```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   262,224:    52,207      6,934     80,867    111,022    163,502    244,097    251,304:    18,127     10,920
Old  :   257,861:    51,303      7,183     80,163    109,162    159,832    240,629    247,179:    17,232     10,682
Other:     4,363:     1,390        237        219      1,860      3,669      3,468      4,125:       895        238
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    11,838:    -1,866     -2,803      5,213      6,144     11,187      9,491     13,597:     2,347     -1,759
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        2.6       30.8       42.3       62.4       93.1       95.8:       6.9        4.2
Old  :     100.0:      19.9        2.8       31.1       42.3       62.0       93.3       95.9:       6.7        4.1
Other:     100.0:      31.8        5.4        5.0       42.6       84.1       79.5       94.5:      20.5        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:       129         39         89         62         72        218        175:
Old  :       250:       126         42         88         62         72        218        174:
Other:        60:        15          7         12         18         28         37         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  :                 18.0       24.4       29.5       36.6       10.8       14.6       15.8       20.8
Old  :                 18.2       24.6       29.8       36.9       10.9       14.8       15.8       21.0
Other:                 42.7       44.5       57.4       64.8       38.7       40.9       49.7       57.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    33,091:    10,800        595      6,480     12,614     25,138     29,894     32,214:     3,198        878
Old  :    22,733:     8,987        693      2,709      8,634     18,671     20,330     22,073:     2,403        660
Other:    10,358:     1,953         43      3,631      3,979      6,467      9,563     10,141:       795        218
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :     1,280:       741       -319        408        167      1,285      1,317      1,374:       -36        -94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6        1.8       19.6       38.1       76.0       90.3       97.3:       9.7        2.7
Old  :     100.0:      39.5        3.0       11.9       38.0       82.1       89.4       97.1:      10.6        2.9
Other:     100.0:      18.9        0.4       35.1       38.4       62.4       92.3       97.9:       7.7        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        40         12         19         29         21         78         43:
Old  :        89:        41         10         19         26         21         74         43:
Other:        46:        14          7         16         19         14         40         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  :                 26.0       64.1       38.4       74.8       23.5       56.5       32.8       61.8
Old  :                 30.6       71.2       43.4       79.3       30.1       67.2       42.0       74.1
Other:                 41.3       53.8       62.1       74.6       27.3       36.3       31.3       40.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   205,949:    31,775     29,394     47,820    117,409    121,142    197,004    198,355:     8,946      7,594
Old  :   193,618:    31,346     34,316     42,898    110,554    108,863    184,799    186,076:     8,820      7,542
Other:    12,331:     5,350          0          0      6,855     12,279     12,205     12,279:       126         52
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    15,211:    -1,601      4,910      8,441      8,694      1,505     15,534     14,856:      -323        355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       14.3       23.2       57.0       58.8       95.7       96.3:       4.3        3.7
Old  :     100.0:      16.2       17.7       22.2       57.1       56.2       95.4       96.1:       4.6        3.9
Other:     100.0:      43.4        0.0        0.0       55.6       99.6       99.0       99.6:       1.0        0.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        58         56         44         57         57        139        133:
Old  :       183:        55         59         43         57         57        138        133:
Other:        29:         7          0          0         14         15         21         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.2       31.8       48.1       47.8       18.3       16.6       26.3       22.8
Old  :                 33.0       32.9       49.4       47.1       20.1       17.7       28.6       25.0
Other:                 57.2       86.4       82.8       97.5       47.2       69.2       60.5       73.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   818,345:   170,166     11,372    227,792    330,503    513,499    728,462    752,663:    89,884     65,682
Old  :   818,345:   170,166     11,372    227,792    330,503    513,499    728,462    752,663:    89,884     65,682
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :   -22,056:      -579     -3,632       -158    -17,153    -15,222    -17,890    -19,012:    -4,166     -3,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        1.4       27.8       40.4       62.7       89.0       92.0:      11.0        8.0
Old  :     100.0:      20.8        1.4       27.8       40.4       62.7       89.0       92.0:      11.0        8.0
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  :       247:        98         47         96         87         94        230        194:
Old  :       247:        98         47         96         87         94        230        194:
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  :                 12.9       14.8       22.1       24.8       11.0       12.7       16.9       20.3
Old  :                 12.9       14.8       22.1       24.8       11.0       12.7       16.9       20.3
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 13, 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  :   175,913:    32,108     13,318     54,271     82,108    103,002    168,487    170,590:     7,426      5,322
Old  :   173,229:    32,244     13,591     53,258     80,646    101,151    166,148    168,001:     7,081      5,228
Other:     2,684:       669        531        208      1,461      1,851      2,339      2,590:       345         94
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    -4,244:    -1,234        257     -3,832      1,267          8     -3,799     -3,567:      -445       -676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        7.6       30.9       46.7       58.6       95.8       97.0:       4.2        3.0
Old  :     100.0:      18.6        7.8       30.7       46.6       58.4       95.9       97.0:       4.1        3.0
Other:     100.0:      24.9       19.8        7.8       54.4       69.0       87.1       96.5:      12.9        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:       120         74        105        104        119        277        253:
Old  :       338:       119         77        104        104        118        276        252:
Other:        58:        10          7          9         27         23         41         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.6       19.6       30.8       29.4       10.7        8.8       17.4       13.9
Old  :                 20.8       19.7       31.2       29.3       10.8        8.5       17.6       13.7
Other:                 47.4       60.7       63.6       77.0       47.0       57.7       63.1       74.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    63,303:    37,298     25,514      2,218     16,018     32,799     55,534     60,532:     7,770      2,772
Old  :    63,303:    37,298     25,514      2,218     16,018     32,799     55,534     60,532:     7,770      2,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    12,104:    11,132     -2,512     -1,387      1,003     16,245     10,748     12,346:     1,356       -242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.9       40.3        3.5       25.3       51.8       87.7       95.6:      12.3        4.4
Old  :     100.0:      58.9       40.3        3.5       25.3       51.8       87.7       95.6:      12.3        4.4
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  :       113:        62         23         12         19         12         92         38:
Old  :       113:        62         23         12         19         12         92         38:
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  :                 45.7       65.8       58.3       82.2       42.6       63.6       55.3       78.8
Old  :                 45.7       65.8       58.3       82.2       42.6       63.6       55.3       78.8
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 13, 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  :   511,042:     6,044     59,827      5,398    468,557    406,460    480,000    471,685:    31,042     39,357
Old  :   511,042:     6,044     59,827      5,398    468,557    406,460    480,000    471,685:    31,042     39,357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    51,367:      -490     -3,115        151     36,712     38,944     36,373     35,981:    14,994     15,386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2       11.7        1.1       91.7       79.5       93.9       92.3:       6.1        7.7
Old  :     100.0:       1.2       11.7        1.1       91.7       79.5       93.9       92.3:       6.1        7.7
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  :       254:        14         54         17        110        131        139        187:
Old  :       254:        14         54         17        110        131        139        187:
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  :                 39.8       20.2       55.7       31.7       36.0       19.9       50.7       28.2
Old  :                 39.8       20.2       55.7       31.7       36.0       19.9       50.7       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated September 16, 2011