COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      181,424
COMMITMENTS
  61,165   67,317   12,252   91,493   89,255  164,910  168,824   16,514   12,600

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      4,610)
   1,813   -3,589    2,896   -2,061    6,543    2,648    5,850    1,962   -1,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     37.1      6.8     50.4     49.2     90.9     93.1      9.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      97       93       58       56       60      189      182
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       23,324
COMMITMENTS
   9,790    8,093      512   10,478   11,662   20,780   20,267    2,544    3,057

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        554)
    -121     -251      -16      542      531      405      264      149      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     34.7      2.2     44.9     50.0     89.1     86.9     10.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      38       27       14       25       11       66       49
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      191,277
COMMITMENTS
  49,375   29,796   28,748  100,834  125,804  178,957  184,348   12,320    6,929

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -807)
   3,992      136      301   -5,380    1,236   -1,087    1,673      280   -2,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     15.6     15.0     52.7     65.8     93.6     96.4      6.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      63       49       51       54       51      145      125
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      662,690
COMMITMENTS
 170,204   46,941   64,051  358,579  493,973  592,834  604,965   69,856   57,725

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -9,174)
  -9,246    1,833    2,039   -2,015  -19,067   -9,222  -15,195       48    6,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      7.1      9.7     54.1     74.5     89.5     91.3     10.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      50       58       50       79       80      158      161
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      138,521
COMMITMENTS
  32,429   33,579   22,304   76,924   74,396  131,657  130,279    6,864    8,242

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      2,243)
     647    1,594    3,029   -1,077   -2,065    2,599    2,558     -356     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     24.2     16.1     55.5     53.7     95.0     94.0      5.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
      76      114       95      119      117      260      278
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       65,933
COMMITMENTS
  49,089    9,865    1,645    9,596   53,001   60,330   64,511    5,603    1,422

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -253)
    -186    2,640      107      198   -3,247      119     -500     -372      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.5     15.0      2.5     14.6     80.4     91.5     97.8      8.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      67       11        7       15        6       83       24
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      432,094
COMMITMENTS
  31,006   54,126    2,688  380,726  362,059  414,420  418,873   17,674   13,221

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -5,312)
   9,230    1,803     -602  -13,090   -6,043   -4,462   -4,842     -850     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     12.5      0.6     88.1     83.8     95.9     96.9      4.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      39       35        9      106      106      148      147
 

Updated August 10, 2012