```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, 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  :   154,302:    53,990     20,710     10,308     73,756    113,899    138,054    144,917:    16,248      9,385
Old  :   150,141:    53,192     20,936      9,681     71,914    110,368    134,787    140,985:    15,354      9,156
Other:     4,161:     1,392        368         33      1,842      3,531      3,267      3,932:       894        229
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :     6,475:      -193     -1,802      1,543      3,030      8,560      4,380      8,301:     2,095     -1,826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       13.4        6.7       47.8       73.8       89.5       93.9:      10.5        6.1
Old  :     100.0:      35.4       13.9        6.4       47.9       73.5       89.8       93.9:      10.2        6.1
Other:     100.0:      33.5        8.8        0.8       44.3       84.9       78.5       94.5:      21.5        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        99         52         59         50         62        179        147:
Old  :       231:        99         52         55         49         62        175        146:
Other:        60:         9         13          1         18         27         28         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       31.5       29.9       42.1       17.8       28.9       26.3       38.0
Old  :                 20.1       32.1       30.3       42.9       18.1       29.6       26.5       39.0
Other:                 44.6       45.4       59.9       64.9       40.5       40.8       52.0       57.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, 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  :    24,028:    11,233      1,488        799      8,966     21,056     20,998     23,343:     3,030        685
Old  :    18,718:     9,232        942         99      7,073     17,152     16,404     18,193:     2,314        525
Other:     5,310:     2,263        808        438      1,893      3,904      4,594      5,150:       716        160
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :       544:       681       -169         10       -130        796        561        637:       -17        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.7        6.2        3.3       37.3       87.6       87.4       97.1:      12.6        2.9
Old  :     100.0:      49.3        5.0        0.5       37.8       91.6       87.6       97.2:      12.4        2.8
Other:     100.0:      42.6       15.2        8.2       35.6       73.5       86.5       97.0:      13.5        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        40         12         11         24         16         71         32:
Old  :        87:        39         11          1         22         16         61         28:
Other:        42:        11         10          9         14          8         32         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  :                 32.0       76.8       44.3       85.0       32.0       76.6       44.3       83.7
Old  :                 36.1       80.8       50.5       89.2       36.1       80.8       50.5       89.2
Other:                 59.0       69.6       70.4       84.2       59.0       68.6       68.6       81.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, 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  :   176,241:    37,592     27,802     28,016    102,196    113,050    167,804    168,868:     8,437      7,373
Old  :   163,910:    36,718     32,278     23,540     95,341    100,771    155,599    156,589:     8,311      7,321
Other:    12,331:     5,350          0          0      6,855     12,279     12,205     12,279:       126         52
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    12,840:      -931      4,079      6,855      7,138      1,542     13,062     12,476:      -222        364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       15.8       15.9       58.0       64.1       95.2       95.8:       4.8        4.2
Old  :     100.0:      22.4       19.7       14.4       58.2       61.5       94.9       95.5:       5.1        4.5
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  :       181:        63         49         32         56         53        132        121:
Old  :       181:        62         50         31         56         53        131        121:
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  :                 32.3       34.9       49.0       51.8       18.5       19.3       27.8       26.7
Old  :                 33.2       36.3       50.3       50.7       20.7       21.0       30.7       29.6
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 - Futures Only, 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  :   580,127:   176,975     42,713     62,135    258,743    421,162    497,853    526,010:    82,274     54,117
Old  :   580,127:   176,975     42,713     62,135    258,743    421,162    497,853    526,010:    82,274     54,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :   -17,518:     2,481     -2,029      2,213    -18,297    -14,405    -13,603    -14,221:    -3,915     -3,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        7.4       10.7       44.6       72.6       85.8       90.7:      14.2        9.3
Old  :     100.0:      30.5        7.4       10.7       44.6       72.6       85.8       90.7:      14.2        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  :       240:        95         44         75         79         90        208        177:
Old  :       240:        95         44         75         79         90        208        177:
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  :                 16.1       20.0       26.3       30.9       15.3       17.9       23.1       28.1
Old  :                 16.1       20.0       26.3       30.9       15.3       17.9       23.1       28.1
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 - Futures Only, 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  :   114,618:    36,880     12,856     14,564     56,353     82,725    107,797    110,145:     6,821      4,473
Old  :   112,156:    37,155     13,261     13,623     54,902     80,889    105,680    107,773:     6,476      4,383
Other:     2,462:       582        452         84      1,451      1,836      2,117      2,372:       345         90
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :     1,397:    -2,465     -1,751         76      4,202      3,517      1,813      1,842:      -416       -445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       11.2       12.7       49.2       72.2       94.0       96.1:       6.0        3.9
Old  :     100.0:      33.1       11.8       12.1       49.0       72.1       94.2       96.1:       5.8        3.9
Other:     100.0:      23.6       18.4        3.4       58.9       74.6       86.0       96.3:      14.0        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:       119         55         75         98        114        249        221:
Old  :       317:       119         58         74         93        113        243        220:
Other:        53:         5          7          3         26         22         34         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       22.3       30.0       33.0       16.3       15.4       26.7       23.3
Old  :                 18.5       22.0       30.6       32.8       16.7       14.9       27.2       23.1
Other:                 51.3       66.2       68.9       80.7       51.3       62.9       68.9       77.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, 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  :    62,802:    37,298     25,627      1,981     15,892     32,502     55,171     60,110:     7,631      2,692
Old  :    62,802:    37,298     25,627      1,981     15,892     32,502     55,171     60,110:     7,631      2,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    12,236:    11,096     -2,306     -1,344      1,078     16,120     10,830     12,470:     1,406       -234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.4       40.8        3.2       25.3       51.8       87.8       95.7:      12.2        4.3
Old  :     100.0:      59.4       40.8        3.2       25.3       51.8       87.8       95.7:      12.2        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  :       111:        62         22         10         18         11         89         36:
Old  :       111:        62         22         10         18         11         89         36:
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  :                 46.0       66.3       58.8       82.8       43.0       64.2       55.7       79.5
Old  :                 46.0       66.3       58.8       82.8       43.0       64.2       55.7       79.5
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 - Futures Only, 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  :   508,605:     5,983     59,745      4,582    467,214    405,202    477,779    469,529:    30,826     39,076
Old  :   508,605:     5,983     59,745      4,582    467,214    405,202    477,779    469,529:    30,826     39,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    51,704:      -459     -3,043        364     36,631     38,990     36,536     36,311:    15,168     15,393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2       11.7        0.9       91.9       79.7       93.9       92.3:       6.1        7.7
Old  :     100.0:       1.2       11.7        0.9       91.9       79.7       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  :       253:        14         54         12        109        130        134        185:
Old  :       253:        14         54         12        109        130        134        185:
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  :                 40.0       20.3       56.0       31.8       36.2       20.0       50.9       28.3
Old  :                 40.0       20.3       56.0       31.8       36.2       20.0       50.9       28.3
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