COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      141,177
COMMITMENTS
  50,072   21,390    6,583   71,037  102,632  127,692  130,605   13,485   10,572

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -1,366)
  -2,237     -370      730     -418   -1,291   -1,925     -931      559     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     15.2      4.7     50.3     72.7     90.4     92.5      9.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      90       62       54       51       63      167      157
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,142
COMMITMENTS
  11,016    2,431    1,390   10,085   21,171   22,491   24,992    3,651    1,150

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -3,819)
  -4,160     -103      349      134   -3,651   -3,677   -3,405     -142     -414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1      9.3      5.3     38.6     81.0     86.0     95.6     14.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      37       21       19       29       21       78       49
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      163,718
COMMITMENTS
  38,623   32,968   18,399   98,757  103,005  155,779  154,372    7,939    9,346

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -8,504)
    -644    2,903   -6,464     -466   -5,859   -7,574   -9,420     -930      916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     20.1     11.2     60.3     62.9     95.2     94.3      4.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      55       49       38       57       49      131      119
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      586,551
COMMITMENTS
 174,328   46,038   48,943  281,160  440,297  504,431  535,278   82,120   51,273

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -6,222)
 -12,859    2,482      501    1,662   -7,930  -10,696   -4,947    4,474   -1,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      7.8      8.3     47.9     75.1     86.0     91.3     14.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      92       46       65       78       86      204      166
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      107,446
COMMITMENTS
  28,361   21,318    9,298   61,663   69,589   99,322  100,205    8,124    7,241

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -1,585)
    -882     -328     -569     -787      334   -2,238     -563      653   -1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     19.8      8.7     57.4     64.8     92.4     93.3      7.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     101       59       73      104      110      231      224
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       54,579
COMMITMENTS
  29,824   31,071    1,172   17,624   17,096   48,620   49,339    5,959    5,240

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -2,768)
  -4,337      211       65    2,369     -918   -1,903     -642     -865   -2,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.6     56.9      2.1     32.3     31.3     89.1     90.4     10.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      28       42        7       12       13       44       60
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      422,149
COMMITMENTS
   7,203   66,339    3,258  395,793  330,294  406,254  399,891   15,895   22,258

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     11,895)
  -6,824    7,604   -1,709   22,177    4,996   13,644   10,891   -1,749    1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     15.7      0.8     93.8     78.2     96.2     94.7      3.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      17       54        8      101      116      124      172
 

Updated August 19, 2011