COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      227,679
COMMITMENTS
  49,964   10,427   60,083  103,801  145,908  213,848  216,418   13,832   11,262

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      9,872)
   1,600      490    5,394    2,224    4,350    9,218   10,235      654     -363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      4.6     26.4     45.6     64.1     93.9     95.1      6.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
     113       42       82       61       72      201      171
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       42,755
COMMITMENTS
  21,296      366    6,456   10,142   34,488   37,895   41,311    4,860    1,444

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:        385)
    -113      -32      224      176       65      287      256       98      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.8      0.9     15.1     23.7     80.7     88.6     96.6     11.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      67       10       19       24       27       98       49
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      197,375
COMMITMENTS
  44,698   24,450   39,562  102,386  126,481  186,647  190,493   10,728    6,882

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      3,094)
      45   -1,885    1,960    1,564    4,076    3,569    4,151     -475   -1,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     12.4     20.0     51.9     64.1     94.6     96.5      5.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      68       40       53       55       54      148      124
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      845,922
COMMITMENTS
 212,816   32,854  192,965  344,358  554,778  750,139  780,596   95,783   65,326

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     48,730)
     702   -7,836   30,100   10,981   21,475   41,783   43,739    6,948    4,991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      3.9     22.8     40.7     65.6     88.7     92.3     11.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      98       50       90       76       89      218      186
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      160,645
COMMITMENTS
  20,740   15,320   44,902   87,601   93,923  153,243  154,144    7,402    6,501

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     -2,549)
    -335    1,403   -1,114     -729   -1,942   -2,179   -1,653     -370     -895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      9.5     28.0     54.5     58.5     95.4     96.0      4.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
      86       91      105      117      125      264      263
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       50,441
COMMITMENTS
  31,938   24,345    1,785    8,420   21,655   42,143   47,785    8,298    2,656

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      2,334)
  -1,041     -690      148    1,951    3,536    1,057    2,993    1,276     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.3     48.3      3.5     16.7     42.9     83.5     94.7     16.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      47       30       12       17       11       73       45
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      420,686
COMMITMENTS
  28,560   68,244    4,370  367,293  330,481  400,222  403,095   20,464   17,591

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      3,160)
  10,336      129     -197  -10,650    2,200     -511    2,131    3,670    1,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     16.2      1.0     87.3     78.6     95.1     95.8      4.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      34       46       20      107      114      151      170
 

Updated July 15, 2011