```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 21, 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  :   180,247:    62,801     65,446     13,742     88,531     88,726    165,074    167,914:    15,173     12,333
Old  :   177,547:    62,865     66,171     12,811     87,312     86,345    162,988    165,327:    14,559     12,220
Other:     2,700:       867        206          0      1,219      2,381      2,086      2,587:       614        113
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :     1,328:     3,021        364      1,439     -2,571      1,357      1,889      3,160:      -561     -1,832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       36.3        7.6       49.1       49.2       91.6       93.2:       8.4        6.8
Old  :     100.0:      35.4       37.3        7.2       49.2       48.6       91.8       93.1:       8.2        6.9
Other:     100.0:      32.1        7.6        0.0       45.1       88.2       77.3       95.8:      22.7        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        96         94         70         56         60        199        184:
Old  :       278:        95         96         66         55         60        196        182:
Other:        52:        13          5          0         15         20         28         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       26.3       27.7       35.3       15.4       23.0       26.2       31.3
Old  :                 15.6       26.5       28.0       35.6       15.5       23.1       26.6       31.5
Other:                 45.0       62.7       60.7       79.4       45.0       61.5       60.7       78.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 21, 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  :    23,143:     9,875      6,839        455     10,047     13,254     20,377     20,548:     2,766      2,595
Old  :    18,056:     7,516      6,534         93      8,132      9,246     15,741     15,873:     2,315      2,183
Other:     5,087:     2,516        462        205      1,915      4,008      4,636      4,675:       451        412
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :      -553:       -24     -1,023       -105       -391      1,285       -520        157:       -33       -710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7       29.6        2.0       43.4       57.3       88.0       88.8:      12.0       11.2
Old  :     100.0:      41.6       36.2        0.5       45.0       51.2       87.2       87.9:      12.8       12.1
Other:     100.0:      49.5        9.1        4.0       37.6       78.8       91.1       91.9:       8.9        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        42         23         13         20         13         65         46:
Old  :        84:        37         23          4         20         12         59         37:
Other:        39:        16          7          8         12          4         29         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  :                 32.4       62.8       47.6       71.5       32.4       62.8       47.6       71.5
Old  :                 37.4       61.1       54.1       70.8       37.4       61.1       54.1       70.6
Other:                 55.4       83.0       72.5       88.5       55.4       83.0       71.8       87.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 21, 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  :   189,241:    60,450     39,601     20,856     95,875    122,401    177,181    182,858:    12,060      6,383
Old  :       313:         0         11          0        309        127        309        138:         4        175
Other:   188,928:    60,450     39,590     20,856     95,566    122,274    176,872    182,720:    12,056      6,208
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    -1,837:     5,005      6,131     -2,083     -3,549     -4,951       -627       -903:    -1,210       -934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       20.9       11.0       50.7       64.7       93.6       96.6:       6.4        3.4
Old  :     100.0:       0.0        3.5        0.0       98.7       40.6       98.7       44.1:       1.3       55.9
Other:     100.0:      32.0       21.0       11.0       50.6       64.7       93.6       96.7:       6.4        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        78         43         37         46         43        144        105:
Old  :         7:         0          1          0          1          5          1          6:
Other:       187:        78         43         37         46         43        144        105:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.0       30.5       40.2       49.0       22.8       24.5       33.8       39.2
Old  :                 98.7       40.9       98.7       44.1       98.7       40.9       98.7       44.1
Other:                 26.9       30.5       40.1       49.0       22.9       24.5       33.9       39.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 21, 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  :   690,427:   151,013     76,200     80,260    386,731    458,327    618,004    614,787:    72,423     75,640
Old  :   690,427:   151,013     76,200     80,260    386,731    458,327    618,004    614,787:    72,423     75,640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    13,893:    -5,963     19,098      4,818     15,565    -17,616     14,420      6,300:      -527      7,593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       11.0       11.6       56.0       66.4       89.5       89.0:      10.5       11.0
Old  :     100.0:      21.9       11.0       11.6       56.0       66.4       89.5       89.0:      10.5       11.0
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  :       208:        53         56         58         82         79        162        169:
Old  :       208:        53         56         58         82         79        162        169:
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       20.8       25.6       32.3       14.1       17.6       24.8       27.1
Old  :                 14.4       20.8       25.6       32.3       14.1       17.6       24.8       27.1
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, August 21, 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  :   135,950:    32,205     45,504     16,399     79,736     65,593    128,340    127,496:     7,610      8,454
Old  :     5,044:       917        502          2      2,852      3,561      3,771      4,065:     1,273        979
Other:   130,906:    32,000     45,714     15,685     76,884     62,032    124,569    123,431:     6,337      7,475
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    -1,575:     1,249      7,487     -2,553     -1,065     -6,254     -2,369     -1,320:       794       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       33.5       12.1       58.7       48.2       94.4       93.8:       5.6        6.2
Old  :     100.0:      18.2       10.0        0.0       56.5       70.6       74.8       80.6:      25.2       19.4
Other:     100.0:      24.4       34.9       12.0       58.7       47.4       95.2       94.3:       4.8        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:        93        111         77        127        103        261        262:
Old  :        91:        12          5          1         44         36         56         42:
Other:       365:        90        118         73        122        102        253        260:
     :----------------------------------------------------------------------------------------------------
     :             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       15.1       27.1       24.7       12.2       10.0       21.7       18.4
Old  :                 38.5       58.8       51.8       72.1       36.3       58.8       49.7       72.1
Other:                 17.0       15.4       27.4       25.4       12.7       10.4       22.2       19.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 21, 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  :    65,398:    48,256     10,085      1,868      9,588     51,710     59,712     63,663:     5,686      1,735
Old  :    65,398:    48,256     10,085      1,868      9,588     51,710     59,712     63,663:     5,686      1,735
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :     2,819:     1,782      1,843        214        997        458      2,993      2,515:      -174        304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.8       15.4        2.9       14.7       79.1       91.3       97.3:       8.7        2.7
Old  :     100.0:      73.8       15.4        2.9       14.7       79.1       91.3       97.3:       8.7        2.7
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  :       100:        59         20          9         13          9         74         37:
Old  :       100:        59         20          9         13          9         74         37:
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  :                 44.8       85.0       59.0       90.4       43.1       84.2       57.3       89.0
Old  :                 44.8       85.0       59.0       90.4       43.1       84.2       57.3       89.0
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 21, 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  :   431,941:    33,618     52,490      1,648    376,526    360,033    411,792    414,171:    20,149     17,770
Old  :   431,941:    33,618     52,490      1,648    376,526    360,033    411,792    414,171:    20,149     17,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :     3,316:     5,707     -3,695       -814     -3,949      3,817        944       -692:     2,372      4,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       12.2        0.4       87.2       83.4       95.3       95.9:       4.7        4.1
Old  :     100.0:       7.8       12.2        0.4       87.2       83.4       95.3       95.9:       4.7        4.1
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  :       245:        38         35          6        106        100        147        138:
Old  :       245:        38         35          6        106        100        147        138:
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  :                 32.2       29.5       45.1       40.2       28.6       29.5       41.2       39.9
Old  :                 32.2       29.5       45.1       40.2       28.6       29.5       41.2       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 24, 2012