```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, September 20, 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  :   150,007:    48,901     20,332     10,957     75,823    108,742    135,681    140,031:    14,326      9,976
Old  :   145,814:    47,952     20,553     10,384     73,951    105,195    132,287    136,132:    13,527      9,682
Other:     4,193:     1,522        352          0      1,872      3,547      3,394      3,899:       799        294
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :    -4,295:    -5,089       -378        649      2,067     -5,157     -2,373     -4,886:    -1,922        591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       13.6        7.3       50.5       72.5       90.4       93.3:       9.6        6.7
Old  :     100.0:      32.9       14.1        7.1       50.7       72.1       90.7       93.4:       9.3        6.6
Other:     100.0:      36.3        8.4        0.0       44.6       84.6       80.9       93.0:      19.1        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        92         54         66         52         61        176        153:
Old  :       227:        93         53         62         52         61        173        152:
Other:        60:        10         12          0         18         27         28         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  :                 19.8       29.5       30.8       39.6       17.6       26.8       26.2       35.9
Old  :                 20.2       30.0       31.2       40.3       17.9       27.5       26.4       36.7
Other:                 42.9       45.1       58.9       64.4       40.7       40.5       52.7       57.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, September 20, 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  :    24,367:    11,438      1,490        706      8,849     21,464     20,993     23,660:     3,374        707
Old  :    18,767:     9,404        927        107      6,675     17,191     16,186     18,225:     2,581        542
Other:     5,600:     2,218        747        415      2,174      4,273      4,807      5,435:       793        165
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :       339:       205          2        -93       -117        408         -5        317:       344         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.9        6.1        2.9       36.3       88.1       86.2       97.1:      13.8        2.9
Old  :     100.0:      50.1        4.9        0.6       35.6       91.6       86.2       97.1:      13.8        2.9
Other:     100.0:      39.6       13.3        7.4       38.8       76.3       85.8       97.1:      14.2        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        38         11          9         23         17         67         31:
Old  :        84:        38         10          1         20         16         58         27:
Other:        39:        10          9          9         13          8         29         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.4       76.7       44.2       85.1       31.4       76.3       44.2       83.5
Old  :                 35.7       79.9       50.8       88.6       35.7       79.9       50.8       88.6
Other:                 56.1       71.8       69.4       85.3       56.1       70.9       68.1       83.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, September 20, 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  :   180,907:    38,101     37,240     25,405    108,992    108,877    172,498    171,522:     8,409      9,385
Old  :   167,841:    37,285     41,921     20,724    101,571     95,899    159,580    158,544:     8,261      9,297
Other:    13,066:     5,497          0          0      7,421     12,978     12,918     12,978:       148         88
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :     4,666:       509      9,438     -2,611      6,796     -4,173      4,694      2,654:       -28      2,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       20.6       14.0       60.2       60.2       95.4       94.8:       4.6        5.2
Old  :     100.0:      22.2       25.0       12.3       60.5       57.1       95.1       94.5:       4.9        5.5
Other:     100.0:      42.1        0.0        0.0       56.8       99.3       98.9       99.3:       1.1        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        61         66         38         58         53        136        141:
Old  :       199:        60         67         37         57         52        134        140:
Other:        33:         7          0          0         18         14         25         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.8       32.5       47.4       48.7       19.0       18.7       28.8       25.6
Old  :                 30.5       33.4       48.6       47.5       21.2       20.6       32.0       29.1
Other:                 57.1       79.9       82.0       96.0       45.1       65.5       61.1       73.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, September 20, 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  :   533,043:   155,888     30,173     46,863    249,711    385,673    452,462    462,709:    80,581     70,334
Old  :   533,043:   155,888     30,173     46,863    249,711    385,673    452,462    462,709:    80,581     70,334
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :   -47,084:   -21,087    -12,540    -15,272     -9,032    -35,489    -45,391    -63,301:    -1,693     16,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        5.7        8.8       46.8       72.4       84.9       86.8:      15.1       13.2
Old  :     100.0:      29.2        5.7        8.8       46.8       72.4       84.9       86.8:      15.1       13.2
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  :       213:        87         33         61         72         85        184        155:
Old  :       213:        87         33         61         72         85        184        155:
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  :                 17.6       20.9       28.9       32.0       16.9       18.2       26.2       28.6
Old  :                 17.6       20.9       28.9       32.0       16.9       18.2       26.2       28.6
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 20, 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  :   114,007:    34,023     11,768     16,432     57,748     81,716    108,203    109,916:     5,804      4,091
Old  :   111,383:    34,227     12,104     15,523     56,174     79,769    105,924    107,396:     5,459      3,987
Other:     2,624:       589        457        116      1,574      1,947      2,279      2,520:       345        104
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :      -611:    -2,857     -1,088      1,868      1,395     -1,009        406       -229:    -1,017       -382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       10.3       14.4       50.7       71.7       94.9       96.4:       5.1        3.6
Old  :     100.0:      30.7       10.9       13.9       50.4       71.6       95.1       96.4:       4.9        3.6
Other:     100.0:      22.4       17.4        4.4       60.0       74.2       86.9       96.0:      13.1        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:       115         54         76        102        115        251        223:
Old  :       317:       115         56         75         98        114        246        222:
Other:        57:         5          8          6         28         21         39         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       21.3       30.8       32.7       16.1       14.2       26.3       22.3
Old  :                 18.8       21.0       31.4       32.5       16.4       13.8       26.8       22.1
Other:                 48.4       64.1       65.2       79.6       48.4       61.1       65.1       74.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, September 20, 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  :    62,452:    44,508     10,260        604      9,079     49,920     54,191     60,784:     8,261      1,668
Old  :    62,452:    44,508     10,260        604      9,079     49,920     54,191     60,784:     8,261      1,668
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :      -350:     7,210    -15,367     -1,377     -6,813     17,418       -980        674:       630     -1,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.3       16.4        1.0       14.5       79.9       86.8       97.3:      13.2        2.7
Old  :     100.0:      71.3       16.4        1.0       14.5       79.9       86.8       97.3:      13.2        2.7
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  :       111:        68         18          6         16         11         88         32:
Old  :       111:        68         18          6         16         11         88         32:
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  :                 43.5       81.6       57.1       89.3       43.5       80.8       56.7       88.5
Old  :                 43.5       81.6       57.1       89.3       43.5       80.8       56.7       88.5
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, September 20, 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  :   452,796:     6,826     58,004      3,730    427,819    370,576    438,375    432,310:    14,421     20,486
Old  :   452,796:     6,826     58,004      3,730    427,819    370,576    438,375    432,310:    14,421     20,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :   -55,809:       843     -1,741       -852    -39,395    -34,626    -39,404    -37,219:   -16,405    -18,590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       12.8        0.8       94.5       81.8       96.8       95.5:       3.2        4.5
Old  :     100.0:       1.5       12.8        0.8       94.5       81.8       96.8       95.5:       3.2        4.5
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  :       240:        16         48          7         98        110        119        160:
Old  :       240:        16         48          7         98        110        119        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  :                 41.0       23.2       57.9       35.2       41.0       23.1       52.9       32.4
Old  :                 41.0       23.2       57.9       35.2       41.0       23.1       52.9       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 23, 2011