```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :   251,812:    58,273     38,729     73,102    105,351    124,955    236,725    236,786:    15,087     15,026
Old  :   250,018:    58,242     38,764     72,823    104,162    123,608    235,227    235,195:    14,791     14,823
Other:     1,794:        84         19        225      1,189      1,347      1,498      1,591:       296        203
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     4,083:       203      2,013        915      2,876      1,832      3,994      4,759:        89       -676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       15.4       29.0       41.8       49.6       94.0       94.0:       6.0        6.0
Old  :     100.0:      23.3       15.5       29.1       41.7       49.4       94.1       94.1:       5.9        5.9
Other:     100.0:       4.7        1.1       12.5       66.3       75.1       83.5       88.7:      16.5       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:       123         89         77         66         71        225        203:
Old  :       302:       124         88         76         66         71        225        202:
Other:        38:         7          5          6         15         14         25         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  :                 16.7       26.4       27.4       36.0       12.2       19.6       19.9       26.1
Old  :                 16.7       26.5       27.4       36.2       12.2       19.8       19.9       26.2
Other:                 43.1       52.8       59.8       67.7       36.8       52.8       52.0       63.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    29,151:     8,757      5,576      6,325     11,506     15,366     26,588     27,267:     2,564      1,885
Old  :    23,171:     7,965      5,585      3,654      9,254     12,132     20,873     21,370:     2,298      1,800
Other:     5,981:       929        129      2,534      2,252      3,234      5,715      5,897:       266         84
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :       397:       484       -660        556       -658        739        382        636:        15       -239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       19.1       21.7       39.5       52.7       91.2       93.5:       8.8        6.5
Old  :     100.0:      34.4       24.1       15.8       39.9       52.4       90.1       92.2:       9.9        7.8
Other:     100.0:      15.5        2.2       42.4       37.7       54.1       95.6       98.6:       4.4        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        41         26         22         25         14         74         54:
Old  :        87:        33         26         20         25         13         66         51:
Other:        41:        18          7         16         15          5         40         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  :                 25.0       56.4       39.6       69.6       23.8       50.1       35.3       56.8
Old  :                 25.8       55.9       39.8       67.6       25.8       52.0       39.0       60.1
Other:                 44.9       72.0       67.6       88.8       31.1       44.6       37.3       46.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :   196,931:    41,126     28,721     34,626    110,045    124,203    185,797    187,550:    11,134      9,380
Old  :    74,963:    27,186     32,643      5,356     35,149     29,826     67,691     67,825:     7,272      7,137
Other:   121,968:    25,248      7,387     17,961     74,896     94,377    118,105    119,725:     3,862      2,243
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     3,348:     3,231     -1,390       -777      1,236      4,845      3,690      2,677:      -341        671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       14.6       17.6       55.9       63.1       94.3       95.2:       5.7        4.8
Old  :     100.0:      36.3       43.5        7.1       46.9       39.8       90.3       90.5:       9.7        9.5
Other:     100.0:      20.7        6.1       14.7       61.4       77.4       96.8       98.2:       3.2        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        55         59         54         55         49        141        135:
Old  :       170:        49         59         31         43         39        111        110:
Other:       121:        38         22         27         47         38         97         78:
     :----------------------------------------------------------------------------------------------------
     :             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       25.7       39.7       42.7       21.9       20.4       31.8       33.3
Old  :                 29.8       24.0       44.7       37.3       29.5       23.1       43.2       36.1
Other:                 32.9       32.7       49.2       56.2       30.6       26.7       45.1       47.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :   795,811:   171,426     45,661    150,732    412,731    537,234    734,888    733,626:    60,922     62,184
Old  :   795,811:   171,426     45,661    150,732    412,731    537,234    734,888    733,626:    60,922     62,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -1,187:       174    -36,275      7,068     -8,023     33,892       -781      4,684:      -406     -5,872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        5.7       18.9       51.9       67.5       92.3       92.2:       7.7        7.8
Old  :     100.0:      21.5        5.7       18.9       51.9       67.5       92.3       92.2:       7.7        7.8
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  :       216:        74         47         73         84         89        191        176:
Old  :       216:        74         47         73         84         89        191        176:
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  :                 13.5       18.7       23.8       29.4       12.4       14.6       21.0       22.0
Old  :                 13.5       18.7       23.8       29.4       12.4       14.6       21.0       22.0
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 10, 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  :   226,753:    27,623     29,103     88,910    106,418    103,416    222,950    221,429:     3,803      5,324
Old  :   114,970:    27,635     25,786     38,353     46,464     46,986    112,453    111,125:     2,517      3,846
Other:   111,783:     7,554     10,883     42,990     59,953     56,431    110,497    110,304:     1,286      1,479
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     5,588:      -407     -5,154      6,235      1,871      6,398      7,699      7,479:    -2,111     -1,891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       12.8       39.2       46.9       45.6       98.3       97.7:       1.7        2.3
Old  :     100.0:      24.0       22.4       33.4       40.4       40.9       97.8       96.7:       2.2        3.3
Other:     100.0:       6.8        9.7       38.5       53.6       50.5       98.8       98.7:       1.2        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       376:       100        114        127        134        130        301        313:
Old  :       353:       102        103         89         97        113        240        264:
Other:       272:        58         71         72        116        101        220        202:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       17.2       25.7       26.7        7.5        7.0       13.5       11.8
Old  :                 14.4       14.8       25.5       25.3       12.6       10.9       20.3       18.2
Other:                 20.5       21.2       33.4       33.3       11.3        9.0       17.3       13.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :    65,412:    51,721      8,409        840      5,867     54,855     58,428     64,103:     6,984      1,309
Old  :    65,412:    51,721      8,409        840      5,867     54,855     58,428     64,103:     6,984      1,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :      -256:       984     -3,753         39     -2,092      3,643     -1,068        -70:       813       -185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.1       12.9        1.3        9.0       83.9       89.3       98.0:      10.7        2.0
Old  :     100.0:      79.1       12.9        1.3        9.0       83.9       89.3       98.0:      10.7        2.0
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  :       116:        75         16          9         19          8         99         29:
Old  :       116:        75         16          9         19          8         99         29:
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  :                 37.1       90.6       55.4       93.6       37.1       89.8       55.4       92.6
Old  :                 37.1       90.6       55.4       93.6       37.1       89.8       55.4       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, July 10, 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  :   436,756:    27,545     55,890      2,882    387,083    362,312    417,511    421,085:    19,246     15,672
Old  :   436,756:    27,545     55,890      2,882    387,083    362,312    417,511    421,085:    19,246     15,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -5,777:     1,384       -465         83     -6,044     -4,653     -4,576     -5,035:    -1,200       -742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       12.8        0.7       88.6       83.0       95.6       96.4:       4.4        3.6
Old  :     100.0:       6.3       12.8        0.7       88.6       83.0       95.6       96.4:       4.4        3.6
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  :       247:        36         43         14        103        101        146        151:
Old  :       247:        36         43         14        103        101        146        151:
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  :                 33.1       30.3       47.2       41.1       29.6       30.1       43.7       40.2
Old  :                 33.1       30.3       47.2       41.1       29.6       30.1       43.7       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 13, 2012