```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, October 25, 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  :   159,357:    46,290     28,412     16,603     84,884     97,650    147,777    142,665:    11,580     16,692
Old  :   154,704:    45,333     28,604     15,998     82,563     93,724    143,894    138,326:    10,810     16,378
Other:     4,653:     1,562        413          0      2,321      3,926      3,883      4,339:       770        314
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     7,807:      -938      3,652      3,799      3,513     -2,205      6,374      5,246:     1,433      2,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       17.8       10.4       53.3       61.3       92.7       89.5:       7.3       10.5
Old  :     100.0:      29.3       18.5       10.3       53.4       60.6       93.0       89.4:       7.0       10.6
Other:     100.0:      33.6        8.9        0.0       49.9       84.4       83.5       93.3:      16.5        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        94         65         71         59         67        186        175:
Old  :       244:        96         63         65         58         65        181        171:
Other:        67:        13         13          0         20         30         33         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  :                 19.0       18.2       31.8       29.2       17.3       13.1       24.8       21.3
Old  :                 19.4       18.4       32.0       29.8       17.6       13.5       25.4       21.8
Other:                 44.1       48.1       61.3       64.9       40.4       43.9       53.7       57.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, October 25, 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  :    25,732:    11,429      2,418      1,195     10,139     21,556     22,763     25,169:     2,969        563
Old  :     1,747:       595         78         44        944      1,552      1,583      1,674:       164         73
Other:    23,985:    10,836      2,342      1,149      9,195     20,004     21,180     23,495:     2,805        490
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :       485:       837        700        141       -517        220        461      1,061:        24       -576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4        9.4        4.6       39.4       83.8       88.5       97.8:      11.5        2.2
Old  :     100.0:      34.1        4.5        2.5       54.0       88.8       90.6       95.8:       9.4        4.2
Other:     100.0:      45.2        9.8        4.8       38.3       83.4       88.3       98.0:      11.7        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        41         16         13         27         19         78         38:
Old  :        28:         5          1          1         12         11         18         12:
Other:        92:        40         16         13         24         15         74         34:
     :----------------------------------------------------------------------------------------------------
     :             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       70.9       39.7       83.2       27.7       70.3       39.4       81.3
Old  :                 55.4       68.6       73.9       86.6       55.4       64.9       73.9       81.1
Other:                 28.0       71.5       40.8       84.0       28.0       71.2       40.8       83.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, October 25, 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  :   196,670:    45,555     45,496     25,095    116,573    115,054    187,223    185,645:     9,447     11,025
Old  :   181,442:    44,844     50,490     20,042    107,447    100,047    172,333    170,579:     9,109     10,863
Other:    15,228:     5,705          0         59      9,126     15,007     14,890     15,066:       338        162
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     5,817:     1,057      1,028        783      3,404      4,222      5,244      6,033:       573       -216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       23.1       12.8       59.3       58.5       95.2       94.4:       4.8        5.6
Old  :     100.0:      24.7       27.8       11.0       59.2       55.1       95.0       94.0:       5.0        6.0
Other:     100.0:      37.5        0.0        0.4       59.9       98.5       97.8       98.9:       2.2        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        58         66         40         59         52        137        143:
Old  :       199:        56         68         39         59         51        136        142:
Other:        41:        10          0          1         23         16         33         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.1       27.0       41.8       42.2       17.2       16.5       26.6       24.1
Old  :                 25.1       26.7       42.7       40.5       18.0       18.1       29.1       27.0
Other:                 56.2       76.4       78.3       93.1       40.9       69.4       57.8       75.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, October 25, 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  :   507,502:   157,570     38,937     38,465    246,743    373,637    442,778    451,039:    64,724     56,463
Old  :   507,502:   157,570     38,937     38,465    246,743    373,637    442,778    451,039:    64,724     56,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     9,130:     6,452       -157        933      3,556      8,269     10,941      9,045:    -1,811         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        7.7        7.6       48.6       73.6       87.2       88.9:      12.8       11.1
Old  :     100.0:      31.0        7.7        7.6       48.6       73.6       87.2       88.9:      12.8       11.1
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  :       222:        79         44         56         77         83        181        160:
Old  :       222:        79         44         56         77         83        181        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  :                 18.2       19.7       30.1       31.2       17.3       17.7       26.8       27.0
Old  :                 18.2       19.7       30.1       31.2       17.3       17.7       26.8       27.0
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, October 25, 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  :   122,607:    29,129     15,149     17,977     70,197     84,044    117,303    117,170:     5,304      5,437
Old  :   118,784:    29,389     15,392     16,823     67,556     81,238    113,768    113,453:     5,016      5,331
Other:     3,823:       643        660        251      2,641      2,806      3,535      3,717:       288        106
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     1,862:     2,360     -1,630        245        -58      5,001      2,547      3,616:      -685     -1,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       12.4       14.7       57.3       68.5       95.7       95.6:       4.3        4.4
Old  :     100.0:      24.7       13.0       14.2       56.9       68.4       95.8       95.5:       4.2        4.5
Other:     100.0:      16.8       17.3        6.6       69.1       73.4       92.5       97.2:       7.5        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:        88         70         89        109        105        248        224:
Old  :       302:        88         73         89        106        105        245        224:
Other:        72:        10         11          8         38         24         52         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  :                 19.2       23.2       31.9       33.1       14.2       13.1       23.9       19.9
Old  :                 19.4       23.7       32.4       33.0       14.4       13.4       24.5       20.1
Other:                 44.3       59.5       63.6       76.0       43.4       56.9       60.8       70.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, October 25, 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  :    63,947:    43,496     11,386        646     10,512     49,313     54,654     61,345:     9,293      2,602
Old  :    63,947:    43,496     11,386        646     10,512     49,313     54,654     61,345:     9,293      2,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :    -4,059:    -3,700      5,941       -610        596     -9,800     -3,714     -4,469:      -345        410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.0       17.8        1.0       16.4       77.1       85.5       95.9:      14.5        4.1
Old  :     100.0:      68.0       17.8        1.0       16.4       77.1       85.5       95.9:      14.5        4.1
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  :       107:        62         20          7         15         12         80         37:
Old  :       107:        62         20          7         15         12         80         37:
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  :                 52.2       82.8       60.6       88.2       52.2       82.0       59.8       87.3
Old  :                 52.2       82.8       60.6       88.2       52.2       82.0       59.8       87.3
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, October 25, 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  :   459,940:     8,072     67,703      3,811    431,575    369,001    443,458    440,515:    16,482     19,425
Old  :   459,940:     8,072     67,703      3,811    431,575    369,001    443,458    440,515:    16,482     19,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     4,289:     1,135      4,052      1,344      1,147        978      3,626      6,374:       663     -2,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8       14.7        0.8       93.8       80.2       96.4       95.8:       3.6        4.2
Old  :     100.0:       1.8       14.7        0.8       93.8       80.2       96.4       95.8:       3.6        4.2
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  :       242:        18         49          9        100        107        125        158:
Old  :       242:        18         49          9        100        107        125        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       23.6       56.0       34.8       38.7       22.2       50.8       32.0
Old  :                 38.7       23.6       56.0       34.8       38.7       22.2       50.8       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 28, 2011