```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :   256,300:    41,857     15,675     80,687    122,679    145,050    245,224    241,412:    11,076     14,889
Old  :   251,731:    40,854     15,925     79,985    120,595    141,250    241,435    237,160:    10,296     14,570
Other:     4,570:     1,522        269        183      2,085      3,799      3,789      4,251:       780        319
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :      -849:    -1,231      1,876      1,252        214     -4,249        235     -1,122:    -1,084        273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        6.1       31.5       47.9       56.6       95.7       94.2:       4.3        5.8
Old  :     100.0:      16.2        6.3       31.8       47.9       56.1       95.9       94.2:       4.1        5.8
Other:     100.0:      33.3        5.9        4.0       45.6       83.1       82.9       93.0:      17.1        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        99         60         88         68         74        204        187:
Old  :       245:        98         61         87         67         73        203        185:
Other:        64:        14         10         11         19         31         39         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  :                 19.2       19.8       31.5       31.6       11.8        7.9       16.5       13.3
Old  :                 19.3       20.0       31.8       31.8       11.9        8.0       16.7       13.4
Other:                 43.1       43.6       58.6       62.6       37.9       39.7       49.8       54.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :    35,781:     9,438        784      7,978     15,257     25,863     32,673     34,625:     3,108      1,156
Old  :     9,844:     2,788      1,010      2,772      3,031      5,503      8,591      9,284:     1,253        560
Other:    25,937:     6,955         79      4,901     12,226     20,360     24,082     25,341:     1,855        596
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :     1,489:       910       -558        520       -345      1,566      1,084      1,528:       405        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        2.2       22.3       42.6       72.3       91.3       96.8:       8.7        3.2
Old  :     100.0:      28.3       10.3       28.2       30.8       55.9       87.3       94.3:      12.7        5.7
Other:     100.0:      26.8        0.3       18.9       47.1       78.5       92.8       97.7:       7.2        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        39         13         18         35         28         82         51:
Old  :        65:        18         17         18         24         21         55         43:
Other:        76:        32          5         17         29         24         64         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  :                 24.8       59.5       36.5       71.1       20.9       50.5       29.0       55.8
Old  :                 34.1       49.1       46.6       65.5       20.7       34.4       27.8       41.2
Other:                 24.1       65.2       37.6       76.4       23.4       57.8       34.5       65.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :   240,101:    29,065     42,447     64,730    136,630    121,297    230,425    228,473:     9,676     11,628
Old  :   225,025:    28,260     47,346     59,504    127,882    106,617    215,647    213,468:     9,378     11,557
Other:    15,076:     5,705          0        326      8,748     14,680     14,778     15,005:       298         71
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :     3,655:       804        933      1,861        988      1,036      3,652      3,830:         3       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       17.7       27.0       56.9       50.5       96.0       95.2:       4.0        4.8
Old  :     100.0:      12.6       21.0       26.4       56.8       47.4       95.8       94.9:       4.2        5.1
Other:     100.0:      37.8        0.0        2.2       58.0       97.4       98.0       99.5:       2.0        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        52         73         46         59         59        135        158:
Old  :       201:        50         76         45         59         58        134        157:
Other:        40:        11          0          4         22         15         33         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.2       24.6       45.0       40.2       17.4       13.4       25.7       19.1
Old  :                 28.5       25.1       46.0       38.7       18.2       14.4       28.1       21.0
Other:                 55.7       75.9       77.9       92.3       41.8       67.9       57.2       73.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :   696,033:   150,805     19,312    163,855    307,043    446,208    621,703    629,375:    74,331     66,658
Old  :   696,033:   150,805     19,312    163,855    307,043    446,208    621,703    629,375:    74,331     66,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :    32,720:    17,611     -8,061      3,228      6,460     36,105     27,299     31,271:     5,421      1,448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        2.8       23.5       44.1       64.1       89.3       90.4:      10.7        9.6
Old  :     100.0:      21.7        2.8       23.5       44.1       64.1       89.3       90.4:      10.7        9.6
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:        81         48         85         83         91        206        183:
Old  :       230:        81         48         85         83         91        206        183:
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  :                 14.4       15.7       23.8       25.2       12.8       13.0       20.2       20.8
Old  :                 14.4       15.7       23.8       25.2       12.8       13.0       20.2       20.8
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 18, 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  :   186,240:    19,740     18,789     64,873     94,582     94,630    179,194    178,292:     7,046      7,948
Old  :   182,204:    19,872     18,736     63,472     92,173     92,153    175,517    174,361:     6,687      7,843
Other:     4,036:       601        786        667      2,409      2,477      3,677      3,931:       359        106
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :   -11,131:       694     -1,549    -14,783      1,852      3,950    -12,237    -12,382:     1,106      1,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       10.1       34.8       50.8       50.8       96.2       95.7:       3.8        4.3
Old  :     100.0:      10.9       10.3       34.8       50.6       50.6       96.3       95.7:       3.7        4.3
Other:     100.0:      14.9       19.5       16.5       59.7       61.4       91.1       97.4:       8.9        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       323:        97         84        124        112        115        266        275:
Old  :       323:        98         85        124        112        115        266        275:
Other:        71:         8         14         13         36         21         54         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       18.9       30.2       28.9        9.8        6.7       16.6       11.0
Old  :                 19.9       19.1       30.5       29.2        9.9        6.8       16.8       10.9
Other:                 39.1       54.3       55.8       73.6       38.3       51.6       51.2       64.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :    68,660:    47,337      5,487      1,439     10,045     59,448     58,820     66,374:     9,840      2,286
Old  :    68,660:    47,337      5,487      1,439     10,045     59,448     58,820     66,374:     9,840      2,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :    -1,485:    -3,240      1,897        452       -694     -4,610     -3,482     -2,262:     1,997        777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.9        8.0        2.1       14.6       86.6       85.7       96.7:      14.3        3.3
Old  :     100.0:      68.9        8.0        2.1       14.6       86.6       85.7       96.7:      14.3        3.3
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  :       112:        71         15         11         19          9         94         32:
Old  :       112:        71         15         11         19          9         94         32:
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  :                 43.9       85.8       55.3       90.1       43.5       85.1       54.3       89.2
Old  :                 43.9       85.8       55.3       90.1       43.5       85.1       54.3       89.2
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 18, 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  :   457,804:     6,734     63,389      3,519    431,463    368,931    441,716    435,839:    16,088     21,965
Old  :   457,804:     6,734     63,389      3,519    431,463    368,931    441,716    435,839:    16,088     21,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :   -14,926:      -672      1,767        345    -15,104    -15,476    -15,432    -13,365:       506     -1,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       13.8        0.8       94.2       80.6       96.5       95.2:       3.5        4.8
Old  :     100.0:       1.5       13.8        0.8       94.2       80.6       96.5       95.2:       3.5        4.8
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  :       231:        17         43         15        100        105        129        151:
Old  :       231:        17         43         15        100        105        129        151:
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  :                 39.5       23.3       57.2       34.6       39.5       22.4       51.5       32.1
Old  :                 39.5       23.3       57.2       34.6       39.5       22.4       51.5       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 21, 2011