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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   271,922:    56,213     35,856     81,129    117,935    139,253    255,276    256,237:    16,646     15,685
Old  :   268,799:    56,189     36,528     79,929    116,647    136,768    252,765    253,224:    16,033     15,575
Other:     3,123:       819        123        405      1,288      2,485      2,511      3,013:       612        110
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :      -405:    -3,302     -2,023      1,819      1,895     -1,820        413     -2,024:      -818      1,619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       13.2       29.8       43.4       51.2       93.9       94.2:       6.1        5.8
Old  :     100.0:      20.9       13.6       29.7       43.4       50.9       94.0       94.2:       6.0        5.8
Other:     100.0:      26.2        3.9       13.0       41.2       79.6       80.4       96.5:      19.6        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:       119         90         92         70         74        239        213:
Old  :       302:       120         91         89         70         74        238        211:
Other:        53:        12          7          7         19         20         35         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       26.9       27.7       36.7       10.5       17.2       17.5       23.6
Old  :                 17.3       27.1       27.9       36.8       10.6       17.5       17.6       23.7
Other:                 40.0       51.9       55.6       71.7       38.0       48.9       50.6       65.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    31,252:     8,973      7,057      6,127     13,177     14,713     28,277     27,897:     2,976      3,355
Old  :    23,126:     7,167      6,977      3,441     10,020      9,659     20,629     20,077:     2,497      3,049
Other:     8,126:     2,184        458      2,307      3,157      5,055      7,648      7,820:       478        306
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :       145:       241       -259       -216       -146        372       -121       -103:       265        247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       22.6       19.6       42.2       47.1       90.5       89.3:       9.5       10.7
Old  :     100.0:      31.0       30.2       14.9       43.3       41.8       89.2       86.8:      10.8       13.2
Other:     100.0:      26.9        5.6       28.4       38.8       62.2       94.1       96.2:       5.9        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        39         32         23         26         17         75         62:
Old  :        90:        37         26         21         26         16         67         59:
Other:        47:        16         13         17         17          6         44         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  :                 26.1       49.9       40.7       62.3       26.0       45.9       37.7       53.2
Old  :                 28.7       47.0       42.5       59.0       28.7       44.3       41.6       54.2
Other:                 48.5       70.0       64.2       84.3       43.3       57.5       53.7       61.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   209,504:    52,769     31,787     39,448    103,738    130,667    195,955    201,902:    13,549      7,602
Old  :    13,577:     2,674      6,731          0      8,411      4,803     11,085     11,534:     2,492      2,043
Other:   195,927:    54,762     29,723     34,780     95,327    125,864    184,870    190,368:    11,057      5,559
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :     1,170:     5,942      2,771     -3,898     -1,851      1,927        193        800:       978        371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       15.2       18.8       49.5       62.4       93.5       96.4:       6.5        3.6
Old  :     100.0:      19.7       49.6        0.0       62.0       35.4       81.6       85.0:      18.4       15.0
Other:     100.0:      28.0       15.2       17.8       48.7       64.2       94.4       97.2:       5.6        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        69         48         50         51         46        149        118:
Old  :        63:        14         13          0         22         17         36         30:
Other:       180:        67         48         44         46         44        138        113:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.5       26.9       38.3       44.4       21.1       20.3       30.9       33.9
Old  :                 49.2       38.2       62.7       59.1       48.6       37.7       59.6       55.4
Other:                 26.2       27.4       38.7       46.1       22.4       21.6       32.6       35.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   826,095:   156,218     53,911    157,013    432,737    539,685    745,967    750,609:    80,127     75,486
Old  :   826,095:   156,218     53,911    157,013    432,737    539,685    745,967    750,609:    80,127     75,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    20,809:   -15,395     18,321     11,393     20,954    -18,613     16,952     11,101:     3,858      9,708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        6.5       19.0       52.4       65.3       90.3       90.9:       9.7        9.1
Old  :     100.0:      18.9        6.5       19.0       52.4       65.3       90.3       90.9:       9.7        9.1
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  :       211:        69         43         78         91         88        191        180:
Old  :       211:        69         43         78         91         88        191        180:
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       18.7       21.8       29.9       11.6       15.4       20.3       23.9
Old  :                 12.4       18.7       21.8       29.9       11.6       15.4       20.3       23.9
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 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  :   190,188:    28,466     35,241     59,087     95,406     86,814    182,959    181,142:     7,229      9,046
Old  :    20,439:     8,475      5,412        138      9,456     11,691     18,069     17,241:     2,370      3,198
Other:   169,749:    24,531     34,369     54,409     85,950     75,123    164,890    163,901:     4,859      5,848
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :   -29,486:       174      6,803    -25,453     -4,018    -11,303    -29,297    -29,953:      -189        467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       18.5       31.1       50.2       45.6       96.2       95.2:       3.8        4.8
Old  :     100.0:      41.5       26.5        0.7       46.3       57.2       88.4       84.4:      11.6       15.6
Other:     100.0:      14.5       20.2       32.1       50.6       44.3       97.1       96.6:       2.9        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:        99        111        112        130        125        284        307:
Old  :       198:        47         30          5         62         69        111        102:
Other:       358:        86        121        101        120        117        260        291:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       15.5       23.8       24.7        8.6        7.3       15.5       12.7
Old  :                 19.1       26.6       30.5       41.5       19.1       26.4       30.5       40.0
Other:                 15.9       16.6       26.0       26.3        9.1        7.6       16.3       12.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    63,185:    46,497      8,242      1,975      8,784     51,487     57,256     61,705:     5,929      1,481
Old  :    63,185:    46,497      8,242      1,975      8,784     51,487     57,256     61,705:     5,929      1,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    -3,276:    -2,633     -1,627         43       -964     -1,721     -3,554     -3,305:       278         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.6       13.0        3.1       13.9       81.5       90.6       97.7:       9.4        2.3
Old  :     100.0:      73.6       13.0        3.1       13.9       81.5       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          7         14          8         82         29:
Old  :       101:        67         14          7         14          8         82         29:
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  :                 42.6       89.5       58.5       93.5       40.8       88.7       56.7       91.2
Old  :                 42.6       89.5       58.5       93.5       40.8       88.7       56.7       91.2
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 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  :   430,930:    27,945     56,651      2,891    381,907    357,022    412,743    416,564:    18,187     14,366
Old  :   430,930:    27,945     56,651      2,891    381,907    357,022    412,743    416,564:    18,187     14,366
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    -3,354:    -3,065      2,160       -216       -225     -5,800     -3,506     -3,857:       153        503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       13.1        0.7       88.6       82.8       95.8       96.7:       4.2        3.3
Old  :     100.0:       6.5       13.1        0.7       88.6       82.8       95.8       96.7:       4.2        3.3
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  :       243:        36         37         13        104        107        147        150:
Old  :       243:        36         37         13        104        107        147        150:
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  :                 32.3       29.9       47.0       40.7       28.8       29.9       43.2       40.6
Old  :                 32.3       29.9       47.0       40.7       28.8       29.9       43.2       40.6
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