```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, October 4, 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  :   151,858:    44,740     23,815     12,543     83,894    102,591    141,177    138,949:    10,681     12,909
Old  :   147,616:    43,794     24,050     11,963     81,900     98,988    137,657    135,001:     9,959     12,615
Other:     4,242:     1,526        345          0      1,994      3,603      3,520      3,948:       722        294
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     4,197:     1,251      1,426        678      2,805        395      4,734      2,499:      -537      1,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       15.7        8.3       55.2       67.6       93.0       91.5:       7.0        8.5
Old  :     100.0:      29.7       16.3        8.1       55.5       67.1       93.3       91.5:       6.7        8.5
Other:     100.0:      36.0        8.1        0.0       47.0       84.9       83.0       93.1:      17.0        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        85         57         62         60         65        174        158:
Old  :       228:        85         57         58         59         64        170        156:
Other:        64:        12         11          0         20         29         32         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  :                 19.5       23.2       32.7       34.2       18.4       18.6       27.2       28.5
Old  :                 19.9       23.6       33.0       34.7       18.8       19.1       27.5       29.2
Other:                 45.1       44.7       60.6       64.4       39.3       40.1       51.5       56.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, October 4, 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  :    24,443:    10,802      2,281        570     10,562     20,331     21,934     23,182:     2,509      1,261
Old  :    13,552:     7,573      1,786         67      4,403     10,808     12,043     12,661:     1,509        891
Other:    10,891:     3,278        544        454      6,159      9,523      9,891     10,521:     1,000        370
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :       379:        16        341       -225        680        190        471        306:       -92         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.2        9.3        2.3       43.2       83.2       89.7       94.8:      10.3        5.2
Old  :     100.0:      55.9       13.2        0.5       32.5       79.8       88.9       93.4:      11.1        6.6
Other:     100.0:      30.1        5.0        4.2       56.6       87.4       90.8       96.6:       9.2        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        35         14          9         26         20         63         41:
Old  :        75:        28         15          1         18         15         47         30:
Other:        53:        18          5          9         20         13         43         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.8       72.2       43.5       79.8       30.8       72.2       42.5       79.0
Old  :                 42.2       72.4       56.2       81.0       42.2       72.4       56.2       81.0
Other:                 35.5       75.2       55.6       87.0       35.3       75.2       55.3       86.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, October 4, 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  :   184,965:    41,164     43,875     24,564    111,554    105,749    177,282    174,188:     7,683     10,777
Old  :   171,019:    40,286     48,564     19,789    103,690     91,964    163,765    160,317:     7,254     10,702
Other:    13,946:     5,570          3         83      7,864     13,785     13,517     13,871:       429         75
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     3,060:       469         93      2,237      1,135       -533      3,841      1,797:      -781      1,263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       23.7       13.3       60.3       57.2       95.8       94.2:       4.2        5.8
Old  :     100.0:      23.6       28.4       11.6       60.6       53.8       95.8       93.7:       4.2        6.3
Other:     100.0:      39.9        0.0        0.6       56.4       98.8       96.9       99.5:       3.1        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        52         67         36         58         52        130        138:
Old  :       193:        52         68         35         57         50        128        136:
Other:        36:         8          1          1         21         14         30         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  :                 27.7       29.9       44.8       45.6       18.4       17.1       29.6       24.4
Old  :                 28.2       30.6       45.9       44.1       20.4       18.7       33.0       27.6
Other:                 55.5       80.2       80.1       95.0       42.4       65.4       60.0       73.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, October 4, 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  :   472,073:   134,983     41,202     41,624    239,593    331,774    416,200    414,600:    55,873     57,473
Old  :   472,073:   134,983     41,202     41,624    239,593    331,774    416,200    414,600:    55,873     57,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :   -11,664:    -5,254        334      1,327     -1,696    -13,157     -5,623    -11,496:    -6,041       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        8.7        8.8       50.8       70.3       88.2       87.8:      11.8       12.2
Old  :     100.0:      28.6        8.7        8.8       50.8       70.3       88.2       87.8:      11.8       12.2
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  :       215:        73         42         63         74         85        179        163:
Old  :       215:        73         42         63         74         85        179        163:
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       18.0       31.5       29.1       18.4       16.5       28.7       25.9
Old  :                 19.2       18.0       31.5       29.1       18.4       16.5       28.7       25.9
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 4, 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  :   117,030:    30,983     19,108     16,780     65,117     76,268    112,880    112,156:     4,150      4,874
Old  :   114,081:    31,182     19,168     15,856     63,169     74,267    110,207    109,291:     3,874      4,790
Other:     2,949:       571        710        154      1,948      2,001      2,673      2,865:       276         84
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     1,791:     2,190      4,353     -1,254      1,699     -1,111      2,635      1,988:      -844       -197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       16.3       14.3       55.6       65.2       96.5       95.8:       3.5        4.2
Old  :     100.0:      27.3       16.8       13.9       55.4       65.1       96.6       95.8:       3.4        4.2
Other:     100.0:      19.4       24.1        5.2       66.1       67.9       90.6       97.2:       9.4        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        88         75         84        113        104        243        227:
Old  :       303:        90         75         84        109        104        239        227:
Other:        64:         8         10          6         33         18         46         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       21.3       29.4       32.5       15.1       15.3       25.8       22.9
Old  :                 16.7       21.9       30.0       32.5       15.4       15.8       26.4       22.9
Other:                 43.4       60.2       60.1       78.5       42.9       56.4       57.4       71.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, October 4, 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  :    72,521:    49,647      9,315      1,041     11,033     60,529     61,721     70,885:    10,800      1,636
Old  :    72,521:    49,647      9,315      1,041     11,033     60,529     61,721     70,885:    10,800      1,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     3,890:     2,238        326       -228      1,375      4,174      3,385      4,272:       505       -382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.5       12.8        1.4       15.2       83.5       85.1       97.7:      14.9        2.3
Old  :     100.0:      68.5       12.8        1.4       15.2       83.5       85.1       97.7:      14.9        2.3
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  :       108:        68         14          3         18          9         89         24:
Old  :       108:        68         14          3         18          9         89         24:
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  :                 44.1       84.6       56.7       92.0       44.1       83.2       56.5       90.5
Old  :                 44.1       84.6       56.7       92.0       44.1       83.2       56.5       90.5
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 4, 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  :   493,067:     6,859     69,073      5,291    466,885    395,886    479,035    470,250:    14,032     22,817
Old  :   493,067:     6,859     69,073      5,291    466,885    395,886    479,035    470,250:    14,032     22,817
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :    27,074:       914      9,202      1,917     23,710     15,435     26,541     26,554:       533        520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       14.0        1.1       94.7       80.3       97.2       95.4:       2.8        4.6
Old  :     100.0:       1.4       14.0        1.1       94.7       80.3       97.2       95.4:       2.8        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  :       243:        14         52         10        103        108        125        162:
Old  :       243:        14         52         10        103        108        125        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  :                 39.9       21.6       56.9       33.0       39.9       20.6       53.3       30.2
Old  :                 39.9       21.6       56.9       33.0       39.9       20.6       53.3       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 7, 2011