COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      230,172
COMMITMENTS
  52,446   10,596   63,308   99,687  145,178  215,441  219,082   14,731   11,089

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      2,492)
   2,482      170    3,225   -4,114     -730    1,593    2,665      899     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      4.6     27.5     43.3     63.1     93.6     95.2      6.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
     121       46       85       60       70      209      174
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       45,144
COMMITMENTS
  22,023      340    7,152   11,151   36,059   40,326   43,552    4,818    1,592

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      2,388)
     726      -26      696    1,009    1,571    2,431    2,241      -42      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.8      0.8     15.8     24.7     79.9     89.3     96.5     10.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      68       10       20       26       27      101       50
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      197,217
COMMITMENTS
  43,858   25,028   40,430  100,506  124,881  184,793  190,339   12,424    6,878

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:       -157)
    -841      578      867   -1,880   -1,600   -1,854     -154    1,696       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     12.7     20.5     51.0     63.3     93.7     96.5      6.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      63       37       49       55       53      144      115
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      844,667
COMMITMENTS
 214,139   33,459  193,017  347,216  556,121  754,372  782,598   90,295   62,069

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -1,256)
   1,324      606       52    2,857    1,344    4,233    2,001   -5,488   -3,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      4.0     22.9     41.1     65.8     89.3     92.7     10.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      95       56       91       81       92      225      191
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      166,801
COMMITMENTS
  19,457   19,509   47,798   91,428   92,883  158,682  160,190    8,119    6,611

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      6,156)
  -1,283    4,189    2,896    3,826   -1,040    5,439    6,045      716      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     11.7     28.7     54.8     55.7     95.1     96.0      4.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
     101       88      113      120      127      277      277
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       47,389
COMMITMENTS
  31,129   21,893    1,598    7,428   20,681   40,155   44,173    7,234    3,216

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -3,053)
    -810   -2,451     -187     -991     -974   -1,988   -3,612   -1,065      560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.7     46.2      3.4     15.7     43.6     84.7     93.2     15.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      49       28       12       12        9       64       47
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      411,215
COMMITMENTS
  27,341   64,378    3,903  359,138  325,749  390,382  394,030   20,833   17,185

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -9,471)
  -1,218   -3,866     -467   -8,155   -4,732   -9,840   -9,065      369     -406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     15.7      0.9     87.3     79.2     94.9     95.8      5.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      37       41       14      105      116      150      163
 

Updated July 22, 2011