```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, September 6, 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  :   147,827:    54,183     22,512      8,765     70,726    105,339    133,674    136,616:    14,153     11,211
Old  :   143,684:    53,346     22,924      8,093     68,920    101,737    130,359    132,754:    13,325     10,930
Other:     4,143:     1,509        260          0      1,806      3,602      3,315      3,862:       828        281
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :       181:    -1,063        190        488        422     -1,335       -153       -657:       334        838
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7       15.2        5.9       47.8       71.3       90.4       92.4:       9.6        7.6
Old  :     100.0:      37.1       16.0        5.6       48.0       70.8       90.7       92.4:       9.3        7.6
Other:     100.0:      36.4        6.3        0.0       43.6       86.9       80.0       93.2:      20.0        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:       100         55         59         51         61        178        151:
Old  :       233:        98         57         53         50         61        173        149:
Other:        53:        10          6          0         17         26         27         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  :                 19.2       29.5       29.7       39.8       18.1       26.6       27.0       35.8
Old  :                 19.4       30.1       29.8       40.4       18.3       27.3       27.1       36.7
Other:                 45.4       45.7       61.0       65.6       40.7       41.4       52.7       59.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, September 6, 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  :    23,484:    10,552      1,657        789      9,096     20,260     20,437     22,706:     3,047        778
Old  :    17,991:     8,606      1,051         99      6,899     16,283     15,604     17,433:     2,387        558
Other:     5,493:     2,216        876        420      2,197      3,977      4,833      5,273:       660        220
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :      -711:         9         73        -53       -611       -458       -655       -438:       -56       -273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9        7.1        3.4       38.7       86.3       87.0       96.7:      13.0        3.3
Old  :     100.0:      47.8        5.8        0.6       38.3       90.5       86.7       96.9:      13.3        3.1
Other:     100.0:      40.3       15.9        7.6       40.0       72.4       88.0       96.0:      12.0        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        38         14         13         26         16         71         37:
Old  :        87:        42         10          2         22         15         64         27:
Other:        43:        11         10          9         15          8         32         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  :                 31.8       76.2       44.1       83.9       31.8       76.1       44.1       82.6
Old  :                 36.4       80.9       50.9       88.8       36.4       80.9       50.9       88.8
Other:                 58.6       68.1       71.9       82.1       58.6       67.2       70.4       79.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, September 6, 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  :   163,401:    38,523     23,723     21,161     95,058    111,508    154,742    156,392:     8,659      7,009
Old  :   151,962:    37,862     27,836     17,026     88,513    100,097    143,401    144,959:     8,561      7,003
Other:    11,439:     4,780          6         16      6,545     11,411     11,341     11,433:        98          6
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :     2,780:       775     -1,492      2,730       -236      1,249      3,269      2,487:      -489        293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       14.5       13.0       58.2       68.2       94.7       95.7:       5.3        4.3
Old  :     100.0:      24.9       18.3       11.2       58.2       65.9       94.4       95.4:       5.6        4.6
Other:     100.0:      41.8        0.1        0.1       57.2       99.8       99.1       99.9:       0.9        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        65         39         36         50         52        130        115:
Old  :       170:        65         41         36         50         52        130        115:
Other:        31:         8          1          1         15         14         23         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  :                 27.8       32.5       45.1       51.9       18.4       22.1       29.1       31.4
Old  :                 28.4       34.1       46.1       50.9       21.0       24.5       31.7       35.2
Other:                 57.3       87.7       83.9       98.2       51.0       71.4       63.0       75.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, September 6, 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  :   597,645:   174,494     44,742     59,922    277,040    435,567    511,456    540,231:    86,189     57,414
Old  :   597,645:   174,494     44,742     59,922    277,040    435,567    511,456    540,231:    86,189     57,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :       -94:    -2,968      2,860      7,497     -2,945    -14,543      1,584     -4,186:    -1,678      4,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        7.5       10.0       46.4       72.9       85.6       90.4:      14.4        9.6
Old  :     100.0:      29.2        7.5       10.0       46.4       72.9       85.6       90.4:      14.4        9.6
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  :       234:        91         47         74         75         86        199        175:
Old  :       234:        91         47         74         75         86        199        175:
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  :                 15.9       20.1       26.1       31.8       14.7       17.8       22.4       28.0
Old  :                 15.9       20.1       26.1       31.8       14.7       17.8       22.4       28.0
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 6, 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  :   113,221:    39,345     14,607     14,488     52,151     79,208    105,984    108,303:     7,237      4,918
Old  :   111,004:    39,537     14,993     13,611     50,903     77,586    104,051    106,190:     6,953      4,814
Other:     2,217:       608        414         77      1,248      1,622      1,933      2,113:       284        104
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :     6,978:     4,750        -20      1,633        144      4,467      6,527      6,080:       451        898
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       12.9       12.8       46.1       70.0       93.6       95.7:       6.4        4.3
Old  :     100.0:      35.6       13.5       12.3       45.9       69.9       93.7       95.7:       6.3        4.3
Other:     100.0:      27.4       18.7        3.5       56.3       73.2       87.2       95.3:      12.8        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:       130         60         78        101        112        260        228:
Old  :       334:       130         62         76         97        111        254        227:
Other:        51:         6          7          3         23         21         32         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       18.9       27.0       30.0       15.8       14.6       26.8       22.8
Old  :                 16.1       18.5       27.5       29.8       16.1       14.1       27.4       22.5
Other:                 53.4       66.6       71.4       79.8       53.4       62.8       71.4       76.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, September 6, 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  :    50,566:    26,202     27,933      3,325     14,814     16,382     44,341     47,640:     6,225      2,926
Old  :    50,566:    26,202     27,933      3,325     14,814     16,382     44,341     47,640:     6,225      2,926
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    -5,104:    -4,823     -6,074      1,962     -3,116        504     -5,977     -3,608:       873     -1,496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.8       55.2        6.6       29.3       32.4       87.7       94.2:      12.3        5.8
Old  :     100.0:      51.8       55.2        6.6       29.3       32.4       87.7       94.2:      12.3        5.8
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  :       109:        50         32         12         18         11         76         49:
Old  :       109:        50         32         12         18         11         76         49:
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  :                 47.2       57.1       63.7       73.6       47.2       56.2       61.6       69.3
Old  :                 47.2       57.1       63.7       73.6       47.2       56.2       61.6       69.3
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 6, 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  :   456,901:     6,442     62,788      4,218    430,583    366,212    441,243    433,218:    15,658     23,683
Old  :   456,901:     6,442     62,788      4,218    430,583    366,212    441,243    433,218:    15,658     23,683
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    22,790:     1,563     -2,370      1,266     17,403     23,399     20,232     22,295:     2,558        495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       13.7        0.9       94.2       80.2       96.6       94.8:       3.4        5.2
Old  :     100.0:       1.4       13.7        0.9       94.2       80.2       96.6       94.8:       3.4        5.2
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  :       251:        15         49          6        104        120        124        170:
Old  :       251:        15         49          6        104        120        124        170:
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  :                 41.5       19.5       57.4       31.0       38.1       18.9       52.5       26.7
Old  :                 41.5       19.5       57.4       31.0       38.1       18.9       52.5       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 9, 2011