```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      256,300
COMMITMENTS
  41,857   15,675   80,687  122,679  145,050  245,224  241,412   11,076   14,889

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:       -849)
  -1,231    1,876    1,252      214   -4,249      235   -1,122   -1,084      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      6.1     31.5     47.9     56.6     95.7     94.2      4.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      99       60       88       68       74      204      187
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       35,781
COMMITMENTS
   9,438      784    7,978   15,257   25,863   32,673   34,625    3,108    1,156

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      1,489)
     910     -558      520     -345    1,566    1,084    1,528      405      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      2.2     22.3     42.6     72.3     91.3     96.8      8.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      39       13       18       35       28       82       51
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      240,101
COMMITMENTS
  29,065   42,447   64,730  136,630  121,297  230,425  228,473    9,676   11,628

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      3,655)
     804      933    1,861      988    1,036    3,652    3,830        3     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     17.7     27.0     56.9     50.5     96.0     95.2      4.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      52       73       46       59       59      135      158
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      696,033
COMMITMENTS
 150,805   19,312  163,855  307,043  446,208  621,703  629,375   74,331   66,658

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     32,720)
  17,611   -8,061    3,228    6,460   36,105   27,299   31,271    5,421    1,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      2.8     23.5     44.1     64.1     89.3     90.4     10.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      81       48       85       83       91      206      183
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      186,240
COMMITMENTS
  19,740   18,789   64,873   94,582   94,630  179,194  178,292    7,046    7,948

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:    -11,131)
     694   -1,549  -14,783    1,852    3,950  -12,237  -12,382    1,106    1,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     10.1     34.8     50.8     50.8     96.2     95.7      3.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      97       84      124      112      115      266      275
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       68,660
COMMITMENTS
  47,337    5,487    1,439   10,045   59,448   58,820   66,374    9,840    2,286

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -1,485)
  -3,240    1,897      452     -694   -4,610   -3,482   -2,262    1,997      777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.9      8.0      2.1     14.6     86.6     85.7     96.7     14.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      71       15       11       19        9       94       32
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      457,804
COMMITMENTS
   6,734   63,389    3,519  431,463  368,931  441,716  435,839   16,088   21,965

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:    -14,926)
    -672    1,767      345  -15,104  -15,476  -15,432  -13,365      506   -1,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     13.8      0.8     94.2     80.6     96.5     95.2      3.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      17       43       15      100      105      129      151
```

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Updated October 21, 2011