```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      255,819
COMMITMENTS
  46,925    7,836   79,280  113,761  157,293  239,966  244,410   15,854   11,409

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -6,405)
  -5,283      902   -1,587    2,739   -6,209   -4,131   -6,894   -2,273      489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      3.1     31.0     44.5     61.5     93.8     95.5      6.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
     112       50       89       64       70      211      176
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       33,046
COMMITMENTS
  10,832      621    6,244   12,420   25,262   29,497   32,127    3,549      919

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        -46)
      32       26     -236     -193      124     -397      -87      351       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8      1.9     18.9     37.6     76.4     89.3     97.2     10.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      36       13       18       28       22       75       42
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      216,378
COMMITMENTS
  31,360   39,442   49,329  126,737  117,912  207,426  206,683    8,952    9,695

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     10,429)
    -415   10,048    1,509    9,328   -3,230   10,423    8,328        6    2,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     18.2     22.8     58.6     54.5     95.9     95.5      4.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      54       74       49       59       57      141      153
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      692,964
COMMITMENTS
 150,180   12,018  150,766  306,126  452,369  607,072  615,153   85,891   77,810

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:   -125,382)
 -19,986      646  -77,026  -24,378  -61,130 -121,389 -137,510   -3,992   12,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      1.7     21.8     44.2     65.3     87.6     88.8     12.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      81       41       77       79       86      199      166
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      177,673
COMMITMENTS
  29,608   14,246   57,022   84,577  101,502  171,207  172,770    6,466    4,903

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      1,760)
  -2,500      928    2,751    2,469   -1,500    2,720    2,179     -960     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      8.0     32.1     47.6     57.1     96.4     97.2      3.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     117       73      111      109      121      280      262
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       62,968
COMMITMENTS
  44,531   10,065      880    9,103   50,269   54,514   61,215    8,454    1,753

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:       -336)
   7,233  -15,449   -1,337   -6,915   17,470   -1,020      683      684   -1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.7     16.0      1.4     14.5     79.8     86.6     97.2     13.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      68       19        8       17       11       91       33
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      453,905
COMMITMENTS
   6,829   57,867    4,166  428,358  371,253  439,353  433,287   14,552   20,618

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -57,136)
     784   -1,959   -1,231  -40,199  -35,207  -40,647  -38,398  -16,490  -18,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     12.7      0.9     94.4     81.8     96.8     95.5      3.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      16       48       13      100      110      125      162
```

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Updated September 23, 2011