COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      151,550
COMMITMENTS
  47,228   24,760   12,804   81,371   99,855  141,403  137,419   10,147   14,131

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -2,244)
   1,436    1,400     -777   -1,950   -3,531   -1,291   -2,908     -953      664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     16.3      8.4     53.7     65.9     93.3     90.7      6.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      85       60       67       58       65      174      164
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       25,247
COMMITMENTS
  10,592    1,718    1,054   10,656   21,336   22,302   24,108    2,945    1,139

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        969)
     287     -252      476     -240      556      523      780      446      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0      6.8      4.2     42.2     84.5     88.3     95.5     11.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      43        9       15       29       21       76       41
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      190,853
COMMITMENTS
  44,498   44,468   24,312  113,169  110,832  181,979  179,612    8,874   11,241

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      2,132)
     141      339    1,254      794      520    2,189    2,113      -57       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     23.3     12.7     59.3     58.1     95.4     94.1      4.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      58       67       36       58       55      132      146
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      498,372
COMMITMENTS
 151,118   39,094   37,532  243,187  365,368  431,837  441,994   66,535   56,378

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     24,625)
  13,738   -6,244   -1,390    7,068   31,748   19,416   24,114    5,209      511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      7.8      7.5     48.8     73.3     86.6     88.7     13.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      75       47       59       75       84      179      162
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      120,745
COMMITMENTS
  26,769   16,779   17,732   70,255   79,043  114,756  113,554    5,989    7,191

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      3,088)
  -3,596   -4,572      343    5,232    5,971    1,979    1,742    1,109    1,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     13.9     14.7     58.2     65.5     95.0     94.0      5.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      90       71       91      107      103      241      232
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       68,006
COMMITMENTS
  47,196    5,445    1,256    9,916   59,113   58,368   65,814    9,638    2,192

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -1,661)
  -3,313    1,822      462     -730   -4,691   -3,581   -2,407    1,920      746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.4      8.0      1.8     14.6     86.9     85.8     96.8     14.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      70       14        8       18        9       90       30
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      455,651
COMMITMENTS
   6,937   63,651    2,467  430,428  368,023  439,832  434,141   15,819   21,510

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:    -15,702)
    -506    1,876     -217  -15,430  -15,609  -16,153  -13,950      451   -1,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     14.0      0.5     94.5     80.8     96.5     95.3      3.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      17       41        6       97      105      120      146
 

Updated October 21, 2011