COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      147,646
COMMITMENTS
  55,246   22,322    8,277   70,304  106,674  133,827  137,273   13,819   10,373

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      1,850)
    -270      477    1,452      414      134    1,596    2,063      254     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     15.1      5.6     47.6     72.2     90.6     93.0      9.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      96       58       55       53       62      178      150
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       24,195
COMMITMENTS
  10,543    1,584      842    9,707   20,718   21,092   23,144    3,103    1,051

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:       -938)
    -615     -109     -162      205     -558     -572     -829     -366     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6      6.5      3.5     40.1     85.6     87.2     95.7     12.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      41       12       12       29       17       73       38
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      160,621
COMMITMENTS
  37,748   25,215   18,431   95,294  110,259  151,473  153,905    9,148    6,716

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      1,389)
    -738   -3,933      673    1,810    5,865    1,745    2,605     -356   -1,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     15.7     11.5     59.3     68.6     94.3     95.8      5.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      63       36       35       52       53      128      111
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      597,739
COMMITMENTS
 177,462   41,882   52,425  279,985  450,110  509,872  544,417   87,867   53,322

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      2,398)
  -3,695    3,628    3,572    4,309   -1,828    4,186    5,372   -1,788   -2,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      7.0      8.8     46.8     75.3     85.3     91.1     14.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      88       45       68       78       90      200      172
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      106,243
COMMITMENTS
  34,595   14,627   12,855   52,007   74,741   99,457  102,223    6,786    4,020

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      3,831)
   4,962   -2,883    2,124   -3,199    5,579    3,887    4,820      -56     -989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     13.8     12.1     49.0     70.3     93.6     96.2      6.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     114       62       75       97      111      245      222
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       55,670
COMMITMENTS
  31,025   34,007    1,363   17,930   15,878   50,318   51,248    5,352    4,422

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -2,231)
  -1,165     -744     -112     -893     -491   -2,170   -1,347      -61     -884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.7     61.1      2.4     32.2     28.5     90.4     92.1      9.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      33       49       10       12       13       49       69
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      434,111
COMMITMENTS
   4,879   65,158    2,952  413,180  342,813  421,011  410,923   13,100   23,188

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -2,699)
  -1,777    3,834     -982    4,920   -2,206    2,161      646   -4,860   -3,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     15.0      0.7     95.2     79.0     97.0     94.7      3.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      11       51        6      100      121      116      173
 

Updated September 2, 2011