COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      243,904
COMMITMENTS
  56,540   11,173   68,692  103,337  151,939  228,569  231,805   15,334   12,099

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      7,790)
   1,157      692    3,449    3,277    2,915    7,883    7,055      -92      735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      4.6     28.2     42.4     62.3     93.7     95.0      6.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
     127       47       85       61       71      211      180
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       47,430
COMMITMENTS
  23,109      364    7,815   11,433   37,791   42,356   45,970    5,073    1,460

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      1,118)
     673      -10      265       34      954      973    1,209      146      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.7      0.8     16.5     24.1     79.7     89.3     96.9     10.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      65       12       21       26       30      101       54
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      205,686
COMMITMENTS
  38,019   28,148   45,360  111,664  123,509  195,043  197,016   10,643    8,670

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      6,159)
  -1,976    3,812    3,412    5,543   -2,340    6,979    4,885     -821    1,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     13.7     22.1     54.3     60.0     94.8     95.8      5.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      58       49       54       59       57      142      138
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      865,388
COMMITMENTS
 213,071   21,140  212,084  349,998  564,036  775,153  797,260   90,236   68,128

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -8,126)
  -5,117   -2,516    2,152    1,437   -5,394   -1,528   -5,758   -6,599   -2,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      2.4     24.5     40.4     65.2     89.6     92.1     10.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      97       51       94       84       92      225      194
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      174,859
COMMITMENTS
  19,659   23,335   54,079   93,006   89,271  166,743  166,685    8,116    8,174

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      6,347)
   1,098    2,132    1,138    4,009    2,508    6,244    5,777      103      570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     13.3     30.9     53.2     51.1     95.4     95.3      4.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
     102       96      122      125      122      282      289
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       61,418
COMMITMENTS
  37,047   36,420    1,665   14,997   18,339   53,709   56,424    7,709    4,994

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:       -370)
  -2,578     -603     -279    2,310      627     -547     -254      177     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.3     59.3      2.7     24.4     29.9     87.4     91.9     12.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      45       47       11       13       15       59       72
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      418,789
COMMITMENTS
  11,012   65,180    4,672  385,439  330,700  401,123  400,552   17,666   18,237

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     13,345)
 -11,466     -193   -1,554   26,596   11,217   13,575    9,470     -231    3,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     15.6      1.1     92.0     79.0     95.8     95.6      4.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      23       46       15      105      119      138      170
 

Updated August 5, 2011