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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   357,385:    90,396      5,987     79,826    162,879    261,329    333,101    347,142:    24,284     10,243
Old  :   348,757:    88,797      5,981     79,119    156,945    253,845    324,862    338,944:    23,895      9,813
Other:     8,628:     1,617         23        689      5,933      7,485      8,239      8,197:       389        431
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :    12,847:        70     -1,738      3,482      9,207     10,792     12,759     12,536:        89        312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        1.7       22.3       45.6       73.1       93.2       97.1:       6.8        2.9
Old  :     100.0:      25.5        1.7       22.7       45.0       72.8       93.1       97.2:       6.9        2.8
Other:     100.0:      18.7        0.3        8.0       68.8       86.7       95.5       95.0:       4.5        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:       149         40         76         70         72        250        160:
Old  :       277:       149         40         76         70         71        250        159:
Other:        56:        11          4         11         20         31         34         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       33.3       28.1       45.0       11.2       22.4       17.2       30.3
Old  :                 17.8       33.6       27.7       45.3       11.2       23.4       17.4       31.0
Other:                 56.5       46.8       72.9       63.7       55.8       46.5       71.7       60.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   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  :    35,210:    13,391        630      7,751     11,554     25,430     32,697     33,811:     2,513      1,399
Old  :    23,332:     8,130        882      4,607      8,418     16,772     21,156     22,262:     2,176      1,070
Other:    11,878:     5,717        204      2,689      3,136      8,657     11,541     11,549:       337        329
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :     2,331:     1,341     -1,436      1,094       -297      3,442      2,139      3,100:       192       -769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        1.8       22.0       32.8       72.2       92.9       96.0:       7.1        4.0
Old  :     100.0:      34.8        3.8       19.7       36.1       71.9       90.7       95.4:       9.3        4.6
Other:     100.0:      48.1        1.7       22.6       26.4       72.9       97.2       97.2:       2.8        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        55         14         21         31         24         96         50:
Old  :       100:        49         15         19         29         21         87         46:
Other:        47:        17          6         15         14         16         38         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.4       55.4       37.1       69.2       21.6       46.6       31.5       56.4
Old  :                 21.2       61.2       34.2       71.3       21.0       57.0       33.3       62.9
Other:                 44.7       50.8       69.2       72.5       42.4       42.2       56.2       58.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   138,154:    27,076     39,243     20,577     81,819     70,056    129,472    129,877:     8,682      8,277
Old  :   124,873:    27,002     40,783     18,219     71,201     57,748    116,422    116,749:     8,451      8,123
Other:    13,281:     1,716        102        717     10,618     12,309     13,050     13,127:       231        154
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :     4,394:    -1,242      2,216       -596      5,840      3,064      4,001      4,683:       393       -290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       28.4       14.9       59.2       50.7       93.7       94.0:       6.3        6.0
Old  :     100.0:      21.6       32.7       14.6       57.0       46.2       93.2       93.5:       6.8        6.5
Other:     100.0:      12.9        0.8        5.4       79.9       92.7       98.3       98.8:       1.7        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        48         62         38         59         51        129        131:
Old  :       178:        51         59         38         57         49        127        129:
Other:        37:         4          6         10         21         21         32         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.0       27.7       38.9       43.2       16.7       22.6       26.0       31.5
Old  :                 25.1       29.8       37.2       43.5       19.7       24.4       29.5       32.9
Other:                 50.3       66.0       74.6       80.0       33.7       43.6       47.3       52.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   996,801:   171,275     14,383    266,784    459,251    644,071    897,310    925,238:    99,491     71,563
Old  :   996,801:   171,275     14,383    266,784    459,251    644,071    897,310    925,238:    99,491     71,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :    78,877:    11,037      1,646     21,019     35,489     38,081     67,545     60,747:    11,332     18,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        1.4       26.8       46.1       64.6       90.0       92.8:      10.0        7.2
Old  :     100.0:      17.2        1.4       26.8       46.1       64.6       90.0       92.8:      10.0        7.2
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  :       236:        94         35         93         88         90        214        190:
Old  :       236:        94         35         93         88         90        214        190:
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  :                 11.7       19.8       20.5       30.8        9.2       12.7       14.0       21.0
Old  :                 11.7       19.8       20.5       30.8        9.2       12.7       14.0       21.0
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, September 14, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   208,541:    53,741      9,904     66,090     78,614    123,502    198,446    199,496:    10,095      9,044
Old  :   207,009:    53,739     10,123     65,694     77,624    122,222    197,058    198,039:     9,951      8,969
Other:     1,532:       290         69        108        990      1,280      1,388      1,457:       144         75
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :    -1,982:     1,244       -246     -2,129     -1,731         83     -2,616     -2,293:       634        311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        4.7       31.7       37.7       59.2       95.2       95.7:       4.8        4.3
Old  :     100.0:      26.0        4.9       31.7       37.5       59.0       95.2       95.7:       4.8        4.3
Other:     100.0:      18.9        4.5        7.0       64.6       83.5       90.6       95.1:       9.4        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:       159         66         96        111        139        310        267:
Old  :       387:       160         65         95        111        138        309        266:
Other:        38:         5          3          3         14         21         21         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.0       18.7       30.9       29.8       12.2       10.4       20.1       17.3
Old  :                 19.1       18.8       31.2       29.8       12.3       10.2       20.2       17.1
Other:                 64.5       61.7       80.9       76.5       58.4       61.4       73.4       74.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   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  :    25,099:    18,093     12,447        871      2,060      8,853     21,024     22,172:     4,075      2,927
Old  :    25,099:    18,093     12,447        871      2,060      8,853     21,024     22,172:     4,075      2,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :       661:       869      9,533       -537        292     -9,340        624       -344:        37      1,005
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.1       49.6        3.5        8.2       35.3       83.8       88.3:      16.2       11.7
Old  :     100.0:      72.1       49.6        3.5        8.2       35.3       83.8       88.3:      16.2       11.7
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  :        68:        27         28          9          8          8         36         44:
Old  :        68:        27         28          9          8          8         36         44:
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  :                 60.9       48.4       68.6       64.3       58.9       48.4       64.5       63.8
Old  :                 60.9       48.4       68.6       64.3       58.9       48.4       64.5       63.8
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, September 14, 2010              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   457,633:    19,976     74,873      5,838    407,930    349,052    433,744    429,762:    23,890     27,871
Old  :   457,633:    19,976     74,873      5,838    407,930    349,052    433,744    429,762:    23,890     27,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 7, 2010                    :
     :    10,575:     7,940    -10,664        930     -7,688     12,298      1,182      2,564:     9,393      8,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       16.4        1.3       89.1       76.3       94.8       93.9:       5.2        6.1
Old  :     100.0:       4.4       16.4        1.3       89.1       76.3       94.8       93.9:       5.2        6.1
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  :       254:        24         49         18        111        120        149        174:
Old  :       254:        24         49         18        111        120        149        174:
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  :                 44.4       17.5       58.7       29.2       41.5       17.5       55.2       28.7
Old  :                 44.4       17.5       58.7       29.2       41.5       17.5       55.2       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 17, 2010