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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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  :   398,257:    80,455      6,081    100,753    193,273    279,800    374,480    386,634:    23,777     11,623
Old  :   385,437:    78,364      6,828     99,061    184,850    268,468    362,275    374,358:    23,163     11,080
Other:    12,820:     2,854         16        929      8,423     11,331     12,205     12,276:       615        544
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :    16,557:    -2,787       -351      8,532     11,225      7,281     16,969     15,462:      -412      1,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        1.5       25.3       48.5       70.3       94.0       97.1:       6.0        2.9
Old  :     100.0:      20.3        1.8       25.7       48.0       69.7       94.0       97.1:       6.0        2.9
Other:     100.0:      22.3        0.1        7.2       65.7       88.4       95.2       95.8:       4.8        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:       154         40         89         75         78        264        178:
Old  :       289:       151         45         88         73         77        261        177:
Other:        70:        19          4         12         25         35         48         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       31.1       30.1       44.2        9.3       19.4       14.0       25.8
Old  :                 19.6       31.3       29.4       44.6        9.4       19.9       14.3       26.6
Other:                 56.1       44.5       70.5       62.7       54.0       44.2       67.9       62.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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  :    44,599:    19,216        579      9,379     11,785     33,214     40,380     43,173:     4,219      1,426
Old  :    29,256:    12,837      1,018      5,438      7,457     21,912     25,733     28,368:     3,523        888
Other:    15,343:     6,902         85      3,418      4,328     11,302     14,647     14,805:       696        538
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :     2,735:     2,209       -160        317       -374      2,428      2,152      2,584:       583        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1        1.3       21.0       26.4       74.5       90.5       96.8:       9.5        3.2
Old  :     100.0:      43.9        3.5       18.6       25.5       74.9       88.0       97.0:      12.0        3.0
Other:     100.0:      45.0        0.6       22.3       28.2       73.7       95.5       96.5:       4.5        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        61         17         21         25         27        100         52:
Old  :       106:        52         20         19         23         24         91         47:
Other:        54:        26          3         17         15         18         44         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       55.4       33.9       67.7       17.6       46.2       27.9       54.9
Old  :                 19.0       62.3       31.4       70.5       18.5       56.6       28.8       61.3
Other:                 42.1       49.9       65.2       69.2       37.8       40.9       51.6       54.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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  :   141,762:    30,019     38,805     21,993     80,264     73,912    132,275    134,710:     9,486      7,051
Old  :   127,424:    29,910     40,365     19,727     68,516     60,348    118,153    120,440:     9,270      6,983
Other:    14,338:     1,704         36        670     11,748     13,564     14,122     14,270:       216         68
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :     2,503:       839       -148      1,336       -342      1,431      1,832      2,619:       670       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       27.4       15.5       56.6       52.1       93.3       95.0:       6.7        5.0
Old  :     100.0:      23.5       31.7       15.5       53.8       47.4       92.7       94.5:       7.3        5.5
Other:     100.0:      11.9        0.3        4.7       81.9       94.6       98.5       99.5:       1.5        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        57         55         44         56         52        132        133:
Old  :       176:        57         55         44         54         50        130        131:
Other:        38:         6          4         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  :                 26.5       27.7       37.5       42.9       15.9       20.8       24.1       29.8
Old  :                 25.1       28.4       35.4       43.5       19.1       22.2       27.4       31.7
Other:                 51.6       62.9       75.1       78.2       30.8       37.4       44.0       48.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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  :   842,181:   176,687     12,404    191,597    383,750    576,367    752,034    780,368:    90,147     61,813
Old  :   842,181:   176,687     12,404    191,597    383,750    576,367    752,034    780,368:    90,147     61,813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :    10,698:     3,330     -2,291     18,842     -8,530     -1,047     13,642     15,504:    -2,944     -4,806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        1.5       22.8       45.6       68.4       89.3       92.7:      10.7        7.3
Old  :     100.0:      21.0        1.5       22.8       45.6       68.4       89.3       92.7:      10.7        7.3
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  :       214:        89         30         84         74         84        189        174:
Old  :       214:        89         30         84         74         84        189        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  :                 12.6       23.0       22.4       35.5       10.6       16.4       16.7       25.5
Old  :                 12.6       23.0       22.4       35.5       10.6       16.4       16.7       25.5
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 28, 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  :   206,768:    49,205      9,473     66,377     79,333    120,791    194,915    196,641:    11,853     10,127
Old  :   205,048:    49,204      9,842     65,806     78,355    119,345    193,366    194,993:    11,682     10,054
Other:     1,720:       445         75        126        978      1,446      1,549      1,648:       171         72
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :     3,899:      -657        504      2,727      1,089        208      3,159      3,439:       740        461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        4.6       32.1       38.4       58.4       94.3       95.1:       5.7        4.9
Old  :     100.0:      24.0        4.8       32.1       38.2       58.2       94.3       95.1:       5.7        4.9
Other:     100.0:      25.9        4.4        7.4       56.8       84.1       90.1       95.8:       9.9        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       385:       142         80         95        117        143        308        273:
Old  :       385:       142         80         94        117        143        307        273:
Other:        42:         6          4          5         14         23         23         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       18.8       31.7       29.4       12.0        9.9       19.4       16.5
Old  :                 20.1       19.0       32.0       29.4       12.1        9.7       19.6       16.4
Other:                 55.8       62.3       79.3       75.8       52.8       61.7       73.0       73.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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  :    33,482:    20,800     19,429        866      9,053      9,514     30,719     29,810:     2,762      3,672
Old  :    33,482:    20,800     19,429        866      9,053      9,514     30,719     29,810:     2,762      3,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :     4,558:     1,004      3,206          6      4,454        871      5,464      4,084:      -906        475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.1       58.0        2.6       27.0       28.4       91.7       89.0:       8.3       11.0
Old  :     100.0:      62.1       58.0        2.6       27.0       28.4       91.7       89.0:       8.3       11.0
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  :        84:        26         42          7          8         11         36         58:
Old  :        84:        26         42          7          8         11         36         58:
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  :                 66.4       43.7       77.8       58.3       66.0       43.7       76.9       58.1
Old  :                 66.4       43.7       77.8       58.3       66.0       43.7       76.9       58.1
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 28, 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  :   397,939:    31,314     75,331      3,718    348,277    300,548    383,309    379,597:    14,630     18,342
Old  :   397,939:    31,314     75,331      3,718    348,277    300,548    383,309    379,597:    14,630     18,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :     1,089:     3,798     -3,497        662     -4,776      4,099       -316      1,264:     1,405       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       18.9        0.9       87.5       75.5       96.3       95.4:       3.7        4.6
Old  :     100.0:       7.9       18.9        0.9       87.5       75.5       96.3       95.4:       3.7        4.6
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  :       248:        30         50         16         98        100        139        155:
Old  :       248:        30         50         16         98        100        139        155:
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  :                 43.6       20.1       56.1       30.7       42.8       20.1       55.2       30.7
Old  :                 43.6       20.1       56.1       30.7       42.8       20.1       55.2       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated October 1, 2010