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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :   274,986:    61,642     27,605     81,916    113,520    150,928    257,078    260,449:    17,908     14,536
Old  :   270,018:    61,681     28,274     80,453    110,770    146,869    252,904    255,597:    17,115     14,422
Other:     4,967:       736        107        687      2,751      4,059      4,174      4,853:       793        115
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    -1,911:        31        437     -1,114     -1,977       -658     -3,061     -1,335:     1,149       -576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       10.0       29.8       41.3       54.9       93.5       94.7:       6.5        5.3
Old  :     100.0:      22.8       10.5       29.8       41.0       54.4       93.7       94.7:       6.3        5.3
Other:     100.0:      14.8        2.1       13.8       55.4       81.7       84.0       97.7:      16.0        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:       131         72         95         67         73        233        208:
Old  :       292:       131         73         91         67         73        231        206:
Other:        60:        16          3          7         20         27         38         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  :                 15.3       28.0       25.1       38.2       10.0       19.3       16.4       25.5
Old  :                 15.4       28.3       25.4       38.3       10.1       20.0       16.6       26.0
Other:                 39.2       46.7       54.6       65.7       38.0       42.8       48.6       59.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :    31,092:     9,854      4,766      6,073     12,201     18,523     28,128     29,363:     2,964      1,729
Old  :    21,577:     8,341      4,369      2,507      8,265     13,360     19,112     20,236:     2,465      1,341
Other:     9,515:     1,796        680      3,284      3,936      5,163      9,016      9,126:       499        388
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :       770:       541       -979        616       -488      1,568        669      1,206:       101       -436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       15.3       19.5       39.2       59.6       90.5       94.4:       9.5        5.6
Old  :     100.0:      38.7       20.2       11.6       38.3       61.9       88.6       93.8:      11.4        6.2
Other:     100.0:      18.9        7.1       34.5       41.4       54.3       94.8       95.9:       5.2        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        45         24         23         23         16         81         52:
Old  :        88:        44         19         18         23         11         73         42:
Other:        52:        13         17         18         16         13         42         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.7       62.3       39.6       75.0       23.7       57.4       35.2       61.5
Old  :                 27.6       71.5       42.5       80.1       27.6       67.3       41.3       72.2
Other:                 43.3       56.7       61.9       71.4       35.6       40.1       47.9       47.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :   233,875:    60,956     25,848     54,069    103,743    148,296    218,769    228,214:    15,107      5,661
Old  :   217,453:    61,399     24,884     49,811     91,319    137,140    202,529    211,836:    14,924      5,617
Other:    16,423:       205      1,612      3,610     12,424     11,156     16,240     16,378:       183         44
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    10,960:     2,444       -383      5,119      2,328      6,421      9,891     11,156:     1,069       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       11.1       23.1       44.4       63.4       93.5       97.6:       6.5        2.4
Old  :     100.0:      28.2       11.4       22.9       42.0       63.1       93.1       97.4:       6.9        2.6
Other:     100.0:       1.3        9.8       22.0       75.7       67.9       98.9       99.7:       1.1        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        91         45         47         48         48        167        116:
Old  :       206:        91         46         47         48         48        167        116:
Other:        38:         4          3          7         18         19         26         26:
     :----------------------------------------------------------------------------------------------------
     :             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       27.3       37.0       45.2       17.8       21.1       27.0       32.7
Old  :                 22.0       26.4       34.8       43.4       16.0       22.7       25.9       34.9
Other:                 80.8       74.0       94.0       90.9       61.2       52.6       67.8       65.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :   892,506:   162,186    112,001    182,954    460,049    503,811    805,188    798,766:    87,318     93,740
Old  :   892,506:   162,186    112,001    182,954    460,049    503,811    805,188    798,766:    87,318     93,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    -3,843:     3,222     10,271     -1,844    -10,705    -17,660     -9,327     -9,233:     5,484      5,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       12.5       20.5       51.5       56.4       90.2       89.5:       9.8       10.5
Old  :     100.0:      18.2       12.5       20.5       51.5       56.4       90.2       89.5:       9.8       10.5
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  :       220:        53         64         74         91         91        185        191:
Old  :       220:        53         64         74         91         91        185        191:
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  :                 11.8       17.8       21.0       28.3       10.4       14.6       18.1       21.3
Old  :                 11.8       17.8       21.0       28.3       10.4       14.6       18.1       21.3
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 11, 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  :   208,800:    30,612     47,538     68,686    100,667     83,865    199,966    200,089:     8,834      8,710
Old  :   206,289:    30,961     47,694     67,745     99,019     82,325    197,725    197,764:     8,564      8,525
Other:     2,511:       228        421        364      1,648      1,540      2,241      2,326:       270        185
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    11,729:       595       -892      7,745      3,391      5,057     11,732     11,909:        -2       -180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       22.8       32.9       48.2       40.2       95.8       95.8:       4.2        4.2
Old  :     100.0:      15.0       23.1       32.8       48.0       39.9       95.8       95.9:       4.2        4.1
Other:     100.0:       9.1       16.8       14.5       65.6       61.3       89.2       92.6:      10.8        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:       117        108        120        131        119        308        298:
Old  :       387:       120        108        119        131        115        308        293:
Other:        66:         5          8          6         29         35         38         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       14.8       23.4       24.4        7.8        8.7       14.6       14.5
Old  :                 14.4       14.8       23.5       24.4        7.8        8.8       14.7       14.6
Other:                 45.8       40.2       59.8       58.0       37.3       32.2       50.1       47.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :    72,756:    52,606     18,138      2,199     14,035     49,362     68,840     69,699:     3,916      3,057
Old  :    72,756:    52,606     18,138      2,199     14,035     49,362     68,840     69,699:     3,916      3,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     6,960:     7,527      8,346       -685      1,244       -731      8,086      6,930:    -1,125         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.3       24.9        3.0       19.3       67.8       94.6       95.8:       5.4        4.2
Old  :     100.0:      72.3       24.9        3.0       19.3       67.8       94.6       95.8:       5.4        4.2
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  :       101:        42         37         10         16         10         61         55:
Old  :       101:        42         37         10         16         10         61         55:
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  :                 66.2       76.5       75.9       84.1       64.8       74.9       74.0       82.3
Old  :                 66.2       76.5       75.9       84.1       64.8       74.9       74.0       82.3
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, September 11, 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  :   438,055:    45,679     54,112      2,347    368,197    362,655    416,224    419,114:    21,831     18,941
Old  :   438,055:    45,679     54,112      2,347    368,197    362,655    416,224    419,114:    21,831     18,941
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    -6,050:      -280     -3,874       -407     -5,646       -526     -6,333     -4,807:       283     -1,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       12.4        0.5       84.1       82.8       95.0       95.7:       5.0        4.3
Old  :     100.0:      10.4       12.4        0.5       84.1       82.8       95.0       95.7:       5.0        4.3
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  :       254:        41         38         11        109        106        156        149:
Old  :       254:        41         38         11        109        106        156        149:
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  :                 31.8       29.9       43.2       40.5       27.8       29.8       38.9       39.6
Old  :                 31.8       29.9       43.2       40.5       27.8       29.8       38.9       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated September 14, 2012