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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   258,286:    43,076     14,327     79,253    124,122    150,342    246,451    243,922:    11,835     14,364
Old  :   253,817:    42,059     14,597     78,560    122,110    146,617    242,729    239,774:    11,088     14,043
Other:     4,468:     1,522        234        188      2,012      3,725      3,722      4,148:       746        321
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     5,184:     1,411      1,126        949      3,222      1,253      5,581      3,329:      -398      1,855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        5.5       30.7       48.1       58.2       95.4       94.4:       4.6        5.6
Old  :     100.0:      16.6        5.8       31.0       48.1       57.8       95.6       94.5:       4.4        5.5
Other:     100.0:      34.1        5.2        4.2       45.0       83.4       83.3       92.8:      16.7        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:       100         54         83         71         77        204        183:
Old  :       244:        99         55         82         70         76        203        181:
Other:        64:        14          9         11         20         30         40         44:
     :----------------------------------------------------------------------------------------------------
     :             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       19.7       30.6       32.2       11.7        8.2       16.4       14.6
Old  :                 18.2       19.9       30.8       32.4       11.8        8.3       16.4       14.8
Other:                 43.0       44.0       57.7       63.4       37.3       40.3       48.9       55.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :    33,841:     8,665      1,734      7,304     15,111     23,193     31,080     32,232:     2,761      1,609
Old  :    17,070:     6,768      1,745      2,841      5,838     11,406     15,447     15,992:     1,623      1,079
Other:    16,770:     2,246        339      4,114      9,273     11,787     15,632     16,240:     1,138        531
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :       994:      -685        171        451      1,272        224      1,038        847:       -44        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        5.1       21.6       44.7       68.5       91.8       95.2:       8.2        4.8
Old  :     100.0:      39.6       10.2       16.6       34.2       66.8       90.5       93.7:       9.5        6.3
Other:     100.0:      13.4        2.0       24.5       55.3       70.3       93.2       96.8:       6.8        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        32         17         18         32         24         69         54:
Old  :        77:        28         16         18         25         20         57         50:
Other:        55:        13         10         16         26         19         49         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  :                 25.1       57.0       38.2       67.2       23.4       49.7       32.4       54.4
Old  :                 34.9       59.3       48.4       69.0       34.4       56.7       44.1       63.5
Other:                 28.6       57.4       45.6       72.2       24.6       44.8       36.1       50.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   229,941:    28,324     43,519     60,550    132,651    114,716    221,525    218,786:     8,416     11,155
Old  :   215,995:    27,525     48,287     55,696    124,787    100,931    208,008    204,915:     7,987     11,080
Other:    13,946:     5,570          3         83      7,864     13,785     13,517     13,871:       429         75
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :    13,293:    -2,209        129     11,330      5,022        684     14,144     12,143:      -851      1,150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       18.9       26.3       57.7       49.9       96.3       95.1:       3.7        4.9
Old  :     100.0:      12.7       22.4       25.8       57.8       46.7       96.3       94.9:       3.7        5.1
Other:     100.0:      39.9        0.0        0.6       56.4       98.8       96.9       99.5:       3.1        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        46         74         47         58         56        132        152:
Old  :       194:        46         75         46         58         54        131        150:
Other:        36:         8          1          1         21         14         30         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  :                 29.6       26.3       46.9       41.7       18.3       13.2       26.8       19.0
Old  :                 30.1       26.9       47.9       40.5       19.9       14.0       29.8       20.7
Other:                 55.5       80.2       80.1       95.0       42.4       65.4       60.0       73.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   655,530:   128,835     26,577    159,609    304,081    403,312    592,525    589,498:    63,005     66,032
Old  :   655,530:   128,835     26,577    159,609    304,081    403,312    592,525    589,498:    63,005     66,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :    -2,553:    -3,262      1,282      4,283        690     -9,480      1,712     -3,914:    -4,265      1,361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        4.1       24.3       46.4       61.5       90.4       89.9:       9.6       10.1
Old  :     100.0:      19.7        4.1       24.3       46.4       61.5       90.4       89.9:       9.6       10.1
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  :       222:        77         44         84         82         90        198        182:
Old  :       222:        77         44         84         82         90        198        182:
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  :                 14.9       14.4       24.6       24.0       13.5       12.0       21.0       18.9
Old  :                 14.9       14.4       24.6       24.0       13.5       12.0       21.0       18.9
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 4, 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  :   195,733:    19,535     16,886     78,064     92,942     94,942    190,541    189,891:     5,191      5,841
Old  :   192,284:    19,523     16,704     76,898     90,948     92,930    187,368    186,532:     4,915      5,752
Other:     3,449:       599        768        580      1,995      2,011      3,173      3,359:       276         90
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     6,563:    -2,200       -483      9,312       -317     -2,519      6,795      6,310:      -232        253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        8.6       39.9       47.5       48.5       97.3       97.0:       2.7        3.0
Old  :     100.0:      10.2        8.7       40.0       47.3       48.3       97.4       97.0:       2.6        3.0
Other:     100.0:      17.4       22.3       16.8       57.8       58.3       92.0       97.4:       8.0        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:        92         91        117        122        114        273        269:
Old  :       328:        93         92        117        120        114        271        269:
Other:        66:         9         11         12         33         19         50         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  :                 18.7       19.2       28.6       29.7        9.5        6.3       15.9       10.3
Old  :                 18.9       19.5       29.0       30.1        9.5        6.4       16.1       10.1
Other:                 39.1       55.8       56.5       77.0       36.7       53.4       49.2       66.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :    73,277:    49,702      9,031      1,454     11,077     61,043     62,233     71,528:    11,044      1,749
Old  :    73,277:    49,702      9,031      1,454     11,077     61,043     62,233     71,528:    11,044      1,749
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     3,980:     2,262        281       -176      1,361      4,232      3,448      4,338:       532       -358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.8       12.3        2.0       15.1       83.3       84.9       97.6:      15.1        2.4
Old  :     100.0:      67.8       12.3        2.0       15.1       83.3       84.9       97.6:      15.1        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        68         15          6         19          9         93         25:
Old  :       109:        68         15          6         19          9         93         25:
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  :                 43.7       83.7       56.1       91.2       43.7       82.3       55.9       89.4
Old  :                 43.7       83.7       56.1       91.2       43.7       82.3       55.9       89.4
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, October 4, 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  :   494,447:     6,840     68,903      5,821    467,443    396,631    480,104    471,355:    14,344     23,092
Old  :   494,447:     6,840     68,903      5,821    467,443    396,631    480,104    471,355:    14,344     23,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :    27,266:       882      9,164      1,993     23,665     15,449     26,540     26,606:       725        659
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       13.9        1.2       94.5       80.2       97.1       95.3:       2.9        4.7
Old  :     100.0:       1.4       13.9        1.2       94.5       80.2       97.1       95.3:       2.9        4.7
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  :       243:        14         52         16        106        108        133        163:
Old  :       243:        14         52         16        106        108        133        163:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       21.5       56.8       32.9       39.8       20.5       53.2       30.1
Old  :                 39.8       21.5       56.8       32.9       39.8       20.5       53.2       30.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated October 7, 2011