```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      261,914
COMMITMENTS
  56,917   38,952   74,798  115,206  131,708  246,922  245,459   14,992   16,455

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      3,128)
  -3,539     -458      451    6,479    2,239    3,391    2,232     -263      896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     14.9     28.6     44.0     50.3     94.3     93.7      5.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
     125       87       78       66       72      222      208
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,450
COMMITMENTS
   8,510    7,311    6,298   12,161   13,278   26,969   26,888    2,481    2,562

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -146)
    -278    1,340     -384      520   -1,663     -143     -708       -4      561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     24.8     21.4     41.3     45.1     91.6     91.3      8.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      38       30       21       28       15       74       58
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      205,903
COMMITMENTS
  41,344   34,476   38,191  116,235  122,551  195,770  195,218   10,132   10,685

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      4,426)
    -228    1,579    3,748    1,269     -169    4,789    5,158     -363     -731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     16.7     18.5     56.5     59.5     95.1     94.8      4.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      42       71       52       54       51      129      144
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      802,736
COMMITMENTS
 183,337   27,467  145,959  395,925  570,134  725,221  743,560   77,516   59,176

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     13,790)
  13,800   -8,061      899  -14,100   24,046      598   16,884   13,192   -3,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      3.4     18.2     49.3     71.0     90.3     92.6      9.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      73       40       69       87       88      192      166
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      218,190
COMMITMENTS
  27,143   26,023   82,737  100,121  100,390  210,001  209,150    8,188    9,039

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -6,174)
  -1,267     -927   -2,954   -2,366   -2,430   -6,586   -6,311      412      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     11.9     37.9     45.9     46.0     96.2     95.9      3.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
     100      102      122      132      127      291      302
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       70,165
COMMITMENTS
  55,243    7,179    1,824    5,891   60,043   62,959   69,046    7,206    1,119

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        968)
     786      578       92     -288      357      590    1,027      379      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.7     10.2      2.6      8.4     85.6     89.7     98.4     10.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      79       13       10       18        7      103       25
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      444,390
COMMITMENTS
  22,694   56,675    4,979  398,925  368,659  426,598  430,313   17,791   14,077

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      8,568)
  -3,252      293    1,910   11,782    6,788   10,440    8,990   -1,872     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     12.8      1.1     89.8     83.0     96.0     96.8      4.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      34       40       13      104      103      146      148
```

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Updated July 27, 2012