COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      272,242
COMMITMENTS
  61,123   34,387   81,660  113,226  142,556  256,010  258,604   16,232   13,638

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        320)
   4,911   -1,469      532   -4,709    3,304      734    2,367     -414   -2,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     12.6     30.0     41.6     52.4     94.0     95.0      6.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     136       75       98       70       72      244      213
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       30,083
COMMITMENTS
   9,325    6,367    5,224   12,559   15,784   27,107   27,375    2,976    2,709

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -1,169)
     351     -690     -903     -618    1,071   -1,170     -523        0     -646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0     21.2     17.4     41.7     52.5     90.1     91.0      9.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      44       29       20       22       13       77       51
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      209,422
COMMITMENTS
  57,000   37,224   39,577  100,337  125,980  196,914  202,781   12,508    6,641

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        -82)
   4,231    5,437      129   -3,401   -4,687      959      879   -1,041     -961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     17.8     18.9     47.9     60.2     94.0     96.8      6.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      75       47       43       46       45      146      112
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      844,913
COMMITMENTS
 148,872   75,427  163,289  453,428  524,175  765,589  762,891   79,324   82,023

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     18,819)
  -7,345   21,515    6,277   20,691  -15,510   19,622   12,282     -803    6,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      8.9     19.3     53.7     62.0     90.6     90.3      9.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      63       51       78       89       87      186      184
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      191,063
COMMITMENTS
  29,164   42,943   58,010   95,814   81,301  182,988  182,253    8,075    8,809

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        875)
     698    7,702   -1,077      408   -5,513       29    1,111      846     -236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     22.5     30.4     50.1     42.6     95.8     95.4      4.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     104      117      107      133      119      288      303
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       66,056
COMMITMENTS
  48,144   10,085    2,290    9,885   51,916   60,320   64,291    5,736    1,765

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      2,871)
   1,647    1,843      315    1,101      429    3,064    2,587     -193      284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.9     15.3      3.5     15.0     78.6     91.3     97.3      8.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      60       20       12       13       10       75       41
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      434,040
COMMITMENTS
  33,618   52,922    1,975  377,871  360,738  413,463  415,636   20,577   18,405

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      3,110)
   5,673   -3,728     -916   -4,036    3,717      721     -928    2,390    4,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     12.2      0.5     87.1     83.1     95.3     95.8      4.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      38       35       10      108      102      152      141
 

Updated August 24, 2012