COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      142,543
COMMITMENTS
  52,309   21,760    5,853   71,455  103,923  129,617  131,536   12,926   11,007

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -1,904)
    -373     -265     -898     -154   -1,290   -1,425   -2,453     -479      549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     15.3      4.1     50.1     72.9     90.9     92.3      9.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      95       65       52       50       63      170      156
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,961
COMMITMENTS
  15,176    2,534    1,041    9,951   24,822   26,168   28,397    3,793    1,564

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -6,849)
  -7,491   -1,342      336    1,399   -6,071   -5,756   -7,077   -1,093      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.7      8.5      3.5     33.2     82.8     87.3     94.8     12.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      40       20       14       22       25       73       48
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      172,222
COMMITMENTS
  39,267   30,065   24,863   99,223  108,864  163,353  163,792    8,869    8,430

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -6,196)
  -1,397      910   -2,549   -1,345   -4,716   -5,291   -6,355     -905      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     17.5     14.4     57.6     63.2     94.9     95.1      5.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      50       49       45       61       51      135      126
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      592,773
COMMITMENTS
 187,187   43,556   48,442  279,498  448,227  515,127  540,225   77,646   52,548

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -31,214)
 -26,670   -9,496    1,442   -1,386  -19,282  -26,614  -27,336   -4,600   -3,878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      7.3      8.2     47.2     75.6     86.9     91.1     13.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      93       47       68       77       84      202      169
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      109,031
COMMITMENTS
  29,243   21,646    9,867   62,450   69,255  101,560  100,768    7,471    8,263

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -2,499)
   2,213      667   -3,325   -1,542     -804   -2,654   -3,462      155      963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     19.9      9.0     57.3     63.5     93.1     92.4      6.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
     100       64       84      106      110      239      233
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       57,347
COMMITMENTS
  34,161   30,860    1,107   15,255   18,014   50,523   49,981    6,824    7,366

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -3,182)
  -2,721   -5,544     -178      379       42   -2,520   -5,680     -662    2,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.6     53.8      1.9     26.6     31.4     88.1     87.2     11.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      32       40        6       12       12       46       57
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      410,254
COMMITMENTS
  14,027   58,735    4,967  373,616  325,298  392,610  389,000   17,644   21,254

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -6,539)
   3,430   -5,900      708  -11,403   -4,605   -7,265   -9,797      726    3,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     14.3      1.2     91.1     79.3     95.7     94.8      4.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      22       51        6      108      107      134      160
 

Updated August 12, 2011