COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      179,797
COMMITMENTS
  61,224   60,723   13,919   88,660   91,835  163,803  166,477   15,994   13,320

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -450)
  -1,577   -4,723      177      129    3,109   -1,271   -1,437      821      987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     33.8      7.7     49.3     51.1     91.1     92.6      8.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      94       88       69       55       62      191      180
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       22,831
COMMITMENTS
   9,967    6,034      470    9,696   14,065   20,133   20,569    2,698    2,262

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -312)
      92     -805       15     -351      811     -244       21      -68     -333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     26.4      2.1     42.5     61.6     88.2     90.1     11.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      43       19       15       20       14       67       44
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      188,496
COMMITMENTS
  59,605   35,592   21,053   94,599  125,699  175,257  182,344   13,239    6,152

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -745)
    -845   -4,009      197   -1,276    3,298   -1,924     -514    1,179     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     18.9     11.2     50.2     66.7     93.0     96.7      7.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      83       42       40       49       44      152      109
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      723,416
COMMITMENTS
 164,886   89,772   86,118  396,727  465,093  647,731  640,983   75,685   82,433

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     32,989)
  13,873   13,572    5,858    9,996    6,766   29,727   26,196    3,262    6,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     12.4     11.9     54.8     64.3     89.5     88.6     10.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      53       62       59       82       80      165      174
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      136,235
COMMITMENTS
  32,945   47,687   16,075   79,814   64,532  128,834  128,294    7,401    7,941

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:        285)
     740    2,183     -324       78   -1,061      494      798     -209     -513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     35.0     11.8     58.6     47.4     94.6     94.2      5.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
      98      109       74      124      102      262      253
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       64,880
COMMITMENTS
  46,494   10,176    2,037   11,917   50,742   60,448   62,955    4,432    1,925

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -518)
  -1,762       91      169    2,329     -968      736     -708   -1,254      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.7     15.7      3.1     18.4     78.2     93.2     97.0      6.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      58       21        9       13       10       73       39
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      435,080
COMMITMENTS
  38,909   54,914    1,677  374,016  358,032  414,602  414,623   20,478   20,457

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      3,139)
   5,291    2,424       29   -2,510   -2,001    2,810      452      329    2,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     12.6      0.4     86.0     82.3     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      39       34        4      110      100      150      137
 

Updated August 31, 2012