COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   250,576:    55,855      9,700     74,781    104,542    154,295    235,177    238,776:    15,398     11,799
Old  :   246,412:    54,916     10,031     74,173    102,724    150,697    231,812    234,901:    14,600     11,511
Other:     4,163:     1,499        228         48      1,818      3,598      3,365      3,875:       798        289
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     1,240:    -2,105        198      1,753      1,411       -579      1,059      1,373:       181       -132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        3.9       29.8       41.7       61.6       93.9       95.3:       6.1        4.7
Old  :     100.0:      22.3        4.1       30.1       41.7       61.2       94.1       95.3:       5.9        4.7
Other:     100.0:      36.0        5.5        1.2       43.7       86.4       80.8       93.1:      19.2        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:       121         50         82         64         72        214        176:
Old  :       253:       118         53         80         64         72        213        175:
Other:        51:        10          4          4         17         27         29         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       22.9       28.4       34.7       11.2       13.3       16.8       20.0
Old  :                 17.2       23.1       28.7       35.0       11.4       13.5       16.7       20.2
Other:                 45.3       44.7       60.9       65.2       40.5       40.4       52.6       58.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    32,260:     9,856      1,163      6,036     13,093     23,823     28,986     31,022:     3,274      1,238
Old  :    22,614:     8,125      1,185      2,557      9,407     17,983     20,089     21,724:     2,526        890
Other:     9,645:     1,864        111      3,347      3,686      5,840      8,897      9,298:       748        348
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -1,106:    -1,037        144       -187        453       -964       -771     -1,007:      -335        -98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        3.6       18.7       40.6       73.8       89.9       96.2:      10.1        3.8
Old  :     100.0:      35.9        5.2       11.3       41.6       79.5       88.8       96.1:      11.2        3.9
Other:     100.0:      19.3        1.2       34.7       38.2       60.5       92.2       96.4:       7.8        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        36         17         20         32         25         77         53:
Old  :        90:        37         15         19         30         24         74         51:
Other:        44:         7         13         16         18         13         37         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       62.0       38.2       71.1       23.6       54.6       33.1       59.7
Old  :                 29.4       67.4       41.7       76.1       28.9       62.9       40.6       70.6
Other:                 41.9       53.0       62.2       73.4       30.8       37.6       35.0       41.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   187,511:    32,984     25,437     36,655    107,947    118,453    177,586    180,544:     9,925      6,966
Old  :        26:         0          0          0         26         14         26         14:         0         12
Other:   187,485:    32,984     25,437     36,655    107,921    118,439    177,560    180,530:     9,925      6,954
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       117:      -268     -3,829       -304      1,108      5,494        536      1,362:      -419     -1,245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       13.6       19.5       57.6       63.2       94.7       96.3:       5.3        3.7
Old  :     100.0:       0.0        0.0        0.0      100.0       53.8      100.0       53.8:       0.0       46.2
Other:     100.0:      17.6       13.6       19.6       57.6       63.2       94.7       96.3:       5.3        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        55         46         46         54         56        135        122:
Old  :         2:         0          0          0          1          1          1          1:
Other:       167:        55         46         46         54         56        135        122:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       29.8       43.2       47.5       17.7       19.7       27.4       28.0
Old  :                100.0       53.8      100.0       53.8      100.0       53.8      100.0       53.8
Other:                 27.7       29.8       43.2       47.5       17.7       19.7       27.4       28.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   844,364:   175,371      9,403    223,754    348,853    546,138    747,977    779,295:    96,386     65,068
Old  :   844,364:   175,371      9,403    223,754    348,853    546,138    747,977    779,295:    96,386     65,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -3,228:    -3,555        895      1,889      1,704     -1,164         37      1,620:    -3,266     -4,848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        1.1       26.5       41.3       64.7       88.6       92.3:      11.4        7.7
Old  :     100.0:      20.8        1.1       26.5       41.3       64.7       88.6       92.3:      11.4        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        95         45         91         85         93        220        190:
Old  :       238:        95         45         91         85         93        220        190:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       16.3       21.9       26.8       10.6       13.9       16.4       21.5
Old  :                 12.6       16.3       21.9       26.8       10.6       13.9       16.4       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   173,288:    28,204     12,869     57,474     80,191     97,858    165,869    168,200:     7,419      5,087
Old  :       353:         0          8          0        353        248        353        256:         0         97
Other:   172,935:    28,207     12,864     57,471     79,838     97,610    165,516    167,944:     7,419      4,990
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    13,064:     3,870     -4,164      9,550       -201      8,594     13,219     13,980:      -154       -915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        7.4       33.2       46.3       56.5       95.7       97.1:       4.3        2.9
Old  :     100.0:       0.0        2.3        0.0      100.0       70.3      100.0       72.5:       0.0       27.5
Other:     100.0:      16.3        7.4       33.2       46.2       56.4       95.7       97.1:       4.3        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:       115         82        111        107        119        279        263:
Old  :        13:         0          2          0          2          9          2         11:
Other:       341:       115         82        111        107        119        279        263:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       20.3       31.8       30.0       10.3        8.3       17.7       13.1
Old  :                100.0       65.2      100.0       71.1      100.0       65.2      100.0       71.1
Other:                 21.6       20.4       31.7       30.0       10.3        8.2       17.5       13.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    56,093:    31,065     34,012      1,524     17,995     16,013     50,584     51,549:     5,509      4,545
Old  :    56,093:    31,065     34,012      1,524     17,995     16,013     50,584     51,549:     5,509      4,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -2,319:    -1,183       -744       -170       -924       -509     -2,277     -1,422:       -41       -896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.4       60.6        2.7       32.1       28.5       90.2       91.9:       9.8        8.1
Old  :     100.0:      55.4       60.6        2.7       32.1       28.5       90.2       91.9:       9.8        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        36         52         14         12         14         52         76:
Old  :       110:        36         52         14         12         14         52         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.0       52.5       77.5       66.9       61.9       52.5       76.4       66.9
Old  :                 62.0       52.5       77.5       66.9       61.9       52.5       76.4       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   436,186:     4,879     65,211      3,606    414,179    343,888    422,665    412,705:    13,521     23,481
Old  :   436,186:     4,879     65,211      3,606    414,179    343,888    422,665    412,705:    13,521     23,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -2,970:    -1,779      3,580     -1,216      5,019     -2,004      2,024        360:    -4,994     -3,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1       15.0        0.8       95.0       78.8       96.9       94.6:       3.1        5.4
Old  :     100.0:       1.1       15.0        0.8       95.0       78.8       96.9       94.6:       3.1        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:        11         52         10        102        121        122        174:
Old  :       247:        11         52         10        102        121        122        174:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       19.5       58.5       31.4       38.8       19.4       52.8       27.4
Old  :                 42.1       19.5       58.5       31.4       38.8       19.4       52.8       27.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 2, 2011