COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      178,919
COMMITMENTS
  59,780   65,082   12,303   91,102   87,369  163,185  164,754   15,734   14,165

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     -2,505)
  -1,385   -2,235       51     -391   -1,886   -1,725   -4,070     -780    1,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     36.4      6.9     50.9     48.8     91.2     92.1      8.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      91       97       63       56       62      189      187
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       23,696
COMMITMENTS
   9,899    7,862      560   10,438   11,969   20,897   20,391    2,799    3,305

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        372)
     109     -231       48      -40      307      117      124      255      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8     33.2      2.4     44.0     50.5     88.2     86.1     11.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      38       25       15       26       14       67       51
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      191,078
COMMITMENTS
  55,445   33,470   22,939   99,424  127,352  177,808  183,761   13,270    7,317

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -199)
   6,070    3,674   -5,809   -1,410    1,548   -1,149     -587      950      388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     17.5     12.0     52.0     66.6     93.1     96.2      6.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      68       48       44       51       46      146      114
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      676,534
COMMITMENTS
 156,976   57,102   75,442  371,166  475,943  603,584  608,487   72,950   68,047

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     13,844)
 -13,228   10,161   11,391   12,587  -18,030   10,750    3,522    3,094   10,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      8.4     11.2     54.9     70.4     89.2     89.9     10.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      53       54       55       82       81      161      168
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      137,525
COMMITMENTS
  30,956   38,017   18,952   80,801   71,847  130,709  128,816    6,816    8,709

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -996)
  -1,473    4,438   -3,352    3,877   -2,549     -948   -1,463      -48      467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     27.6     13.8     58.8     52.2     95.0     93.7      5.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      89      108       87      125      114      261      276
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       62,579
COMMITMENTS
  46,474    8,242    1,654    8,591   51,252   56,719   61,148    5,860    1,431

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     -3,354)
  -2,615   -1,623        9   -1,005   -1,749   -3,611   -3,363      257        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.3     13.2      2.6     13.7     81.9     90.6     97.7      9.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      67       14        5       14        8       82       27
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 08/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      428,625
COMMITMENTS
  27,911   56,185    2,462  380,475  356,216  410,848  414,863   17,777   13,762

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     -3,469)
  -3,095    2,059     -226     -251   -5,843   -3,572   -4,010      103      541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     13.1      0.6     88.8     83.1     95.9     96.8      4.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      36       37        8      103      105      142      147
 

Updated August 17, 2012