COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      145,796
COMMITMENTS
  55,516   21,845    6,825   69,890  106,540  132,231  135,210   13,565   10,586

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      4,619)
   5,444      455      242   -1,147    3,908    4,539    4,605       80       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     15.0      4.7     47.9     73.1     90.7     92.7      9.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      94       60       51       49       63      169      151
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       25,133
COMMITMENTS
  11,158    1,693    1,004    9,502   21,276   21,664   23,973    3,469    1,160

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     -1,009)
     142     -738     -386     -583      105     -827   -1,019     -182       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4      6.7      4.0     37.8     84.7     86.2     95.4     13.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      42       17       15       28       18       78       42
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      159,232
COMMITMENTS
  38,486   29,148   17,758   93,484  104,394  149,728  151,300    9,504    7,932

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     -4,486)
    -137   -3,820     -641   -5,273    1,389   -6,051   -3,072    1,565   -1,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     18.3     11.2     58.7     65.6     94.0     95.0      6.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      64       40       38       52       51      132      113
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      595,341
COMMITMENTS
 181,157   38,254   48,853  275,676  451,938  505,686  539,045   89,655   56,296

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      8,790)
   6,829   -7,784      -90   -5,484   11,641    1,255    3,767    7,535    5,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      6.4      8.2     46.3     75.9     84.9     90.5     15.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      90       41       70       78       87      201      168
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      102,412
COMMITMENTS
  29,633   17,510   10,731   55,206   69,162   95,570   97,403    6,842    5,009

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     -5,034)
   1,272   -3,808    1,433   -6,457     -427   -3,752   -2,802   -1,282   -2,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     17.1     10.5     53.9     67.5     93.3     95.1      6.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      98       61       71      101      111      232      221
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       57,901
COMMITMENTS
  32,190   34,751    1,475   18,823   16,369   52,488   52,595    5,413    5,306

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      3,322)
   2,366    3,680      303    1,199     -727    3,868    3,256     -546       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.6     60.0      2.5     32.5     28.3     90.7     90.8      9.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      28       49        9       12       14       45       69
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      436,810
COMMITMENTS
   6,656   61,324    3,934  408,260  345,019  418,850  410,277   17,960   26,533

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     14,661)
    -547   -5,015      676   12,467   14,725   12,596   10,386    2,065    4,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     14.0      0.9     93.5     79.0     95.9     93.9      4.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      15       47       10      104      114      125      165
 

Updated August 26, 2011