COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      171,735
COMMITMENTS
  64,740   67,805    8,441   84,147   81,445  157,328  157,691   14,407   14,044

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      4,241)
   2,512    1,162   -1,113    2,679    3,660    4,078    3,709      163      532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     39.5      4.9     49.0     47.4     91.6     91.8      8.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      97       98       46       49       61      175      179
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       21,622
COMMITMENTS
  10,008    6,714      511    8,757   12,457   19,276   19,682    2,346    1,940

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        268)
      61      486       55      219     -406      335      135      -67      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     31.1      2.4     40.5     57.6     89.1     91.0     10.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      37       23       15       24       11       64       46
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      187,321
COMMITMENTS
  44,652   33,853   21,738  110,699  120,515  177,089  176,106   10,232   11,215

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      3,928)
   2,026    4,551   -1,144    3,759   -1,448    4,641    1,959     -713    1,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     18.1     11.6     59.1     64.3     94.5     94.0      5.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      43       64       39       54       47      121      128
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      666,628
COMMITMENTS
 168,960   49,309   72,106  367,147  490,381  608,213  611,796   58,415   54,832

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     -2,377)
  -6,246  -13,352      294    1,613   11,592   -4,339   -1,466    1,962     -911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      7.4     10.8     55.1     73.6     91.2     91.8      8.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      53       57       43       76       83      153      159
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      139,757
COMMITMENTS
  34,561   34,347   19,067   78,452   77,497  132,080  130,911    7,677    8,846

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        642)
     756   -1,154      642   -1,469      751      -71      239      713      403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     24.6     13.6     56.1     55.5     94.5     93.7      5.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      77      103       86      117      112      248      258
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       68,675
COMMITMENTS
  54,441    6,712    1,449    6,045   59,390   61,935   67,551    6,740    1,124

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      3,750)
   2,815   -1,765      817      268    4,824    3,900    3,876     -150     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.3      9.8      2.1      8.8     86.5     90.2     98.4      9.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      78       14        4       20        7      101       23
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      433,515
COMMITMENTS
  25,905   55,976    2,634  385,664  361,090  414,203  419,700   19,312   13,815

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:       -990)
  -1,568      518      140       25     -419   -1,403      239      413   -1,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     12.9      0.6     89.0     83.3     95.5     96.8      4.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      35       39        9      100      101      140      144
 

Updated July 20, 2012