```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, September 27, 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  :   147,661:    43,489     22,389     11,865     81,089    102,196    136,443    136,450:    11,218     11,211
Old  :   143,412:    42,549     22,620     11,282     79,095     98,579    132,926    132,481:    10,486     10,931
Other:     4,249:     1,523        352          0      1,994      3,617      3,517      3,969:       732        280
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    -2,346:    -5,412      2,057        908      5,266     -6,546        762     -3,581:    -3,108      1,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       15.2        8.0       54.9       69.2       92.4       92.4:       7.6        7.6
Old  :     100.0:      29.7       15.8        7.9       55.2       68.7       92.7       92.4:       7.3        7.6
Other:     100.0:      35.8        8.3        0.0       46.9       85.1       82.8       93.4:      17.2        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        88         56         64         57         61        175        155:
Old  :       228:        88         56         60         56         61        171        154:
Other:        61:        11         11          0         18         28         29         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       26.3       32.8       36.3       19.6       22.7       28.2       31.5
Old  :                 20.5       26.8       33.1       36.9       20.0       23.4       28.7       32.3
Other:                 45.2       44.5       61.2       64.7       40.2       40.1       52.4       57.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, September 27, 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  :    24,064:    10,786      1,940        795      9,882     20,141     21,463     22,876:     2,601      1,188
Old  :    16,485:     8,562      1,478         97      6,042     14,017     14,701     15,592:     1,784        893
Other:     7,579:     2,405        643        517      3,840      6,124      6,762      7,284:       817        295
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :      -303:      -652        450         89      1,033     -1,323        470       -784:      -773        481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8        8.1        3.3       41.1       83.7       89.2       95.1:      10.8        4.9
Old  :     100.0:      51.9        9.0        0.6       36.7       85.0       89.2       94.6:      10.8        5.4
Other:     100.0:      31.7        8.5        6.8       50.7       80.8       89.2       96.1:      10.8        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        33         11         12         27         20         64         40:
Old  :        79:        31         13          2         18         19         50         33:
Other:        46:        11          8         10         19         10         37         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.0       74.0       44.3       81.3       32.0       74.0       44.1       80.5
Old  :                 38.4       76.7       52.8       83.6       38.4       76.7       52.8       83.6
Other:                 47.8       73.7       63.2       86.7       47.8       73.2       62.1       85.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, September 27, 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  :   181,905:    40,695     43,782     22,327    110,419    106,282    173,441    172,391:     8,464      9,514
Old  :   168,340:    39,841     48,463     17,646    102,628     92,825    160,115    158,934:     8,225      9,406
Other:    13,565:     5,535          0          0      7,791     13,457     13,326     13,457:       239        108
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :       998:     2,594      6,542     -3,078      1,427     -2,595        943        869:        55        129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       24.1       12.3       60.7       58.4       95.3       94.8:       4.7        5.2
Old  :     100.0:      23.7       28.8       10.5       61.0       55.1       95.1       94.4:       4.9        5.6
Other:     100.0:      40.8        0.0        0.0       57.4       99.2       98.2       99.2:       1.8        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        59         65         32         60         54        134        139:
Old  :       200:        58         66         31         59         52        132        137:
Other:        33:         7          0          0         18         15         25         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.4       31.2       45.1       47.0       19.3       18.8       29.6       26.4
Old  :                 27.8       31.9       46.1       45.8       21.4       20.7       33.2       29.7
Other:                 57.1       80.7       81.5       95.9       43.7       65.0       60.5       72.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, September 27, 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  :   483,737:   140,237     40,868     40,297    241,289    344,931    421,823    426,096:    61,914     57,641
Old  :   483,737:   140,237     40,868     40,297    241,289    344,931    421,823    426,096:    61,914     57,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -49,306:   -15,651     10,695     -6,566     -8,422    -40,742    -30,639    -36,613:   -18,667    -12,693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        8.4        8.3       49.9       71.3       87.2       88.1:      12.8       11.9
Old  :     100.0:      29.0        8.4        8.3       49.9       71.3       87.2       88.1:      12.8       11.9
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  :       211:        72         40         60         74         85        178        156:
Old  :       211:        72         40         60         74         85        178        156:
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  :                 19.2       19.8       31.5       31.1       18.3       18.0       28.7       28.5
Old  :                 19.2       19.8       31.5       31.1       18.3       18.0       28.7       28.5
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 - Futures Only, September 27, 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  :   115,239:    28,793     14,755     18,034     63,418     77,379    110,245    110,168:     4,994      5,071
Old  :   112,522:    28,948     15,049     17,121     61,735     75,366    107,804    107,536:     4,718      4,986
Other:     2,717:       619        480        139      1,683      2,013      2,441      2,632:       276         85
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     1,232:    -5,230      2,987      1,602      5,670     -4,337      2,042        252:      -810        980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       12.8       15.6       55.0       67.1       95.7       95.6:       4.3        4.4
Old  :     100.0:      25.7       13.4       15.2       54.9       67.0       95.8       95.6:       4.2        4.4
Other:     100.0:      22.8       17.7        5.1       61.9       74.1       89.8       96.9:      10.2        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:        98         62         84        111        113        250        228:
Old  :       310:        99         64         83        109        112        247        227:
Other:        60:         8          9          6         29         21         40         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  :                 18.2       19.7       30.8       30.8       15.8       12.0       25.9       20.5
Old  :                 18.6       20.2       31.4       30.6       16.1       12.2       26.4       20.5
Other:                 46.8       62.1       63.9       79.2       46.8       58.2       62.8       72.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, September 27, 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  :    68,631:    47,409      8,989      1,269      9,658     56,355     58,336     66,613:    10,295      2,018
Old  :    68,631:    47,409      8,989      1,269      9,658     56,355     58,336     66,613:    10,295      2,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     6,179:     2,901     -1,271        665        579      6,435      4,145      5,829:     2,034        350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.1       13.1        1.8       14.1       82.1       85.0       97.1:      15.0        2.9
Old  :     100.0:      69.1       13.1        1.8       14.1       82.1       85.0       97.1:      15.0        2.9
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  :       115:        75         15          5         18          8         96         26:
Old  :       115:        75         15          5         18          8         96         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       82.8       56.5       90.5       44.4       82.1       55.8       88.7
Old  :                 44.4       82.8       56.5       90.5       44.4       82.1       55.8       88.7
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, September 27, 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  :   465,993:     5,945     59,871      3,374    443,175    380,451    452,494    443,696:    13,499     22,297
Old  :   465,993:     5,945     59,871      3,374    443,175    380,451    452,494    443,696:    13,499     22,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    13,197:      -881      1,867       -356     15,356      9,875     14,119     11,386:      -922      1,811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       12.8        0.7       95.1       81.6       97.1       95.2:       2.9        4.8
Old  :     100.0:       1.3       12.8        0.7       95.1       81.6       97.1       95.2:       2.9        4.8
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  :       239:        14         47          7        102        110        122        158:
Old  :       239:        14         47          7        102        110        122        158:
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  :                 40.5       22.4       57.3       34.2       40.5       21.6       52.6       30.8
Old  :                 40.5       22.4       57.3       34.2       40.5       21.6       52.6       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 30, 2011