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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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  :   268,054:    54,757     40,921     77,981    119,764    133,918    252,502    252,821:    15,551     15,233
Old  :   265,787:    54,740     40,975     77,642    118,497    132,091    250,879    250,708:    14,909     15,079
Other:     2,266:       114         41        244      1,266      1,827      1,624      2,113:       643        154
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     6,140:    -2,159      1,969      3,183      4,557      2,211      5,581      7,362:       559     -1,222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       15.3       29.1       44.7       50.0       94.2       94.3:       5.8        5.7
Old  :     100.0:      20.6       15.4       29.2       44.6       49.7       94.4       94.3:       5.6        5.7
Other:     100.0:       5.0        1.8       10.8       55.9       80.6       71.6       93.2:      28.4        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:       124         87         84         68         72        228        210:
Old  :       299:       125         86         83         68         72        228        209:
Other:        41:         8          6          7         15         16         26         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       25.5       28.5       35.1       11.1       17.8       18.3       23.7
Old  :                 17.5       25.6       28.6       35.2       11.1       18.1       18.3       23.8
Other:                 40.0       54.0       52.9       71.8       37.3       52.5       48.2       68.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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  :    30,549:     8,748      7,617      6,460     12,798     13,647     28,006     27,724:     2,543      2,825
Old  :    23,862:     7,891      7,562      3,720     10,080      9,928     21,690     21,210:     2,172      2,652
Other:     6,687:     1,113        310      2,485      2,718      3,718      6,316      6,514:       371        173
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     1,099:       238        306        162        636        368      1,037        836:        62        263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       24.9       21.1       41.9       44.7       91.7       90.8:       8.3        9.2
Old  :     100.0:      33.1       31.7       15.6       42.2       41.6       90.9       88.9:       9.1       11.1
Other:     100.0:      16.6        4.6       37.2       40.6       55.6       94.5       97.4:       5.5        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        40         35         24         27         14         79         62:
Old  :        95:        39         28         22         27         13         70         59:
Other:        46:        18         11         17         16          5         44         23:
     :----------------------------------------------------------------------------------------------------
     :             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       49.2       39.9       63.4       25.3       45.7       36.6       53.5
Old  :                 26.7       48.4       40.1       60.5       26.7       45.4       39.9       55.4
Other:                 42.9       71.5       60.2       86.1       33.7       49.4       42.2       52.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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  :   210,372:    42,490     28,617     44,026    111,533    127,972    198,050    200,616:    12,322      9,756
Old  :    64,918:    25,122     32,173      4,078     28,315     22,396     57,514     58,647:     7,404      6,271
Other:   145,454:    32,586     11,661     24,731     83,218    105,576    140,536    141,969:     4,918      3,485
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     4,469:     1,146     -5,860      5,836     -4,702      5,422      2,279      5,398:     2,190       -929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       13.6       20.9       53.0       60.8       94.1       95.4:       5.9        4.6
Old  :     100.0:      38.7       49.6        6.3       43.6       34.5       88.6       90.3:      11.4        9.7
Other:     100.0:      22.4        8.0       17.0       57.2       72.6       96.6       97.6:       3.4        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        50         62         57         55         49        139        138:
Old  :       168:        46         63         26         42         35        103        109:
Other:       133:        44         27         34         46         42        105         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.7       24.5       38.1       41.7       21.0       18.0       30.7       30.9
Old  :                 30.1       20.3       45.8       33.3       29.4       20.2       43.1       32.4
Other:                 32.2       30.7       45.9       52.0       27.9       24.2       39.7       39.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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  :   804,245:   182,057     29,015    141,771    404,578    573,479    728,406    744,264:    75,840     59,981
Old  :   804,245:   182,057     29,015    141,771    404,578    573,479    728,406    744,264:    75,840     59,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     1,509:    -1,279      1,547     -4,189      8,653      3,346      3,185        704:    -1,676        805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        3.6       17.6       50.3       71.3       90.6       92.5:       9.4        7.5
Old  :     100.0:      22.6        3.6       17.6       50.3       71.3       90.6       92.5:       9.4        7.5
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:        81         34         72         88         87        195        168:
Old  :       212:        81         34         72         88         87        195        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  :                 12.8       20.1       22.6       31.9       12.2       16.4       20.8       26.3
Old  :                 12.8       20.1       22.6       31.9       12.2       16.4       20.8       26.3
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 31, 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  :   219,319:    27,072     26,230     83,450    101,073    100,689    211,595    210,368:     7,725      8,951
Old  :    91,813:    23,753     22,071     27,915     35,710     36,383     87,378     86,369:     4,435      5,443
Other:   127,507:    10,221     11,060     48,633     65,363     64,306    124,217    123,999:     3,290      3,508
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     1,130:       -71        206        713        951        299      1,593      1,218:      -464        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       12.0       38.0       46.1       45.9       96.5       95.9:       3.5        4.1
Old  :     100.0:      25.9       24.0       30.4       38.9       39.6       95.2       94.1:       4.8        5.9
Other:     100.0:       8.0        8.7       38.1       51.3       50.4       97.4       97.2:       2.6        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       376:        95        114        127        135        130        303        312:
Old  :       339:        97         99         80         93         99        225        243:
Other:       299:        74         74         86        119        113        241        230:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       17.0       25.3       26.6        7.5        7.0       13.6       11.7
Old  :                 14.8       12.9       24.8       23.8       11.8       11.2       19.7       18.9
Other:                 19.8       21.7       30.4       33.6        9.0        8.7       14.9       13.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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  :    66,807:    49,319      7,205      1,852      9,606     56,536     60,777     65,593:     6,030      1,214
Old  :    66,807:    49,319      7,205      1,852      9,606     56,536     60,777     65,593:     6,030      1,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    -3,358:    -5,924         26         28      3,715     -3,507     -2,181     -3,453:    -1,177         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.8       10.8        2.8       14.4       84.6       91.0       98.2:       9.0        1.8
Old  :     100.0:      73.8       10.8        2.8       14.4       84.6       91.0       98.2:       9.0        1.8
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  :       106:        72         12         10         16          8         89         30:
Old  :       106:        72         12         10         16          8         89         30:
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  :                 39.3       91.7       57.1       94.9       37.6       90.9       55.4       92.5
Old  :                 39.3       91.7       57.1       94.9       37.6       90.9       55.4       92.5
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 31, 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  :   439,515:    21,792     52,790      3,643    395,184    368,879    420,619    425,312:    18,896     14,202
Old  :   439,515:    21,792     52,790      3,643    395,184    368,879    420,619    425,312:    18,896     14,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    -4,875:      -902     -3,885     -1,336     -3,741        220     -5,979     -5,000:     1,105        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       12.0        0.8       89.9       83.9       95.7       96.8:       4.3        3.2
Old  :     100.0:       5.0       12.0        0.8       89.9       83.9       95.7       96.8:       4.3        3.2
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  :       244:        35         36         13        107        105        149        147:
Old  :       244:        35         36         13        107        105        149        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  :                 32.5       29.8       47.4       40.2       29.0       29.7       43.6       39.7
Old  :                 32.5       29.8       47.4       40.2       29.0       29.7       43.6       39.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated August 3, 2012