COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      271,380
COMMITMENTS
  58,790   29,125   82,611  112,980  144,916  254,380  256,652   16,999   14,728

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -862)
  -2,334   -5,262      951     -247    2,360   -1,630   -1,952      767    1,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     10.7     30.4     41.6     53.4     93.7     94.6      6.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
     127       78       97       68       73      238      208
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       29,842
COMMITMENTS
   9,417    5,503    5,275   12,270   16,678   26,962   27,455    2,880    2,387

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -241)
      93     -864       51     -289      894     -145       81      -96     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     18.4     17.7     41.1     55.9     90.3     92.0      9.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      44       26       20       22       15       78       49
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      211,987
COMMITMENTS
  56,301   33,909   41,899  100,119  129,692  198,319  205,500   13,668    6,487

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      2,565)
    -699   -3,315    2,322     -218    3,711    1,405    2,719    1,160     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6     16.0     19.8     47.2     61.2     93.6     96.9      6.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      83       44       46       49       46      155      116
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      878,285
COMMITMENTS
 160,617   83,735  174,739  460,260  531,192  795,617  789,667   82,668   88,618

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     33,371)
  11,745    8,308   11,450    6,832    7,018   30,027   26,776    3,344    6,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      9.5     19.9     52.4     60.5     90.6     89.9      9.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      59       59       80       89       87      190      187
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      194,236
COMMITMENTS
  29,872   45,791   59,688   96,710   80,333  186,270  185,811    7,966    8,424

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      3,173)
     707    2,848    1,678      896     -968    3,282    3,558     -109     -385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     23.6     30.7     49.8     41.4     95.9     95.7      4.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     108      117      105      131      119      291      297
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       65,638
COMMITMENTS
  46,322   10,178    2,535   12,299   50,963   61,157   63,676    4,481    1,961

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -418)
  -1,822       93      245    2,414     -953      837     -615   -1,255      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.6     15.5      3.9     18.7     77.6     93.2     97.0      6.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      59       22       10       13       11       75       41
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      437,248
COMMITMENTS
  38,908   55,354    2,028  375,387  358,783  416,323  416,165   20,925   21,083

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      3,208)
   5,290    2,432       53   -2,483   -1,955    2,859      529      348    2,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     12.7      0.5     85.9     82.1     95.2     95.2      4.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      39       34        8      112      102      155      140
 

Updated August 31, 2012