WHEAT - CHICAGO BOARD OF TRADE                                                                                                                   Code-001602
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   420,106:    49,075    143,723    181,390     14,121     17,434     54,091     92,014     38,502     20,940     33,094     25,213:   33,461    56,005
Old  :   331,468:    38,102    125,254    160,366     12,790      7,041     49,483     93,421     13,776     21,845     23,722     14,601:   26,254    40,863
Other:    88,638:    10,973     18,469     23,714      4,021      7,703     21,025     15,010      8,309      3,029     13,306      6,678:    7,207    15,142
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :     2,725:     6,831        665      2,324       -233     -2,435     -4,003     10,280       -144      2,224     -2,163     -1,122:     -950    -2,123
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.7       34.2       43.2        3.4        4.1       12.9       21.9        9.2        5.0        7.9        6.0:      8.0      13.3
Old  :     100.0:      11.5       37.8       48.4        3.9        2.1       14.9       28.2        4.2        6.6        7.2        4.4:      7.9      12.3
Other:     100.0:      12.4       20.8       26.8        4.5        8.7       23.7       16.9        9.4        3.4       15.0        7.5:      8.1      17.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       396:        61         81         20          9         23         50         83         55         57         70         67:
Old  :       387:        53         77         20          9         12         54         77         43         65         62         48:
Other:       211:        23         66         12         12         15         20         21         12         20         45         20:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       14.0       39.6       20.8       24.0       12.6       38.1       18.1
Old  :                 27.5       17.4       42.6       25.2       27.1       16.3       42.1       24.0
Other:                 31.0       18.1       45.9       29.1       25.5       10.5       37.1       18.6
 
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                                               Code-001612
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   158,592:    26,574     87,185     22,045         39      2,355     51,026     13,045     18,110     11,968      4,199      5,178:   21,336    28,481
Old  :   127,695:    22,447     72,717     21,142         14        767     43,358     13,042     12,078      8,229      5,510      1,830:   17,844    21,737
Other:    30,897:     4,127     14,468      2,304      1,426        187     12,975      5,310        725      6,907      1,857        180:    3,492     6,744
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :     1,621:     1,216     -5,434     -2,120         39        248     -1,772      3,924      1,603      1,004     -1,295       -384:    1,826     2,920
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.8       55.0       13.9        0.0        1.5       32.2        8.2       11.4        7.5        2.6        3.3:     13.5      18.0
Old  :     100.0:      17.6       56.9       16.6        0.0        0.6       34.0       10.2        9.5        6.4        4.3        1.4:     14.0      17.0
Other:     100.0:      13.4       46.8        7.5        4.6        0.6       42.0       17.2        2.3       22.4        6.0        0.6:     11.3      21.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       177:        39         58         13          .          8         34         19         25         23         10         23:
Old  :       171:        35         56         13          .          5         33         19         19         20         14         10:
Other:       110:        18         39          8          .          5         11          7          6         10         18          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       28.1       24.9       37.4       11.9       26.9       21.8       34.8
Old  :                 14.9       30.2       27.7       40.1       14.9       28.8       27.7       38.5
Other:                 39.1       36.9       58.5       52.3       39.1       36.3       57.4       51.7
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                                                                                               Code-001626
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    42,981:    13,662     25,845        480          0        166      8,280        840      1,338      3,304        572      3,499:   12,252    10,721
Old  :    39,339:    12,572     23,837        477          0          0      7,781        899      1,279      3,121        447      3,387:   10,722     9,490
Other:     3,642:     1,090      2,008        169        166          0        558          0          0        256        198         39:    1,530     1,231
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :     1,056:     1,405      1,133        -16          0         -1       -592         85        -77        265        109       -178:      250       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.8       60.1        1.1        0.0        0.4       19.3        2.0        3.1        7.7        1.3        8.1:     28.5      24.9
Old  :     100.0:      32.0       60.6        1.2        0.0        0.0       19.8        2.3        3.3        7.9        1.1        8.6:     27.3      24.1
Other:     100.0:      29.9       55.1        4.6        4.6        0.0       15.3        0.0        0.0        7.0        5.4        1.1:     42.0      33.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        18         16          .          0          .          7          .          4         10          .         11:
Old  :        56:        16         16          .          0          0          7          .          4         11          4         11:
Other:        23:         8          9          .          .          0          .          0          0          .          .          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       50.2       38.0       57.5       24.6       46.6       36.3       51.5
Old  :                 25.8       50.4       39.3       58.1       25.8       46.4       37.9       51.5
Other:                 38.3       52.1       53.7       62.9       38.3       51.8       53.7       62.6
 
CORN - CHICAGO BOARD OF TRADE                                                                                                                    Code-002602
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 1,194,151:   247,209    627,976    245,459     72,197     57,919    258,280     46,514     61,442    151,155     54,129     34,603:  138,084   239,371
Old  : 1,044,635:   194,815    564,155    235,618     58,262     38,611    243,275     53,533     34,353    144,397     52,725     28,615:  124,951   214,381
Other:   149,516:    52,394     63,821     26,105     30,199      3,044     40,101     18,077      1,993     10,972      5,618      1,774:   13,133    24,990
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :   -17,467:    28,538    -34,436    -14,159      2,026      2,612    -27,297      7,947      3,989    -12,696     -5,454      1,824:     -278     4,025
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.7       52.6       20.6        6.0        4.9       21.6        3.9        5.1       12.7        4.5        2.9:     11.6      20.0
Old  :     100.0:      18.6       54.0       22.6        5.6        3.7       23.3        5.1        3.3       13.8        5.0        2.7:     12.0      20.5
Other:     100.0:      35.0       42.7       17.5       20.2        2.0       26.8       12.1        1.3        7.3        3.8        1.2:      8.8      16.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       787:       161        315         17         11         20         93         46         58        133        103         93:
Old  :       780:       158        312         16         12         18         94         44         54        128        108         75:
Other:       411:        39        242         12         10          8         17         14          6         47         43         11:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       12.6       25.2       18.0       13.5       10.2       20.9       14.8
Old  :                 15.5       11.9       25.1       17.6       14.3       11.2       22.3       15.6
Other:                 37.1       28.4       49.3       38.2       25.1       19.7       37.3       26.9
 
OATS - CHICAGO BOARD OF TRADE                                                                                                                    Code-004603
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    14,756:     6,514     10,846      1,995          0          0      2,118      1,819          0      1,231        238        240:    2,658     1,613
Old  :    14,713:     6,478     10,846      1,995          0          0      2,118      1,819          0      1,231        238        237:    2,654     1,573
Other:        43:        36          0          0          0          0          0          0          0          2          2          1:        4        40
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :       818:     1,054        147        -14          0          0        -24        599          0        334        115       -348:     -184       305
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.1       73.5       13.5        0.0        0.0       14.4       12.3        0.0        8.3        1.6        1.6:     18.0      10.9
Old  :     100.0:      44.0       73.7       13.6        0.0        0.0       14.4       12.4        0.0        8.4        1.6        1.6:     18.0      10.7
Other:     100.0:      83.7        0.0        0.0        0.0        0.0        0.0        0.0        0.0        4.7        4.7        2.3:      9.3      93.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        10          5          4          0          0          9          6          0          9          .          5:
Old  :        43:         9          5          4          0          0          9          6          0          9          .          5:
Other:         5:         .          0          0          0          0          0          0          0          .          .          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       72.8       59.1       83.4       42.1       71.3       58.1       81.1
Old  :                 42.0       73.0       59.0       83.6       42.0       71.6       58.1       81.4
Other:                 88.4        7.0       90.7        7.0       88.4        4.7       88.4        4.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                                                              Code-039601
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    16,995:     4,981     11,883      3,003          0        141      3,235      1,321          3      1,463      2,245        441:    3,728       961
Old  :    16,967:     4,955     11,856      3,003          0        141      3,235      1,321          3      1,464      2,245        440:    3,726       961
Other:        28:        26         27          0          0          0          0          0          0          0          1          0:        2         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :      -372:     1,182       -794       -327          0        106       -946        134          3        148         71        208:     -746      -100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.3       69.9       17.7        0.0        0.8       19.0        7.8        0.0        8.6       13.2        2.6:     21.9       5.7
Old  :     100.0:      29.2       69.9       17.7        0.0        0.8       19.1        7.8        0.0        8.6       13.2        2.6:     22.0       5.7
Other:     100.0:      92.9       96.4        0.0        0.0        0.0        0.0        0.0        0.0        0.0        3.6        0.0:      7.1       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        74:        14         13          9          0          .         13          7          .         14          9         11:
Old  :        74:        14         13          9          0          .         13          7          .         14          9         11:
Other:         4:         .          .          0          0          0          0          0          0          0          .          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       55.2       41.2       67.3       27.1       52.7       41.1       64.7
Old  :                 27.1       55.3       41.3       67.4       27.1       52.9       41.2       64.9
Other:                 92.9      100.0       92.9      100.0       92.9      100.0       92.9      100.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                                                          Code-054642
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   246,411:    25,029    106,798     77,317      2,004      5,064     61,619     17,742     28,364      6,713     31,202     15,388:   26,917    39,849
Old  :    24,165:     6,021      9,010      2,740        697          0      8,303      6,007        188      3,082      4,251         79:    3,752     3,933
Other:   222,246:    19,008     97,788     74,924      1,654      4,717     61,661     20,080     19,831      5,490     28,810     13,450:   23,165    35,916
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :       -63:     1,237      3,207       -960         46        885      3,824     -5,835     -2,906     -3,680      1,189      1,112:      425     2,239
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.2       43.3       31.4        0.8        2.1       25.0        7.2       11.5        2.7       12.7        6.2:     10.9      16.2
Old  :     100.0:      24.9       37.3       11.3        2.9        0.0       34.4       24.9        0.8       12.8       17.6        0.3:     15.5      16.3
Other:     100.0:       8.6       44.0       33.7        0.7        2.1       27.7        9.0        8.9        2.5       13.0        6.1:     10.4      16.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       275:        33         67         18          .         10         67         38         54         29         32         45:
Old  :       143:        12         41          7          5          0         27          9          .         20         21          .:
Other:       268:        30         67         18          .          9         62         42         46         24         32         40:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       20.9       33.3       29.5       19.9       18.1       32.2       26.4
Old  :                 29.8       37.4       43.4       47.8       29.8       37.4       43.4       47.8
Other:                 21.6       21.4       35.7       30.0       21.1       19.5       34.5       27.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                        Code-057642
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   327,627:    43,096    155,062    103,613      5,163      6,327     86,628     21,659     31,215      9,676     31,627     21,635:   25,437    54,939
Old  :   327,627:    43,096    155,062    103,613      5,163      6,327     86,628     21,659     31,215      9,676     31,627     21,635:   25,437    54,939
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :    -1,454:     2,176      2,937     -1,398       -437        905     -4,494     -2,574      1,497         34       -111       -141:      -33    -3,530
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.2       47.3       31.6        1.6        1.9       26.4        6.6        9.5        3.0        9.7        6.6:      7.8      16.8
Old  :     100.0:      13.2       47.3       31.6        1.6        1.9       26.4        6.6        9.5        3.0        9.7        6.6:      7.8      16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       390:        54        148         16          5         11         81         32         59         36         52         60:
Old  :       390:        54        148         16          5         11         81         32         59         36         52         60:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       13.5       35.0       20.9       22.3       13.1       34.2       20.1
Old  :                 22.4       13.5       35.0       20.9       22.3       13.1       34.2       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                      Code-061641
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    36,693:     4,365      6,624      4,516          0        762     11,573      3,020      2,944      1,827      4,099      3,037:    7,669    16,207
Old  :    36,693:     4,365      6,624      4,516          0        762     11,573      3,020      2,944      1,827      4,099      3,037:    7,669    16,207
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :       625:       287       -586       -383          0        -11        187        171       -239        401        361        226:      157       703
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.9       18.1       12.3        0.0        2.1       31.5        8.2        8.0        5.0       11.2        8.3:     20.9      44.2
Old  :     100.0:      11.9       18.1       12.3        0.0        2.1       31.5        8.2        8.0        5.0       11.2        8.3:     20.9      44.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       161:        26         42         11          0          6         30         19         22         17         25         30:
Old  :       161:        26         42         11          0          6         30         19         22         17         25         30:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7        9.0       26.7       15.0       16.4        8.2       25.1       12.7
Old  :                 16.7        9.0       26.7       15.0       16.4        8.2       25.1       12.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                                                              Code-050642
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 20,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     3,389:     2,712      2,477          0          0          0          0          0          0        186        486          7:      484       419
Old  :     3,389:     2,712      2,477          0          0          0          0          0          0        186        486          7:      484       419
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :       113:       125         48          0          0          0          0          0          0         -6         32          0:       -6        33
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.0       73.1        0.0        0.0        0.0        0.0        0.0        0.0        5.5       14.3        0.2:     14.3      12.4
Old  :     100.0:      80.0       73.1        0.0        0.0        0.0        0.0        0.0        0.0        5.5       14.3        0.2:     14.3      12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         12          0          0          0          0          0          0          .          .          .:
Old  :        23:        12         12          0          0          0          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       55.3       79.6       75.1       59.7       55.3       74.8       74.3
Old  :                 60.3       55.3       79.6       75.1       59.7       55.3       74.8       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                                                                    Code-052641
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    35,338:    22,402     21,701          0      1,389          7      3,041          0          0      5,350      7,386        562:    3,976     4,293
Old  :    35,338:    22,402     21,701          0      1,389          7      3,041          0          0      5,350      7,386        562:    3,976     4,293
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :     1,588:     1,335        552          0         52          0        117          0          0        552        689        -15:     -401       310
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.4       61.4        0.0        3.9        0.0        8.6        0.0        0.0       15.1       20.9        1.6:     11.3      12.1
Old  :     100.0:      63.4       61.4        0.0        3.9        0.0        8.6        0.0        0.0       15.1       20.9        1.6:     11.3      12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        81:        28         34          0          .          .          7          0          0         12         13         10:
Old  :        81:        28         34          0          .          .          7          0          0         12         13         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       37.8       62.7       56.1       50.0       36.0       62.0       54.2
Old  :                 50.8       37.8       62.7       56.1       50.0       36.0       62.0       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                                                                Code-005602
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   574,756:   141,466    321,073    113,106     21,523     23,776    102,478     23,106     39,997     64,559     23,774     39,760:   49,614    81,747
Old  :   530,807:   127,682    305,632    113,233     18,677     15,544     98,950     29,060     28,005     65,572     23,517     35,195:   46,626    75,177
Other:    43,949:    13,784     15,441      7,247     10,220        858     15,442      5,960         78      3,363      4,633        189:    2,988     6,570
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :    -9,935:    22,554    -30,947     -8,321       -455        298    -28,150      9,401      9,339        384     -5,409       -168:   -5,871     8,006
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.6       55.9       19.7        3.7        4.1       17.8        4.0        7.0       11.2        4.1        6.9:      8.6      14.2
Old  :     100.0:      24.1       57.6       21.3        3.5        2.9       18.6        5.5        5.3       12.4        4.4        6.6:      8.8      14.2
Other:     100.0:      31.4       35.1       16.5       23.3        2.0       35.1       13.6        0.2        7.7       10.5        0.4:      6.8      14.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       535:        82        161         20          7         22         71         45         62        107         74         99:
Old  :       533:        82        161         17         10         19         69         50         54        113         77         89:
Other:       243:        14        107         14          7         10         20         10          .         26         48          7:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       21.4       21.4       31.1       12.1       16.4       19.1       22.4
Old  :                 13.1       22.7       22.6       31.9       12.9       18.8       21.3       24.4
Other:                 41.6       38.9       56.4       51.7       40.9       38.0       55.7       50.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                                                           Code-005603
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 1,000 Bushels)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    20,183:         8      4,021          0          0          0          0        410          0     16,997      2,581        100:    3,078    13,071
Old  :    17,432:         8      3,262          0          0          0          0        410          0     14,679      2,540         69:    2,676    11,151
Other:     2,751:         0        759          0          0          0          0          0          0      2,343         66          6:      402     1,920
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :      -923:         0        -36          0          0          0          0        225          0       -815        321         87:     -195    -1,520
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       0.0       19.9        0.0        0.0        0.0        0.0        2.0        0.0       84.2       12.8        0.5:     15.3      64.8
Old  :     100.0:       0.0       18.7        0.0        0.0        0.0        0.0        2.4        0.0       84.2       14.6        0.4:     15.4      64.0
Other:     100.0:       0.0       27.6        0.0        0.0        0.0        0.0        0.0        0.0       85.2        2.4        0.2:     14.6      69.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:         .         10          0          0          0          0          .          0         19          9          6:
Old  :        40:         .         10          0          0          0          0          .          0         19          9          5:
Other:        22:         0         10          0          0          0          0          0          0          8          4          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       16.1       66.9       22.3       48.0       16.1       66.8       22.3
Old  :                 44.3       15.2       64.5       21.9       44.2       15.2       64.4       21.9
Other:                 76.8       23.6       85.4       27.3       76.6       23.6       85.2       27.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                                                             Code-007601
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 60,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   281,028:    90,286    151,862     65,095      1,386     10,046     46,505     32,166      9,281     16,243     26,969     16,378:   27,194    32,940
Old  :   271,127:    84,644    143,738     64,438      1,418      9,367     46,385     32,669      8,609     16,243     27,415     15,670:   25,771    32,241
Other:     9,901:     5,642      8,124      1,279        590         57        623          0        169        489         43        219:    1,423       699
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :    -2,753:    14,939    -19,075         62          0     -1,177     -7,207     12,504     -2,110       -991      3,291     -3,817:   -2,452     7,631
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.1       54.0       23.2        0.5        3.6       16.5       11.4        3.3        5.8        9.6        5.8:      9.7      11.7
Old  :     100.0:      31.2       53.0       23.8        0.5        3.5       17.1       12.0        3.2        6.0       10.1        5.8:      9.5      11.9
Other:     100.0:      57.0       82.1       12.9        6.0        0.6        6.3        0.0        1.7        4.9        0.4        2.2:     14.4       7.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       238:        51         53         16          .         10         43         37         16         23         40         37:
Old  :       238:        51         53         16          .         10         43         37         16         23         43         35:
Other:        40:        10         13          5          .          .          .          0          .          8          .          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       20.6       28.4       34.6       13.7       16.2       21.4       25.8
Old  :                 18.4       20.6       28.2       33.9       14.7       16.3       22.7       26.1
Other:                 56.8       59.0       70.2       81.2       32.2       39.2       42.8       55.6
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                                                            Code-026603
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 TONS)                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   177,578:    70,409     93,590     17,688      5,181        542     34,528     22,005      9,169      7,970     12,473      6,553:   30,719    28,065
Old  :   170,751:    67,494     89,422     17,470      5,185        538     33,860     22,243      8,415      7,966     12,633      5,292:   29,716    27,023
Other:     6,827:     2,915      4,168        222          0          0      1,077        171        345        220         56      1,045:    1,003     1,042
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :     3,921:    15,149    -12,393      1,530       -475        254    -12,345      2,362      3,412     -2,933      5,052      1,098:   -2,244     4,611
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.6       52.7       10.0        2.9        0.3       19.4       12.4        5.2        4.5        7.0        3.7:     17.3      15.8
Old  :     100.0:      39.5       52.4       10.2        3.0        0.3       19.8       13.0        4.9        4.7        7.4        3.1:     17.4      15.8
Other:     100.0:      42.7       61.1        3.3        0.0        0.0       15.8        2.5        5.1        3.2        0.8       15.3:     14.7      15.3
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       189:        60         58         11          .          6         30         26         13         17         22         22:
Old  :       189:        60         58         11          .          5         30         26         13         19         24         22:
Other:        39:        16         11          5          0          0          .          .          .          6          .          4:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       24.7       26.1       35.4       13.9       18.2       21.5       26.8
Old  :                 17.1       24.7       26.4       34.8       14.4       18.6       21.7       27.0
Other:                 35.7       46.7       58.5       72.2       34.5       45.1       46.8       54.4
 
COTTON NO. 2 - ICE FUTURES U.S.                                                                                                                  Code-033661
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   147,661:    30,963     73,266     43,454     22,258      6,672     30,007     14,534      7,935     13,482      7,855      3,930:   11,218    11,211
Old  :   143,412:    30,063     70,188     42,572     21,931      6,460     29,064     14,794      7,585     13,485      7,826      3,697:   10,486    10,931
Other:     4,249:       900      3,078      1,084        529         10      1,293         90          0        230        262          0:      732       280
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :    -2,346:     6,215     -7,501       -975        929         26     -5,354      2,609        951        -58       -552        -43:   -3,108     1,235
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.0       49.6       29.4       15.1        4.5       20.3        9.8        5.4        9.1        5.3        2.7:      7.6       7.6
Old  :     100.0:      21.0       48.9       29.7       15.3        4.5       20.3       10.3        5.3        9.4        5.5        2.6:      7.3       7.6
Other:     100.0:      21.2       72.4       25.5       12.4        0.2       30.4        2.1        0.0        5.4        6.2        0.0:     17.2       6.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       228:        30         37         18         17         16         50         25         25         38         31         39:
Old  :       228:        30         37         18         17         15         50         25         23         38         31         37:
Other:        61:         7         22         10          5          .          5          .          0          6         10          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       26.3       32.8       36.3       19.6       22.7       28.2       31.5
Old  :                 20.5       26.8       33.1       36.9       20.0       23.4       28.7       32.3
Other:                 45.2       44.5       61.2       64.7       40.2       40.1       52.4       57.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                                                                Code-040701
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 15,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    24,064:     6,106     19,722      3,767        410          9      9,136      1,241         15      1,650        699        780:    2,601     1,188
Old  :    16,485:     2,599     13,852      3,440        162          3      7,448      1,241          0      1,114        237         97:    1,784       893
Other:     7,579:     3,507      5,870        333        254          0      1,703         15          0        702        628        517:      817       295
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :      -303:     1,458     -1,336       -428         10          3       -884        768         15        232       -318         74:     -773       481
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.4       82.0       15.7        1.7        0.0       38.0        5.2        0.1        6.9        2.9        3.2:     10.8       4.9
Old  :     100.0:      15.8       84.0       20.9        1.0        0.0       45.2        7.5        0.0        6.8        1.4        0.6:     10.8       5.4
Other:     100.0:      46.3       77.5        4.4        3.4        0.0       22.5        0.2        0.0        9.3        8.3        6.8:     10.8       3.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        83:        17         17          9          .          .         18          7          .         15          4         11:
Old  :        79:         9         16          9          .          .         17          7          0         14          6          .:
Other:        46:        14          9          5          .          0          .          .          0         10          7         10:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       74.0       44.3       81.3       32.0       74.0       44.1       80.5
Old  :                 38.4       76.7       52.8       83.6       38.4       76.7       52.8       83.6
Other:                 47.8       73.7       63.2       86.7       47.8       73.2       62.1       85.3
 
COCOA - ICE FUTURES U.S.                                                                                                                         Code-073732
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 10 METRIC TONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   181,905:    88,770     92,761     19,115     10,987      2,534     32,290     40,775     17,553      8,405      3,007      4,774:    8,464     9,514
Old  :   168,340:    81,236     79,427     18,958     10,964      2,434     31,588     42,175     16,153      8,253      6,288      1,493:    8,225     9,406
Other:    13,565:     7,534     13,334        257        123          0      2,102          0          0      3,433          0          0:      239       108
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :       998:     2,160     -2,694       -675        157        -58      1,590      6,550     -2,780      1,004         -8       -298:       55       129
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.8       51.0       10.5        6.0        1.4       17.8       22.4        9.6        4.6        1.7        2.6:      4.7       5.2
Old  :     100.0:      48.3       47.2       11.3        6.5        1.4       18.8       25.1        9.6        4.9        3.7        0.9:      4.9       5.6
Other:     100.0:      55.5       98.3        1.9        0.9        0.0       15.5        0.0        0.0       25.3        0.0        0.0:      1.8       0.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       200:        40         39         16          8         11         35         52         19         24         13         13:
Old  :       200:        39         37         16          8         11         34         53         19         24         13         12:
Other:        33:        13         14          5          .          0          4          0          0          .          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       31.2       45.1       47.0       19.3       18.8       29.6       26.4
Old  :                 27.8       31.9       46.1       45.8       21.4       20.7       33.2       29.7
Other:                 57.1       80.7       81.5       95.9       43.7       65.0       60.5       72.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                                                                  Code-080732
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 112,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   483,737:    83,525    244,749    137,521     79,939     20,243    109,900     19,238     26,744     30,337     21,630     13,553:   61,914    57,641
Old  :   483,737:    83,525    244,749    137,521     79,939     20,243    109,900     19,238     26,744     30,337     21,630     13,553:   61,914    57,641
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :   -49,306:    -3,164    -36,302     -3,161     -2,343     -2,097    -13,683      9,798     -3,816     -1,968        897     -2,750:  -18,667   -12,693
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.3       50.6       28.4       16.5        4.2       22.7        4.0        5.5        6.3        4.5        2.8:     12.8      11.9
Old  :     100.0:      17.3       50.6       28.4       16.5        4.2       22.7        4.0        5.5        6.3        4.5        2.8:     12.8      11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       211:        48         58         21         10         22         41         11         20         31         29         40:
Old  :       211:        48         58         21         10         22         41         11         20         31         29         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       19.8       31.5       31.1       18.3       18.0       28.7       28.5
Old  :                 19.2       19.8       31.5       31.1       18.3       18.0       28.7       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                                                                      Code-083731
Disaggregated Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 37,500 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   115,239:    28,984     63,438     31,045     10,552      3,389     21,059     10,766     11,065      7,734      3,989      6,969:    4,994     5,071
Old  :   112,522:    27,742     61,555     30,779     10,597      3,214     20,845     10,987     10,841      8,103      4,062      6,280:    4,718     4,986
Other:     2,717:     1,242      1,883        329         18        112        435          0          3        184        480        136:      276        85
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :     1,232:     6,024     -3,982       -489       -490        135     -6,777      3,765      1,580      1,547       -778         22:     -810       980
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.2       55.0       26.9        9.2        2.9       18.3        9.3        9.6        6.7        3.5        6.0:      4.3       4.4
Old  :     100.0:      24.7       54.7       27.4        9.4        2.9       18.5        9.8        9.6        7.2        3.6        5.6:      4.2       4.4
Other:     100.0:      45.7       69.3       12.1        0.7        4.1       16.0        0.0        0.1        6.8       17.7        5.0:     10.2       3.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       310:        83         90         23         11         17         64         30         41         34         32         43:
Old  :       310:        81         90         23         11         16         63         32         41         36         32         42:
Other:        60:        18         18         10          .          .          .          0          .          5          9          5:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       19.7       30.8       30.8       15.8       12.0       25.9       20.5
Old  :                 18.6       20.2       31.4       30.6       16.1       12.2       26.4       20.5
Other:                 46.8       62.1       63.9       79.2       46.8       58.2       62.8       72.3
 
 

Updated September 30, 2011