```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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  :   275,853:    62,084     30,085     80,803    115,409    151,315    258,295    262,203:    17,558     13,650
Old  :   270,148:    62,100     30,759     79,008    112,402    146,860    253,510    256,627:    16,638     13,521
Other:     5,704:       762        105      1,016      3,007      4,455      4,785      5,576:       920        129
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :       867:       442      2,479     -1,113      1,888        387      1,217      1,753:      -350       -886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       10.9       29.3       41.8       54.9       93.6       95.1:       6.4        4.9
Old  :     100.0:      23.0       11.4       29.2       41.6       54.4       93.8       95.0:       6.2        5.0
Other:     100.0:      13.4        1.8       17.8       52.7       78.1       83.9       97.7:      16.1        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:       129         75         93         71         74        238        209:
Old  :       297:       129         75         89         71         74        236        207:
Other:        62:        15          5          9         20         28         39         38:
     :----------------------------------------------------------------------------------------------------
     :             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       27.4       24.9       37.7       10.0       18.7       16.8       25.1
Old  :                 15.4       27.7       25.2       37.7       10.1       19.4       17.0       25.4
Other:                 36.5       41.7       52.3       61.2       35.4       38.7       45.2       55.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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  :    31,243:     9,677      3,620      6,195     12,078     19,849     27,950     29,664:     3,292      1,579
Old  :    21,097:     8,122      2,694      2,610      7,675     14,622     18,407     19,926:     2,690      1,171
Other:    10,145:     1,805      1,177      3,335      4,403      5,226      9,543      9,738:       602        407
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :       151:      -177     -1,146        122       -123      1,325       -178        301:       329       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       11.6       19.8       38.7       63.5       89.5       94.9:      10.5        5.1
Old  :     100.0:      38.5       12.8       12.4       36.4       69.3       87.2       94.4:      12.8        5.6
Other:     100.0:      17.8       11.6       32.9       43.4       51.5       94.1       96.0:       5.9        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        43         23         24         23         18         80         53:
Old  :        85:        39         20         20         23         13         71         44:
Other:        53:        14         15         18         16         14         43         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  :                 24.6       64.9       39.6       75.0       23.5       57.1       35.1       61.0
Old  :                 27.6       71.7       41.9       79.6       27.4       65.9       40.0       70.8
Other:                 44.1       56.2       63.2       71.6       38.2       43.4       49.7       50.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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  :   226,838:    54,450     24,056     54,256    103,258    142,343    211,965    220,654:    14,874      6,184
Old  :   209,463:    54,948     24,023     49,075     90,716    130,234    194,739    203,331:    14,724      6,131
Other:    17,375:       189        720      4,494     12,542     12,109     17,225     17,323:       150         52
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    -7,037:    -6,506     -1,793        187       -484     -5,954     -6,804     -7,560:      -233        523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       10.6       23.9       45.5       62.8       93.4       97.3:       6.6        2.7
Old  :     100.0:      26.2       11.5       23.4       43.3       62.2       93.0       97.1:       7.0        2.9
Other:     100.0:       1.1        4.1       25.9       72.2       69.7       99.1       99.7:       0.9        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        77         44         47         50         47        156        112:
Old  :       191:        76         45         47         50         47        156        112:
Other:        38:         3          4          5         19         19         25         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.0       27.0       38.0       44.9       18.1       21.2       27.3       33.0
Old  :                 22.5       26.3       35.5       43.2       16.3       23.0       26.7       35.6
Other:                 81.7       75.5       94.2       91.4       57.6       52.7       64.0       62.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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  :   791,519:   161,127    108,908    125,525    422,609    466,978    709,261    701,410:    82,258     90,108
Old  :   791,519:   161,127    108,908    125,525    422,609    466,978    709,261    701,410:    82,258     90,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :  -100,987:    -1,059     -3,093    -57,429    -37,440    -36,833    -95,927    -97,355:    -5,060     -3,632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       13.8       15.9       53.4       59.0       89.6       88.6:      10.4       11.4
Old  :     100.0:      20.4       13.8       15.9       53.4       59.0       89.6       88.6:      10.4       11.4
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  :       204:        52         57         65         85         83        171        174:
Old  :       204:        52         57         65         85         83        171        174:
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  :                 12.9       18.7       22.9       28.9       12.2       16.2       21.0       23.4
Old  :                 12.9       18.7       22.9       28.9       12.2       16.2       21.0       23.4
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 18, 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  :   198,950:    30,085     37,658     64,918     95,497     87,929    190,500    190,504:     8,450      8,445
Old  :   196,041:    30,425     37,889     63,962     93,490     85,948    187,877    187,798:     8,164      8,242
Other:     2,909:       272        381        344      2,006      1,981      2,623      2,706:       286        203
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    -9,850:      -527     -9,881     -3,769     -5,170      4,064     -9,466     -9,585:      -384       -265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       18.9       32.6       48.0       44.2       95.8       95.8:       4.2        4.2
Old  :     100.0:      15.5       19.3       32.6       47.7       43.8       95.8       95.8:       4.2        4.2
Other:     100.0:       9.4       13.1       11.8       69.0       68.1       90.2       93.0:       9.8        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:       103        109        113        122        121        289        289:
Old  :       368:       106        109        112        122        117        289        284:
Other:        68:         6          8          7         30         37         40         48:
     :----------------------------------------------------------------------------------------------------
     :             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       15.2       23.5       24.4        8.2        8.3       15.3       13.8
Old  :                 14.3       15.2       23.5       24.5        8.3        8.2       15.5       13.8
Other:                 45.1       36.6       61.9       55.1       39.9       30.6       51.7       46.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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  :    41,179:    28,399     23,789      1,996      7,584     12,660     37,978     38,444:     3,201      2,735
Old  :    41,179:    28,399     23,789      1,996      7,584     12,660     37,978     38,444:     3,201      2,735
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :   -31,577:   -24,207      5,651       -203     -6,451    -36,703    -30,862    -31,255:      -715       -322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.0       57.8        4.8       18.4       30.7       92.2       93.4:       7.8        6.6
Old  :     100.0:      69.0       57.8        4.8       18.4       30.7       92.2       93.4:       7.8        6.6
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  :       102:        40         42         10         14          7         58         56:
Old  :       102:        40         42         10         14          7         58         56:
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  :                 54.4       49.0       65.0       65.6       51.6       49.0       61.9       65.6
Old  :                 54.4       49.0       65.0       65.6       51.6       49.0       61.9       65.6
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 18, 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  :   444,635:    43,764     55,108      5,651    368,203    362,886    417,618    423,644:    27,017     20,991
Old  :   444,635:    43,764     55,108      5,651    368,203    362,886    417,618    423,644:    27,017     20,991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :     6,580:    -1,915        995      3,304          6        231      1,394      4,530:     5,186      2,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       12.4        1.3       82.8       81.6       93.9       95.3:       6.1        4.7
Old  :     100.0:       9.8       12.4        1.3       82.8       81.6       93.9       95.3:       6.1        4.7
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  :       263:        46         43         19        114        107        171        160:
Old  :       263:        46         43         19        114        107        171        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  :                 33.8       28.8       44.3       39.5       28.8       28.7       39.3       38.7
Old  :                 33.8       28.8       44.3       39.5       28.8       28.7       39.3       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 21, 2012