```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   250,386:    54,073      9,737     75,655    104,878    152,314    234,606    237,706:    15,780     12,680
Old  :   246,179:    53,145     10,083     75,029    103,054    148,677    231,228    233,789:    14,951     12,389
Other:     4,208:     1,502        227         52      1,824      3,637      3,378      3,917:       829        291
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :      -189:    -1,782         37        874        336     -1,981       -571     -1,070:       382        880
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        3.9       30.2       41.9       60.8       93.7       94.9:       6.3        5.1
Old  :     100.0:      21.6        4.1       30.5       41.9       60.4       93.9       95.0:       6.1        5.0
Other:     100.0:      35.7        5.4        1.2       43.4       86.5       80.3       93.1:      19.7        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:       127         43         85         63         71        213        177:
Old  :       251:       125         45         83         63         71        212        176:
Other:        54:        11          5          5         17         28         31         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  :                 17.3       22.6       28.1       34.9       11.1       13.4       16.4       19.8
Old  :                 17.4       22.8       28.3       35.1       11.2       13.6       16.3       20.1
Other:                 44.9       45.0       60.3       65.2       40.2       40.7       52.0       58.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    31,811:    10,058        914      6,072     12,447     23,854     28,577     30,840:     3,234        972
Old  :    21,988:     8,157        977      2,628      8,723     17,689     19,508     21,294:     2,480        694
Other:     9,823:     1,991         27      3,355      3,724      6,164      9,070      9,546:       754        278
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :      -448:       202       -249         36       -646         31       -409       -182:       -40       -266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        2.9       19.1       39.1       75.0       89.8       96.9:      10.2        3.1
Old  :     100.0:      37.1        4.4       12.0       39.7       80.4       88.7       96.8:      11.3        3.2
Other:     100.0:      20.3        0.3       34.2       37.9       62.8       92.3       97.2:       7.7        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        41         12         21         32         22         78         50:
Old  :        89:        37         15         20         29         22         74         49:
Other:        46:        13          8         16         19         14         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  :                 26.1       64.1       38.9       74.2       23.8       56.7       33.5       61.6
Old  :                 31.0       70.1       43.9       77.8       30.3       65.3       42.1       72.2
Other:                 41.0       54.5       62.3       74.6       29.5       40.3       34.3       44.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   190,738:    33,376     24,484     39,379    108,715    119,636    181,470    183,499:     9,268      7,239
Old  :   179,299:    33,206     29,088     34,752    102,170    108,225    170,129    172,066:     9,170      7,233
Other:    11,439:     4,780          6         16      6,545     11,411     11,341     11,433:        98          6
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :     3,227:       392       -953      2,724        768      1,184      3,884      2,955:      -657        273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       12.8       20.6       57.0       62.7       95.1       96.2:       4.9        3.8
Old  :     100.0:      18.5       16.2       19.4       57.0       60.4       94.9       96.0:       5.1        4.0
Other:     100.0:      41.8        0.1        0.1       57.2       99.8       99.1       99.9:       0.9        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        59         46         46         51         55        136        124:
Old  :       171:        58         49         46         51         55        136        124:
Other:        31:         8          1          1         15         14         23         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.3       30.0       44.2       47.5       17.9       19.2       27.0       26.8
Old  :                 28.8       31.2       45.2       46.9       20.1       20.4       29.2       29.7
Other:                 57.3       87.7       83.9       98.2       51.0       71.4       63.0       75.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   840,401:   170,745     15,005    227,950    347,657    528,720    746,352    771,675:    94,050     68,726
Old  :   840,401:   170,745     15,005    227,950    347,657    528,720    746,352    771,675:    94,050     68,726
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    -3,962:    -4,626      5,601      4,196     -1,196    -17,418     -1,626     -7,620:    -2,336      3,658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        1.8       27.1       41.4       62.9       88.8       91.8:      11.2        8.2
Old  :     100.0:      20.3        1.8       27.1       41.4       62.9       88.8       91.8:      11.2        8.2
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  :       241:        89         55         97         84         91        223        194:
Old  :       241:        89         55         97         84         91        223        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  :                 12.4       15.0       21.6       25.2       10.6       12.7       16.4       20.2
Old  :                 12.4       15.0       21.6       25.2       10.6       12.7       16.4       20.2
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 6, 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  :   180,157:    33,342     13,060     58,103     80,841    102,994    172,286    174,158:     7,871      5,999
Old  :   177,818:    33,477     13,401     57,171     79,583    101,357    170,232    171,929:     7,587      5,889
Other:     2,338:       631        426        166      1,257      1,638      2,054      2,229:       284        109
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :     6,869:     5,138        191        630        649      5,137      6,417      5,957:       452        911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        7.2       32.3       44.9       57.2       95.6       96.7:       4.4        3.3
Old  :     100.0:      18.8        7.5       32.2       44.8       57.0       95.7       96.7:       4.3        3.3
Other:     100.0:      27.0       18.2        7.1       53.8       70.0       87.9       95.3:      12.1        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:       131         80        115        108        123        293        271:
Old  :       358:       129         84        113        108        122        291        270:
Other:        56:        10          8          9         24         22         39         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  :                 18.3       18.1       28.3       27.6        9.9        8.1       16.9       12.9
Old  :                 18.5       17.8       28.6       27.4       10.1        7.7       17.1       12.6
Other:                 50.9       63.2       68.0       75.8       50.6       59.6       67.5       72.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    51,199:    26,166     28,026      3,605     15,015     16,555     44,785     48,186:     6,414      3,013
Old  :    51,199:    26,166     28,026      3,605     15,015     16,555     44,785     48,186:     6,414      3,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    -4,894:    -4,899     -5,986      2,082     -2,981        541     -5,798     -3,363:       904     -1,531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.1       54.7        7.0       29.3       32.3       87.5       94.1:      12.5        5.9
Old  :     100.0:      51.1       54.7        7.0       29.3       32.3       87.5       94.1:      12.5        5.9
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  :       116:        52         36         17         19         12         81         57:
Old  :       116:        52         36         17         19         12         81         57:
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  :                 46.7       56.4       63.0       72.7       46.6       55.6       60.6       68.4
Old  :                 46.7       56.4       63.0       72.7       46.6       55.6       60.6       68.4
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 6, 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  :   459,675:     6,534     62,941      5,247    431,846    367,516    443,627    435,704:    16,048     23,970
Old  :   459,675:     6,534     62,941      5,247    431,846    367,516    443,627    435,704:    16,048     23,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    23,489:     1,655     -2,269      1,640     17,666     23,628     20,962     22,999:     2,527        489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       13.7        1.1       93.9       80.0       96.5       94.8:       3.5        5.2
Old  :     100.0:       1.4       13.7        1.1       93.9       80.0       96.5       94.8:       3.5        5.2
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  :       252:        16         48         11        106        122        130        173:
Old  :       252:        16         48         11        106        122        130        173:
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  :                 41.3       19.4       57.1       30.9       37.8       18.8       52.2       26.5
Old  :                 41.3       19.4       57.1       30.9       37.8       18.8       52.2       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 9, 2011