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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   258,785:    60,455     39,410     74,347    108,728    129,469    243,530    243,227:    15,255     15,559
Old  :   256,806:    60,434     39,451     74,039    107,488    127,955    241,961    241,445:    14,845     15,361
Other:     1,979:        91         29        238      1,240      1,515      1,569      1,781:       410        198
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     6,973:     2,183        682      1,245      3,377      4,514      6,805      6,440:       168        533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       15.2       28.7       42.0       50.0       94.1       94.0:       5.9        6.0
Old  :     100.0:      23.5       15.4       28.8       41.9       49.8       94.2       94.0:       5.8        6.0
Other:     100.0:       4.6        1.5       12.0       62.7       76.5       79.3       90.0:      20.7       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:       134         84         82         65         72        230        208:
Old  :       306:       133         85         81         65         72        230        207:
Other:        39:         5          7          6         14         16         24         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  :                 17.7       26.4       28.8       36.0       11.7       19.3       19.0       25.6
Old  :                 17.7       26.5       28.8       36.2       11.7       19.5       19.0       25.7
Other:                 40.5       52.5       58.3       66.5       36.3       52.5       51.2       64.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :    29,596:     8,788      5,971      6,682     11,641     14,941     27,112     27,595:     2,484      2,001
Old  :    23,519:     8,053      5,950      4,056      9,209     11,622     21,318     21,628:     2,201      1,891
Other:     6,077:       904        191      2,457      2,433      3,320      5,794      5,968:       283        110
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :       445:        31        395        358        135       -424        524        328:       -79        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       20.2       22.6       39.3       50.5       91.6       93.2:       8.4        6.8
Old  :     100.0:      34.2       25.3       17.2       39.2       49.4       90.6       92.0:       9.4        8.0
Other:     100.0:      14.9        3.1       40.4       40.0       54.6       95.3       98.2:       4.7        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        42         25         22         26         14         74         55:
Old  :        87:        34         25         20         26         13         66         52:
Other:        42:        16          9         16         16          5         41         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.3       55.1       39.6       68.2       24.3       50.5       35.8       56.6
Old  :                 25.9       55.1       39.5       65.7       25.9       51.7       39.0       59.1
Other:                 44.7       72.4       63.9       88.4       32.7       48.1       40.3       50.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   201,476:    41,572     32,898     34,443    114,966    122,720    190,981    190,060:    10,495     11,416
Old  :    72,635:    26,429     34,376      4,782     35,255     24,968     66,466     64,127:     6,169      8,508
Other:   128,841:    26,869     10,248     17,934     79,712     97,751    124,515    125,933:     4,326      2,908
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     4,546:       446      4,176       -183      4,921     -1,483      5,185      2,510:      -639      2,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       16.3       17.1       57.1       60.9       94.8       94.3:       5.2        5.7
Old  :     100.0:      36.4       47.3        6.6       48.5       34.4       91.5       88.3:       8.5       11.7
Other:     100.0:      20.9        8.0       13.9       61.9       75.9       96.6       97.7:       3.4        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        44         67         47         55         48        127        136:
Old  :       165:        40         65         28         41         35         97        112:
Other:       113:        32         21         28         47         38         92         75:
     :----------------------------------------------------------------------------------------------------
     :             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       25.0       40.4       41.3       22.5       18.4       32.4       30.4
Old  :                 30.8       21.5       47.8       32.9       30.4       20.9       45.2       32.1
Other:                 33.6       33.1       50.1       55.8       31.0       25.6       45.4       45.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   788,946:   169,537     35,528    145,061    410,025    546,087    724,622    726,676:    64,324     62,270
Old  :   788,946:   169,537     35,528    145,061    410,025    546,087    724,622    726,676:    64,324     62,270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    -6,864:    -1,889    -10,132     -5,671     -2,706      8,854    -10,266     -6,950:     3,402         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        4.5       18.4       52.0       69.2       91.8       92.1:       8.2        7.9
Old  :     100.0:      21.5        4.5       18.4       52.0       69.2       91.8       92.1:       8.2        7.9
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:        62         50         66         85         88        183        168:
Old  :       208:        62         50         66         85         88        183        168:
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  :                 13.6       19.0       24.2       30.3       12.5       14.1       21.4       22.5
Old  :                 13.6       19.0       24.2       30.3       12.5       14.1       21.4       22.5
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 with Delta-adjusted Options and Futures Combined, July 17, 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  :   224,364:    28,410     26,950     85,691    102,487    102,820    216,588    215,461:     7,776      8,902
Old  :   104,207:    26,373     25,589     32,374     40,716     40,387     99,463     98,351:     4,744      5,856
Other:   120,157:    11,039     10,363     44,315     61,771     62,433    117,125    117,111:     3,032      3,046
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    -2,389:       787     -2,153     -3,219     -3,931       -596     -6,363     -5,967:     3,973      3,578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       12.0       38.2       45.7       45.8       96.5       96.0:       3.5        4.0
Old  :     100.0:      25.3       24.6       31.1       39.1       38.8       95.4       94.4:       4.6        5.6
Other:     100.0:       9.2        8.6       36.9       51.4       52.0       97.5       97.5:       2.5        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:        86        112        120        131        127        287        300:
Old  :       334:        93        100         79         92        106        224        246:
Other:       274:        61         72         70        114        101        218        202:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       16.8       25.4       26.7        7.6        7.2       13.6       11.8
Old  :                 13.9       13.8       24.6       24.1       12.4       10.2       21.0       17.7
Other:                 20.4       21.1       32.5       33.0       10.1        8.7       15.9       13.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :    69,197:    54,457      6,601      1,732      6,179     59,686     62,369     68,019:     6,828      1,178
Old  :    69,197:    54,457      6,601      1,732      6,179     59,686     62,369     68,019:     6,828      1,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     3,785:     2,737     -1,808        893        312      4,831      3,941      3,916:      -156       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.7        9.5        2.5        8.9       86.3       90.1       98.3:       9.9        1.7
Old  :     100.0:      78.7        9.5        2.5        8.9       86.3       90.1       98.3:       9.9        1.7
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  :       118:        79         14          8         20          7        104         25:
Old  :       118:        79         14          8         20          7        104         25:
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  :                 38.6       91.7       56.2       94.7       37.3       90.5       54.9       92.9
Old  :                 38.6       91.7       56.2       94.7       37.3       90.5       54.9       92.9
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, July 17, 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  :   435,821:    25,946     56,382      3,069    387,143    361,871    416,158    421,322:    19,663     14,499
Old  :   435,821:    25,946     56,382      3,069    387,143    361,871    416,158    421,322:    19,663     14,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :      -935:    -1,599        492        186         60       -441     -1,352        238:       417     -1,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       12.9        0.7       88.8       83.0       95.5       96.7:       4.5        3.3
Old  :     100.0:       6.0       12.9        0.7       88.8       83.0       95.5       96.7:       4.5        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  :       240:        36         38         13        102        102        144        147:
Old  :       240:        36         38         13        102        102        144        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       30.3       47.3       40.9       28.9       30.1       43.6       40.2
Old  :                 32.4       30.3       47.3       40.9       28.9       30.1       43.6       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated July 20, 2012