```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   247,729:    58,070     36,716     72,187    102,474    123,124    232,731    232,027:    14,998     15,702
Old  :   246,067:    58,035     36,755     71,899    101,425    121,924    231,359    230,577:    14,708     15,489
Other:     1,662:        94         20        230      1,049      1,200      1,372      1,450:       290        213
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -3,732:     2,290        361     -1,965     -3,250     -1,713     -2,924     -3,317:      -807       -414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       14.8       29.1       41.4       49.7       93.9       93.7:       6.1        6.3
Old  :     100.0:      23.6       14.9       29.2       41.2       49.5       94.0       93.7:       6.0        6.3
Other:     100.0:       5.7        1.2       13.8       63.1       72.2       82.6       87.2:      17.4       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:       130         81         77         67         68        229        196:
Old  :       300:       130         81         76         67         68        229        195:
Other:        39:         7          6          6         15         14         26         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       26.3       27.0       35.8       12.5       19.7       20.3       26.4
Old  :                 16.2       26.4       27.0       36.0       12.5       19.9       20.4       26.6
Other:                 41.3       49.0       59.6       64.7       34.5       48.5       49.5       60.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :    28,755:     8,274      6,236      5,768     12,165     14,626     26,206     26,631:     2,548      2,124
Old  :    23,093:     7,524      6,207      3,329      9,948     11,518     20,801     21,054:     2,292      2,039
Other:     5,661:       865        145      2,324      2,217      3,108      5,406      5,577:       256         85
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :      -339:      -271         48        505       -410       -348       -177        204:      -162       -544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       21.7       20.1       42.3       50.9       91.1       92.6:       8.9        7.4
Old  :     100.0:      32.6       26.9       14.4       43.1       49.9       90.1       91.2:       9.9        8.8
Other:     100.0:      15.3        2.6       41.0       39.2       54.9       95.5       98.5:       4.5        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        37         28         21         28         13         73         54:
Old  :        88:        32         26         19         28         12         66         51:
Other:        40:        14         10         16         15          5         39         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  :                 25.8       54.6       39.8       67.1       24.7       48.3       36.6       56.0
Old  :                 26.0       52.9       40.0       65.3       26.0       49.3       39.7       58.8
Other:                 46.6       71.9       68.2       88.7       33.5       46.0       40.8       47.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   193,582:    37,895     30,112     35,403    108,809    119,358    182,107    184,873:    11,475      8,709
Old  :    77,043:    26,833     33,574      6,155     36,279     30,779     69,268     70,509:     7,775      6,534
Other:   116,539:    23,024      8,499     17,286     72,530     88,579    112,839    114,364:     3,700      2,175
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :     9,632:     7,578     -5,410      3,576     -3,062     14,200      8,092     12,367:     1,540     -2,735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       15.6       18.3       56.2       61.7       94.1       95.5:       5.9        4.5
Old  :     100.0:      34.8       43.6        8.0       47.1       40.0       89.9       91.5:      10.1        8.5
Other:     100.0:      19.8        7.3       14.8       62.2       76.0       96.8       98.1:       3.2        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        56         59         49         55         49        141        130:
Old  :       170:        48         61         32         44         37        113        109:
Other:       117:        38         21         24         46         37         94         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.8       25.3       38.5       42.5       21.9       20.0       30.8       33.2
Old  :                 29.0       22.0       42.5       35.2       28.7       21.2       41.2       34.1
Other:                 31.7       32.8       47.5       57.3       30.8       27.3       44.4       48.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   796,998:   171,251     81,936    143,664    420,754    503,342    735,670    728,942:    61,328     68,056
Old  :   796,998:   171,251     81,936    143,664    420,754    503,342    735,670    728,942:    61,328     68,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :   -15,938:    -1,504    -11,764      3,538    -12,911        768    -10,878     -7,459:    -5,061     -8,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       10.3       18.0       52.8       63.2       92.3       91.5:       7.7        8.5
Old  :     100.0:      21.5       10.3       18.0       52.8       63.2       92.3       91.5:       7.7        8.5
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:        68         50         72         83         86        185        174:
Old  :       212:        68         50         72         83         86        185        174:
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  :                 13.2       18.5       23.3       29.6       12.6       15.9       21.0       23.4
Old  :                 13.2       18.5       23.3       29.6       12.6       15.9       21.0       23.4
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 3, 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  :   221,165:    28,030     34,257     82,675    104,547     97,018    215,251    213,950:     5,914      7,215
Old  :   115,004:    28,136     30,116     35,852     47,421     44,022    111,408    109,989:     3,596      5,016
Other:   106,161:     7,950     12,197     38,768     57,126     52,997    103,843    103,961:     2,318      2,200
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :     7,415:      -672     -5,228      7,674      2,546      6,492      9,548      8,938:    -2,133     -1,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       15.5       37.4       47.3       43.9       97.3       96.7:       2.7        3.3
Old  :     100.0:      24.5       26.2       31.2       41.2       38.3       96.9       95.6:       3.1        4.4
Other:     100.0:       7.5       11.5       36.5       53.8       49.9       97.8       97.9:       2.2        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:       101        113        124        133        130        297        311:
Old  :       351:        96        108         86         99        110        236        263:
Other:       271:        63         68         69        113         99        218        197:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       16.5       24.8       26.0        7.7        6.7       14.1       11.9
Old  :                 14.8       13.9       25.8       24.9       12.6       10.0       20.7       17.0
Other:                 19.4       20.4       32.4       32.5       11.9        9.1       17.8       14.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :    65,668:    50,736     12,162        800      7,959     51,212     59,496     64,174:     6,172      1,494
Old  :    65,668:    50,736     12,162        800      7,959     51,212     59,496     64,174:     6,172      1,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -1,650:    -2,859        717         32      1,846     -2,793       -981     -2,044:      -668        394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.3       18.5        1.2       12.1       78.0       90.6       97.7:       9.4        2.3
Old  :     100.0:      77.3       18.5        1.2       12.1       78.0       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  :        99:        62         12          6         18          9         82         26:
Old  :        99:        62         12          6         18          9         82         26:
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  :                 37.3       89.8       54.0       93.9       37.1       89.0       53.7       92.8
Old  :                 37.3       89.8       54.0       93.9       37.1       89.0       53.7       92.8
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 3, 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  :   442,533:    26,161     56,355      2,800    393,127    366,966    422,087    426,120:    20,446     16,413
Old  :   442,533:    26,161     56,355      2,800    393,127    366,966    422,087    426,120:    20,446     16,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :     5,150:     5,768     -3,049        328     -4,645      7,150      1,451      4,430:     3,700        721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       12.7        0.6       88.8       82.9       95.4       96.3:       4.6        3.7
Old  :     100.0:       5.9       12.7        0.6       88.8       82.9       95.4       96.3:       4.6        3.7
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  :       244:        35         48         15         96        101        141        154:
Old  :       244:        35         48         15         96        101        141        154:
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  :                 34.1       29.7       48.5       40.5       30.6       29.6       45.0       39.5
Old  :                 34.1       29.7       48.5       40.5       30.6       29.6       45.0       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated July 3, 2012