         12          3         18          8         79         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  :                 37.5       90.6       54.3       94.8       37.4       89.9       54.2       93.7
Old  :                 37.5       90.6       54.3       94.8       37.4       89.9       54.2       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 3, 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  :   440,281:    26,088     55,964      2,397    391,611    366,282    420,096    424,643:    20,185     15,638
Old  :   440,281:    26,088     55,964      2,397    391,611    366,282    420,096    424,643:    20,185     15,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :     4,892:     5,753     -2,852        187     -4,785      7,130      1,155      4,465:     3,737        427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       12.7        0.5       88.9       83.2       95.4       96.4:       4.6        3.6
Old  :     100.0:       5.9       12.7        0.5       88.9       83.2       95.4       96.4:       4.6        3.6
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  :       244:        35         48         11         93        100        135        152:
Old  :       244:        35         48         11         93        100        135        152:
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  :                 34.3       29.9       48.7       40.7       30.8       29.7       45.2       39.7
Old  :                 34.3       29.9       48.7       40.7       30.8       29.7       45.2       39.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 3, 2012