```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, July 31, 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  :   176,814:    59,352     70,906      9,356     93,554     82,712    162,262    162,974:    14,552     13,840
Old  :   174,852:    59,376     70,948      9,218     92,347     80,994    160,941    161,160:    13,911     13,692
Other:     1,962:       114         96          0      1,207      1,718      1,321      1,814:       641        148
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     2,634:    -2,132      3,020      1,151      3,167       -327      2,186      3,844:       448     -1,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       40.1        5.3       52.9       46.8       91.8       92.2:       8.2        7.8
Old  :     100.0:      34.0       40.6        5.3       52.8       46.3       92.0       92.2:       8.0        7.8
Other:     100.0:       5.8        4.9        0.0       61.5       87.6       67.3       92.5:      32.7        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        89         97         47         55         58        173        177:
Old  :       272:        89         97         46         54         58        172        176:
Other:        40:         7          6          0         14         14         21         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  :                 17.3       24.1       30.6       34.0       16.4       22.2       27.5       30.5
Old  :                 17.3       24.2       30.7       34.1       16.4       22.4       27.6       30.8
Other:                 44.3       62.4       56.9       82.1       44.3       60.7       56.9       80.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, July 31, 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  :    22,770:     9,911      8,344        528      9,936     11,131     20,375     20,003:     2,395      2,767
Old  :    19,239:     8,492      8,069        185      8,509      8,381     17,186     16,635:     2,053      2,604
Other:     3,531:     1,502        358        260      1,427      2,750      3,189      3,368:       342        163
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :       849:       135        287         64        565        228        764        579:        85        270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       36.6        2.3       43.6       48.9       89.5       87.8:      10.5       12.2
Old  :     100.0:      44.1       41.9        1.0       44.2       43.6       89.3       86.5:      10.7       13.5
Other:     100.0:      42.5       10.1        7.4       40.4       77.9       90.3       95.4:       9.7        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        38         27         14         24         10         65         49:
Old  :        91:        36         27          6         24         10         62         41:
Other:        37:        18          4          9         12          3         30         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  :                 31.2       57.8       45.2       69.9       31.2       57.8       45.2       69.9
Old  :                 33.2       54.3       49.5       67.1       33.2       54.3       49.5       67.1
Other:                 49.9       87.7       67.5       93.1       49.6       86.4       65.8       88.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, July 31, 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  :   192,084:    45,383     29,660     28,447    106,214    124,568    180,044    182,675:    12,040      9,409
Old  :    60,611:    25,976     33,110        120     27,234     21,358     53,330     54,588:     7,281      6,023
Other:   131,473:    35,553     12,696     12,181     78,980    103,210    126,714    128,087:     4,759      3,386
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :       809:     1,352     -5,526      3,015     -5,688      4,419     -1,321      1,908:     2,130     -1,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       15.4       14.8       55.3       64.9       93.7       95.1:       6.3        4.9
Old  :     100.0:      42.9       54.6        0.2       44.9       35.2       88.0       90.1:      12.0        9.9
Other:     100.0:      27.0        9.7        9.3       60.1       78.5       96.4       97.4:       3.6        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        53         54         52         54         47        135        130:
Old  :       164:        44         61          8         37         31         86         95:
Other:       130:        48         20         28         46         40        103         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.2       26.2       39.8       44.8       22.1       20.5       32.7       34.9
Old  :                 32.1       21.6       48.9       35.5       32.1       21.6       46.7       35.1
Other:                 33.3       33.5       48.4       56.8       29.7       27.2       42.9       45.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, July 31, 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  :   671,864:   179,450     45,108     62,012    360,594    513,040    602,056    620,160:    69,808     51,704
Old  :   671,864:   179,450     45,108     62,012    360,594    513,040    602,056    620,160:    69,808     51,704
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     3,193:      -978        624     -2,588      8,002      4,137      4,436      2,173:    -1,243      1,020
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        6.7        9.2       53.7       76.4       89.6       92.3:      10.4        7.7
Old  :     100.0:      26.7        6.7        9.2       53.7       76.4       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  :       208:        59         52         51         79         83        165        160:
Old  :       208:        59         52         51         79         83        165        160:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       23.0       26.3       36.4       14.6       19.2       24.9       30.1
Old  :                 14.7       23.0       26.3       36.4       14.6       19.2       24.9       30.1
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 31, 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  :   136,278:    31,782     31,985     19,275     78,001     76,461    129,058    127,721:     7,220      8,557
Old  :    60,126:    26,949     25,564      1,683     27,375     27,667     56,007     54,914:     4,119      5,212
Other:    76,152:    12,375     13,963     10,050     50,626     48,794     73,051     72,807:     3,101      3,345
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     1,200:    -1,287       -668      2,014        827       -161      1,554      1,185:      -354         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       23.5       14.1       57.2       56.1       94.7       93.7:       5.3        6.3
Old  :     100.0:      44.8       42.5        2.8       45.5       46.0       93.1       91.3:       6.9        8.7
Other:     100.0:      16.3       18.3       13.2       66.5       64.1       95.9       95.6:       4.1        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:        76        108         90        121        114        256        267:
Old  :       313:        77         99         19         67         82        157        187:
Other:       267:        64         58         55        105         99        200        188:
     :----------------------------------------------------------------------------------------------------
     :             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       16.0       25.1       25.4       12.0       10.4       21.9       17.4
Old  :                 18.1       17.4       30.3       30.2       18.0       17.1       30.2       28.9
Other:                 19.4       23.2       31.8       35.6       15.0       12.6       24.9       21.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, July 31, 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  :    66,186:    49,275      7,225      1,538      9,398     56,248     60,211     65,011:     5,975      1,175
Old  :    66,186:    49,275      7,225      1,538      9,398     56,248     60,211     65,011:     5,975      1,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    -3,368:    -5,834        -48        -27      3,615     -3,388     -2,246     -3,463:    -1,122         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.4       10.9        2.3       14.2       85.0       91.0       98.2:       9.0        1.8
Old  :     100.0:      74.4       10.9        2.3       14.2       85.0       91.0       98.2:       9.0        1.8
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  :       106:        71         13          6         16          8         88         27:
Old  :       106:        71         13          6         16          8         88         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  :                 39.4       92.5       57.4       95.7       37.9       91.8       55.9       93.4
Old  :                 39.4       92.5       57.4       95.7       37.9       91.8       55.9       93.4
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 31, 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  :   437,406:    21,776     52,323      3,290    393,816    368,102    418,882    423,715:    18,524     13,691
Old  :   437,406:    21,776     52,323      3,290    393,816    368,102    418,882    423,715:    18,524     13,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    -4,840:      -888     -3,774     -1,375     -3,707        253     -5,970     -4,896:     1,130         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       12.0        0.8       90.0       84.2       95.8       96.9:       4.2        3.1
Old  :     100.0:       5.0       12.0        0.8       90.0       84.2       95.8       96.9:       4.2        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        35         36          8        106        103        144        144:
Old  :       244:        35         36          8        106        103        144        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  :                 32.7       29.9       47.7       40.4       29.2       29.8       43.8       39.9
Old  :                 32.7       29.9       47.7       40.4       29.2       29.8       43.8       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 3, 2012