COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      135,510
COMMITMENTS
  49,265   20,872    5,027   68,030  100,005  122,322  125,904   13,188    9,606

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -2,473)
   3,253      543     -113   -6,486   -2,636   -3,346   -2,206      873     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     15.4      3.7     50.2     73.8     90.3     92.9      9.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      96       59       50       51       59      175      143
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       35,430
COMMITMENTS
  21,702    4,066      386    8,717   29,595   30,805   34,047    4,625    1,383

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      1,214)
     676      281      143      464      672    1,283    1,096      -69      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3     11.5      1.1     24.6     83.5     86.9     96.1     13.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      57       20       12       22       25       90       46
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      172,311
COMMITMENTS
  46,428   27,889   24,026   90,479  113,934  160,933  165,849   11,378    6,462

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:        672)
    -922      555    1,362   -1,383   -1,218     -943      699    1,615      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     16.2     13.9     52.5     66.1     93.4     96.2      6.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      65       32       42       55       51      141      106
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      631,872
COMMITMENTS
 215,666   62,877   47,919  285,488  469,615  549,073  580,411   82,799   51,461

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      5,367)
   4,173     -323    3,304    2,382    4,065    9,859    7,046   -4,492   -1,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     10.0      7.6     45.2     74.3     86.9     91.9     13.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      87       56       61       73       87      196      173
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      108,597
COMMITMENTS
  26,608   17,811    8,904   65,874   76,125  101,386  102,840    7,211    5,757

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:        395)
    -338    2,208        7      222   -1,879     -109      336      504       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     16.4      8.2     60.7     70.1     93.4     94.7      6.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      99       61       77      108      120      241      232
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       46,605
COMMITMENTS
  31,029   21,837    1,218    7,305   20,465   39,552   43,520    7,053    3,085

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -3,272)
    -832   -2,434     -384     -988     -994   -2,204   -3,812   -1,068      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.6     46.9      2.6     15.7     43.9     84.9     93.4     15.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      47       25        8       12        8       61       40
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      410,018
COMMITMENTS
  27,134   64,332    3,641  358,759  325,263  389,534  393,236   20,484   16,782

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -8,898)
  -1,203   -3,926     -219   -7,894   -4,456   -9,316   -8,601      418     -297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     15.7      0.9     87.5     79.3     95.0     95.9      5.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      36       41        9      102      116      142      162
 

Updated July 22, 2011