COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      147,661
COMMITMENTS
  43,489   22,389   11,865   81,089  102,196  136,443  136,450   11,218   11,211

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -2,346)
  -5,412    2,057      908    5,266   -6,546      762   -3,581   -3,108    1,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     15.2      8.0     54.9     69.2     92.4     92.4      7.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      88       56       64       57       61      175      155
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       24,064
COMMITMENTS
  10,786    1,940      795    9,882   20,141   21,463   22,876    2,601    1,188

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -303)
    -652      450       89    1,033   -1,323      470     -784     -773      481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8      8.1      3.3     41.1     83.7     89.2     95.1     10.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      33       11       12       27       20       64       40
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      181,905
COMMITMENTS
  40,695   43,782   22,327  110,419  106,282  173,441  172,391    8,464    9,514

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        998)
   2,594    6,542   -3,078    1,427   -2,595      943      869       55      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     24.1     12.3     60.7     58.4     95.3     94.8      4.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      59       65       32       60       54      134      139
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      483,737
COMMITMENTS
 140,237   40,868   40,297  241,289  344,931  421,823  426,096   61,914   57,641

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -49,306)
 -15,651   10,695   -6,566   -8,422  -40,742  -30,639  -36,613  -18,667  -12,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      8.4      8.3     49.9     71.3     87.2     88.1     12.8     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      72       40       60       74       85      178      156
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      115,239
COMMITMENTS
  28,793   14,755   18,034   63,418   77,379  110,245  110,168    4,994    5,071

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      1,232)
  -5,230    2,987    1,602    5,670   -4,337    2,042      252     -810      980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     12.8     15.6     55.0     67.1     95.7     95.6      4.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      98       62       84      111      113      250      228
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       68,631
COMMITMENTS
  47,409    8,989    1,269    9,658   56,355   58,336   66,613   10,295    2,018

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      6,179)
   2,901   -1,271      665      579    6,435    4,145    5,829    2,034      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.1     13.1      1.8     14.1     82.1     85.0     97.1     15.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      75       15        5       18        8       96       26
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      465,993
COMMITMENTS
   5,945   59,871    3,374  443,175  380,451  452,494  443,696   13,499   22,297

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     13,197)
    -881    1,867     -356   15,356    9,875   14,119   11,386     -922    1,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     12.8      0.7     95.1     81.6     97.1     95.2      2.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      14       47        7      102      110      122      158
 

Updated September 30, 2011