COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      250,576
COMMITMENTS
  55,855    9,700   74,781  104,542  154,295  235,177  238,776   15,398   11,799

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      1,240)
  -2,105      198    1,753    1,411     -579    1,059    1,373      181     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      3.9     29.8     41.7     61.6     93.9     95.3      6.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
     121       50       82       64       72      214      176
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,260
COMMITMENTS
   9,856    1,163    6,036   13,093   23,823   28,986   31,022    3,274    1,238

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -1,106)
  -1,037      144     -187      453     -964     -771   -1,007     -335      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6      3.6     18.7     40.6     73.8     89.9     96.2     10.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      36       17       20       32       25       77       53
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      187,511
COMMITMENTS
  32,984   25,437   36,655  107,947  118,453  177,586  180,544    9,925    6,966

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:        117)
    -268   -3,829     -304    1,108    5,494      536    1,362     -419   -1,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     13.6     19.5     57.6     63.2     94.7     96.3      5.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      55       46       46       54       56      135      122
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      844,364
COMMITMENTS
 175,371    9,403  223,754  348,853  546,138  747,977  779,295   96,386   65,068

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -3,228)
  -3,555      895    1,889    1,704   -1,164       37    1,620   -3,266   -4,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      1.1     26.5     41.3     64.7     88.6     92.3     11.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      95       45       91       85       93      220      190
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      173,288
COMMITMENTS
  28,204   12,869   57,474   80,191   97,858  165,869  168,200    7,419    5,087

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     13,064)
   3,870   -4,164    9,550     -201    8,594   13,219   13,980     -154     -915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      7.4     33.2     46.3     56.5     95.7     97.1      4.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     115       82      111      107      119      279      263
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       56,093
COMMITMENTS
  31,065   34,012    1,524   17,995   16,013   50,584   51,549    5,509    4,545

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -2,319)
  -1,183     -744     -170     -924     -509   -2,277   -1,422      -41     -896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.4     60.6      2.7     32.1     28.5     90.2     91.9      9.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      36       52       14       12       14       52       76
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      436,186
COMMITMENTS
   4,879   65,211    3,606  414,179  343,888  422,665  412,705   13,521   23,481

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -2,970)
  -1,779    3,580   -1,216    5,019   -2,004    2,024      360   -4,994   -3,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     15.0      0.8     95.0     78.8     96.9     94.6      3.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      11       52       10      102      121      122      174
 

Updated September 2, 2011