COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      151,858
COMMITMENTS
  44,740   23,815   12,543   83,894  102,591  141,177  138,949   10,681   12,909

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      4,197)
   1,251    1,426      678    2,805      395    4,734    2,499     -537    1,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     15.7      8.3     55.2     67.6     93.0     91.5      7.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      85       57       62       60       65      174      158
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       24,443
COMMITMENTS
  10,802    2,281      570   10,562   20,331   21,934   23,182    2,509    1,261

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:        379)
      16      341     -225      680      190      471      306      -92       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2      9.3      2.3     43.2     83.2     89.7     94.8     10.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      35       14        9       26       20       63       41
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      184,965
COMMITMENTS
  41,164   43,875   24,564  111,554  105,749  177,282  174,188    7,683   10,777

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      3,060)
     469       93    2,237    1,135     -533    3,841    1,797     -781    1,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     23.7     13.3     60.3     57.2     95.8     94.2      4.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      52       67       36       58       52      130      138
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      472,073
COMMITMENTS
 134,983   41,202   41,624  239,593  331,774  416,200  414,600   55,873   57,473

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:    -11,664)
  -5,254      334    1,327   -1,696  -13,157   -5,623  -11,496   -6,041     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      8.7      8.8     50.8     70.3     88.2     87.8     11.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      73       42       63       74       85      179      163
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      117,030
COMMITMENTS
  30,983   19,108   16,780   65,117   76,268  112,880  112,156    4,150    4,874

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      1,791)
   2,190    4,353   -1,254    1,699   -1,111    2,635    1,988     -844     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     16.3     14.3     55.6     65.2     96.5     95.8      3.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      88       75       84      113      104      243      227
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       72,521
COMMITMENTS
  49,647    9,315    1,041   11,033   60,529   61,721   70,885   10,800    1,636

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      3,890)
   2,238      326     -228    1,375    4,174    3,385    4,272      505     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.5     12.8      1.4     15.2     83.5     85.1     97.7     14.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      68       14        3       18        9       89       24
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 10/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      493,067
COMMITMENTS
   6,859   69,073    5,291  466,885  395,886  479,035  470,250   14,032   22,817

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     27,074)
     914    9,202    1,917   23,710   15,435   26,541   26,554      533      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     14.0      1.1     94.7     80.3     97.2     95.4      2.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      14       52       10      103      108      125      162
 

Updated October 7, 2011