```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      253,102
COMMITMENTS
  41,666   13,201   78,303  120,900  149,089  240,870  240,593   12,232   12,508

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -2,718)
  -5,259    5,364     -977    7,139   -8,204      904   -3,817   -3,621    1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      5.2     30.9     47.8     58.9     95.2     95.1      4.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      98       61       85       69       73      205      184
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,847
COMMITMENTS
   9,350    1,563    6,853   13,839   22,969   30,042   31,385    2,805    1,462

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -199)
  -1,482      942      609    1,419   -2,293      545     -742     -744      543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5      4.8     20.9     42.1     69.9     91.5     95.5      8.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      29       15       19       32       24       69       51
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      216,648
COMMITMENTS
  30,533   43,390   49,220  127,628  114,032  207,381  206,642    9,267   10,006

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        270)
    -827    3,948     -109      891   -3,879      -45      -41      315      311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     20.0     22.7     58.9     52.6     95.7     95.4      4.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      54       72       43       61       58      137      153
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      658,083
COMMITMENTS
 132,097   25,295  155,326  303,391  412,792  590,813  593,412   67,270   64,671

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -34,880)
 -18,083   13,277    4,559   -2,735  -39,577  -16,259  -21,741  -18,621  -13,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      3.8     23.6     46.1     62.7     89.8     90.2     10.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      72       46       79       81       87      193      173
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      189,170
COMMITMENTS
  21,735   17,368   68,752   93,259   97,461  183,746  183,581    5,424    5,589

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     11,497)
  -7,873    3,123   11,730    8,682   -4,041   12,539   10,811   -1,042      685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      9.2     36.3     49.3     51.5     97.1     97.0      2.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      95       85      123      118      120      283      268
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       69,298
COMMITMENTS
  47,440    8,750    1,629    9,716   56,811   58,785   67,190   10,512    2,108

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      6,330)
   2,909   -1,315      749      614    6,542    4,272    5,975    2,058      354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.5     12.6      2.4     14.0     82.0     84.8     97.0     15.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      76       15        9       19        8      101       27
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      467,182
COMMITMENTS
   5,958   59,739    3,828  443,778  381,182  453,563  444,749   13,618   22,433

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     13,276)
    -871    1,871     -339   15,420    9,929   14,210   11,462     -934    1,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     12.8      0.8     95.0     81.6     97.1     95.2      2.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      14       47       13      105      110      129      160
```

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Updated September 30, 2011