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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   272,327:    59,514     37,879     79,310    116,040    141,073    254,864    258,261:    17,463     14,066
Old  :   269,681:    59,381     38,042     78,864    114,598    138,867    252,843    255,772:    16,838     13,909
Other:     2,646:       335         39        244      1,442      2,206      2,021      2,489:       625        157
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :     4,273:     4,757     -3,042      1,328     -3,724      7,154      2,361      5,441:     1,912     -1,167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       13.9       29.1       42.6       51.8       93.6       94.8:       6.4        5.2
Old  :     100.0:      22.0       14.1       29.2       42.5       51.5       93.8       94.8:       6.2        5.2
Other:     100.0:      12.6        1.5        9.2       54.5       83.4       76.4       94.1:      23.6        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:       132         81         89         70         72        243        207:
Old  :       305:       136         78         87         70         72        242        206:
Other:        51:        11          7          7         17         20         32         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       26.2       27.8       35.7       10.9       17.0       17.5       23.5
Old  :                 17.0       26.3       27.8       35.6       10.8       17.2       17.6       23.6
Other:                 38.7       53.4       51.5       72.0       36.4       52.2       48.8       68.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    31,108:     8,732      7,316      6,342     13,323     14,341     28,398     28,000:     2,710      3,108
Old  :    24,038:     7,590      7,262      3,629     10,521     10,222     21,741     21,113:     2,298      2,926
Other:     7,069:     1,391        304      2,463      2,802      4,120      6,657      6,887:       413        182
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :       559:       -16       -301       -118        526        695        392        276:       167        283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       23.5       20.4       42.8       46.1       91.3       90.0:       8.7       10.0
Old  :     100.0:      31.6       30.2       15.1       43.8       42.5       90.4       87.8:       9.6       12.2
Other:     100.0:      19.7        4.3       34.8       39.6       58.3       94.2       97.4:       5.8        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        41         32         22         26         15         75         61:
Old  :        93:        36         30         20         26         15         68         59:
Other:        45:        16         12         17         16          5         43         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  :                 25.4       50.1       41.1       63.3       25.4       44.7       36.7       52.1
Old  :                 27.6       48.5       41.3       60.1       26.5       43.5       39.5       53.1
Other:                 44.4       72.0       60.7       85.5       35.7       51.7       44.7       55.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   208,334:    46,827     29,015     43,346    105,589    128,741    195,762    201,102:    12,571      7,231
Old  :    41,876:    16,253     20,278      1,014     19,316     17,786     36,583     39,078:     5,293      2,798
Other:   166,458:    42,752     20,916     30,154     86,273    110,955    159,179    162,024:     7,278      4,433
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :    -2,038:     4,337        399       -680     -5,944        768     -2,287        487:       249     -2,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       13.9       20.8       50.7       61.8       94.0       96.5:       6.0        3.5
Old  :     100.0:      38.8       48.4        2.4       46.1       42.5       87.4       93.3:      12.6        6.7
Other:     100.0:      25.7       12.6       18.1       51.8       66.7       95.6       97.3:       4.4        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        64         48         56         54         51        147        128:
Old  :       125:        39         32          7         30         32         74         66:
Other:       155:        51         38         43         48         43        121        104:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.6       26.4       37.6       43.8       20.9       20.0       30.6       33.0
Old  :                 29.8       27.6       45.5       45.5       29.8       27.6       44.2       43.3
Other:                 27.5       28.6       40.4       47.9       24.5       20.7       36.0       35.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   805,285:   171,612     35,590    145,620    411,783    558,298    729,015    739,508:    76,270     65,778
Old  :   805,285:   171,612     35,590    145,620    411,783    558,298    729,015    739,508:    76,270     65,778
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :     1,040:   -10,445      6,575      3,849      7,205    -15,182        609     -4,757:       430      5,797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        4.4       18.1       51.1       69.3       90.5       91.8:       9.5        8.2
Old  :     100.0:      21.3        4.4       18.1       51.1       69.3       90.5       91.8:       9.5        8.2
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  :       207:        70         41         73         87         86        188        171:
Old  :       207:        70         41         73         87         86        188        171:
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       19.6       22.8       31.0       12.3       16.4       21.1       25.8
Old  :                 13.2       19.6       22.8       31.0       12.3       16.4       21.1       25.8
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, August 7, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   219,674:    28,292     28,438     84,540     99,424     98,117    212,256    211,095:     7,418      8,579
Old  :    78,967:    21,730     16,819     25,154     28,332     32,464     75,216     74,436:     3,751      4,531
Other:   140,707:    14,410     19,468     51,538     71,092     65,653    137,040    136,659:     3,667      4,048
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :       355:     1,219      2,209      1,090     -1,649     -2,572        661        727:      -307       -372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       12.9       38.5       45.3       44.7       96.6       96.1:       3.4        3.9
Old  :     100.0:      27.5       21.3       31.9       35.9       41.1       95.3       94.3:       4.7        5.7
Other:     100.0:      10.2       13.8       36.6       50.5       46.7       97.4       97.1:       2.6        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       384:       106        110        134        134        130        310        320:
Old  :       335:       103         90         80         89        105        227        240:
Other:       321:        77         92         93        117        113        250        248:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       16.6       25.5       25.9        7.3        6.8       13.5       11.5
Old  :                 17.5       14.4       28.3       24.8       13.0       10.7       20.3       17.5
Other:                 18.1       19.5       28.6       30.7        9.2        8.1       15.1       12.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    66,461:    49,130      9,869      1,932      9,747     53,208     60,810     65,010:     5,651      1,451
Old  :    66,461:    49,130      9,869      1,932      9,747     53,208     60,810     65,010:     5,651      1,451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :      -346:      -189      2,664         80        141     -3,328         32       -583:      -379        237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.9       14.8        2.9       14.7       80.1       91.5       97.8:       8.5        2.2
Old  :     100.0:      73.9       14.8        2.9       14.7       80.1       91.5       97.8:       8.5        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        67         12          9         15          7         84         27:
Old  :        99:        67         12          9         15          7         84         27:
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  :                 42.9       92.0       58.6       95.0       41.1       91.2       56.9       92.6
Old  :                 42.9       92.0       58.6       95.0       41.1       91.2       56.9       92.6
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, August 7, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   434,284:    31,010     54,491      3,107    382,132    362,822    416,249    420,420:    18,034     13,863
Old  :   434,284:    31,010     54,491      3,107    382,132    362,822    416,249    420,420:    18,034     13,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :    -5,231:     9,218      1,701       -535    -13,052     -6,057     -4,370     -4,892:      -861       -339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       12.5        0.7       88.0       83.5       95.8       96.8:       4.2        3.2
Old  :     100.0:       7.1       12.5        0.7       88.0       83.5       95.8       96.8:       4.2        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  :       248:        39         35         14        108        107        154        149:
Old  :       248:        39         35         14        108        107        154        149:
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  :                 32.2       29.8       46.7       40.3       28.8       29.7       43.0       40.1
Old  :                 32.2       29.8       46.7       40.3       28.8       29.7       43.0       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated August 10, 2012