COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      248,622
COMMITMENTS
  55,123   11,633   73,326  105,614  151,200  234,063  236,160   14,559   12,462

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      4,718)
  -1,416      460    4,634    2,276     -739    5,494    4,355     -776      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      4.7     29.5     42.5     60.8     94.1     95.0      5.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
     125       49       86       61       72      211      182
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       39,906
COMMITMENTS
  15,370      878    7,324   13,249   29,951   35,944   38,153    3,963    1,754

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -7,523)
  -7,739      514     -491    1,817   -7,840   -6,413   -7,817   -1,110      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5      2.2     18.4     33.2     75.1     90.1     95.6      9.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      39       22       21       28       30       83       57
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      197,956
COMMITMENTS
  34,328   31,428   41,750  112,426  116,135  188,504  189,313    9,452    8,643

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -7,729)
  -3,691    3,280   -3,610      762   -7,373   -6,539   -7,703   -1,191      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     15.9     21.1     56.8     58.7     95.2     95.6      4.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      49       51       50       62       55      137      135
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      829,885
COMMITMENTS
 186,384   21,622  207,595  349,375  536,781  743,355  765,998   86,530   63,887

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -35,503)
 -26,687      482   -4,489     -622  -27,255  -31,798  -31,262   -3,706   -4,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5      2.6     25.0     42.1     64.7     89.6     92.3     10.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
     101       45       94       83       89      226      188
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      176,344
COMMITMENTS
  19,961   23,666   54,075   94,002   89,532  168,038  167,273    8,306    9,071

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      1,485)
     302      331       -4      996      261    1,294      588      190      897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     13.4     30.7     53.3     50.8     95.3     94.9      4.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      93       97      121      117      118      271      282
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       58,014
COMMITMENTS
  34,166   30,873    1,493   15,391   18,143   51,050   50,509    6,964    7,505

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -3,404)
  -2,881   -5,546     -172      394     -197   -2,659   -5,915     -745    2,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.9     53.2      2.6     26.5     31.3     88.0     87.1     12.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      34       44       12       12       13       49       66
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      414,755
COMMITMENTS
  15,385   59,790    6,435  374,423  326,865  396,243  393,090   18,512   21,665

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -4,035)
   4,374   -5,390    1,762  -11,016   -3,835   -4,880   -7,462      846    3,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     14.4      1.6     90.3     78.8     95.5     94.8      4.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      26       49       14      110      107      144      162
 

Updated August 12, 2011