WHEAT - CHICAGO BOARD OF TRADE                                                                                                                   Code-001602
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   420,557:    34,300    157,840    189,444      7,026     17,885     59,892     69,833     39,090     15,322     41,545     25,250:   39,374    62,088
Old  :   352,942:    25,098    142,756    170,841      5,003     10,582     52,225     67,693     27,397     17,678     38,141     14,829:   34,292    46,541
Other:    67,615:     9,202     15,084     20,730      4,150      5,176     12,366      6,839      6,994      3,524      9,284      4,541:    5,082    15,547
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :    -5,553:     1,447     -3,494      1,740     -3,721        861     -2,247      4,628     -3,651     -1,364      1,254     -1,123:   -1,216      -307
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.2       37.5       45.0        1.7        4.3       14.2       16.6        9.3        3.6        9.9        6.0:      9.4      14.8
Old  :     100.0:       7.1       40.4       48.4        1.4        3.0       14.8       19.2        7.8        5.0       10.8        4.2:      9.7      13.2
Other:     100.0:      13.6       22.3       30.7        6.1        7.7       18.3       10.1       10.3        5.2       13.7        6.7:      7.5      23.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       383:        51         89         18          9         22         46         73         55         47         79         68:
Old  :       377:        46         85         19          8         14         46         72         49         47         78         58:
Other:       180:        21         62         11         12         13         16         13         10         18         36         12:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 23.8       15.8       39.8       22.4       23.4       13.5       38.1       19.2
Old  :                 27.0       18.4       41.7       25.4       26.3       17.3       41.0       24.1
Other:                 40.2       18.9       56.2       29.2       33.5       11.1       45.2       18.2
 
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                                               Code-001612
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   169,877:    32,055     97,800     30,112        522      5,503     41,389      7,378     20,078     12,587      4,979      8,208:   19,945    25,409
Old  :   152,698:    30,764     90,225     29,026        406      5,001     36,948      7,234     17,380     10,355      5,486      5,870:   17,354    21,096
Other:    17,179:     1,291      7,575      1,552        582         36      6,553      2,256        586      4,492      1,753         78:    2,591     4,313
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :     3,725:    -1,867      2,135       -812         -2        280      2,215     -1,240      1,460        729        286        776:      944        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.9       57.6       17.7        0.3        3.2       24.4        4.3       11.8        7.4        2.9        4.8:     11.7      15.0
Old  :     100.0:      20.1       59.1       19.0        0.3        3.3       24.2        4.7       11.4        6.8        3.6        3.8:     11.4      13.8
Other:     100.0:       7.5       44.1        9.0        3.4        0.2       38.1       13.1        3.4       26.1       10.2        0.5:     15.1      25.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       176:        41         61         14          .          8         29         16         27         23         12         29:
Old  :       172:        40         59         14          .          5         31         16         22         23         13         24:
Other:       101:        10         46          7          4          .          7          7          4          7         17          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 15.5       28.1       25.5       36.8       12.8       25.1       21.2       32.2
Old  :                 16.7       29.4       27.0       38.5       14.3       26.3       22.7       33.8
Other:                 55.7       25.4       68.5       36.1       55.7       25.4       68.2       36.1
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                                                                                               Code-001626
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    57,127:    21,710     35,295      1,104          0        177      8,536        791      3,365      5,306        973      3,969:   12,960    12,557
Old  :    53,130:    21,385     33,302        899          0        177      8,123        791      3,145      4,836        784      3,411:   11,154    11,520
Other:     3,997:       325      1,993        205          0          0        633        220          0        470        189        558:    1,806     1,037
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :    -1,010:       164        -76         41          0          0         32          3        200        -79         31       -395:     -973      -773
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.0       61.8        1.9        0.0        0.3       14.9        1.4        5.9        9.3        1.7        6.9:     22.7      22.0
Old  :     100.0:      40.3       62.7        1.7        0.0        0.3       15.3        1.5        5.9        9.1        1.5        6.4:     21.0      21.7
Other:     100.0:       8.1       49.9        5.1        0.0        0.0       15.8        5.5        0.0       11.8        4.7       14.0:     45.2      25.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        82:        31         27          4          0          .          8          .          7         16          4         13:
Old  :        82:        31         26          4          0          .          9          .          7         16          4         13:
Other:        27:         4         13          .          0          0          .          .          0          .          4          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 20.6       48.2       33.0       54.3       20.1       43.1       30.4       48.0
Old  :                 21.9       48.8       34.9       54.9       21.3       43.3       32.3       48.1
Other:                 34.2       54.3       50.1       66.1       27.2       46.0       38.6       54.5
 
CORN - CHICAGO BOARD OF TRADE                                                                                                                    Code-002602
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 1,203,373:   217,303    662,341    267,152     63,602     59,907    288,255     39,888     51,651    141,516     59,877     37,247:  140,342   228,860
Old  :   342,214:    26,655    225,497    147,521     17,220          0     88,344     33,605      5,240     40,340     16,796        157:   33,957    43,699
Other:   861,159:   190,648    436,844    132,742     59,493     46,796    227,572     33,944     18,750    113,216     55,121     25,050:  106,385   185,161
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :     6,378:    -9,443     -6,040      7,363        528       -219      8,663      6,331        879     -4,756     -2,994      1,812:    2,079     6,081
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.1       55.0       22.2        5.3        5.0       24.0        3.3        4.3       11.8        5.0        3.1:     11.7      19.0
Old  :     100.0:       7.8       65.9       43.1        5.0        0.0       25.8        9.8        1.5       11.8        4.9        0.0:      9.9      12.8
Other:     100.0:      22.1       50.7       15.4        6.9        5.4       26.4        3.9        2.2       13.1        6.4        2.9:     12.4      21.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       799:       183        345         15         13         21        105         36         60        109        107        108:
Old  :       614:        91        267         18          8          0         56         36         13         84         71          .:
Other:       766:       149        330         15         13         18         97         33         31        104        110         70:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 15.2       12.2       24.7       18.6       14.1       10.4       20.7       15.0
Old  :                 28.3       28.0       40.9       36.1       28.3       28.0       40.9       35.9
Other:                 14.6        9.3       23.8       15.6       12.1        8.9       20.3       12.8
 
OATS - CHICAGO BOARD OF TRADE                                                                                                                    Code-004603
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    12,267:     3,370      9,186      2,081          0          0      2,349        693          0        795         93      1,034:    2,638     1,261
Old  :    12,238:     3,342      9,158      2,081          0          0      2,349        693          0        794         93      1,034:    2,638     1,260
Other:        29:        28         28          0          0          0          0          0          0          1          0          0:        0         1
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :      -151:      -508       -464          2          0          0         97         34          0        -12          0        195:       75        84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.5       74.9       17.0        0.0        0.0       19.1        5.6        0.0        6.5        0.8        8.4:     21.5      10.3
Old  :     100.0:      27.3       74.8       17.0        0.0        0.0       19.2        5.7        0.0        6.5        0.8        8.4:     21.6      10.3
Other:     100.0:      96.6       96.6        0.0        0.0        0.0        0.0        0.0        0.0        3.4        0.0        0.0:      0.0       3.4
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:         8          9          4          0          0         10          .          0          9          .          .:
Old  :        40:         8          9          4          0          0         10          .          0          9          .          .:
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  :                 33.9       58.3       51.6       81.4       30.4       55.3       44.8       72.4
Old  :                 33.8       58.4       51.5       81.4       30.3       55.4       44.7       72.4
Other:                100.0       96.6      100.0       96.6      100.0       96.6      100.0       96.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                                                              Code-039601
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    17,390:     3,622     12,741      3,768        122          5      3,161        565        268      1,424      1,805        683:    4,459     1,201
Old  :    17,390:     3,622     12,741      3,768        122          5      3,161        565        268      1,424      1,805        683:    4,459     1,201
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :       167:         4        364         51         58          0        470          0         50       -264        183       -282:      138      -206
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.8       73.3       21.7        0.7        0.0       18.2        3.2        1.5        8.2       10.4        3.9:     25.6       6.9
Old  :     100.0:      20.8       73.3       21.7        0.7        0.0       18.2        3.2        1.5        8.2       10.4        3.9:     25.6       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        84:        11         16          8          .          .         19          .          .         14         14         11:
Old  :        84:        11         16          8          .          .         19          .          .         14         14         11:
Other:         0:         0          0          0          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  :                 27.6       50.7       39.7       64.3       27.6       50.2       39.7       63.8
Old  :                 27.6       50.7       39.7       64.3       27.6       50.2       39.7       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                                                          Code-054642
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   247,692:    18,017    112,786     82,973      1,978      3,974     62,252     16,526     20,746     11,262     33,310     20,588:   27,880    37,784
Old  :   112,614:     6,153     40,468     39,115      2,821      1,722     41,928     25,347      3,089      7,361     21,561      2,182:   11,064    15,424
Other:   135,078:    11,864     72,318     45,814      1,113        296     34,325      5,180      3,656     13,751     21,599      8,556:   16,816    22,360
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :     3,692:    -1,326      2,762     -1,355        191      1,249      2,282     -3,055         78       -565       -251      1,592:    1,737     1,126
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.3       45.5       33.5        0.8        1.6       25.1        6.7        8.4        4.5       13.4        8.3:     11.3      15.3
Old  :     100.0:       5.5       35.9       34.7        2.5        1.5       37.2       22.5        2.7        6.5       19.1        1.9:      9.8      13.7
Other:     100.0:       8.8       53.5       33.9        0.8        0.2       25.4        3.8        2.7       10.2       16.0        6.3:     12.4      16.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       268:        33         67         16          .         11         72         25         49         37         31         44:
Old  :       260:        12         62         14          6          6         64         37         26         27         43         14:
Other:       202:        27         66         18          .          .         41         14         17         25         27         31:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 19.4       20.3       31.7       28.5       19.3       18.0       31.1       25.8
Old  :                 23.7       13.7       34.8       23.9       23.7       13.3       34.7       22.7
Other:                 23.4       26.9       37.1       35.9       23.3       25.3       36.0       34.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                        Code-057642
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   313,397:    41,119    150,145    110,113      5,500      2,834     82,654     24,412     26,951     10,864     33,286     13,331:   25,531    56,938
Old  :   313,397:    41,119    150,145    110,113      5,500      2,834     82,654     24,412     26,951     10,864     33,286     13,331:   25,531    56,938
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :   -10,013:      -605     -7,007        163        357        -17     -1,736      5,087       -663        321      1,126     -4,701:   -2,775    -4,195
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.1       47.9       35.1        1.8        0.9       26.4        7.8        8.6        3.5       10.6        4.3:      8.1      18.2
Old  :     100.0:      13.1       47.9       35.1        1.8        0.9       26.4        7.8        8.6        3.5       10.6        4.3:      8.1      18.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       381:        66        148         18          5         10         66         40         58         32         51         49:
Old  :       381:        66        148         18          5         10         66         40         58         32         51         49:
Other:         0:         0          0          0          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  :                 25.2       13.5       38.0       21.4       25.2       13.2       37.5       20.6
Old  :                 25.2       13.5       38.0       21.4       25.2       13.2       37.5       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                      Code-061641
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    39,567:     4,638      8,070      6,165        299        962     13,291      1,744      2,808      1,005      4,492      3,160:    7,538    18,032
Old  :    39,567:     4,638      8,070      6,165        299        962     13,291      1,744      2,808      1,005      4,492      3,160:    7,538    18,032
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :      -909:       211        127        -99          2         68       -897        368        292         32         30       -747:      231    -1,049
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.7       20.4       15.6        0.8        2.4       33.6        4.4        7.1        2.5       11.4        8.0:     19.1      45.6
Old  :     100.0:      11.7       20.4       15.6        0.8        2.4       33.6        4.4        7.1        2.5       11.4        8.0:     19.1      45.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       171:        27         59         14          .          8         32         11         19         12         23         25:
Old  :       171:        27         59         14          .          8         32         11         19         12         23         25:
Other:         0:         0          0          0          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  :                 18.5        9.3       33.6       14.6       18.3        7.9       32.7       11.5
Old  :                 18.5        9.3       33.6       14.6       18.3        7.9       32.7       11.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                                                              Code-050642
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 20,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     4,142:     3,181      3,053          0          0          0          0          0          0        266        862          6:      689       221
Old  :     4,142:     3,181      3,053          0          0          0          0          0          0        266        862          6:      689       221
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :       107:         3         97          0          0          0          0          0          0         92          6         -2:       14         6
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.8       73.7        0.0        0.0        0.0        0.0        0.0        0.0        6.4       20.8        0.1:     16.6       5.3
Old  :     100.0:      76.8       73.7        0.0        0.0        0.0        0.0        0.0        0.0        6.4       20.8        0.1:     16.6       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        10         11          0          0          0          0          0          0          .          .          .:
Old  :        23:        10         11          0          0          0          0          0          0          .          .          .:
Other:         0:         0          0          0          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  :                 58.4       56.3       78.0       77.2       58.0       54.7       77.7       75.1
Old  :                 58.4       56.3       78.0       77.2       58.0       54.7       77.7       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                                                                    Code-052641
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    37,916:    20,539     23,370         24      1,888         86      5,025          0          0      4,129      5,669      2,008:    6,105     4,895
Old  :    37,916:    20,539     23,370         24      1,888         86      5,025          0          0      4,129      5,669      2,008:    6,105     4,895
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :       503:        21        980         24         -7         60        146          0        -10        154        -83        190:      -82      -627
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.2       61.6        0.1        5.0        0.2       13.3        0.0        0.0       10.9       15.0        5.3:     16.1      12.9
Old  :     100.0:      54.2       61.6        0.1        5.0        0.2       13.3        0.0        0.0       10.9       15.0        5.3:     16.1      12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        91:        30         30          .          .          .          9          0          0         20         11         19:
Old  :        91:        30         30          .          .          .          9          0          0         20         11         19:
Other:         0:         0          0          0          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  :                 37.9       39.5       47.0       56.6       37.9       37.4       46.7       54.3
Old  :                 37.9       39.5       47.0       56.6       37.9       37.4       46.7       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                                                                        Code-052644
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     3,843:     1,739      3,146          0          0          0          0          0          0      1,936        143          1:      167       553
Old  :     3,843:     1,739      3,146          0          0          0          0          0          0      1,936        143          1:      167       553
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :        70:        72         16          0          0          0          0          0          0         -5         33         -1:        4        22
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.3       81.9        0.0        0.0        0.0        0.0        0.0        0.0       50.4        3.7        0.0:      4.3      14.4
Old  :     100.0:      45.3       81.9        0.0        0.0        0.0        0.0        0.0        0.0       50.4        3.7        0.0:      4.3      14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         5         11          0          0          0          0          0          0          .          .          .:
Old  :        20:         5         11          0          0          0          0          0          0          .          .          .:
Other:         0:         0          0          0          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  :                 80.7       58.2       95.6       77.5       80.7       58.2       95.4       77.5
Old  :                 80.7       58.2       95.6       77.5       80.7       58.2       95.4       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                                                                Code-005602
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   537,568:    91,623    320,365    124,334     15,896     18,218    138,626     24,384     26,643     52,933     31,500     26,927:   58,264    73,635
Old  :    25,958:    12,374     18,725         57        173          0      4,055          0          0      3,237        863          1:    6,234     6,196
Other:   511,610:    79,249    301,640    124,349     15,795     18,146    137,783     27,596     23,431     52,837     33,778     23,785:   52,030    67,439
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :    -5,539:    -6,226     -2,160      1,643        390     -2,032     10,941      1,577     -3,401     -6,791        210     -2,058:    2,385     1,935
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.0       59.6       23.1        3.0        3.4       25.8        4.5        5.0        9.8        5.9        5.0:     10.8      13.7
Old  :     100.0:      47.7       72.1        0.2        0.7        0.0       15.6        0.0        0.0       12.5        3.3        0.0:     24.0      23.9
Other:     100.0:      15.5       59.0       24.3        3.1        3.5       26.9        5.4        4.6       10.3        6.6        4.6:     10.2      13.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       536:        91        170         18          7         19        112         21         43         90         86         89:
Old  :       214:        50         92          6          .          0         12          0          0         30         31          .:
Other:       535:        72        169         18          7         19        110         27         41         87         97         76:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 13.8       20.8       23.0       28.9       13.2       18.1       20.2       25.0
Old  :                 32.1       26.1       40.5       39.4       32.0       26.1       39.9       39.4
Other:                 14.5       20.9       23.1       29.1       13.9       17.9       21.3       25.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                                                           Code-005603
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 1,000 Bushels)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    23,871:         0      5,510          0          0          0          0        290          0     20,835      2,045         96:    2,940    15,930
Old  :       790:         0        101          0          0          0          0        290          0        611         10          0:      179       389
Other:    23,081:         0      5,409          0          0          0          0          0          0     20,229      2,040         91:    2,761    15,541
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :       268:        -3          6          0          0          0       -172        290          0        467        190        -22:       -2      -196
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       0.0       23.1        0.0        0.0        0.0        0.0        1.2        0.0       87.3        8.6        0.4:     12.3      66.7
Old  :     100.0:       0.0       12.8        0.0        0.0        0.0        0.0       36.7        0.0       77.3        1.3        0.0:     22.7      49.2
Other:     100.0:       0.0       23.4        0.0        0.0        0.0        0.0        0.0        0.0       87.6        8.8        0.4:     12.0      67.3
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:         0         14          0          0          0          0          .          0         18          7          4:
Old  :        20:         0          7          0          0          0          0          .          0          9          .          0:
Other:        39:         0         14          0          0          0          0          0          0         18          7          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 55.7       13.4       72.4       20.1       55.7       13.4       72.4       20.1
Old  :                 62.0       48.0       77.1       50.1       62.0       48.0       77.1       50.1
Other:                 56.5       13.6       72.3       20.4       56.5       13.6       72.3       20.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                                                             Code-007601
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 60,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   278,890:    66,065    169,345     73,525        502      7,851     54,720     24,894     11,365     15,516     20,962     18,579:   31,269    25,392
Old  :    61,250:    32,004     34,305      7,461      2,389        201      5,987      3,711        348      5,985     10,881      1,165:    8,099     8,250
Other:   217,640:    34,061    135,040     68,963      1,012      4,751     50,678     23,128      9,072     15,484     16,034     11,461:   23,170    17,142
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :   -17,800:    -1,858    -15,938     -3,039       -607       -863     -4,798      2,475     -1,453       -264       -251     -1,950:   -3,575       787
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.7       60.7       26.4        0.2        2.8       19.6        8.9        4.1        5.6        7.5        6.7:     11.2       9.1
Old  :     100.0:      52.3       56.0       12.2        3.9        0.3        9.8        6.1        0.6        9.8       17.8        1.9:     13.2      13.5
Other:     100.0:      15.7       62.0       31.7        0.5        2.2       23.3       10.6        4.2        7.1        7.4        5.3:     10.6       7.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       229:        45         54         16          .         11         43         26         26         20         42         38:
Old  :       143:        33         42         10          .          4         13          9          4         27         24          8:
Other:       211:        37         44         16          .         10         44         26         20         23         40         29:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 17.0       31.9       26.7       42.8       13.8       24.5       21.9       34.1
Old  :                 33.0       22.1       43.5       35.8       33.0       20.7       43.2       33.5
Other:                 16.6       37.3       27.1       48.8       16.3       34.3       26.4       44.8
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                                                            Code-026603
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 TONS)                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   184,730:    48,458    112,265     18,201      4,599      1,457     48,235      8,746     10,920      4,986     10,295     10,610:   41,863    25,838
Old  :    53,571:    18,214     33,507      4,010        853        450     10,484        677        851      3,107      4,055      3,604:   12,851     9,574
Other:   131,159:    30,244     78,758     14,891      4,446        307     40,723     11,041      7,097      4,341      8,702      4,544:   29,012    16,264
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :     9,152:    -3,617      9,957      3,543        289       -517      5,519     -4,584        -82     -2,022        885      2,056:    4,272     1,148
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.2       60.8        9.9        2.5        0.8       26.1        4.7        5.9        2.7        5.6        5.7:     22.7      14.0
Old  :     100.0:      34.0       62.5        7.5        1.6        0.8       19.6        1.3        1.6        5.8        7.6        6.7:     24.0      17.9
Other:     100.0:      23.1       60.0       11.4        3.4        0.2       31.0        8.4        5.4        3.3        6.6        3.5:     22.1      12.4
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       184:        42         47         10          .          8         49         11         19         14         20         35:
Old  :       129:        37         40          8          .          4         15          5          4         19         13         14:
Other:       163:        36         36         10          .          4         45         13         13         14         25         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  :                 10.6       34.0       19.2       45.6        9.5       27.9       16.3       36.3
Old  :                 19.9       32.1       29.2       44.3       19.9       29.0       28.6       40.7
Other:                 12.3       36.8       22.3       50.6       11.8       28.3       19.9       39.4
 
COTTON NO. 2 - ICE FUTURES U.S.                                                                                                                  Code-033661
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   138,911:    17,735     79,780     45,689     19,286      4,283     34,283     10,802      3,096     17,400      9,116      2,645:   13,780     9,903
Old  :   135,065:    17,067     76,873     44,988     19,184      3,927     33,239     10,844      2,964     17,350      9,188      2,431:   13,099     9,654
Other:     3,846:       668      2,907      1,047        448         10      1,176         90          0        264        142          0:      681       249
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :     3,401:    -1,073      2,778        438        254        312        805       -819        131      1,613       -135        583:      592       297
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.8       57.4       32.9       13.9        3.1       24.7        7.8        2.2       12.5        6.6        1.9:      9.9       7.1
Old  :     100.0:      12.6       56.9       33.3       14.2        2.9       24.6        8.0        2.2       12.8        6.8        1.8:      9.7       7.1
Other:     100.0:      17.4       75.6       27.2       11.6        0.3       30.6        2.3        0.0        6.9        3.7        0.0:     17.7       6.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       233:        25         38         19         15         13         61         23         21         37         36         30:
Old  :       233:        24         38         19         15         13         61         23         20         36         37         28:
Other:        45:         4         19          9          .          .          5          .          0          .          4          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  :                 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
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 15,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    36,194:     4,648     28,238      4,062      1,931         48     20,763        317        142      1,322      3,713        456:    4,753     1,349
Old  :    33,769:     3,612     26,962      3,999      1,716         42     20,225        402         57      1,015      2,924        338:    4,481     1,328
Other:     2,425:     1,036      1,276         69        221          0        623          0          0        319        801        106:      272        21
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :       764:        31        622         10          0          0        365        -39         45         18          3        167:      128       -34
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.8       78.0       11.2        5.3        0.1       57.4        0.9        0.4        3.7       10.3        1.3:     13.1       3.7
Old  :     100.0:      10.7       79.8       11.8        5.1        0.1       59.9        1.2        0.2        3.0        8.7        1.0:     13.3       3.9
Other:     100.0:      42.7       52.6        2.8        9.1        0.0       25.7        0.0        0.0       13.2       33.0        4.4:     11.2       0.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       114:        13         18          7          5          .         46          .          .         12         19         12:
Old  :       114:        12         18          7          5          .         46          .          .         12         19         10:
Other:        39:        10          5          4          .          0          .          0          0          5         12          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 10 METRIC TONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   174,115:    68,295    102,775     24,391      9,465      3,106     36,401     21,012     21,089      6,409      5,797      3,883:   10,541     6,988
Old  :    60,992:     6,325     18,495     13,534      6,885         28     29,425     27,457        541      4,561      2,987          0:    6,578     4,599
Other:   113,123:    61,970     84,280     13,147      4,870        788     16,866      3,445     10,658      3,305      4,267      2,426:    3,963     2,389
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :     1,804:     3,784        170         31       -256      1,498     -3,728       -459      1,303        110       -621       -357:     -837       526
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.2       59.0       14.0        5.4        1.8       20.9       12.1       12.1        3.7        3.3        2.2:      6.1       4.0
Old  :     100.0:      10.4       30.3       22.2       11.3        0.0       48.2       45.0        0.9        7.5        4.9        0.0:     10.8       7.5
Other:     100.0:      54.8       74.5       11.6        4.3        0.7       14.9        3.0        9.4        2.9        3.8        2.1:      3.5       2.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       171:        32         39         20          5         10         44         27         26         17         12         20:
Old  :       158:        23         24         16          8          .         33         34          5         16         14          0:
Other:       124:        30         37         16          .          5         25          9          9         18         10         10:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 112,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   637,140:   102,570    378,185    152,605     70,805     26,267    185,064     20,102     34,527     32,576     34,185     14,993:   88,538    58,076
Old  :   637,140:   102,570    378,185    152,605     70,805     26,267    185,064     20,102     34,527     32,576     34,185     14,993:   88,538    58,076
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :     5,268:    -5,191      5,058      2,856      2,295     -1,711      2,369     -9,072      1,621       -395        482        -20:    5,739     6,615
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.1       59.4       24.0       11.1        4.1       29.0        3.2        5.4        5.1        5.4        2.4:     13.9       9.1
Old  :     100.0:      16.1       59.4       24.0       11.1        4.1       29.0        3.2        5.4        5.1        5.4        2.4:     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        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       235:        45         59         18         12         22         62         11         23         26         41         33:
Old  :       235:        45         59         18         12         22         62         11         23         26         41         33:
Other:         0:         0          0          0          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
Disaggregated Commitments of Traders - Futures Only, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 37,500 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   107,293:    26,769     56,096     31,003      8,893      4,004     18,890     16,813      5,992      7,784      3,080      5,686:    7,165     6,729
Old  :    46,696:     7,570     23,494     17,721      2,994          0     12,826     12,968        589      2,951      2,213        292:    4,747     4,146
Other:    60,597:    19,199     32,602     16,271      8,888      1,015     10,493      8,274        974      7,614      3,648      2,613:    2,418     2,583
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 19, 2011                                                                    :
     :    -1,304:    -1,468     -4,896       -122        272     -2,508       -925      2,006      2,237        991         76        537:      -46       972
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.9       52.3       28.9        8.3        3.7       17.6       15.7        5.6        7.3        2.9        5.3:      6.7       6.3
Old  :     100.0:      16.2       50.3       37.9        6.4        0.0       27.5       27.8        1.3        6.3        4.7        0.6:     10.2       8.9
Other:     100.0:      31.7       53.8       26.9       14.7        1.7       17.3       13.7        1.6       12.6        6.0        4.3:      4.0       4.3
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       319:        89         96         20         13         14         55         38         43         47         31         47:
Old  :       293:        53         68         19         11          0         40         44         16         39         36          .:
Other:       253:        69         89         20         10         11         32         17          8         39         31         27:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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
 
 

Updated July 29, 2011