COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      150,007
COMMITMENTS
  48,901   20,332   10,957   75,823  108,742  135,681  140,031   14,326    9,976

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -4,295)
  -5,089     -378      649    2,067   -5,157   -2,373   -4,886   -1,922      591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     13.6      7.3     50.5     72.5     90.4     93.3      9.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      92       54       66       52       61      176      153
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       24,367
COMMITMENTS
  11,438    1,490      706    8,849   21,464   20,993   23,660    3,374      707

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        339)
     205        2      -93     -117      408       -5      317      344       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9      6.1      2.9     36.3     88.1     86.2     97.1     13.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      38       11        9       23       17       67       31
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      180,907
COMMITMENTS
  38,101   37,240   25,405  108,992  108,877  172,498  171,522    8,409    9,385

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      4,666)
     509    9,438   -2,611    6,796   -4,173    4,694    2,654      -28    2,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     20.6     14.0     60.2     60.2     95.4     94.8      4.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      61       66       38       58       53      136      141
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      533,043
COMMITMENTS
 155,888   30,173   46,863  249,711  385,673  452,462  462,709   80,581   70,334

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -47,084)
 -21,087  -12,540  -15,272   -9,032  -35,489  -45,391  -63,301   -1,693   16,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      5.7      8.8     46.8     72.4     84.9     86.8     15.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      87       33       61       72       85      184      155
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      114,007
COMMITMENTS
  34,023   11,768   16,432   57,748   81,716  108,203  109,916    5,804    4,091

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:       -611)
  -2,857   -1,088    1,868    1,395   -1,009      406     -229   -1,017     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     10.3     14.4     50.7     71.7     94.9     96.4      5.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     115       54       76      102      115      251      223
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       62,452
COMMITMENTS
  44,508   10,260      604    9,079   49,920   54,191   60,784    8,261    1,668

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:       -350)
   7,210  -15,367   -1,377   -6,813   17,418     -980      674      630   -1,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.3     16.4      1.0     14.5     79.9     86.8     97.3     13.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      68       18        6       16       11       88       32
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      452,796
COMMITMENTS
   6,826   58,004    3,730  427,819  370,576  438,375  432,310   14,421   20,486

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -55,809)
     843   -1,741     -852  -39,395  -34,626  -39,404  -37,219  -16,405  -18,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     12.8      0.8     94.5     81.8     96.8     95.5      3.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      16       48        7       98      110      119      160
 

Updated September 23, 2011