COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      176,814
COMMITMENTS
  59,352   70,906    9,356   93,554   82,712  162,262  162,974   14,552   13,840

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      2,634)
  -2,132    3,020    1,151    3,167     -327    2,186    3,844      448   -1,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     40.1      5.3     52.9     46.8     91.8     92.2      8.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      89       97       47       55       58      173      177
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       22,770
COMMITMENTS
   9,911    8,344      528    9,936   11,131   20,375   20,003    2,395    2,767

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        849)
     135      287       64      565      228      764      579       85      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     36.6      2.3     43.6     48.9     89.5     87.8     10.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      38       27       14       24       10       65       49
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      192,084
COMMITMENTS
  45,383   29,660   28,447  106,214  124,568  180,044  182,675   12,040    9,409

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        809)
   1,352   -5,526    3,015   -5,688    4,419   -1,321    1,908    2,130   -1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     15.4     14.8     55.3     64.9     93.7     95.1      6.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      53       54       52       54       47      135      130
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      671,864
COMMITMENTS
 179,450   45,108   62,012  360,594  513,040  602,056  620,160   69,808   51,704

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      3,193)
    -978      624   -2,588    8,002    4,137    4,436    2,173   -1,243    1,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      6.7      9.2     53.7     76.4     89.6     92.3     10.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      59       52       51       79       83      165      160
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      136,278
COMMITMENTS
  31,782   31,985   19,275   78,001   76,461  129,058  127,721    7,220    8,557

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,200)
  -1,287     -668    2,014      827     -161    1,554    1,185     -354       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     23.5     14.1     57.2     56.1     94.7     93.7      5.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      76      108       90      121      114      256      267
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       66,186
COMMITMENTS
  49,275    7,225    1,538    9,398   56,248   60,211   65,011    5,975    1,175

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -3,368)
  -5,834      -48      -27    3,615   -3,388   -2,246   -3,463   -1,122       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.4     10.9      2.3     14.2     85.0     91.0     98.2      9.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      71       13        6       16        8       88       27
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      437,406
COMMITMENTS
  21,776   52,323    3,290  393,816  368,102  418,882  423,715   18,524   13,691

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -4,840)
    -888   -3,774   -1,375   -3,707      253   -5,970   -4,896    1,130       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     12.0      0.8     90.0     84.2     95.8     96.9      4.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      35       36        8      106      103      144      144
 

Updated August 3, 2012