COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      246,085
COMMITMENTS
  53,657   10,027   73,168  103,934  150,855  230,759  234,050   15,325   12,035

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -2,537)
  -1,466   -1,607     -158   -1,680     -345   -3,304   -2,110      767     -427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      4.1     29.7     42.2     61.3     93.8     95.1      6.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
     128       42       84       61       73      209      180
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       36,985
COMMITMENTS
  11,042    1,073    8,320   13,778   26,269   33,140   35,661    3,845    1,324

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -2,921)
  -4,327      195      995      529   -3,682   -2,803   -2,491     -118     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9      2.9     22.5     37.3     71.0     89.6     96.4     10.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      40       20       23       32       27       83       59
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      189,409
COMMITMENTS
  33,143   33,378   36,246  111,460  110,234  180,849  179,857    8,561    9,552

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -8,547)
  -1,185    1,949   -5,504     -966   -5,902   -7,655   -9,457     -892      909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     17.6     19.1     58.8     58.2     95.5     95.0      4.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      54       52       48       57       53      136      130
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      813,714
COMMITMENTS
 176,136   23,200  200,605  346,019  527,328  722,760  751,133   90,954   62,581

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -16,171)
 -10,248    1,578   -6,990   -3,356   -9,453  -20,595  -14,865    4,424   -1,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      2.9     24.7     42.5     64.8     88.8     92.3     11.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      99       46       92       84       89      226      185
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      154,795
COMMITMENTS
  21,518   21,116   40,650   83,993   85,062  146,162  146,827    8,633    7,967

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -21,549)
   1,557   -2,550  -13,425  -10,009   -4,471  -21,876  -20,446      327   -1,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     13.6     26.3     54.3     55.0     94.4     94.9      5.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      96       82      103      110      116      254      259
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       55,135
COMMITMENTS
  29,866   31,078    1,451   17,735   17,230   49,053   49,759    6,082    5,375

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     -2,879)
  -4,299      205      -42    2,344     -913   -1,997     -749     -882   -2,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.2     56.4      2.6     32.2     31.3     89.0     90.3     11.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      31       45       13       12       14       47       69
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      425,514
COMMITMENTS
   7,375   66,830    4,555  397,060  331,608  408,991  402,993   16,524   22,521

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:     10,760)
  -8,011    7,040   -1,879   22,638    4,743   12,748    9,903   -1,988      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     15.7      1.1     93.3     77.9     96.1     94.7      3.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      20       53       15      103      116      133      174
 

Updated August 19, 2011