COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   138,911:    51,683     19,918      5,741     67,707    103,349    125,131    129,008:    13,780      9,903
Old  :   135,065:    50,589     20,032      5,395     65,982     99,984    121,966    125,411:    13,099      9,654
Other:     3,846:     1,440        232          0      1,725      3,365      3,165      3,597:       681        249
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     3,401:     2,418       -954        714       -323      3,344      2,809      3,104:       592        297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       14.3        4.1       48.7       74.4       90.1       92.9:       9.9        7.1
Old  :     100.0:      37.5       14.8        4.0       48.9       74.0       90.3       92.9:       9.7        7.1
Other:     100.0:      37.4        6.0        0.0       44.9       87.5       82.3       93.5:      17.7        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        98         59         51         51         59        176        143:
Old  :       233:        97         60         48         50         59        173        142:
Other:        45:         7          5          0         14         23         21         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       30.9       33.0       40.8       18.5       26.3       27.6       35.7
Old  :                 20.8       31.4       33.2       41.4       18.8       27.0       27.7       36.7
Other:                 47.5       46.7       64.7       68.5       42.0       42.2       56.4       62.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    36,194:    22,085      4,030        598      8,758     30,217     31,441     34,845:     4,753      1,349
Old  :    33,769:    21,240      3,326        395      7,653     28,720     29,288     32,441:     4,481      1,328
Other:     2,425:       942        801        106      1,105      1,497      2,153      2,404:       272         21
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :       764:       383        -36        212         41        622        636        798:       128        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.0       11.1        1.7       24.2       83.5       86.9       96.3:      13.1        3.7
Old  :     100.0:      62.9        9.8        1.2       22.7       85.0       86.7       96.1:      13.3        3.9
Other:     100.0:      38.8       33.0        4.4       45.6       61.7       88.8       99.1:      11.2        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        58         20         14         21         24         92         46:
Old  :       114:        58         20         11         19         24         87         46:
Other:        39:         8         12          3         14          6         24         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.1       62.1       39.5       72.9       25.1       61.3       39.5       72.0
Old  :                 26.8       63.4       40.6       74.5       26.8       62.8       40.6       73.9
Other:                 51.2       59.6       71.9       80.0       51.2       59.6       71.3       76.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   174,115:    42,810     26,809     24,972     95,792    115,346    163,574    167,127:    10,541      6,988
Old  :    60,992:    33,986     30,444        541     19,887     25,408     54,414     56,393:     6,578      4,599
Other:   113,123:    20,171      7,712     13,084     75,905     89,938    109,160    110,734:     3,963      2,389
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     1,804:    -3,618     -1,080        946      5,313      1,412      2,641      1,278:      -837        526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       15.4       14.3       55.0       66.2       93.9       96.0:       6.1        4.0
Old  :     100.0:      55.7       49.9        0.9       32.6       41.7       89.2       92.5:      10.8        7.5
Other:     100.0:      17.8        6.8       11.6       67.1       79.5       96.5       97.9:       3.5        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        61         39         46         55         51        140        116:
Old  :       158:        49         48          5         40         32         92         82:
Other:       124:        43         19         19         47         44        100         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.1       36.6       44.3       53.1       17.4       23.5       27.3       32.8
Old  :                 33.2       46.5       46.2       55.6       33.2       46.5       46.2       55.5
Other:                 40.7       36.8       59.7       54.0       25.2       27.1       38.3       39.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   637,140:   217,640     54,287     49,520    281,442    475,257    548,602    579,064:    88,538     58,076
Old  :   637,140:   217,640     54,287     49,520    281,442    475,257    548,602    579,064:    88,538     58,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     5,268:     1,974     -8,590      1,601     -4,046      5,642       -471     -1,347:     5,739      6,615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        8.5        7.8       44.2       74.6       86.1       90.9:      13.9        9.1
Old  :     100.0:      34.2        8.5        7.8       44.2       74.6       86.1       90.9:      13.9        9.1
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  :       235:        88         52         56         71         85        188        166:
Old  :       235:        88         52         56         71         85        188        166:
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  :                 18.2       26.4       29.7       38.8       17.8       23.7       27.2       33.6
Old  :                 18.2       26.4       29.7       38.8       17.8       23.7       27.2       33.6
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 - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   107,293:    26,674     19,893     11,678     61,776     68,993    100,128    100,564:     7,165      6,729
Old  :    46,696:    15,777     15,181        881     25,291     26,488     41,949     42,550:     4,747      4,146
Other:    60,597:    18,107     11,922      3,587     36,485     42,505     58,179     58,014:     2,418      2,583
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -1,304:        66      2,082      2,774     -4,098     -7,132     -1,258     -2,276:       -46        972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       18.5       10.9       57.6       64.3       93.3       93.7:       6.7        6.3
Old  :     100.0:      33.8       32.5        1.9       54.2       56.7       89.8       91.1:      10.2        8.9
Other:     100.0:      29.9       19.7        5.9       60.2       70.1       96.0       95.7:       4.0        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:       102         69         90        116        116        254        246:
Old  :       293:        79         80         18         72         79        165        163:
Other:       253:        71         48         35         93        106        178        176:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       17.2       34.0       28.1       17.8       12.4       28.6       21.0
Old  :                 29.3       17.8       45.8       30.7       28.1       17.8       44.4       30.6
Other:                 22.3       24.2       36.0       37.6       20.8       18.5       31.8       29.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    60,863:    39,543     37,215      1,399     12,578     17,316     53,520     55,930:     7,343      4,933
Old  :    60,863:    39,543     37,215      1,399     12,578     17,316     53,520     55,930:     7,343      4,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    14,258:     8,514     15,378        181      5,273     -3,149     13,968     12,410:       290      1,848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.0       61.1        2.3       20.7       28.5       87.9       91.9:      12.1        8.1
Old  :     100.0:      65.0       61.1        2.3       20.7       28.5       87.9       91.9:      12.1        8.1
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  :       103:        37         44          6         14         10         53         59:
Old  :       103:        37         44          6         14         10         53         59:
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  :                 56.5       51.4       72.9       68.1       55.9       51.4       72.3       68.1
Old  :                 56.5       51.4       72.9       68.1       55.9       51.4       72.3       68.1
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 - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   404,202:    22,360     65,342      5,871    358,462    318,950    386,693    390,163:    17,509     14,039
Old  :   404,202:    22,360     65,342      5,871    358,462    318,950    386,693    390,163:    17,509     14,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -5,816:    -4,774      1,010      2,230       -297     -6,313     -2,841     -3,073:    -2,975     -2,743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       16.2        1.5       88.7       78.9       95.7       96.5:       4.3        3.5
Old  :     100.0:       5.5       16.2        1.5       88.7       78.9       95.7       96.5:       4.3        3.5
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  :       258:        30         45         10        107        113        143        162:
Old  :       258:        30         45         10        107        113        143        162:
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  :                 39.0       16.6       52.4       28.9       34.1       16.2       47.0       26.7
Old  :                 39.0       16.6       52.4       28.9       34.1       16.2       47.0       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 29, 2011