```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 14, 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  :   178,919:    59,780     65,082     12,303     91,102     87,369    163,185    164,754:    15,734     14,165
Old  :   176,349:    59,784     65,625     11,496     89,945     85,166    161,225    162,287:    15,124     14,062
Other:     2,570:       803        264          0      1,157      2,203      1,960      2,467:       610        103
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    -2,505:    -1,385     -2,235         51       -391     -1,886     -1,725     -4,070:      -780      1,565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       36.4        6.9       50.9       48.8       91.2       92.1:       8.8        7.9
Old  :     100.0:      33.9       37.2        6.5       51.0       48.3       91.4       92.0:       8.6        8.0
Other:     100.0:      31.2       10.3        0.0       45.0       85.7       76.3       96.0:      23.7        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        91         97         63         56         62        189        187:
Old  :       275:        92         97         60         54         62        185        185:
Other:        52:        10          8          0         17         18         27         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       26.5       29.2       35.8       15.5       22.1       26.2       30.2
Old  :                 16.5       26.7       29.5       36.1       15.6       22.4       26.5       30.6
Other:                 47.2       60.7       62.5       78.2       47.2       59.4       62.5       76.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 14, 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  :    23,696:     9,899      7,862        560     10,438     11,969     20,897     20,391:     2,799      3,305
Old  :    18,594:     7,398      7,558        230      8,593      7,798     16,221     15,586:     2,373      3,008
Other:     5,102:     2,614        417        217      1,845      4,171      4,676      4,805:       426        297
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :       372:       109       -231         48        -40        307        117        124:       255        248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       33.2        2.4       44.0       50.5       88.2       86.1:      11.8       13.9
Old  :     100.0:      39.8       40.6        1.2       46.2       41.9       87.2       83.8:      12.8       16.2
Other:     100.0:      51.2        8.2        4.3       36.2       81.8       91.7       94.2:       8.3        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        38         25         15         26         14         67         51:
Old  :        86:        32         27          9         25         13         62         44:
Other:        40:        18          5          8         13          4         31         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.7       56.0       46.4       67.6       31.7       55.8       46.4       67.4
Old  :                 35.7       51.4       51.7       64.6       35.7       51.1       51.7       64.4
Other:                 57.2       86.3       73.1       91.3       56.8       86.3       72.7       89.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 14, 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  :   191,078:    55,445     33,470     22,939     99,424    127,352    177,808    183,761:    13,270      7,317
Old  :    13,577:     2,674      6,731          0      8,411      4,803     11,085     11,534:     2,492      2,043
Other:   177,501:    57,513     31,481     18,197     91,013    122,549    166,723    172,227:    10,778      5,274
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :      -199:     6,070      3,674     -5,809     -1,410      1,548     -1,149       -587:       950        388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       17.5       12.0       52.0       66.6       93.1       96.2:       6.9        3.8
Old  :     100.0:      19.7       49.6        0.0       62.0       35.4       81.6       85.0:      18.4       15.0
Other:     100.0:      32.4       17.7       10.3       51.3       69.0       93.9       97.0:       6.1        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        68         48         44         51         46        146        114:
Old  :        63:        14         13          0         22         17         36         30:
Other:       179:        67         47         38         46         44        135        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       28.7       40.3       48.0       22.9       23.0       33.6       37.7
Old  :                 49.2       38.2       62.7       59.1       48.6       37.7       59.6       55.4
Other:                 27.0       29.7       40.8       50.1       24.4       24.7       35.7       40.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 14, 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  :   676,534:   156,976     57,102     75,442    371,166    475,943    603,584    608,487:    72,950     68,047
Old  :   676,534:   156,976     57,102     75,442    371,166    475,943    603,584    608,487:    72,950     68,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    13,844:   -13,228     10,161     11,391     12,587    -18,030     10,750      3,522:     3,094     10,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        8.4       11.2       54.9       70.4       89.2       89.9:      10.8       10.1
Old  :     100.0:      23.2        8.4       11.2       54.9       70.4       89.2       89.9:      10.8       10.1
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  :       208:        53         54         55         82         81        161        168:
Old  :       208:        53         54         55         82         81        161        168:
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  :                 14.4       21.7       25.9       34.1       14.2       18.4       25.0       28.6
Old  :                 14.4       21.7       25.9       34.1       14.2       18.4       25.0       28.6
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, August 14, 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  :   137,525:    30,956     38,017     18,952     80,801     71,847    130,709    128,816:     6,816      8,709
Old  :    20,439:     8,475      5,412        138      9,456     11,691     18,069     17,241:     2,370      3,198
Other:   117,086:    26,898     37,022     14,397     71,345     60,156    112,640    111,575:     4,446      5,511
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :      -996:    -1,473      4,438     -3,352      3,877     -2,549       -948     -1,463:       -48        467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       27.6       13.8       58.8       52.2       95.0       93.7:       5.0        6.3
Old  :     100.0:      41.5       26.5        0.7       46.3       57.2       88.4       84.4:      11.6       15.6
Other:     100.0:      23.0       31.6       12.3       60.9       51.4       96.2       95.3:       3.8        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:        89        108         87        125        114        261        276:
Old  :       198:        47         30          5         62         69        111        102:
Other:       336:        76        114         72        112        103        228        255:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       15.9       26.5       25.5       12.0        9.8       21.4       16.7
Old  :                 19.1       26.6       30.5       41.5       19.1       26.4       30.5       40.0
Other:                 17.8       16.8       28.9       27.6       13.2       10.5       23.2       18.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 14, 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  :    62,579:    46,474      8,242      1,654      8,591     51,252     56,719     61,148:     5,860      1,431
Old  :    62,579:    46,474      8,242      1,654      8,591     51,252     56,719     61,148:     5,860      1,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    -3,354:    -2,615     -1,623          9     -1,005     -1,749     -3,611     -3,363:       257          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.3       13.2        2.6       13.7       81.9       90.6       97.7:       9.4        2.3
Old  :     100.0:      74.3       13.2        2.6       13.7       81.9       90.6       97.7:       9.4        2.3
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  :       101:        67         14          5         14          8         82         27:
Old  :       101:        67         14          5         14          8         82         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  :                 42.9       90.3       58.9       94.4       41.2       89.5       57.2       92.1
Old  :                 42.9       90.3       58.9       94.4       41.2       89.5       57.2       92.1
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, August 14, 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  :   428,625:    27,911     56,185      2,462    380,475    356,216    410,848    414,863:    17,777     13,762
Old  :   428,625:    27,911     56,185      2,462    380,475    356,216    410,848    414,863:    17,777     13,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    -3,469:    -3,095      2,059       -226       -251     -5,843     -3,572     -4,010:       103        541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       13.1        0.6       88.8       83.1       95.9       96.8:       4.1        3.2
Old  :     100.0:       6.5       13.1        0.6       88.8       83.1       95.9       96.8:       4.1        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  :       243:        36         37          8        103        105        142        147:
Old  :       243:        36         37          8        103        105        142        147:
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  :                 32.5       30.1       47.3       40.9       29.0       30.0       43.4       40.8
Old  :                 32.5       30.1       47.3       40.9       29.0       30.0       43.4       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 17, 2012