```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :   257,149:    43,088     13,799     79,436    122,466    149,299    244,989    242,533:    12,160     14,616
Old  :   252,691:    42,075     14,077     78,736    120,454    145,572    241,266    238,384:    11,425     14,307
Other:     4,458:     1,522        232        190      2,011      3,727      3,723      4,149:       735        309
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :    -1,137:        11       -528        183     -1,656     -1,044     -1,462     -1,388:       326        252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        5.4       30.9       47.6       58.1       95.3       94.3:       4.7        5.7
Old  :     100.0:      16.7        5.6       31.2       47.7       57.6       95.5       94.3:       4.5        5.7
Other:     100.0:      34.1        5.2        4.3       45.1       83.6       83.5       93.1:      16.5        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:       109         44         87         68         73        203        180:
Old  :       238:       108         45         86         67         72        202        178:
Other:        63:        14          9         11         19         30         39         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  :                 18.9       19.9       31.2       32.1       11.2        7.7       15.8       13.8
Old  :                 19.0       20.0       31.5       32.4       11.3        7.8       16.0       14.0
Other:                 43.2       44.2       57.9       63.6       37.5       40.5       49.1       55.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :    34,292:     8,528      1,342      7,458     15,603     24,297     31,589     33,097:     2,703      1,195
Old  :    12,249:     4,298      1,139      2,786      3,711      7,648     10,795     11,573:     1,454        677
Other:    22,042:     4,393        366      4,509     11,892     16,649     20,794     21,524:     1,249        518
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :       451:      -136       -392        154        491      1,103        509        865:       -58       -414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        3.9       21.7       45.5       70.9       92.1       96.5:       7.9        3.5
Old  :     100.0:      35.1        9.3       22.7       30.3       62.4       88.1       94.5:      11.9        5.5
Other:     100.0:      19.9        1.7       20.5       53.9       75.5       94.3       97.6:       5.7        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        37         11         18         34         28         74         55:
Old  :        74:        27         13         17         26         24         58         49:
Other:        64:        20          9         16         27         21         53         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  :                 25.7       58.9       38.2       69.2       22.6       50.4       31.0       55.1
Old  :                 32.1       54.5       45.4       65.8       28.5       48.2       37.9       54.2
Other:                 25.0       62.0       40.9       73.9       23.1       52.9       36.2       59.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :   236,446:    28,262     41,514     62,869    135,642    120,260    226,773    224,643:     9,673     11,803
Old  :   221,900:    27,406     46,483     57,854    127,496    105,900    212,756    210,237:     9,144     11,663
Other:    14,546:     5,825          0         46      8,146     14,360     14,017     14,406:       529        140
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :     6,505:       -62     -2,006      2,319      2,991      5,544      5,248      5,857:     1,257        647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       17.6       26.6       57.4       50.9       95.9       95.0:       4.1        5.0
Old  :     100.0:      12.4       20.9       26.1       57.5       47.7       95.9       94.7:       4.1        5.3
Other:     100.0:      40.0        0.0        0.3       56.0       98.7       96.4       99.0:       3.6        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        48         70         48         57         56        130        153:
Old  :       191:        46         73         47         57         55        129        152:
Other:        38:        10          0          1         21         15         31         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.4       25.0       45.4       40.5       17.7       13.6       26.7       19.4
Old  :                 28.6       25.5       46.3       39.0       18.7       14.5       28.9       21.2
Other:                 55.6       75.0       78.7       93.5       40.6       66.1       55.1       71.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :   663,313:   133,194     27,373    160,627    300,583    410,103    594,404    598,104:    68,909     65,210
Old  :   663,313:   133,194     27,373    160,627    300,583    410,103    594,404    598,104:    68,909     65,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :     7,783:     4,359        796      1,018     -3,498      6,792      1,879      8,606:     5,904       -823
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        4.1       24.2       45.3       61.8       89.6       90.2:      10.4        9.8
Old  :     100.0:      20.1        4.1       24.2       45.3       61.8       89.6       90.2:      10.4        9.8
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  :       226:        82         45         83         84         88        204        179:
Old  :       226:        82         45         83         84         88        204        179:
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  :                 15.0       14.7       24.5       24.2       13.4       12.0       20.8       18.9
Old  :                 15.0       14.7       24.5       24.2       13.4       12.0       20.8       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 11, 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  :   197,371:    19,045     20,338     79,656     92,730     90,680    191,431    190,674:     5,940      6,696
Old  :   193,822:    19,100     20,259     78,349     90,695     88,608    188,144    187,216:     5,678      6,606
Other:     3,549:       636        771        615      2,035      2,072      3,287      3,458:       262         90
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :     1,638:      -490      3,452      1,592       -212     -4,261        890        783:       748        855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       10.3       40.4       47.0       45.9       97.0       96.6:       3.0        3.4
Old  :     100.0:       9.9       10.5       40.4       46.8       45.7       97.1       96.6:       2.9        3.4
Other:     100.0:      17.9       21.7       17.3       57.3       58.4       92.6       97.5:       7.4        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:        94         92        131        116        116        279        282:
Old  :       335:        91         96        131        114        116        277        282:
Other:        68:        11         10         13         35         20         53         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       18.2       28.3       28.6        9.5        6.1       15.9       10.3
Old  :                 18.2       18.5       28.7       29.0        9.6        6.2       16.1       10.1
Other:                 38.9       54.5       56.4       76.2       36.3       52.0       48.3       64.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :    70,145:    50,577      3,590        987     10,739     64,059     62,302     68,636:     7,843      1,509
Old  :    70,145:    50,577      3,590        987     10,739     64,059     62,302     68,636:     7,843      1,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :    -3,132:       875     -5,441       -467       -339      3,015         69     -2,893:    -3,201       -240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.1        5.1        1.4       15.3       91.3       88.8       97.8:      11.2        2.2
Old  :     100.0:      72.1        5.1        1.4       15.3       91.3       88.8       97.8:      11.2        2.2
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  :       104:        63         12          9         19         12         86         30:
Old  :       104:        63         12          9         19         12         86         30:
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  :                 47.4       87.9       59.4       93.4       47.3       87.0       59.3       92.3
Old  :                 47.4       87.9       59.4       93.4       47.3       87.0       59.3       92.3
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 11, 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  :   472,730:     7,406     61,622      3,175    446,567    384,407    457,148    449,204:    15,582     23,526
Old  :   472,730:     7,406     61,622      3,175    446,567    384,407    457,148    449,204:    15,582     23,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :   -21,718:       566     -7,281     -2,646    -20,876    -12,225    -22,956    -22,152:     1,238        434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       13.0        0.7       94.5       81.3       96.7       95.0:       3.3        5.0
Old  :     100.0:       1.6       13.0        0.7       94.5       81.3       96.7       95.0:       3.3        5.0
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  :       235:        11         45         14         99        114        123        160:
Old  :       235:        11         45         14         99        114        123        160:
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  :                 40.9       22.7       58.1       33.8       40.9       21.8       53.5       31.2
Old  :                 40.9       22.7       58.1       33.8       40.9       21.8       53.5       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated October 14, 2011