COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      180,247
COMMITMENTS
  62,801   65,446   13,742   88,531   88,726  165,074  167,914   15,173   12,333

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      1,328)
   3,021      364    1,439   -2,571    1,357    1,889    3,160     -561   -1,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     36.3      7.6     49.1     49.2     91.6     93.2      8.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      96       94       70       56       60      199      184
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       23,143
COMMITMENTS
   9,875    6,839      455   10,047   13,254   20,377   20,548    2,766    2,595

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:       -553)
     -24   -1,023     -105     -391    1,285     -520      157      -33     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7     29.6      2.0     43.4     57.3     88.0     88.8     12.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      42       23       13       20       13       65       46
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      189,241
COMMITMENTS
  60,450   39,601   20,856   95,875  122,401  177,181  182,858   12,060    6,383

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -1,837)
   5,005    6,131   -2,083   -3,549   -4,951     -627     -903   -1,210     -934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     20.9     11.0     50.7     64.7     93.6     96.6      6.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      78       43       37       46       43      144      105
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      690,427
COMMITMENTS
 151,013   76,200   80,260  386,731  458,327  618,004  614,787   72,423   75,640

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     13,893)
  -5,963   19,098    4,818   15,565  -17,616   14,420    6,300     -527    7,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     11.0     11.6     56.0     66.4     89.5     89.0     10.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      53       56       58       82       79      162      169
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      135,950
COMMITMENTS
  32,205   45,504   16,399   79,736   65,593  128,340  127,496    7,610    8,454

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -1,575)
   1,249    7,487   -2,553   -1,065   -6,254   -2,369   -1,320      794     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     33.5     12.1     58.7     48.2     94.4     93.8      5.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
      93      111       77      127      103      261      262
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       65,398
COMMITMENTS
  48,256   10,085    1,868    9,588   51,710   59,712   63,663    5,686    1,735

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      2,819)
   1,782    1,843      214      997      458    2,993    2,515     -174      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.8     15.4      2.9     14.7     79.1     91.3     97.3      8.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      59       20        9       13        9       74       37
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 08/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      431,941
COMMITMENTS
  33,618   52,490    1,648  376,526  360,033  411,792  414,171   20,149   17,770

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      3,316)
   5,707   -3,695     -814   -3,949    3,817      944     -692    2,372    4,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     12.2      0.4     87.2     83.4     95.3     95.9      4.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      38       35        6      106      100      147      138
 

Updated August 24, 2012