```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, October 11, 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  :   153,794:    45,792     23,360     13,581     83,321    103,386    142,694    140,327:    11,100     13,467
Old  :   149,565:    44,846     23,597     13,001     81,328     99,782    139,175    136,380:    10,390     13,185
Other:     4,229:     1,526        343          0      1,993      3,604      3,519      3,947:       710        282
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :     1,936:     1,052       -455      1,038       -573        795      1,517      1,378:       419        558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       15.2        8.8       54.2       67.2       92.8       91.2:       7.2        8.8
Old  :     100.0:      30.0       15.8        8.7       54.4       66.7       93.1       91.2:       6.9        8.8
Other:     100.0:      36.1        8.1        0.0       47.1       85.2       83.2       93.3:      16.8        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        88         53         66         58         63        175        156:
Old  :       223:        88         53         62         57         62        171        154:
Other:        63:        12         11          0         19         29         31         40:
     :----------------------------------------------------------------------------------------------------
     :             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       22.9       32.6       33.2       17.3       18.2       25.8       27.0
Old  :                 20.3       23.2       32.9       33.6       17.6       18.8       26.5       27.7
Other:                 45.4       44.8       60.9       64.6       39.5       40.3       51.7       56.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, October 11, 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  :    24,278:    10,305      1,970        578     10,896     20,780     21,779     23,328:     2,499        950
Old  :     8,736:     5,070      1,206         38      2,256      6,935      7,364      8,179:     1,372        557
Other:    15,542:     5,313        842        462      8,640     13,845     14,415     15,149:     1,127        393
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :      -165:      -497       -311          8        334        449       -155        146:       -10       -311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4        8.1        2.4       44.9       85.6       89.7       96.1:      10.3        3.9
Old  :     100.0:      58.0       13.8        0.4       25.8       79.4       84.3       93.6:      15.7        6.4
Other:     100.0:      34.2        5.4        3.0       55.6       89.1       92.7       97.5:       7.3        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        37         11         10         28         22         68         41:
Old  :        71:        27         11          2         18         17         47         28:
Other:        61:        22          7          9         21         14         47         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  :                 30.4       73.7       42.4       81.5       30.4       73.7       41.9       80.6
Old  :                 39.3       72.0       51.3       80.7       39.3       72.0       51.3       80.5
Other:                 31.2       76.5       49.8       87.4       31.2       76.5       49.6       86.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, October 11, 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  :   188,721:    44,357     44,129     23,058    112,375    110,312    179,790    177,499:     8,931     11,222
Old  :   174,261:    43,692     49,203     17,938    104,229     96,038    165,859    163,179:     8,402     11,082
Other:    14,460:     5,739          0         46      8,146     14,274     13,931     14,320:       529        140
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :     3,756:     3,193        254     -1,506        821      4,563      2,508      3,311:     1,248        445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       23.4       12.2       59.5       58.5       95.3       94.1:       4.7        5.9
Old  :     100.0:      25.1       28.2       10.3       59.8       55.1       95.2       93.6:       4.8        6.4
Other:     100.0:      39.7        0.0        0.3       56.3       98.7       96.3       99.0:       3.7        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        53         64         36         56         53        126        140:
Old  :       190:        51         67         35         56         52        125        139:
Other:        38:        10          0          1         21         15         31         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       28.1       42.1       44.0       18.2       18.1       28.9       25.5
Old  :                 25.9       28.0       42.9       42.0       19.3       19.9       31.7       28.9
Other:                 55.9       75.5       79.2       93.5       40.8       65.9       55.5       71.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, October 11, 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  :   473,747:   137,380     45,338     38,922    236,119    333,620    412,421    417,880:    61,326     55,867
Old  :   473,747:   137,380     45,338     38,922    236,119    333,620    412,421    417,880:    61,326     55,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :     1,674:     2,397      4,136     -2,702     -3,474      1,846     -3,779      3,280:     5,453     -1,606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        9.6        8.2       49.8       70.4       87.1       88.2:      12.9       11.8
Old  :     100.0:      29.0        9.6        8.2       49.8       70.4       87.1       88.2:      12.9       11.8
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  :       215:        75         43         60         77         82        182        157:
Old  :       215:        75         43         60         77         82        182        157:
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  :                 19.4       18.4       31.5       29.4       18.4       16.6       28.7       25.7
Old  :                 19.4       18.4       31.5       29.4       18.4       16.6       28.7       25.7
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 11, 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  :   117,657:    30,365     21,351     17,389     65,023     73,072    112,777    111,812:     4,880      5,845
Old  :   114,625:    30,696     21,601     16,254     63,057     71,010    110,007    108,865:     4,618      5,760
Other:     3,032:       602        683        202      1,966      2,062      2,770      2,947:       262         85
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :       627:      -618      2,243        609        -94     -3,196       -103       -344:       730        971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       18.1       14.8       55.3       62.1       95.9       95.0:       4.1        5.0
Old  :     100.0:      26.8       18.8       14.2       55.0       61.9       96.0       95.0:       4.0        5.0
Other:     100.0:      19.9       22.5        6.7       64.8       68.0       91.4       97.2:       8.6        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:        92         75         89        109        105        245        237:
Old  :       312:        92         77         89        106        105        242        237:
Other:        66:        11          8          7         35         19         49         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  :                 15.4       19.8       29.3       30.6       14.8       14.5       26.4       22.0
Old  :                 15.7       20.3       29.8       30.5       15.0       15.0       27.0       22.3
Other:                 42.7       59.1       59.2       77.6       42.3       55.1       56.4       69.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, October 11, 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  :    69,667:    50,509      3,623        794     10,646     63,804     61,949     68,221:     7,718      1,446
Old  :    69,667:    50,509      3,623        794     10,646     63,804     61,949     68,221:     7,718      1,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :    -2,854:       862     -5,692       -247       -387      3,275        228     -2,664:    -3,082       -190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.5        5.2        1.1       15.3       91.6       88.9       97.9:      11.1        2.1
Old  :     100.0:      72.5        5.2        1.1       15.3       91.6       88.9       97.9:      11.1        2.1
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  :       103:        63         11          5         18         12         83         27:
Old  :       103:        63         11          5         18         12         83         27:
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  :                 47.7       88.1       59.8       93.6       47.6       87.4       59.7       92.7
Old  :                 47.7       88.1       59.8       93.6       47.6       87.4       59.7       92.7
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 - Futures Only, October 11, 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  :   471,353:     7,443     61,775      2,684    445,858    383,632    455,985    448,091:    15,368     23,262
Old  :   471,353:     7,443     61,775      2,684    445,858    383,632    455,985    448,091:    15,368     23,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :   -21,714:       584     -7,298     -2,607    -21,027    -12,254    -23,050    -22,159:     1,336        445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       13.1        0.6       94.6       81.4       96.7       95.1:       3.3        4.9
Old  :     100.0:       1.6       13.1        0.6       94.6       81.4       96.7       95.1:       3.3        4.9
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  :       235:        12         44          8         96        114        115        159:
Old  :       235:        12         44          8         96        114        115        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  :                 41.0       22.7       58.2       33.9       41.0       21.8       53.7       31.3
Old  :                 41.0       22.7       58.2       33.9       41.0       21.8       53.7       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 14, 2011