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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   272,242:    61,123     34,387     81,660    113,226    142,556    256,010    258,604:    16,232     13,638
Old  :   268,572:    61,114     35,073     80,230    111,613    139,752    252,957    255,056:    15,615     13,517
Other:     3,670:       824        129        616      1,614      2,804      3,053      3,549:       617        121
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :       320:     4,911     -1,469        532     -4,709      3,304        734      2,367:      -414     -2,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       12.6       30.0       41.6       52.4       94.0       95.0:       6.0        5.0
Old  :     100.0:      22.8       13.1       29.9       41.6       52.0       94.2       95.0:       5.8        5.0
Other:     100.0:      22.4        3.5       16.8       44.0       76.4       83.2       96.7:      16.8        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:       136         75         98         70         72        244        213:
Old  :       302:       136         75         94         70         72        242        211:
Other:        54:        13          6          7         18         22         35         31:
     :----------------------------------------------------------------------------------------------------
     :             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       26.4       26.0       36.0       10.4       18.0       16.8       24.4
Old  :                 15.8       26.6       26.2       36.1       10.5       18.3       17.0       24.6
Other:                 34.5       48.5       54.1       68.4       32.5       45.3       45.3       60.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    30,083:     9,325      6,367      5,224     12,559     15,784     27,107     27,375:     2,976      2,709
Old  :    21,513:     7,423      6,184      2,369      9,294     10,709     19,086     19,261:     2,426      2,251
Other:     8,571:     2,121        403      2,635      3,265      5,075      8,021      8,113:       550        458
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    -1,169:       351       -690       -903       -618      1,071     -1,170       -523:         0       -646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       21.2       17.4       41.7       52.5       90.1       91.0:       9.9        9.0
Old  :     100.0:      34.5       28.7       11.0       43.2       49.8       88.7       89.5:      11.3       10.5
Other:     100.0:      24.7        4.7       30.7       38.1       59.2       93.6       94.7:       6.4        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        44         29         20         22         13         77         51:
Old  :        88:        39         25         19         22         12         68         49:
Other:        47:        15         14         14         17          6         43         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  :                 26.1       55.5       40.1       66.1       26.1       51.3       38.5       57.0
Old  :                 31.4       56.5       45.4       65.3       31.3       53.5       45.4       61.4
Other:                 45.6       67.0       61.7       81.6       38.9       51.6       48.9       54.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   209,422:    57,000     37,224     39,577    100,337    125,980    196,914    202,781:    12,508      6,641
Old  :       313:         0         11          0        309        127        309        138:         4        175
Other:   209,109:    57,000     37,213     39,577    100,028    125,853    196,605    202,643:    12,504      6,466
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :       -82:     4,231      5,437        129     -3,401     -4,687        959        879:    -1,041       -961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       17.8       18.9       47.9       60.2       94.0       96.8:       6.0        3.2
Old  :     100.0:       0.0        3.5        0.0       98.7       40.6       98.7       44.1:       1.3       55.9
Other:     100.0:      27.3       17.8       18.9       47.8       60.2       94.0       96.9:       6.0        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        75         47         43         46         45        146        112:
Old  :         7:         0          1          0          1          5          1          6:
Other:       188:        75         47         43         46         45        146        112:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.1       28.3       38.0       45.0       20.9       21.5       30.8       35.0
Old  :                 98.7       40.9       98.7       44.1       98.7       40.9       98.7       44.1
Other:                 26.0       28.3       37.9       45.0       20.9       21.5       30.8       35.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   844,913:   148,872     75,427    163,289    453,428    524,175    765,589    762,891:    79,324     82,023
Old  :   844,913:   148,872     75,427    163,289    453,428    524,175    765,589    762,891:    79,324     82,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    18,819:    -7,345     21,515      6,277     20,691    -15,510     19,622     12,282:      -803      6,537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        8.9       19.3       53.7       62.0       90.6       90.3:       9.4        9.7
Old  :     100.0:      17.6        8.9       19.3       53.7       62.0       90.6       90.3:       9.4        9.7
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  :       212:        63         51         78         89         87        186        184:
Old  :       212:        63         51         78         89         87        186        184:
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  :                 12.4       18.1       21.6       29.1       11.4       14.8       20.0       22.3
Old  :                 12.4       18.1       21.6       29.1       11.4       14.8       20.0       22.3
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 with Delta-adjusted Options and Futures Combined, 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  :   191,063:    29,164     42,943     58,010     95,814     81,301    182,988    182,253:     8,075      8,809
Old  :     5,044:       917        502          2      2,852      3,561      3,771      4,065:     1,273        979
Other:   186,019:    29,135     43,328     57,120     92,962     77,740    179,217    178,188:     6,802      7,830
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :       875:       698      7,702     -1,077        408     -5,513         29      1,111:       846       -236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       22.5       30.4       50.1       42.6       95.8       95.4:       4.2        4.6
Old  :     100.0:      18.2       10.0        0.0       56.5       70.6       74.8       80.6:      25.2       19.4
Other:     100.0:      15.7       23.3       30.7       50.0       41.8       96.3       95.8:       3.7        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       104        117        107        133        119        288        303:
Old  :        91:        12          5          1         44         36         56         42:
Other:       383:       101        123        106        129        118        283        302:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       15.5       24.2       24.3        8.7        7.2       15.7       13.1
Old  :                 38.5       58.8       51.8       72.1       36.3       58.8       49.7       72.1
Other:                 15.5       15.8       24.8       24.7        8.9        7.4       16.0       13.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    66,056:    48,144     10,085      2,290      9,885     51,916     60,320     64,291:     5,736      1,765
Old  :    66,056:    48,144     10,085      2,290      9,885     51,916     60,320     64,291:     5,736      1,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :     2,871:     1,647      1,843        315      1,101        429      3,064      2,587:      -193        284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.9       15.3        3.5       15.0       78.6       91.3       97.3:       8.7        2.7
Old  :     100.0:      72.9       15.3        3.5       15.0       78.6       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  :       101:        60         20         12         13         10         75         41:
Old  :       101:        60         20         12         13         10         75         41:
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  :                 44.5       84.1       58.5       89.5       42.6       83.4       56.6       88.1
Old  :                 44.5       84.1       58.5       89.5       42.6       83.4       56.6       88.1
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 with Delta-adjusted Options and Futures Combined, 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  :   434,040:    33,618     52,922      1,975    377,871    360,738    413,463    415,636:    20,577     18,405
Old  :   434,040:    33,618     52,922      1,975    377,871    360,738    413,463    415,636:    20,577     18,405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :     3,110:     5,673     -3,728       -916     -4,036      3,717        721       -928:     2,390      4,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       12.2        0.5       87.1       83.1       95.3       95.8:       4.7        4.2
Old  :     100.0:       7.7       12.2        0.5       87.1       83.1       95.3       95.8:       4.7        4.2
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  :       245:        38         35         10        108        102        152        141:
Old  :       245:        38         35         10        108        102        152        141:
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  :                 32.0       29.4       44.9       40.1       28.4       29.3       41.0       39.7
Old  :                 32.0       29.4       44.9       40.1       28.4       29.3       41.0       39.7
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