COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      167,494
COMMITMENTS
  62,228   66,643    9,554   81,468   77,785  153,250  153,982   14,244   13,512

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      2,014)
   1,721    1,432     -748      921    2,018    1,894    2,702      120     -688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     39.8      5.7     48.6     46.4     91.5     91.9      8.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      96       97       43       51       59      178      172
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       21,354
COMMITMENTS
   9,947    6,228      456    8,538   12,863   18,941   19,547    2,413    1,807

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:       -320)
     125     -542      119     -563      374     -319      -49       -1     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6     29.2      2.1     40.0     60.2     88.7     91.5     11.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      40       20       12       24       13       64       45
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      183,393
COMMITMENTS
  42,626   29,302   22,882  106,940  121,963  172,448  174,147   10,945    9,246

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      4,241)
   2,689   -1,904      185    1,647    5,217    4,521    3,498     -280      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     16.0     12.5     58.3     66.5     94.0     95.0      6.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      54       54       48       55       47      136      126
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      669,005
COMMITMENTS
 175,206   62,661   71,812  365,534  478,789  612,552  613,262   56,453   55,743

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -9,676)
     108  -29,823   -2,343   -7,342   28,112   -9,577   -4,054      -99   -5,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      9.4     10.7     54.6     71.6     91.6     91.7      8.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      61       58       49       77       83      162      167
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      139,115
COMMITMENTS
  33,805   35,501   18,425   79,921   76,746  132,151  130,672    6,964    8,443

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      1,171)
     288   -4,247      407       36    4,393      731      553      440      618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     25.5     13.2     57.4     55.2     95.0     93.9      5.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      87      104       86      121      115      255      267
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       64,925
COMMITMENTS
  51,626    8,477      632    5,777   54,566   58,035   63,675    6,890    1,250

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:       -116)
     981   -3,617       36   -1,960    3,661     -943       80      827     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.5     13.1      1.0      8.9     84.0     89.4     98.1     10.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      74       16        5       18        8       95       27
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      434,505
COMMITMENTS
  27,473   55,458    2,494  385,639  361,509  415,606  419,461   18,899   15,044

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -5,776)
   1,385     -506       97   -5,972   -4,773   -4,490   -5,182   -1,286     -594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     12.8      0.6     88.8     83.2     95.7     96.5      4.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      36       43       11      100      100      141      149
 

Updated July 13, 2012