```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   253,102:    41,666     13,201     78,303    120,900    149,089    240,870    240,593:    12,232     12,508
Old  :   248,623:    40,658     13,471     77,602    118,888    145,347    237,148    236,420:    11,476     12,204
Other:     4,478:     1,519        242        190      2,012      3,742      3,722      4,173:       757        305
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    -2,718:    -5,259      5,364       -977      7,139     -8,204        904     -3,817:    -3,621      1,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        5.2       30.9       47.8       58.9       95.2       95.1:       4.8        4.9
Old  :     100.0:      16.4        5.4       31.2       47.8       58.5       95.4       95.1:       4.6        4.9
Other:     100.0:      33.9        5.4        4.2       44.9       83.6       83.1       93.2:      16.9        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:        98         61         85         69         73        205        184:
Old  :       247:        99         60         84         68         73        204        183:
Other:        61:        14          8         11         18         29         37         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       21.1       30.9       34.5       12.3       10.3       17.4       16.0
Old  :                 18.2       21.3       31.2       34.8       12.5       10.5       17.4       16.2
Other:                 43.0       43.9       58.2       63.7       38.2       40.4       49.7       56.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    32,847:     9,350      1,563      6,853     13,839     22,969     30,042     31,385:     2,805      1,462
Old  :    20,058:     8,007      1,420      2,771      7,390     14,817     18,168     19,008:     1,890      1,050
Other:    12,788:     1,767        567      3,658      6,448      8,152     11,874     12,377:       915        412
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :      -199:    -1,482        942        609      1,419     -2,293        545       -742:      -744        543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        4.8       20.9       42.1       69.9       91.5       95.5:       8.5        4.5
Old  :     100.0:      39.9        7.1       13.8       36.8       73.9       90.6       94.8:       9.4        5.2
Other:     100.0:      13.8        4.4       28.6       50.4       63.7       92.8       96.8:       7.2        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        29         15         19         32         24         69         51:
Old  :        81:        31         13         18         26         23         61         50:
Other:        47:         6         13         16         23         16         42         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  :                 25.6       59.2       39.2       69.3       24.2       52.1       33.9       56.8
Old  :                 32.5       65.3       45.0       73.6       32.4       63.2       44.3       69.2
Other:                 37.4       53.9       54.3       72.8       28.1       37.9       35.5       43.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   216,648:    30,533     43,390     49,220    127,628    114,032    207,381    206,642:     9,267     10,006
Old  :   203,083:    29,946     48,338     44,272    119,837    100,575    194,055    193,185:     9,028      9,898
Other:    13,565:     5,535          0          0      7,791     13,457     13,326     13,457:       239        108
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :       270:      -827      3,948       -109        891     -3,879        -45        -41:       315        311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       20.0       22.7       58.9       52.6       95.7       95.4:       4.3        4.6
Old  :     100.0:      14.7       23.8       21.8       59.0       49.5       95.6       95.1:       4.4        4.9
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  :       201:        54         72         43         61         58        137        153:
Old  :       201:        52         74         42         60         56        135        151:
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  :                 28.2       28.3       45.4       43.5       19.3       15.1       27.9       21.3
Old  :                 28.6       28.8       46.4       42.4       21.0       16.4       30.8       23.7
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 with Delta-adjusted Options and Futures Combined, 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  :   658,083:   132,097     25,295    155,326    303,391    412,792    590,813    593,412:    67,270     64,671
Old  :   658,083:   132,097     25,295    155,326    303,391    412,792    590,813    593,412:    67,270     64,671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -34,880:   -18,083     13,277      4,559     -2,735    -39,577    -16,259    -21,741:   -18,621    -13,139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        3.8       23.6       46.1       62.7       89.8       90.2:      10.2        9.8
Old  :     100.0:      20.1        3.8       23.6       46.1       62.7       89.8       90.2:      10.2        9.8
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:        72         46         79         81         87        193        173:
Old  :       215:        72         46         79         81         87        193        173:
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  :                 15.2       15.7       25.3       25.5       13.8       13.3       21.5       21.2
Old  :                 15.2       15.7       25.3       25.5       13.8       13.3       21.5       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :   189,170:    21,735     17,368     68,752     93,259     97,461    183,746    183,581:     5,424      5,589
Old  :   186,144:    21,769     17,544     67,665     91,563     95,436    180,996    180,645:     5,148      5,499
Other:     3,025:       709        567        344      1,696      2,025      2,749      2,936:       276         90
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    11,497:    -7,873      3,123     11,730      8,682     -4,041     12,539     10,811:    -1,042        685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        9.2       36.3       49.3       51.5       97.1       97.0:       2.9        3.0
Old  :     100.0:      11.7        9.4       36.4       49.2       51.3       97.2       97.0:       2.8        3.0
Other:     100.0:      23.4       18.7       11.4       56.1       66.9       90.9       97.0:       9.1        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:        95         85        123        118        120        283        268:
Old  :       332:        93         90        122        118        119        282        267:
Other:        63:        12          8         12         29         22         45         38:
     :----------------------------------------------------------------------------------------------------
     :             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       18.7       30.1       28.4        9.6        7.0       16.4       11.8
Old  :                 20.1       18.9       30.5       28.8        9.7        7.0       16.6       11.6
Other:                 42.4       56.5       59.9       76.3       42.1       54.1       56.4       69.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    69,298:    47,440      8,750      1,629      9,716     56,811     58,785     67,190:    10,512      2,108
Old  :    69,298:    47,440      8,750      1,629      9,716     56,811     58,785     67,190:    10,512      2,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     6,330:     2,909     -1,315        749        614      6,542      4,272      5,975:     2,058        354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.5       12.6        2.4       14.0       82.0       84.8       97.0:      15.2        3.0
Old  :     100.0:      68.5       12.6        2.4       14.0       82.0       84.8       97.0:      15.2        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        76         15          9         19          8        101         27:
Old  :       116:        76         15          9         19          8        101         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  :                 43.9       82.1       56.0       89.8       43.9       81.2       55.3       87.7
Old  :                 43.9       82.1       56.0       89.8       43.9       81.2       55.3       87.7
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 with Delta-adjusted Options and Futures Combined, 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  :   467,182:     5,958     59,739      3,828    443,778    381,182    453,563    444,749:    13,618     22,433
Old  :   467,182:     5,958     59,739      3,828    443,778    381,182    453,563    444,749:    13,618     22,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    13,276:      -871      1,871       -339     15,420      9,929     14,210     11,462:      -934      1,814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       12.8        0.8       95.0       81.6       97.1       95.2:       2.9        4.8
Old  :     100.0:       1.3       12.8        0.8       95.0       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         13        105        110        129        160:
Old  :       239:        14         47         13        105        110        129        160:
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  :                 40.4       22.4       57.1       34.1       40.4       21.5       52.5       30.7
Old  :                 40.4       22.4       57.1       34.1       40.4       21.5       52.5       30.7
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