COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      138,911
COMMITMENTS
  51,683   19,918    5,741   67,707  103,349  125,131  129,008   13,780    9,903

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      3,401)
   2,418     -954      714     -323    3,344    2,809    3,104      592      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     14.3      4.1     48.7     74.4     90.1     92.9      9.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      98       59       51       51       59      176      143
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       36,194
COMMITMENTS
  22,085    4,030      598    8,758   30,217   31,441   34,845    4,753    1,349

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        764)
     383      -36      212       41      622      636      798      128      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.0     11.1      1.7     24.2     83.5     86.9     96.3     13.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      58       20       14       21       24       92       46
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      174,115
COMMITMENTS
  42,810   26,809   24,972   95,792  115,346  163,574  167,127   10,541    6,988

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,804)
  -3,618   -1,080      946    5,313    1,412    2,641    1,278     -837      526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     15.4     14.3     55.0     66.2     93.9     96.0      6.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      61       39       46       55       51      140      116
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      637,140
COMMITMENTS
 217,640   54,287   49,520  281,442  475,257  548,602  579,064   88,538   58,076

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      5,268)
   1,974   -8,590    1,601   -4,046    5,642     -471   -1,347    5,739    6,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2      8.5      7.8     44.2     74.6     86.1     90.9     13.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      88       52       56       71       85      188      166
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      107,293
COMMITMENTS
  26,674   19,893   11,678   61,776   68,993  100,128  100,564    7,165    6,729

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -1,304)
      66    2,082    2,774   -4,098   -7,132   -1,258   -2,276      -46      972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     18.5     10.9     57.6     64.3     93.3     93.7      6.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     102       69       90      116      116      254      246
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       60,863
COMMITMENTS
  39,543   37,215    1,399   12,578   17,316   53,520   55,930    7,343    4,933

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     14,258)
   8,514   15,378      181    5,273   -3,149   13,968   12,410      290    1,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.0     61.1      2.3     20.7     28.5     87.9     91.9     12.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      37       44        6       14       10       53       59
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      404,202
COMMITMENTS
  22,360   65,342    5,871  358,462  318,950  386,693  390,163   17,509   14,039

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -5,816)
  -4,774    1,010    2,230     -297   -6,313   -2,841   -3,073   -2,975   -2,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     16.2      1.5     88.7     78.9     95.7     96.5      4.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      30       45       10      107      113      143      162
 

Updated July 29, 2011