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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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  :   381,700:    83,242      6,432     92,221    182,048    272,519    357,511    371,172:    24,189     10,528
Old  :   370,639:    81,482      6,598     91,194    174,251    262,710    346,928    360,502:    23,711     10,136
Other:    11,061:     1,970         44        817      7,797      9,809     10,583     10,669:       478        392
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :    24,315:    -7,154        445     12,395     19,169     11,190     24,410     24,030:       -95        285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        1.7       24.2       47.7       71.4       93.7       97.2:       6.3        2.8
Old  :     100.0:      22.0        1.8       24.6       47.0       70.9       93.6       97.3:       6.4        2.7
Other:     100.0:      17.8        0.4        7.4       70.5       88.7       95.7       96.5:       4.3        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:       154         41         81         71         76        254        173:
Old  :       286:       155         41         80         70         75        252        172:
Other:        65:        12          8         12         20         36         38         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       32.3       29.6       44.9        9.8       20.8       15.1       28.2
Old  :                 19.4       32.6       29.1       45.3        9.9       21.9       15.3       29.3
Other:                 57.1       44.2       74.8       63.3       54.9       44.1       71.7       63.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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  :    41,864:    17,007        740      9,062     12,159     30,786     38,228     40,588:     3,636      1,276
Old  :    27,848:    11,075      1,124      5,295      8,414     20,646     24,784     27,065:     3,063        783
Other:    14,017:     6,452        136      3,247      3,745     10,140     13,444     13,524:       573        493
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :     6,654:     3,616        110      1,311        604      5,357      5,531      6,777:     1,123       -123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6        1.8       21.6       29.0       73.5       91.3       97.0:       8.7        3.0
Old  :     100.0:      39.8        4.0       19.0       30.2       74.1       89.0       97.2:      11.0        2.8
Other:     100.0:      46.0        1.0       23.2       26.7       72.3       95.9       96.5:       4.1        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        64         17         22         27         29        104         56:
Old  :       113:        57         19         20         25         25         95         51:
Other:        48:        18          5         15         14         18         37         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       54.3       34.0       67.3       17.0       44.5       26.5       53.7
Old  :                 16.8       60.7       30.1       69.9       15.5       54.6       28.2       59.5
Other:                 44.8       48.8       68.5       69.9       40.6       38.8       54.3       54.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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  :   139,259:    29,179     38,953     20,657     80,606     72,481    130,443    132,092:     8,816      7,167
Old  :   124,978:    29,067     40,508     18,389     68,963     58,984    116,419    117,880:     8,559      7,097
Other:    14,281:     1,715         48        666     11,643     13,497     14,024     14,211:       257         70
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :     1,105:     2,103       -290         80     -1,212      2,425        971      2,215:       134     -1,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       28.0       14.8       57.9       52.0       93.7       94.9:       6.3        5.1
Old  :     100.0:      23.3       32.4       14.7       55.2       47.2       93.2       94.3:       6.8        5.7
Other:     100.0:      12.0        0.3        4.7       81.5       94.5       98.2       99.5:       1.8        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        55         55         41         59         53        133        131:
Old  :       177:        55         55         41         57         51        131        129:
Other:        38:         4          6         10         21         23         32         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.5       28.4       38.1       43.2       16.6       21.5       25.4       30.1
Old  :                 24.1       29.2       35.8       44.0       19.3       23.3       28.5       31.7
Other:                 50.9       63.0       74.6       78.3       31.2       38.3       44.5       49.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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  :   831,483:   173,357     14,694    172,755    392,280    577,415    738,392    764,864:    93,091     66,619
Old  :   831,483:   173,357     14,694    172,755    392,280    577,415    738,392    764,864:    93,091     66,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :  -165,318:     2,082        311    -94,029    -66,971    -66,656   -158,917   -160,374:    -6,400     -4,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        1.8       20.8       47.2       69.4       88.8       92.0:      11.2        8.0
Old  :     100.0:      20.8        1.8       20.8       47.2       69.4       88.8       92.0:      11.2        8.0
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  :       218:        78         41         84         79         84        193        175:
Old  :       218:        78         41         84         79         84        193        175:
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  :                 12.1       23.8       22.2       35.7       10.7       15.7       16.7       25.2
Old  :                 12.1       23.8       22.2       35.7       10.7       15.7       16.7       25.2
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 21, 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  :   202,868:    49,861      8,969     63,650     78,243    120,583    191,755    193,202:    11,113      9,666
Old  :   201,231:    49,851      9,246     63,188     77,244    119,210    190,282    191,644:    10,949      9,588
Other:     1,637:       366         78        108        999      1,373      1,473      1,559:       164         78
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :    -5,673:    -3,880       -935     -2,440       -371     -2,919     -6,691     -6,294:     1,018        621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        4.4       31.4       38.6       59.4       94.5       95.2:       5.5        4.8
Old  :     100.0:      24.8        4.6       31.4       38.4       59.2       94.6       95.2:       5.4        4.8
Other:     100.0:      22.4        4.8        6.6       61.0       83.9       90.0       95.2:      10.0        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:       142         75         97        113        141        308        265:
Old  :       381:       143         74         96        113        141        307        265:
Other:        39:         5          3          3         14         22         21         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  :                 19.8       19.0       31.8       29.8       12.3       10.0       20.4       16.7
Old  :                 20.0       19.1       32.1       29.8       12.4        9.9       20.5       16.6
Other:                 58.2       62.0       80.5       76.1       51.6       61.3       73.9       73.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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  :    28,923:    19,796     16,223        860      4,600      8,643     25,255     25,726:     3,668      3,197
Old  :    28,923:    19,796     16,223        860      4,600      8,643     25,255     25,726:     3,668      3,197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :     3,825:     1,702      3,776        -11      2,540       -210      4,231      3,555:      -407        270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.4       56.1        3.0       15.9       29.9       87.3       88.9:      12.7       11.1
Old  :     100.0:      68.4       56.1        3.0       15.9       29.9       87.3       88.9:      12.7       11.1
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  :        66:        22         29          8          9          9         31         46:
Old  :        66:        22         29          8          9          9         31         46:
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  :                 64.6       46.6       73.8       61.7       64.1       46.6       71.4       61.7
Old  :                 64.6       46.6       73.8       61.7       64.1       46.6       71.4       61.7
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 21, 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  :   396,850:    27,515     78,828      3,056    353,054    296,449    383,625    378,333:    13,225     18,517
Old  :   396,850:    27,515     78,828      3,056    353,054    296,449    383,625    378,333:    13,225     18,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 14, 2010                   :
     :   -60,784:     7,540      3,955     -2,782    -54,877    -52,603    -50,119    -51,430:   -10,665     -9,354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       19.9        0.8       89.0       74.7       96.7       95.3:       3.3        4.7
Old  :     100.0:       6.9       19.9        0.8       89.0       74.7       96.7       95.3:       3.3        4.7
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  :       247:        26         51         15         96        104        133        159:
Old  :       247:        26         51         15         96        104        133        159:
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  :                 44.8       20.4       56.9       31.2       44.0       20.4       55.4       31.0
Old  :                 44.8       20.4       56.9       31.2       44.0       20.4       55.4       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated September 24, 2010