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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   262,630:    41,843     20,010     83,177    125,328    141,849    250,347    245,036:    12,282     17,594
Old  :   257,755:    40,848     20,269     82,421    122,986    137,802    246,256    240,493:    11,499     17,262
Other:     4,875:     1,563        308        188      2,341      4,047      4,092      4,543:       783        332
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     6,329:       -14      4,335      2,489      2,648     -3,200      5,123      3,624:     1,206      2,706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        7.6       31.7       47.7       54.0       95.3       93.3:       4.7        6.7
Old  :     100.0:      15.8        7.9       32.0       47.7       53.5       95.5       93.3:       4.5        6.7
Other:     100.0:      32.1        6.3        3.9       48.0       83.0       83.9       93.2:      16.1        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:       114         59         95         67         75        214        200:
Old  :       261:       112         61         93         66         74        212        198:
Other:        68:        15         12         12         21         32         44         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       18.6       31.1       29.7       11.4        6.2       15.9       11.6
Old  :                 19.5       18.7       31.4       29.8       11.5        6.3       16.1       11.7
Other:                 42.3       45.9       58.6       64.0       38.5       43.9       51.3       56.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    33,870:    11,351        359      6,381     13,032     26,412     30,763     33,152:     3,106        718
Old  :     1,747:       595         78         44        944      1,552      1,583      1,674:       164         73
Other:    32,123:    10,784        310      6,308     12,088     24,860     29,180     31,478:     2,942        645
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :    -1,911:     1,913       -425     -1,597     -2,225        550     -1,910     -1,473:        -1       -438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        1.1       18.8       38.5       78.0       90.8       97.9:       9.2        2.1
Old  :     100.0:      34.1        4.5        2.5       54.0       88.8       90.6       95.8:       9.4        4.2
Other:     100.0:      33.6        1.0       19.6       37.6       77.4       90.8       98.0:       9.2        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        48          9         16         30         23         83         43:
Old  :        28:         5          1          1         12         11         18         12:
Other:        93:        48          8         16         28         21         80         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.8       63.6       33.8       75.5       20.5       58.3       29.2       64.8
Old  :                 55.4       68.6       73.9       86.6       55.4       64.9       73.9       81.1
Other:                 22.7       63.7       34.1       75.9       20.3       58.3       29.7       65.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   244,690:    30,924     44,091     63,580    139,967    125,577    234,470    233,248:    10,220     11,442
Old  :   228,917:    29,990     48,863     58,462    130,583    110,312    219,035    217,637:     9,882     11,280
Other:    15,773:     5,705          0        346      9,384     15,265     15,435     15,611:       338        162
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     4,589:     1,858      1,645     -1,150      3,336      4,280      4,045      4,775:       544       -186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       18.0       26.0       57.2       51.3       95.8       95.3:       4.2        4.7
Old  :     100.0:      13.1       21.3       25.5       57.0       48.2       95.7       95.1:       4.3        4.9
Other:     100.0:      36.2        0.0        2.2       59.5       96.8       97.9       99.0:       2.1        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        51         75         48         60         56        139        155:
Old  :       200:        49         77         47         60         55        138        154:
Other:        42:         9          1          3         24         17         34         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.1       24.3       45.0       39.7       17.1       13.0       24.8       18.8
Old  :                 28.2       24.7       45.8       38.2       17.7       13.9       27.6       20.5
Other:                 54.3       73.7       75.6       90.4       39.5       67.6       55.8       73.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   705,725:   154,280     20,717    165,843    313,558    453,335    633,682    639,895:    72,044     65,830
Old  :   705,725:   154,280     20,717    165,843    313,558    453,335    633,682    639,895:    72,044     65,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     9,692:     3,476      1,405      1,988      6,515      7,126     11,979     10,520:    -2,287       -828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        2.9       23.5       44.4       64.2       89.8       90.7:      10.2        9.3
Old  :     100.0:      21.9        2.9       23.5       44.4       64.2       89.8       90.7:      10.2        9.3
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  :       230:        84         45         82         84         89        205        180:
Old  :       230:        84         45         82         84         89        205        180:
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  :                 14.2       15.6       23.7       25.0       12.5       13.0       19.5       20.5
Old  :                 14.2       15.6       23.7       25.0       12.5       13.0       19.5       20.5
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, 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  :   188,901:    21,936     14,859     67,121     93,663    100,789    182,719    182,770:     6,182      6,131
Old  :   184,213:    21,876     14,789     65,550     90,893     97,853    178,319    178,191:     5,894      6,021
Other:     4,689:       688        698        944      2,769      2,937      4,401      4,578:       288        110
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     2,661:     2,196     -3,930      2,249       -919      6,159      3,526      4,478:      -865     -1,817
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        7.9       35.5       49.6       53.4       96.7       96.8:       3.3        3.2
Old  :     100.0:      11.9        8.0       35.6       49.3       53.1       96.8       96.7:       3.2        3.3
Other:     100.0:      14.7       14.9       20.1       59.1       62.6       93.9       97.6:       6.1        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:        99         83        126        117        118        278        275:
Old  :       328:       100         85        126        116        118        277        275:
Other:        76:        13         12         15         38         26         59         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       19.4       29.9       30.3        9.6        6.9       16.3       11.2
Old  :                 19.5       19.6       30.2       30.7        9.7        7.0       16.5       11.2
Other:                 36.7       49.4       56.4       69.9       35.4       48.6       49.6       60.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    64,488:    43,546     11,385        828     10,656     49,552     55,031     61,765:     9,457      2,723
Old  :    64,488:    43,546     11,385        828     10,656     49,552     55,031     61,765:     9,457      2,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :    -4,172:    -3,790      5,898       -611        611     -9,897     -3,790     -4,609:      -383        437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.5       17.7        1.3       16.5       76.8       85.3       95.8:      14.7        4.2
Old  :     100.0:      67.5       17.7        1.3       16.5       76.8       85.3       95.8:      14.7        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  :       108:        64         20         10         15         12         81         40:
Old  :       108:        64         20         10         15         12         81         40:
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  :                 51.9       82.1       60.4       87.5       51.8       81.3       59.2       86.6
Old  :                 51.9       82.1       60.4       87.5       51.8       81.3       59.2       86.6
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, 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  :   461,429:     7,790     67,658      4,625    432,373    369,430    444,788    441,713:    16,641     19,716
Old  :   461,429:     7,790     67,658      4,625    432,373    369,430    444,788    441,713:    16,641     19,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     3,625:     1,056      4,269      1,105        910        500      3,072      5,874:       553     -2,249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       14.7        1.0       93.7       80.1       96.4       95.7:       3.6        4.3
Old  :     100.0:       1.7       14.7        1.0       93.7       80.1       96.4       95.7:       3.6        4.3
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:        19         48         13        102        107        130        159:
Old  :       242:        19         48         13        102        107        130        159:
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  :                 38.5       23.5       55.8       34.7       38.5       22.2       50.7       31.9
Old  :                 38.5       23.5       55.8       34.7       38.5       22.2       50.7       31.9
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