```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 7, 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  :   181,424:    61,165     67,317     12,252     91,493     89,255    164,910    168,824:    16,514     12,600
Old  :   179,089:    61,067     67,457     12,025     90,106     87,156    163,198    166,638:    15,891     12,451
Other:     2,335:       325         87          0      1,387      2,099      1,712      2,186:       623        149
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :     4,610:     1,813     -3,589      2,896     -2,061      6,543      2,648      5,850:     1,962     -1,240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       37.1        6.8       50.4       49.2       90.9       93.1:       9.1        6.9
Old  :     100.0:      34.1       37.7        6.7       50.3       48.7       91.1       93.0:       8.9        7.0
Other:     100.0:      13.9        3.7        0.0       59.4       89.9       73.3       93.6:      26.7        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        97         93         58         56         60        189        182:
Old  :       277:        98         92         55         53         60        183        181:
Other:        50:        11          6          0         16         18         27         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.9       26.1       29.6       35.3       15.9       22.1       25.9       29.9
Old  :                 16.9       26.2       29.7       35.3       15.9       22.3       26.0       30.0
Other:                 42.3       60.6       56.3       80.6       42.3       59.1       56.3       79.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 7, 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  :    23,324:     9,790      8,093        512     10,478     11,662     20,780     20,267:     2,544      3,057
Old  :    19,381:     8,059      7,807        190      8,949      8,499     17,198     16,496:     2,183      2,885
Other:     3,943:     1,824        379        229      1,529      3,163      3,582      3,771:       361        172
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :       554:      -121       -251        -16        542        531        405        264:       149        290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0       34.7        2.2       44.9       50.0       89.1       86.9:      10.9       13.1
Old  :     100.0:      41.6       40.3        1.0       46.2       43.9       88.7       85.1:      11.3       14.9
Other:     100.0:      46.3        9.6        5.8       38.8       80.2       90.8       95.6:       9.2        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        38         27         14         25         11         66         49:
Old  :        89:        34         28          7         25         11         63         42:
Other:        37:        18          4          9         12          3         30         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.3       57.8       45.3       69.2       31.3       55.7       45.3       67.2
Old  :                 32.8       53.8       49.0       66.1       32.8       51.3       49.0       63.6
Other:                 51.8       87.2       68.6       93.8       51.5       87.2       67.1       89.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 7, 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  :   191,277:    49,375     29,796     28,748    100,834    125,804    178,957    184,348:    12,320      6,929
Old  :    41,876:    16,253     20,278      1,014     19,316     17,786     36,583     39,078:     5,293      2,798
Other:   149,401:    46,009     22,405     14,847     81,518    108,018    142,374    145,270:     7,027      4,131
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :      -807:     3,992        136        301     -5,380      1,236     -1,087      1,673:       280     -2,480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       15.6       15.0       52.7       65.8       93.6       96.4:       6.4        3.6
Old  :     100.0:      38.8       48.4        2.4       46.1       42.5       87.4       93.3:      12.6        6.7
Other:     100.0:      30.8       15.0        9.9       54.6       72.3       95.3       97.2:       4.7        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        63         49         51         54         51        145        125:
Old  :       125:        39         32          7         30         32         74         66:
Other:       154:        50         38         37         48         43        118        100:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.2       28.4       39.3       47.1       22.0       22.6       32.6       37.1
Old  :                 29.8       27.6       45.5       45.5       29.8       27.6       44.2       43.3
Other:                 28.5       31.3       42.9       52.7       26.3       24.0       39.1       41.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 7, 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  :   662,690:   170,204     46,941     64,051    358,579    493,973    592,834    604,965:    69,856     57,725
Old  :   662,690:   170,204     46,941     64,051    358,579    493,973    592,834    604,965:    69,856     57,725
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :    -9,174:    -9,246      1,833      2,039     -2,015    -19,067     -9,222    -15,195:        48      6,021
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        7.1        9.7       54.1       74.5       89.5       91.3:      10.5        8.7
Old  :     100.0:      25.7        7.1        9.7       54.1       74.5       89.5       91.3:      10.5        8.7
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  :       204:        50         58         50         79         80        158        161:
Old  :       204:        50         58         50         79         80        158        161:
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  :                 15.2       22.7       26.9       35.5       14.9       19.5       25.7       30.5
Old  :                 15.2       22.7       26.9       35.5       14.9       19.5       25.7       30.5
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 7, 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  :   138,521:    32,429     33,579     22,304     76,924     74,396    131,657    130,279:     6,864      8,242
Old  :    49,200:    24,029     19,551      1,295     20,458     24,004     45,782     44,850:     3,418      4,350
Other:    89,321:    16,640     22,268     12,769     56,466     50,392     85,875     85,429:     3,446      3,892
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :     2,243:       647      1,594      3,029     -1,077     -2,065      2,599      2,558:      -356       -315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       24.2       16.1       55.5       53.7       95.0       94.0:       5.0        6.0
Old  :     100.0:      48.8       39.7        2.6       41.6       48.8       93.1       91.2:       6.9        8.8
Other:     100.0:      18.6       24.9       14.3       63.2       56.4       96.1       95.6:       3.9        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:        76        114         95        119        117        260        278:
Old  :       308:        81         90         17         60         90        154        184:
Other:       289:        69         76         60        104        101        208        208:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       15.8       24.8       24.7       11.6       10.2       21.4       17.3
Old  :                 20.8       17.1       32.9       28.3       20.7       17.1       32.9       28.1
Other:                 18.6       20.5       30.0       31.9       14.4       11.7       23.8       19.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 7, 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  :    65,933:    49,089      9,865      1,645      9,596     53,001     60,330     64,511:     5,603      1,422
Old  :    65,933:    49,089      9,865      1,645      9,596     53,001     60,330     64,511:     5,603      1,422
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :      -253:      -186      2,640        107        198     -3,247        119       -500:      -372        247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.5       15.0        2.5       14.6       80.4       91.5       97.8:       8.5        2.2
Old  :     100.0:      74.5       15.0        2.5       14.6       80.4       91.5       97.8:       8.5        2.2
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  :        98:        67         11          7         15          6         83         24:
Old  :        98:        67         11          7         15          6         83         24:
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  :                 43.1       92.7       59.0       95.7       41.5       91.9       57.4       93.3
Old  :                 43.1       92.7       59.0       95.7       41.5       91.9       57.4       93.3
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 7, 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  :   432,094:    31,006     54,126      2,688    380,726    362,059    414,420    418,873:    17,674     13,221
Old  :   432,094:    31,006     54,126      2,688    380,726    362,059    414,420    418,873:    17,674     13,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :    -5,312:     9,230      1,803       -602    -13,090     -6,043     -4,462     -4,842:      -850       -470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       12.5        0.6       88.1       83.8       95.9       96.9:       4.1        3.1
Old  :     100.0:       7.2       12.5        0.6       88.1       83.8       95.9       96.9:       4.1        3.1
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  :       248:        39         35          9        106        106        148        147:
Old  :       248:        39         35          9        106        106        148        147:
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  :                 32.4       30.0       47.0       40.5       28.9       29.8       43.2       40.3
Old  :                 32.4       30.0       47.0       40.5       28.9       29.8       43.2       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 10, 2012