```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   137,106:    40,583     27,729      9,241     78,203     85,416    128,027    122,386:     9,079     14,720
Old  :   128,737:    39,341     27,960      8,295     72,844     78,240    120,480    114,495:     8,257     14,242
Other:     8,369:     2,097        624         91      5,359      7,176      7,547      7,891:       822        478
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    -6,153:      -733      6,321     -1,216     -1,109    -10,852     -3,058     -5,747:    -3,095       -406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       20.2        6.7       57.0       62.3       93.4       89.3:       6.6       10.7
Old  :     100.0:      30.6       21.7        6.4       56.6       60.8       93.6       88.9:       6.4       11.1
Other:     100.0:      25.1        7.5        1.1       64.0       85.7       90.2       94.3:       9.8        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        75         74         48         50         63        156        158:
Old  :       229:        79         72         43         46         61        150        153:
Other:        75:        12         18          2         23         33         37         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.5       19.1       36.1       30.1       23.4       17.0       32.7       26.7
Old  :                 24.6       20.0       37.6       30.5       24.6       19.3       34.3       29.4
Other:                 47.2       61.0       63.7       71.5       46.7       58.5       62.8       68.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    27,935:    14,262      3,356      1,478      8,658     22,261     24,398     27,095:     3,537        840
Old  :    27,929:    14,262      3,356      1,478      8,658     22,255     24,398     27,089:     3,531        840
Other:         6:         0          0          0          0          6          0          6:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :     1,581:     1,354        700        171       -112        795      1,413      1,666:       168        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.1       12.0        5.3       31.0       79.7       87.3       97.0:      12.7        3.0
Old  :     100.0:      51.1       12.0        5.3       31.0       79.7       87.4       97.0:      12.6        3.0
Other:     100.0:       0.0        0.0        0.0        0.0      100.0        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        49         16         13         25         19         85         37:
Old  :       100:        49         16         13         25         19         85         37:
Other:         1:         0          0          0          0          1          0          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.0       68.3       35.4       80.1       25.0       67.4       35.4       78.2
Old  :                 25.0       68.3       35.4       80.1       25.0       67.4       35.4       78.2
Other:                  0.0      100.0        0.0      100.0        0.0      100.0        0.0      100.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   155,002:    30,105     34,105     16,929     99,500     93,553    146,534    144,587:     8,468     10,415
Old  :   135,525:    29,459     39,496     10,978     87,007     74,830    127,444    125,304:     8,081     10,221
Other:    19,477:     6,452        415        145     12,493     18,723     19,090     19,283:       387        194
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :      -160:       209      2,035        571       -796     -3,212        -16       -606:      -144        446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       22.0       10.9       64.2       60.4       94.5       93.3:       5.5        6.7
Old  :     100.0:      21.7       29.1        8.1       64.2       55.2       94.0       92.5:       6.0        7.5
Other:     100.0:      33.1        2.1        0.7       64.1       96.1       98.0       99.0:       2.0        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        48         66         35         53         48        124        126:
Old  :       179:        47         67         33         52         43        121        121:
Other:        50:        11          4          2         27         19         39         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.4       26.7       46.3       41.6       26.7       20.1       36.2       29.1
Old  :                 30.8       25.8       48.6       40.1       30.3       22.4       43.0       33.7
Other:                 50.8       76.5       70.8       89.9       41.7       75.3       58.4       81.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   503,702:   122,718     64,661     44,389    279,186    326,043    446,293    435,093:    57,409     68,609
Old  :   503,702:   122,718     64,661     44,389    279,186    326,043    446,293    435,093:    57,409     68,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    15,698:    -7,685      9,927      3,266     21,329     -8,679     16,910      4,514:    -1,212     11,184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       12.8        8.8       55.4       64.7       88.6       86.4:      11.4       13.6
Old  :     100.0:      24.4       12.8        8.8       55.4       64.7       88.6       86.4:      11.4       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        63         51         57         76         84        167        165:
Old  :       212:        63         51         57         76         84        167        165:
Other:         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       17.2       31.8       26.6       17.9       15.4       28.7       23.8
Old  :                 19.2       17.2       31.8       26.6       17.9       15.4       28.7       23.8
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
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :    97,495:    22,787     14,421      9,729     60,892     67,892     93,408     92,042:     4,087      5,453
Old  :    89,985:    22,586     14,233      9,019     54,618     61,414     86,223     84,666:     3,762      5,319
Other:     7,510:       597        584        314      6,274      6,478      7,185      7,376:       325        134
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    -6,919:      -325     -2,241       -806     -4,579     -2,234     -5,710     -5,281:    -1,209     -1,638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       14.8       10.0       62.5       69.6       95.8       94.4:       4.2        5.6
Old  :     100.0:      25.1       15.8       10.0       60.7       68.2       95.8       94.1:       4.2        5.9
Other:     100.0:       7.9        7.8        4.2       83.5       86.3       95.7       98.2:       4.3        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:        74         75         73        103        101        224        211:
Old  :       286:        75         79         70         97        100        215        210:
Other:        81:        10         11          6         46         28         60         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       18.6       31.8       27.9       17.1       13.5       29.1       21.3
Old  :                 19.0       18.5       32.8       28.2       18.0       14.8       31.6       23.1
Other:                 62.4       73.2       72.4       84.7       62.0       72.8       70.8       82.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    54,442:    31,669      6,341        643     13,351     45,513     45,663     52,497:     8,779      1,945
Old  :    54,442:    31,669      6,341        643     13,351     45,513     45,663     52,497:     8,779      1,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    -2,863:      -959     -3,757        -22     -2,631      1,798     -3,612     -1,981:       749       -882
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.2       11.6        1.2       24.5       83.6       83.9       96.4:      16.1        3.6
Old  :     100.0:      58.2       11.6        1.2       24.5       83.6       83.9       96.4:      16.1        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        53         17          8         20         11         76         34:
Old  :        99:        53         17          8         20         11         76         34:
Other:         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  :                 51.7       86.0       60.8       90.7       51.7       85.1       59.9       89.4
Old  :                 51.7       86.0       60.8       90.7       51.7       85.1       59.9       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   463,285:     5,548     59,181      2,831    440,544    381,967    448,923    443,979:    14,362     19,306
Old  :   463,285:     5,548     59,181      2,831    440,544    381,967    448,923    443,979:    14,362     19,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    11,934:    -2,378     -2,393     -2,065     18,304     13,032     13,861      8,574:    -1,927      3,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2       12.8        0.6       95.1       82.4       96.9       95.8:       3.1        4.2
Old  :     100.0:       1.2       12.8        0.6       95.1       82.4       96.9       95.8:       3.1        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        13         47          7         98        117        116        166:
Old  :       238:        13         47          7         98        117        116        166:
Other:         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  :                 36.7       24.0       57.0       34.7       36.3       21.9       52.3       31.2
Old  :                 36.7       24.0       57.0       34.7       36.3       21.9       52.3       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 28, 2011