```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, October 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   151,550:    47,228     24,760     12,804     81,371     99,855    141,403    137,419:    10,147     14,131
Old  :   147,200:    46,290     24,971     12,216     79,305     96,175    137,811    133,362:     9,389     13,838
Other:     4,350:     1,526        377          0      2,066      3,680      3,592      4,057:       758        293
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :    -2,244:     1,436      1,400       -777     -1,950     -3,531     -1,291     -2,908:      -953        664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       16.3        8.4       53.7       65.9       93.3       90.7:       6.7        9.3
Old  :     100.0:      31.4       17.0        8.3       53.9       65.3       93.6       90.6:       6.4        9.4
Other:     100.0:      35.1        8.7        0.0       47.5       84.6       82.6       93.3:      17.4        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        85         60         67         58         65        174        164:
Old  :       227:        85         60         62         57         64        170        161:
Other:        64:        12         12          0         19         29         31         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       21.8       32.4       32.9       18.4       17.4       26.5       26.5
Old  :                 20.6       22.0       32.7       33.4       18.8       17.9       27.2       27.3
Other:                 45.1       44.3       61.4       63.5       39.8       39.4       52.3       55.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, October 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    25,247:    10,592      1,718      1,054     10,656     21,336     22,302     24,108:     2,945      1,139
Old  :     6,368:     3,640      1,083         48      1,480      4,605      5,168      5,736:     1,200        632
Other:    18,879:     7,137        820        821      9,176     16,731     17,134     18,372:     1,745        507
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :       969:       287       -252        476       -240        556        523        780:       446        189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0        6.8        4.2       42.2       84.5       88.3       95.5:      11.7        4.5
Old  :     100.0:      57.2       17.0        0.8       23.2       72.3       81.2       90.1:      18.8        9.9
Other:     100.0:      37.8        4.3        4.3       48.6       88.6       90.8       97.3:       9.2        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        43          9         15         29         21         76         41:
Old  :        63:        23         12          2         16         12         41         24:
Other:        74:        28          9         13         24         16         58         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.0       72.0       40.4       81.4       29.0       71.7       40.0       80.1
Old  :                 35.4       67.1       47.1       78.6       35.4       67.1       47.1       78.6
Other:                 31.0       76.1       46.0       86.8       31.0       75.3       46.0       85.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, October 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   190,853:    44,498     44,468     24,312    113,169    110,832    181,979    179,612:     8,874     11,241
Old  :   175,889:    44,106     49,695     18,786    104,421     96,238    167,313    164,719:     8,576     11,170
Other:    14,964:     5,645         26        273      8,748     14,594     14,666     14,893:       298         71
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :     2,132:       141        339      1,254        794        520      2,189      2,113:       -57         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       23.3       12.7       59.3       58.1       95.4       94.1:       4.6        5.9
Old  :     100.0:      25.1       28.3       10.7       59.4       54.7       95.1       93.6:       4.9        6.4
Other:     100.0:      37.7        0.2        1.8       58.5       97.5       98.0       99.5:       2.0        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        58         67         36         58         55        132        146:
Old  :       201:        56         70         35         57         54        130        145:
Other:        40:        10          1          3         22         15         33         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.3       27.7       41.8       43.2       17.9       17.8       27.1       25.2
Old  :                 25.9       27.3       42.7       41.4       18.8       19.6       29.7       28.5
Other:                 56.1       76.5       78.5       92.4       42.1       67.8       57.6       73.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, October 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   498,372:   151,118     39,094     37,532    243,187    365,368    431,837    441,994:    66,535     56,378
Old  :   498,372:   151,118     39,094     37,532    243,187    365,368    431,837    441,994:    66,535     56,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :    24,625:    13,738     -6,244     -1,390      7,068     31,748     19,416     24,114:     5,209        511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        7.8        7.5       48.8       73.3       86.6       88.7:      13.4       11.3
Old  :     100.0:      30.3        7.8        7.5       48.8       73.3       86.6       88.7:      13.4       11.3
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  :       219:        75         47         59         75         84        179        162:
Old  :       219:        75         47         59         75         84        179        162:
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  :                 18.4       19.7       29.8       31.1       17.4       18.0       27.0       27.4
Old  :                 18.4       19.7       29.8       31.1       17.4       18.0       27.0       27.4
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 - Futures Only, October 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   120,745:    26,769     16,779     17,732     70,255     79,043    114,756    113,554:     5,989      7,191
Old  :   117,220:    27,109     17,041     16,512     67,906     76,577    111,527    110,130:     5,693      7,090
Other:     3,525:       596        674        284      2,349      2,466      3,229      3,424:       296        101
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :     3,088:    -3,596     -4,572        343      5,232      5,971      1,979      1,742:     1,109      1,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       13.9       14.7       58.2       65.5       95.0       94.0:       5.0        6.0
Old  :     100.0:      23.1       14.5       14.1       57.9       65.3       95.1       94.0:       4.9        6.0
Other:     100.0:      16.9       19.1        8.1       66.6       70.0       91.6       97.1:       8.4        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:        90         71         91        107        103        241        232:
Old  :       302:        90         73         91        105        103        239        232:
Other:        68:        10          9          7         36         20         50         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  :                 19.9       22.3       32.8       31.6       14.2       11.7       24.2       18.7
Old  :                 20.1       22.8       33.3       31.4       14.5       12.4       24.7       19.0
Other:                 43.8       59.8       60.5       77.5       43.8       56.1       58.6       69.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, October 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    68,006:    47,196      5,445      1,256      9,916     59,113     58,368     65,814:     9,638      2,192
Old  :    68,006:    47,196      5,445      1,256      9,916     59,113     58,368     65,814:     9,638      2,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :    -1,661:    -3,313      1,822        462       -730     -4,691     -3,581     -2,407:     1,920        746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.4        8.0        1.8       14.6       86.9       85.8       96.8:      14.2        3.2
Old  :     100.0:      69.4        8.0        1.8       14.6       86.9       85.8       96.8:      14.2        3.2
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  :       110:        70         14          8         18          9         90         30:
Old  :       110:        70         14          8         18          9         90         30:
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  :                 44.3       86.6       55.7       90.5       43.9       85.9       54.8       89.8
Old  :                 44.3       86.6       55.7       90.5       43.9       85.9       54.8       89.8
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 - Futures Only, October 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   455,651:     6,937     63,651      2,467    430,428    368,023    439,832    434,141:    15,819     21,510
Old  :   455,651:     6,937     63,651      2,467    430,428    368,023    439,832    434,141:    15,819     21,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :   -15,702:      -506      1,876       -217    -15,430    -15,609    -16,153    -13,950:       451     -1,752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       14.0        0.5       94.5       80.8       96.5       95.3:       3.5        4.7
Old  :     100.0:       1.5       14.0        0.5       94.5       80.8       96.5       95.3:       3.5        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  :       229:        17         41          6         97        105        120        146:
Old  :       229:        17         41          6         97        105        120        146:
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  :                 39.7       23.4       57.4       34.7       39.7       22.5       51.7       32.2
Old  :                 39.7       23.4       57.4       34.7       39.7       22.5       51.7       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 21, 2011