COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   261,914:    56,917     38,952     74,798    115,206    131,708    246,922    245,459:    14,992     16,455
Old  :   259,772:    56,901     39,001     74,470    113,931    130,006    245,302    243,477:    14,470     16,295
Other:     2,142:       104         40        240      1,276      1,702      1,620      1,981:       522        160
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :     3,128:    -3,539       -458        451      6,479      2,239      3,391      2,232:      -263        896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       14.9       28.6       44.0       50.3       94.3       93.7:       5.7        6.3
Old  :     100.0:      21.9       15.0       28.7       43.9       50.0       94.4       93.7:       5.6        6.3
Other:     100.0:       4.9        1.9       11.2       59.6       79.4       75.6       92.5:      24.4        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:       125         87         78         66         72        222        208:
Old  :       299:       125         87         77         66         72        222        207:
Other:        41:         8          6          7         14         16         25         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       26.1       29.3       36.0       11.6       18.7       18.4       24.8
Old  :                 18.1       26.2       29.3       36.1       11.5       18.9       18.4       25.0
Other:                 42.9       50.9       56.6       69.8       40.0       49.4       51.8       67.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    29,450:     8,510      7,311      6,298     12,161     13,278     26,969     26,888:     2,481      2,562
Old  :    23,149:     7,842      7,302      3,648      9,529      9,798     21,019     20,749:     2,131      2,401
Other:     6,300:       942        283      2,376      2,633      3,480      5,951      6,139:       350        162
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :      -146:      -278      1,340       -384        520     -1,663       -143       -708:        -4        561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       24.8       21.4       41.3       45.1       91.6       91.3:       8.4        8.7
Old  :     100.0:      33.9       31.5       15.8       41.2       42.3       90.8       89.6:       9.2       10.4
Other:     100.0:      14.9        4.5       37.7       41.8       55.2       94.4       97.4:       5.6        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        38         30         21         28         15         74         58:
Old  :        89:        33         27         19         28         14         66         55:
Other:        42:        15         10         16         16          5         41         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       50.6       40.5       65.1       25.5       47.3       36.9       55.1
Old  :                 27.1       50.2       40.6       62.7       27.1       47.3       40.2       57.1
Other:                 43.9       72.0       61.9       87.0       34.9       51.2       43.4       53.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   205,903:    41,344     34,476     38,191    116,235    122,551    195,770    195,218:    10,132     10,685
Old  :    71,030:    25,004     36,592      4,346     35,526     22,087     64,875     63,024:     6,155      8,005
Other:   134,873:    29,471     11,014     20,715     80,710    100,464    130,895    132,193:     3,978      2,679
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :     4,426:      -228      1,579      3,748      1,269       -169      4,789      5,158:      -363       -731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       16.7       18.5       56.5       59.5       95.1       94.8:       4.9        5.2
Old  :     100.0:      35.2       51.5        6.1       50.0       31.1       91.3       88.7:       8.7       11.3
Other:     100.0:      21.9        8.2       15.4       59.8       74.5       97.1       98.0:       2.9        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        42         71         52         54         51        129        144:
Old  :       170:        44         65         27         46         35        104        113:
Other:       122:        33         29         32         46         41         96         86:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       24.5       39.7       40.6       22.2       17.7       32.1       29.3
Old  :                 32.3       19.7       49.0       32.6       32.1       18.8       47.4       31.3
Other:                 33.2       32.4       49.1       54.8       30.3       24.9       44.1       43.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   802,736:   183,337     27,467    145,959    395,925    570,134    725,221    743,560:    77,516     59,176
Old  :   802,736:   183,337     27,467    145,959    395,925    570,134    725,221    743,560:    77,516     59,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    13,790:    13,800     -8,061        899    -14,100     24,046        598     16,884:    13,192     -3,094
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        3.4       18.2       49.3       71.0       90.3       92.6:       9.7        7.4
Old  :     100.0:      22.8        3.4       18.2       49.3       71.0       90.3       92.6:       9.7        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        73         40         69         87         88        192        166:
Old  :       211:        73         40         69         87         88        192        166:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       20.2       23.0       31.7       12.4       16.1       21.0       25.8
Old  :                 13.1       20.2       23.0       31.7       12.4       16.1       21.0       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   218,190:    27,143     26,023     82,737    100,121    100,390    210,001    209,150:     8,188      9,039
Old  :    97,729:    23,547     24,413     30,543     38,730     36,880     92,820     91,836:     4,909      5,893
Other:   120,461:    11,255      9,270     44,535     61,392     63,510    117,182    117,314:     3,279      3,147
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    -6,174:    -1,267       -927     -2,954     -2,366     -2,430     -6,586     -6,311:       412        137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       11.9       37.9       45.9       46.0       96.2       95.9:       3.8        4.1
Old  :     100.0:      24.1       25.0       31.3       39.6       37.7       95.0       94.0:       5.0        6.0
Other:     100.0:       9.3        7.7       37.0       51.0       52.7       97.3       97.4:       2.7        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       362:       100        102        122        132        127        291        302:
Old  :       334:        94         98         82         92         98        224        240:
Other:       280:        65         71         76        113        109        224        214:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       16.6       24.9       26.4        7.6        7.1       13.8       11.9
Old  :                 14.6       13.1       25.1       23.5       12.2       10.7       21.1       17.6
Other:                 19.8       21.5       31.3       33.6        8.9        8.8       14.6       13.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    70,165:    55,243      7,179      1,824      5,891     60,043     62,959     69,046:     7,206      1,119
Old  :    70,165:    55,243      7,179      1,824      5,891     60,043     62,959     69,046:     7,206      1,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :       968:       786        578         92       -288        357        590      1,027:       379        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.7       10.2        2.6        8.4       85.6       89.7       98.4:      10.3        1.6
Old  :     100.0:      78.7       10.2        2.6        8.4       85.6       89.7       98.4:      10.3        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        79         13         10         18          7        103         25:
Old  :       115:        79         13         10         18          7        103         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       91.3       51.4       94.2       35.1       90.0       50.1       92.6
Old  :                 36.4       91.3       51.4       94.2       35.1       90.0       50.1       92.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   444,390:    22,694     56,675      4,979    398,925    368,659    426,598    430,313:    17,791     14,077
Old  :   444,390:    22,694     56,675      4,979    398,925    368,659    426,598    430,313:    17,791     14,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :     8,568:    -3,252        293      1,910     11,782      6,788     10,440      8,990:    -1,872       -422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       12.8        1.1       89.8       83.0       96.0       96.8:       4.0        3.2
Old  :     100.0:       5.1       12.8        1.1       89.8       83.0       96.0       96.8:       4.0        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        34         40         13        104        103        146        148:
Old  :       242:        34         40         13        104        103        146        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       30.0       47.6       40.5       28.9       29.8       44.0       40.1
Old  :                 32.2       30.0       47.6       40.5       28.9       29.8       44.0       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 27, 2012