```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   255,819:    46,925      7,836     79,280    113,761    157,293    239,966    244,410:    15,854     11,409
Old  :   251,396:    45,932      8,127     78,564    111,871    153,612    236,368    240,303:    15,029     11,094
Other:     4,423:     1,517        235        191      1,890      3,681      3,598      4,107:       825        316
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :    -6,405:    -5,283        902     -1,587      2,739     -6,209     -4,131     -6,894:    -2,273        489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        3.1       31.0       44.5       61.5       93.8       95.5:       6.2        4.5
Old  :     100.0:      18.3        3.2       31.3       44.5       61.1       94.0       95.6:       6.0        4.4
Other:     100.0:      34.3        5.3        4.3       42.7       83.2       81.4       92.9:      18.6        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:       112         50         89         64         70        211        176:
Old  :       244:       112         50         88         64         70        211        175:
Other:        60:        12         10         11         18         28         37         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       23.0       29.9       35.9       10.8       12.9       16.0       19.0
Old  :                 18.2       23.3       30.2       36.2       10.9       13.0       16.0       19.1
Other:                 40.9       43.6       56.0       63.6       38.6       40.0       50.0       56.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    33,046:    10,832        621      6,244     12,420     25,262     29,497     32,127:     3,549        919
Old  :    22,483:     9,094        613      2,589      8,119     18,585     19,803     21,788:     2,680        695
Other:    10,563:     1,819         89      3,573      4,301      6,677      9,694     10,339:       869        224
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :       -46:        32         26       -236       -193        124       -397        -87:       351         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8        1.9       18.9       37.6       76.4       89.3       97.2:      10.7        2.8
Old  :     100.0:      40.5        2.7       11.5       36.1       82.7       88.1       96.9:      11.9        3.1
Other:     100.0:      17.2        0.8       33.8       40.7       63.2       91.8       97.9:       8.2        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        36         13         18         28         22         75         42:
Old  :        85:        39          9         18         25         21         71         41:
Other:        43:         7         12         16         18         14         37         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       64.5       38.2       74.6       23.4       56.6       33.2       62.0
Old  :                 30.6       70.9       44.0       79.2       30.2       67.1       42.8       74.2
Other:                 39.9       54.7       60.1       74.7       27.7       37.8       33.5       41.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   216,378:    31,360     39,442     49,329    126,737    117,912    207,426    206,683:     8,952      9,695
Old  :   203,312:    30,703     44,282     44,489    119,316    104,934    194,508    193,705:     8,804      9,607
Other:    13,066:     5,497          0          0      7,421     12,978     12,918     12,978:       148         88
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :    10,429:      -415     10,048      1,509      9,328     -3,230     10,423      8,328:         6      2,101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       18.2       22.8       58.6       54.5       95.9       95.5:       4.1        4.5
Old  :     100.0:      15.1       21.8       21.9       58.7       51.6       95.7       95.3:       4.3        4.7
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  :       200:        54         74         49         59         57        141        153:
Old  :       200:        52         76         49         58         56        140        152:
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  :                 30.1       29.3       47.1       44.8       18.9       15.0       27.1       20.9
Old  :                 30.7       29.9       48.2       44.0       20.7       16.3       29.6       23.3
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 with Delta-adjusted Options and Futures Combined, 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  :   692,964:   150,180     12,018    150,766    306,126    452,369    607,072    615,153:    85,891     77,810
Old  :   692,964:   150,180     12,018    150,766    306,126    452,369    607,072    615,153:    85,891     77,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :  -125,382:   -19,986        646    -77,026    -24,378    -61,130   -121,389   -137,510:    -3,992     12,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        1.7       21.8       44.2       65.3       87.6       88.8:      12.4       11.2
Old  :     100.0:      21.7        1.7       21.8       44.2       65.3       87.6       88.8:      12.4       11.2
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  :       216:        81         41         77         79         86        199        166:
Old  :       216:        81         41         77         79         86        199        166:
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  :                 14.6       16.6       24.3       26.8       13.3       14.1       20.7       22.6
Old  :                 14.6       16.6       24.3       26.8       13.3       14.1       20.7       22.6
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 with Delta-adjusted Options and Futures Combined, 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  :   177,673:    29,608     14,246     57,022     84,577    101,502    171,207    172,770:     6,466      4,903
Old  :   174,818:    29,675     14,450     56,030     82,992     99,541    168,697    170,022:     6,121      4,796
Other:     2,855:       670        532        255      1,585      1,961      2,510      2,748:       345        107
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :     1,760:    -2,500        928      2,751      2,469     -1,500      2,720      2,179:      -960       -419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        8.0       32.1       47.6       57.1       96.4       97.2:       3.6        2.8
Old  :     100.0:      17.0        8.3       32.1       47.5       56.9       96.5       97.3:       3.5        2.7
Other:     100.0:      23.5       18.6        8.9       55.5       68.7       87.9       96.2:      12.1        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:       117         73        111        109        121        280        262:
Old  :       339:       117         75        110        109        120        279        261:
Other:        62:        10          8         11         28         22         44         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       18.9       30.1       28.6       10.4        8.9       17.1       14.0
Old  :                 20.1       19.2       30.5       28.4       10.5        8.5       17.3       13.7
Other:                 44.8       58.9       60.6       76.1       44.5       56.1       59.8       71.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    62,968:    44,531     10,065        880      9,103     50,269     54,514     61,215:     8,454      1,753
Old  :    62,968:    44,531     10,065        880      9,103     50,269     54,514     61,215:     8,454      1,753
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :      -336:     7,233    -15,449     -1,337     -6,915     17,470     -1,020        683:       684     -1,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.7       16.0        1.4       14.5       79.8       86.6       97.2:      13.4        2.8
Old  :     100.0:      70.7       16.0        1.4       14.5       79.8       86.6       97.2:      13.4        2.8
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  :       112:        68         19          8         17         11         91         33:
Old  :       112:        68         19          8         17         11         91         33:
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  :                 43.1       80.9       56.6       88.6       43.1       80.1       56.2       87.6
Old  :                 43.1       80.9       56.6       88.6       43.1       80.1       56.2       87.6
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 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  :   453,905:     6,829     57,867      4,166    428,358    371,253    439,353    433,287:    14,552     20,618
Old  :   453,905:     6,829     57,867      4,166    428,358    371,253    439,353    433,287:    14,552     20,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :   -57,136:       784     -1,959     -1,231    -40,199    -35,207    -40,647    -38,398:   -16,490    -18,738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       12.7        0.9       94.4       81.8       96.8       95.5:       3.2        4.5
Old  :     100.0:       1.5       12.7        0.9       94.4       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         13        100        110        125        162:
Old  :       240:        16         48         13        100        110        125        162:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       23.1       57.7       35.1       40.9       23.1       52.8       32.4
Old  :                 40.9       23.1       57.7       35.1       40.9       23.1       52.8       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