COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      268,054
COMMITMENTS
  54,757   40,921   77,981  119,764  133,918  252,502  252,821   15,551   15,233

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      6,140)
  -2,159    1,969    3,183    4,557    2,211    5,581    7,362      559   -1,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     15.3     29.1     44.7     50.0     94.2     94.3      5.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
     124       87       84       68       72      228      210
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,549
COMMITMENTS
   8,748    7,617    6,460   12,798   13,647   28,006   27,724    2,543    2,825

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,099)
     238      306      162      636      368    1,037      836       62      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6     24.9     21.1     41.9     44.7     91.7     90.8      8.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      40       35       24       27       14       79       62
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      210,372
COMMITMENTS
  42,490   28,617   44,026  111,533  127,972  198,050  200,616   12,322    9,756

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      4,469)
   1,146   -5,860    5,836   -4,702    5,422    2,279    5,398    2,190     -929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     13.6     20.9     53.0     60.8     94.1     95.4      5.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      50       62       57       55       49      139      138
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      804,245
COMMITMENTS
 182,057   29,015  141,771  404,578  573,479  728,406  744,264   75,840   59,981

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,509)
  -1,279    1,547   -4,189    8,653    3,346    3,185      704   -1,676      805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      3.6     17.6     50.3     71.3     90.6     92.5      9.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      81       34       72       88       87      195      168
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      219,319
COMMITMENTS
  27,072   26,230   83,450  101,073  100,689  211,595  210,368    7,725    8,951

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,130)
     -71      206      713      951      299    1,593    1,218     -464      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     12.0     38.0     46.1     45.9     96.5     95.9      3.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
      95      114      127      135      130      303      312
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       66,807
COMMITMENTS
  49,319    7,205    1,852    9,606   56,536   60,777   65,593    6,030    1,214

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -3,358)
  -5,924       26       28    3,715   -3,507   -2,181   -3,453   -1,177       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.8     10.8      2.8     14.4     84.6     91.0     98.2      9.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      72       12       10       16        8       89       30
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      439,515
COMMITMENTS
  21,792   52,790    3,643  395,184  368,879  420,619  425,312   18,896   14,202

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -4,875)
    -902   -3,885   -1,336   -3,741      220   -5,979   -5,000    1,105      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     12.0      0.8     89.9     83.9     95.7     96.8      4.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      35       36       13      107      105      149      147
 

Updated August 3, 2012