COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      154,302
COMMITMENTS
  53,990   20,710   10,308   73,756  113,899  138,054  144,917   16,248    9,385

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      6,475)
    -193   -1,802    1,543    3,030    8,560    4,380    8,301    2,095   -1,826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     13.4      6.7     47.8     73.8     89.5     93.9     10.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      99       52       59       50       62      179      147
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       24,028
COMMITMENTS
  11,233    1,488      799    8,966   21,056   20,998   23,343    3,030      685

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:        544)
     681     -169       10     -130      796      561      637      -17      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7      6.2      3.3     37.3     87.6     87.4     97.1     12.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      40       12       11       24       16       71       32
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      176,241
COMMITMENTS
  37,592   27,802   28,016  102,196  113,050  167,804  168,868    8,437    7,373

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     12,840)
    -931    4,079    6,855    7,138    1,542   13,062   12,476     -222      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     15.8     15.9     58.0     64.1     95.2     95.8      4.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      63       49       32       56       53      132      121
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      580,127
COMMITMENTS
 176,975   42,713   62,135  258,743  421,162  497,853  526,010   82,274   54,117

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -17,518)
   2,481   -2,029    2,213  -18,297  -14,405  -13,603  -14,221   -3,915   -3,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      7.4     10.7     44.6     72.6     85.8     90.7     14.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      95       44       75       79       90      208      177
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      114,618
COMMITMENTS
  36,880   12,856   14,564   56,353   82,725  107,797  110,145    6,821    4,473

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      1,397)
  -2,465   -1,751       76    4,202    3,517    1,813    1,842     -416     -445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     11.2     12.7     49.2     72.2     94.0     96.1      6.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     119       55       75       98      114      249      221
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       62,802
COMMITMENTS
  37,298   25,627    1,981   15,892   32,502   55,171   60,110    7,631    2,692

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     12,236)
  11,096   -2,306   -1,344    1,078   16,120   10,830   12,470    1,406     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.4     40.8      3.2     25.3     51.8     87.8     95.7     12.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      62       22       10       18       11       89       36
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 09/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      508,605
COMMITMENTS
   5,983   59,745    4,582  467,214  405,202  477,779  469,529   30,826   39,076

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     51,704)
    -459   -3,043      364   36,631   38,990   36,536   36,311   15,168   15,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     11.7      0.9     91.9     79.7     93.9     92.3      6.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      14       54       12      109      130      134      185
 

Updated September 16, 2011