COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      174,180
COMMITMENTS
  61,484   67,886    8,205   90,387   83,039  160,076  159,130   14,104   15,050

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      2,445)
  -3,256       81     -236    6,240    1,594    2,748    1,439     -303    1,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     39.0      4.7     51.9     47.7     91.9     91.4      8.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      91       99       43       51       60      170      178
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       21,921
COMMITMENTS
   9,776    8,057      464    9,371   10,903   19,611   19,424    2,310    2,497

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        299)
    -232    1,343      -47      614   -1,554      335     -258      -36      557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6     36.8      2.1     42.7     49.7     89.5     88.6     10.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      36       25       14       25       11       63       48
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      191,275
COMMITMENTS
  44,031   35,186   25,432  111,902  120,149  181,365  180,767    9,910   10,508

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      3,954)
    -621    1,333    3,694    1,203     -366    4,276    4,661     -322     -707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     18.4     13.3     58.5     62.8     94.8     94.5      5.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      43       66       45       54       49      126      134
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      668,671
COMMITMENTS
 180,428   44,484   64,600  352,592  508,903  597,620  617,987   71,051   50,684

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      2,043)
  11,468   -4,825   -7,506  -14,555   18,522  -10,593    6,191   12,636   -4,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      6.7      9.7     52.7     76.1     89.4     92.4     10.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      64       47       47       79       84      167      155
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      135,078
COMMITMENTS
  33,069   32,653   17,261   77,174   76,622  127,504  126,536    7,574    8,542

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -4,679)
  -1,492   -1,694   -1,806   -1,278     -875   -4,576   -4,375     -103     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     24.2     12.8     57.1     56.7     94.4     93.7      5.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      77      102       88      117      112      246      261
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       69,554
COMMITMENTS
  55,109    7,273    1,565    5,783   59,636   62,457   68,474    7,097    1,080

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        879)
     668      561      116     -262      246      522      923      357      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.2     10.5      2.3      8.3     85.7     89.8     98.4     10.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      79       12        6       18        6      100       22
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      442,246
COMMITMENTS
  22,664   56,097    4,665  397,523  367,849  424,852  428,611   17,394   13,635

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      8,731)
  -3,241      121    2,031   11,859    6,759   10,649    8,911   -1,918     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     12.7      1.1     89.9     83.2     96.1     96.9      3.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      34       40        9      103      101      142      145
 

Updated July 27, 2012