```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 28, 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  :   179,797:    61,224     60,723     13,919     88,660     91,835    163,803    166,477:    15,994     13,320
Old  :   176,925:    61,311     61,499     12,899     87,387     89,314    161,597    163,712:    15,328     13,213
Other:     2,872:       933        244          0      1,273      2,521      2,206      2,765:       666        107
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :      -450:    -1,577     -4,723        177        129      3,109     -1,271     -1,437:       821        987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       33.8        7.7       49.3       51.1       91.1       92.6:       8.9        7.4
Old  :     100.0:      34.7       34.8        7.3       49.4       50.5       91.3       92.5:       8.7        7.5
Other:     100.0:      32.5        8.5        0.0       44.3       87.8       76.8       96.3:      23.2        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        94         88         69         55         62        191        180:
Old  :       266:        93         89         64         54         61        187        177:
Other:        51:        12          5          0         14         21         26         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  :                 15.5       27.9       27.4       36.9       15.5       24.2       26.3       32.3
Old  :                 15.7       28.0       27.8       37.2       15.7       24.3       26.7       32.5
Other:                 46.5       61.8       61.6       76.2       46.5       60.6       61.6       75.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 28, 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  :    22,831:     9,967      6,034        470      9,696     14,065     20,133     20,569:     2,698      2,262
Old  :    17,680:     7,650      5,688          1      7,814     10,109     15,465     15,798:     2,215      1,882
Other:     5,151:     2,549        578        237      1,882      3,956      4,668      4,771:       483        380
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :      -312:        92       -805         15       -351        811       -244         21:       -68       -333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7       26.4        2.1       42.5       61.6       88.2       90.1:      11.8        9.9
Old  :     100.0:      43.3       32.2        0.0       44.2       57.2       87.5       89.4:      12.5       10.6
Other:     100.0:      49.5       11.2        4.6       36.5       76.8       90.6       92.6:       9.4        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        43         19         15         20         14         67         44:
Old  :        81:        38         19          1         19         10         58         29:
Other:        42:        18          6         10         12          7         30         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.2       67.1       48.4       75.5       33.1       67.0       48.3       74.8
Old  :                 38.5       70.1       55.6       77.9       38.4       70.1       55.4       77.9
Other:                 55.3       75.4       72.4       84.9       55.1       75.4       71.3       84.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 28, 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  :   188,496:    59,605     35,592     21,053     94,599    125,699    175,257    182,344:    13,239      6,152
Old  :       192:         0          2          0        192        134        192        136:         0         56
Other:   188,304:    59,607     35,592     21,051     94,407    125,565    175,065    182,208:    13,239      6,096
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :      -745:      -845     -4,009        197     -1,276      3,298     -1,924       -514:     1,179       -231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       18.9       11.2       50.2       66.7       93.0       96.7:       7.0        3.3
Old  :     100.0:       0.0        1.0        0.0      100.0       69.8      100.0       70.8:       0.0       29.2
Other:     100.0:      31.7       18.9       11.2       50.1       66.7       93.0       96.8:       7.0        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        83         42         40         49         44        152        109:
Old  :         8:         0          1          0          1          6          1          7:
Other:       194:        83         42         39         49         44        152        108:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.9       28.6       40.2       48.1       22.5       23.9       33.9       39.0
Old  :                100.0       65.6      100.0       70.8      100.0       65.6      100.0       70.8
Other:                 26.8       28.6       40.1       48.1       22.5       23.9       33.9       39.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 28, 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  :   723,416:   164,886     89,772     86,118    396,727    465,093    647,731    640,983:    75,685     82,433
Old  :   723,416:   164,886     89,772     86,118    396,727    465,093    647,731    640,983:    75,685     82,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :    32,989:    13,873     13,572      5,858      9,996      6,766     29,727     26,196:     3,262      6,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       12.4       11.9       54.8       64.3       89.5       88.6:      10.5       11.4
Old  :     100.0:      22.8       12.4       11.9       54.8       64.3       89.5       88.6:      10.5       11.4
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  :       214:        53         62         59         82         80        165        174:
Old  :       214:        53         62         59         82         80        165        174:
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  :                 13.9       20.9       25.2       32.1       13.7       17.7       23.8       26.8
Old  :                 13.9       20.9       25.2       32.1       13.7       17.7       23.8       26.8
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 28, 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  :   136,235:    32,945     47,687     16,075     79,814     64,532    128,834    128,294:     7,401      7,941
Old  :       258:         0          8          0        233        171        233        179:        25         79
Other:   135,977:    32,951     47,685     16,069     79,581     64,361    128,601    128,115:     7,376      7,862
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :       285:       740      2,183       -324         78     -1,061        494        798:      -209       -513
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       35.0       11.8       58.6       47.4       94.6       94.2:       5.4        5.8
Old  :     100.0:       0.0        3.1        0.0       90.3       66.3       90.3       69.4:       9.7       30.6
Other:     100.0:      24.2       35.1       11.8       58.5       47.3       94.6       94.2:       5.4        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:        98        109         74        124        102        262        253:
Old  :        16:         0          2          0          1         13          1         15:
Other:       365:        98        109         74        124        102        262        253:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       15.2       26.8       26.1       12.3       11.2       21.7       19.6
Old  :                 90.3       47.3       90.3       60.5       90.3       47.3       90.3       60.5
Other:                 16.3       15.2       26.7       26.1       12.3       11.2       21.7       19.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 28, 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  :    64,880:    46,494     10,176      2,037     11,917     50,742     60,448     62,955:     4,432      1,925
Old  :    64,880:    46,494     10,176      2,037     11,917     50,742     60,448     62,955:     4,432      1,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :      -518:    -1,762         91        169      2,329       -968        736       -708:    -1,254        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.7       15.7        3.1       18.4       78.2       93.2       97.0:       6.8        3.0
Old  :     100.0:      71.7       15.7        3.1       18.4       78.2       93.2       97.0:       6.8        3.0
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  :       101:        58         21          9         13         10         73         39:
Old  :       101:        58         21          9         13         10         73         39:
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  :                 54.0       83.9       66.8       89.0       52.1       83.1       64.7       88.0
Old  :                 54.0       83.9       66.8       89.0       52.1       83.1       64.7       88.0
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 28, 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  :   435,080:    38,909     54,914      1,677    374,016    358,032    414,602    414,623:    20,478     20,457
Old  :   435,080:    38,909     54,914      1,677    374,016    358,032    414,602    414,623:    20,478     20,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :     3,139:     5,291      2,424         29     -2,510     -2,001      2,810        452:       329      2,687
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       12.6        0.4       86.0       82.3       95.3       95.3:       4.7        4.7
Old  :     100.0:       8.9       12.6        0.4       86.0       82.3       95.3       95.3:       4.7        4.7
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  :       249:        39         34          4        110        100        150        137:
Old  :       249:        39         34          4        110        100        150        137:
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  :                 31.7       29.4       44.1       40.2       28.0       29.4       40.0       39.4
Old  :                 31.7       29.4       44.1       40.2       28.0       29.4       40.0       39.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 31, 2012