COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      147,827
COMMITMENTS
  54,183   22,512    8,765   70,726  105,339  133,674  136,616   14,153   11,211

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        181)
  -1,063      190      488      422   -1,335     -153     -657      334      838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     15.2      5.9     47.8     71.3     90.4     92.4      9.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
     100       55       59       51       61      178      151
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       23,484
COMMITMENTS
  10,552    1,657      789    9,096   20,260   20,437   22,706    3,047      778

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:       -711)
       9       73      -53     -611     -458     -655     -438      -56     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9      7.1      3.4     38.7     86.3     87.0     96.7     13.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      38       14       13       26       16       71       37
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      163,401
COMMITMENTS
  38,523   23,723   21,161   95,058  111,508  154,742  156,392    8,659    7,009

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      2,780)
     775   -1,492    2,730     -236    1,249    3,269    2,487     -489      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     14.5     13.0     58.2     68.2     94.7     95.7      5.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      65       39       36       50       52      130      115
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      597,645
COMMITMENTS
 174,494   44,742   59,922  277,040  435,567  511,456  540,231   86,189   57,414

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:        -94)
  -2,968    2,860    7,497   -2,945  -14,543    1,584   -4,186   -1,678    4,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      7.5     10.0     46.4     72.9     85.6     90.4     14.4      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      91       47       74       75       86      199      175
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      113,221
COMMITMENTS
  39,345   14,607   14,488   52,151   79,208  105,984  108,303    7,237    4,918

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      6,978)
   4,750      -20    1,633      144    4,467    6,527    6,080      451      898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     12.9     12.8     46.1     70.0     93.6     95.7      6.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
     130       60       78      101      112      260      228
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       50,566
COMMITMENTS
  26,202   27,933    3,325   14,814   16,382   44,341   47,640    6,225    2,926

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -5,104)
  -4,823   -6,074    1,962   -3,116      504   -5,977   -3,608      873   -1,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8     55.2      6.6     29.3     32.4     87.7     94.2     12.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      50       32       12       18       11       76       49
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      456,901
COMMITMENTS
   6,442   62,788    4,218  430,583  366,212  441,243  433,218   15,658   23,683

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     22,790)
   1,563   -2,370    1,266   17,403   23,399   20,232   22,295    2,558      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     13.7      0.9     94.2     80.2     96.6     94.8      3.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      15       49        6      104      120      124      170
 

Updated September 9, 2011