```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   276,897:    61,611     27,168     83,030    115,498    151,586    260,139    261,784:    16,758     15,113
Old  :   272,185:    61,615     27,817     81,572    112,979    147,800    256,166    257,189:    16,019     14,996
Other:     4,712:       759        114        695      2,518      3,786      3,972      4,595:       739        117
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :     5,517:     2,822     -1,957        419      2,518      6,670      5,758      5,132:      -241        385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        9.8       30.0       41.7       54.7       93.9       94.5:       6.1        5.5
Old  :     100.0:      22.6       10.2       30.0       41.5       54.3       94.1       94.5:       5.9        5.5
Other:     100.0:      16.1        2.4       14.7       53.4       80.4       84.3       97.5:      15.7        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:       133         78         98         64         71        238        210:
Old  :       299:       133         78         94         64         71        236        208:
Other:        57:        16          4          7         20         23         38         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       28.3       24.9       38.1       10.1       20.0       16.6       26.2
Old  :                 15.3       28.5       25.1       38.2       10.3       20.6       16.9       26.6
Other:                 40.3       49.9       55.0       66.2       37.2       44.6       48.1       58.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    30,322:     9,313      5,745      5,457     12,689     16,956     27,459     28,157:     2,863      2,165
Old  :    21,562:     7,669      5,530      2,326      9,297     12,009     19,292     19,865:     2,270      1,697
Other:     8,760:     1,902        473      2,873      3,392      4,947      8,166      8,292:       593        467
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :       480:      -105        242        182        419        278        497        702:       -17       -222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       18.9       18.0       41.8       55.9       90.6       92.9:       9.4        7.1
Old  :     100.0:      35.6       25.6       10.8       43.1       55.7       89.5       92.1:      10.5        7.9
Other:     100.0:      21.7        5.4       32.8       38.7       56.5       93.2       94.7:       6.8        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        40         30         20         25         14         80         49:
Old  :        87:        40         21         18         25         10         71         43:
Other:        50:        14         15         16         16         11         43         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.3       60.3       40.8       72.5       26.0       56.2       38.2       60.6
Old  :                 32.2       67.9       46.2       76.7       32.2       64.9       46.1       70.2
Other:                 45.5       60.0       62.6       75.4       37.9       43.9       48.0       48.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   222,915:    58,512     26,232     48,950    101,415    141,876    208,877    217,058:    14,038      5,857
Old  :   208,664:    58,957     22,652     46,779     89,063    133,494    194,799    202,925:    13,866      5,740
Other:    14,251:       120      4,145      1,606     12,352      8,382     14,079     14,133:       172        117
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    10,928:     2,211     -7,677      7,051      1,296     12,184     10,558     11,558:       369       -630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       11.8       22.0       45.5       63.6       93.7       97.4:       6.3        2.6
Old  :     100.0:      28.3       10.9       22.4       42.7       64.0       93.4       97.2:       6.6        2.8
Other:     100.0:       0.8       29.1       11.3       86.7       58.8       98.8       99.2:       1.2        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        83         47         47         49         47        161        115:
Old  :       198:        83         47         47         48         46        160        114:
Other:        35:         3          4          6         17         17         24         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.5       26.0       37.2       44.8       19.0       21.0       28.4       33.1
Old  :                 22.3       26.1       35.4       42.6       17.0       22.9       27.0       35.4
Other:                 78.9       83.9       93.7       94.1       70.2       72.5       78.6       79.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   896,349:   158,964    101,730    184,798    470,753    521,471    814,515    807,999:    81,834     88,350
Old  :   896,349:   158,964    101,730    184,798    470,753    521,471    814,515    807,999:    81,834     88,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    18,064:    -1,653     17,995     10,058     10,494     -9,722     18,898     18,332:      -835       -268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       11.3       20.6       52.5       58.2       90.9       90.1:       9.1        9.9
Old  :     100.0:      17.7       11.3       20.6       52.5       58.2       90.9       90.1:       9.1        9.9
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  :       217:        55         64         81         86         87        184        192:
Old  :       217:        55         64         81         86         87        184        192:
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  :                 12.0       18.7       21.5       28.6       10.9       14.4       18.8       21.4
Old  :                 12.0       18.7       21.5       28.6       10.9       14.4       18.8       21.4
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, September 4, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   197,070:    30,017     48,431     60,941     97,276     78,808    188,234    188,180:     8,836      8,890
Old  :   194,944:    30,395     48,550     60,141     95,801     77,593    186,336    186,284:     8,608      8,660
Other:     2,126:       147        405        276      1,475      1,215      1,898      1,896:       228        230
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :     2,835:       146      2,640      1,253        566     -1,525      1,965      2,369:       870        466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       24.6       30.9       49.4       40.0       95.5       95.5:       4.5        4.5
Old  :     100.0:      15.6       24.9       30.9       49.1       39.8       95.6       95.6:       4.4        4.4
Other:     100.0:       6.9       19.1       13.0       69.4       57.2       89.3       89.2:      10.7       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:       118        114        110        128        117        295        301:
Old  :       390:       120        114        109        128        113        295        296:
Other:        60:         4          8          5         28         32         35         42:
     :----------------------------------------------------------------------------------------------------
     :             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       14.2       23.4       23.5        8.2        8.6       15.1       14.6
Old  :                 14.4       14.2       23.5       23.6        8.2        8.7       15.3       14.6
Other:                 37.3       44.2       54.6       62.7       31.5       35.8       46.3       52.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    65,796:    45,079      9,792      2,884     12,791     50,093     60,754     62,769:     5,041      3,026
Old  :    65,796:    45,079      9,792      2,884     12,791     50,093     60,754     62,769:     5,041      3,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :       158:    -1,243       -386        349        492       -870       -402       -907:       560      1,065
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.5       14.9        4.4       19.4       76.1       92.3       95.4:       7.7        4.6
Old  :     100.0:      68.5       14.9        4.4       19.4       76.1       92.3       95.4:       7.7        4.6
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  :       101:        51         28         10         15          9         67         47:
Old  :       101:        51         28         10         15          9         67         47:
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  :                 55.6       81.5       68.1       86.8       53.0       80.8       65.2       85.4
Old  :                 55.6       81.5       68.1       86.8       53.0       80.8       65.2       85.4
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, September 4, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   444,105:    45,959     57,987      2,754    373,844    363,180    422,556    423,921:    21,548     20,184
Old  :   444,105:    45,959     57,987      2,754    373,844    363,180    422,556    423,921:    21,548     20,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :     6,857:     7,051      2,633        726     -1,544      4,397      6,233      7,756:       623       -899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       13.1        0.6       84.2       81.8       95.1       95.5:       4.9        4.5
Old  :     100.0:      10.3       13.1        0.6       84.2       81.8       95.1       95.5:       4.9        4.5
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  :       252:        46         35         10        106        102        157        142:
Old  :       252:        46         35         10        106        102        157        142:
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  :                 32.0       29.3       44.1       39.8       28.3       29.2       40.1       39.1
Old  :                 32.0       29.3       44.1       39.8       28.3       29.2       40.1       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 4, 2012