COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      249,335
COMMITMENTS
  57,960    9,502   73,027  103,131  154,874  234,118  237,404   15,217   11,932

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      3,251)
   4,303     -525     -141     -803    4,019    3,359    3,354     -108     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      3.8     29.3     41.4     62.1     93.9     95.2      6.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
     123       46       79       61       73      207      175
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       33,365
COMMITMENTS
  10,893    1,019    6,223   12,640   24,787   29,757   32,029    3,608    1,336

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     -3,620)
    -149      -54   -2,097   -1,138   -1,482   -3,383   -3,632     -237       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6      3.1     18.7     37.9     74.3     89.2     96.0     10.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      44       15       21       31       24       82       53
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      187,394
COMMITMENTS
  33,252   29,266   36,959  106,839  112,959  177,050  179,183   10,345    8,211

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     -2,015)
     109   -4,112      713   -4,621    2,725   -3,799     -674    1,784   -1,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     15.6     19.7     57.0     60.3     94.5     95.6      5.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      60       46       49       53       55      138      125
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      847,592
COMMITMENTS
 178,926    8,508  221,865  347,149  547,302  747,940  777,676   99,652   69,917

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     33,878)
   2,790  -14,692   21,261    1,130   19,974   25,180   26,543    8,698    7,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      1.0     26.2     41.0     64.6     88.2     91.8     11.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      96       41       94       85       92      221      189
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      160,223
COMMITMENTS
  24,334   17,033   47,924   80,393   89,264  152,650  154,221    7,573    6,003

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      5,429)
   2,816   -4,083    7,274   -3,601    4,202    6,489    7,393   -1,060   -1,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     10.6     29.9     50.2     55.7     95.3     96.3      4.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
     100       79      105      109      120      264      258
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       58,412
COMMITMENTS
  32,248   34,756    1,693   18,920   16,522   52,861   52,971    5,551    5,441

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      3,277)
   2,382    3,678      242    1,185     -708    3,809    3,211     -532       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.2     59.5      2.9     32.4     28.3     90.5     90.7      9.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      32       51       12       12       15       48       75
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      439,156
COMMITMENTS
   6,658   61,631    4,823  409,160  345,892  420,641  412,345   18,515   26,811

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     13,642)
    -716   -5,199      267   12,100   14,284   11,651    9,352    1,991    4,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     14.0      1.1     93.2     78.8     95.8     93.9      4.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      16       47       15      105      115      131      167
 

Updated August 26, 2011