COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      236,114
COMMITMENTS
  55,383   10,481   65,244  100,061  149,024  220,687  224,749   15,427   11,364

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      5,942)
   2,936     -115    1,936      373    3,846    5,246    5,667      696      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      4.4     27.6     42.4     63.1     93.5     95.2      6.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
     123       48       87       61       70      213      176
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       46,311
COMMITMENTS
  22,435      374    7,550   11,399   36,837   41,384   44,761    4,928    1,550

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,168)
     413       34      398      248      777    1,058    1,209      110      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.4      0.8     16.3     24.6     79.5     89.4     96.7     10.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      65       14       21       26       28      103       52
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      199,527
COMMITMENTS
  39,995   24,336   41,947  106,121  125,848  188,063  192,131   11,464    7,396

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      2,310)
  -3,863     -692    1,518    5,615      967    3,270    1,792     -960      518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     12.2     21.0     53.2     63.1     94.3     96.3      5.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      61       43       53       56       53      144      125
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      873,515
COMMITMENTS
 218,188   23,656  209,932  348,560  569,430  776,680  803,017   96,834   70,497

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     28,848)
   4,049   -9,804   16,915    1,345   13,309   22,308   20,420    6,539    8,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      2.7     24.0     39.9     65.2     88.9     91.9     11.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      93       54       88       79       90      218      187
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      168,512
COMMITMENTS
  18,561   21,203   52,941   88,997   86,763  160,499  160,908    8,013    7,604

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,711)
    -896    1,694    5,143   -2,430   -6,120    1,817      718     -106      993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     12.6     31.4     52.8     51.5     95.2     95.5      4.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     101       96      129      127      123      289      293
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       61,788
COMMITMENTS
  39,625   37,022    1,943   12,687   17,712   54,256   56,678    7,532    5,110

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     14,399)
   8,496   15,129      345    5,259   -2,969   14,100   12,505      299    1,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.1     59.9      3.1     20.5     28.7     87.8     91.7     12.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      39       48       13       14       11       58       68
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      405,445
COMMITMENTS
  22,478   65,373    6,227  358,843  319,483  387,548  391,082   17,897   14,363

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -5,770)
  -4,864      995    2,324     -294   -6,266   -2,834   -2,948   -2,936   -2,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     16.1      1.5     88.5     78.8     95.6     96.5      4.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      30       47       15      110      113      151      164
 

Updated July 29, 2011