COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      262,224
COMMITMENTS
  52,207    6,934   80,867  111,022  163,502  244,097  251,304   18,127   10,920

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     11,838)
  -1,866   -2,803    5,213    6,144   11,187    9,491   13,597    2,347   -1,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      2.6     30.8     42.3     62.4     93.1     95.8      6.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
     129       39       89       62       72      218      175
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       33,091
COMMITMENTS
  10,800      595    6,480   12,614   25,138   29,894   32,214    3,198      878

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      1,280)
     741     -319      408      167    1,285    1,317    1,374      -36      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6      1.8     19.6     38.1     76.0     90.3     97.3      9.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      40       12       19       29       21       78       43
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      205,949
COMMITMENTS
  31,775   29,394   47,820  117,409  121,142  197,004  198,355    8,946    7,594

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     15,211)
  -1,601    4,910    8,441    8,694    1,505   15,534   14,856     -323      355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     14.3     23.2     57.0     58.8     95.7     96.3      4.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      58       56       44       57       57      139      133
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      818,345
COMMITMENTS
 170,166   11,372  227,792  330,503  513,499  728,462  752,663   89,884   65,682

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:    -22,056)
    -579   -3,632     -158  -17,153  -15,222  -17,890  -19,012   -4,166   -3,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      1.4     27.8     40.4     62.7     89.0     92.0     11.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      98       47       96       87       94      230      194
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      175,913
COMMITMENTS
  32,108   13,318   54,271   82,108  103,002  168,487  170,590    7,426    5,322

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     -4,244)
  -1,234      257   -3,832    1,267        8   -3,799   -3,567     -445     -676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      7.6     30.9     46.7     58.6     95.8     97.0      4.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     120       74      105      104      119      277      253
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       63,303
COMMITMENTS
  37,298   25,514    2,218   16,018   32,799   55,534   60,532    7,770    2,772

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     12,104)
  11,132   -2,512   -1,387    1,003   16,245   10,748   12,346    1,356     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.9     40.3      3.5     25.3     51.8     87.7     95.6     12.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      62       23       12       19       12       92       38
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      511,042
COMMITMENTS
   6,044   59,827    5,398  468,557  406,460  480,000  471,685   31,042   39,357

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:     51,367)
    -490   -3,115      151   36,712   38,944   36,373   35,981   14,994   15,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     11.7      1.1     91.7     79.5     93.9     92.3      6.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      14       54       17      110      131      139      187
 

Updated September 16, 2011