```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, July 24, 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  :   174,180:    61,484     67,886      8,205     90,387     83,039    160,076    159,130:    14,104     15,050
Old  :   172,311:    61,518     67,907      8,062     89,148     81,447    158,728    157,416:    13,583     14,895
Other:     1,869:       109        122          0      1,239      1,592      1,348      1,714:       521        155
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :     2,445:    -3,256         81       -236      6,240      1,594      2,748      1,439:      -303      1,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       39.0        4.7       51.9       47.7       91.9       91.4:       8.1        8.6
Old  :     100.0:      35.7       39.4        4.7       51.7       47.3       92.1       91.4:       7.9        8.6
Other:     100.0:       5.8        6.5        0.0       66.3       85.2       72.1       91.7:      27.9        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        91         99         43         51         60        170        178:
Old  :       274:        92         98         42         50         60        169        177:
Other:        41:         7          7          0         14         14         21         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  :                 18.1       24.8       31.2       35.2       16.9       23.0       27.8       31.9
Old  :                 18.1       24.9       31.3       35.3       16.9       23.3       27.8       32.2
Other:                 47.2       58.4       60.7       79.4       47.2       56.6       60.7       77.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, July 24, 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  :    21,921:     9,776      8,057        464      9,371     10,903     19,611     19,424:     2,310      2,497
Old  :    18,550:     8,444      7,811        126      7,983      8,273     16,553     16,210:     1,997      2,340
Other:     3,371:     1,401        315        269      1,388      2,630      3,058      3,214:       313        157
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :       299:      -232      1,343        -47        614     -1,554        335       -258:       -36        557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6       36.8        2.1       42.7       49.7       89.5       88.6:      10.5       11.4
Old  :     100.0:      45.5       42.1        0.7       43.0       44.6       89.2       87.4:      10.8       12.6
Other:     100.0:      41.6        9.3        8.0       41.2       78.0       90.7       95.3:       9.3        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        36         25         14         25         11         63         48:
Old  :        86:        32         25          6         25         11         59         40:
Other:        34:        15          3          9         12          3         28         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.6       60.0       45.6       72.2       31.6       60.0       45.6       72.1
Old  :                 33.9       56.8       50.2       69.8       33.9       56.8       50.2       69.7
Other:                 49.9       87.9       68.0       93.3       49.1       86.7       65.1       87.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, July 24, 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  :   191,275:    44,031     35,186     25,432    111,902    120,149    181,365    180,767:     9,910     10,508
Old  :    67,602:    26,139     37,337        905     34,478     21,482     61,522     59,724:     6,080      7,878
Other:   123,673:    31,757     11,714     10,662     77,424     98,667    119,843    121,043:     3,830      2,630
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :     3,954:      -621      1,333      3,694      1,203       -366      4,276      4,661:      -322       -707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       18.4       13.3       58.5       62.8       94.8       94.5:       5.2        5.5
Old  :     100.0:      38.7       55.2        1.3       51.0       31.8       91.0       88.3:       9.0       11.7
Other:     100.0:      25.7        9.5        8.6       62.6       79.8       96.9       97.9:       3.1        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        43         66         45         54         49        126        134:
Old  :       165:        41         63         10         41         31         89         97:
Other:       118:        36         21         24         46         39         92         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.3       26.0       40.9       43.1       22.8       19.7       33.7       32.4
Old  :                 33.6       20.7       51.1       34.2       33.6       19.8       49.7       33.2
Other:                 34.1       35.0       51.3       59.0       31.8       27.5       46.8       49.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, July 24, 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  :   668,671:   180,428     44,484     64,600    352,592    508,903    597,620    617,987:    71,051     50,684
Old  :   668,671:   180,428     44,484     64,600    352,592    508,903    597,620    617,987:    71,051     50,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :     2,043:    11,468     -4,825     -7,506    -14,555     18,522    -10,593      6,191:    12,636     -4,148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        6.7        9.7       52.7       76.1       89.4       92.4:      10.6        7.6
Old  :     100.0:      27.0        6.7        9.7       52.7       76.1       89.4       92.4:      10.6        7.6
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  :       209:        64         47         47         79         84        167        155:
Old  :       209:        64         47         47         79         84        167        155:
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       23.2       26.8       36.1       15.0       18.9       25.3       29.3
Old  :                 15.2       23.2       26.8       36.1       15.0       18.9       25.3       29.3
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 - Futures Only, July 24, 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  :   135,078:    33,069     32,653     17,261     77,174     76,622    127,504    126,536:     7,574      8,542
Old  :    64,141:    27,520     28,362      2,031     30,097     28,128     59,648     58,521:     4,493      5,620
Other:    70,937:    13,854     12,596      6,925     47,077     48,494     67,856     68,015:     3,081      2,922
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    -4,679:    -1,492     -1,694     -1,806     -1,278       -875     -4,576     -4,375:      -103       -304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       24.2       12.8       57.1       56.7       94.4       93.7:       5.6        6.3
Old  :     100.0:      42.9       44.2        3.2       46.9       43.9       93.0       91.2:       7.0        8.8
Other:     100.0:      19.5       17.8        9.8       66.4       68.4       95.7       95.9:       4.3        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:        77        102         88        117        112        246        261:
Old  :       312:        79         96         22         68         80        159        186:
Other:       253:        57         57         47        101         97        186        178:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       16.1       24.5       25.9       12.3       10.6       22.1       18.0
Old  :                 18.6       17.6       32.3       28.8       18.6       16.4       32.2       27.2
Other:                 20.1       23.6       32.6       37.1       15.0       13.1       24.3       22.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, July 24, 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  :    69,554:    55,109      7,273      1,565      5,783     59,636     62,457     68,474:     7,097      1,080
Old  :    69,554:    55,109      7,273      1,565      5,783     59,636     62,457     68,474:     7,097      1,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :       879:       668        561        116       -262        246        522        923:       357        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.2       10.5        2.3        8.3       85.7       89.8       98.4:      10.2        1.6
Old  :     100.0:      79.2       10.5        2.3        8.3       85.7       89.8       98.4:      10.2        1.6
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  :       114:        79         12          6         18          6        100         22:
Old  :       114:        79         12          6         18          6        100         22:
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  :                 36.8       92.1       51.8       95.0       35.4       90.8       50.5       93.4
Old  :                 36.8       92.1       51.8       95.0       35.4       90.8       50.5       93.4
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, July 24, 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  :   442,246:    22,664     56,097      4,665    397,523    367,849    424,852    428,611:    17,394     13,635
Old  :   442,246:    22,664     56,097      4,665    397,523    367,849    424,852    428,611:    17,394     13,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :     8,731:    -3,241        121      2,031     11,859      6,759     10,649      8,911:    -1,918       -180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       12.7        1.1       89.9       83.2       96.1       96.9:       3.9        3.1
Old  :     100.0:       5.1       12.7        1.1       89.9       83.2       96.1       96.9:       3.9        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  :       242:        34         40          9        103        101        142        145:
Old  :       242:        34         40          9        103        101        142        145:
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       30.1       47.9       40.7       29.1       30.0       44.2       40.3
Old  :                 32.4       30.1       47.9       40.7       29.1       30.0       44.2       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 27, 2012