```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, November 29, 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  :   138,214:    42,742     29,928      8,356     77,805     80,566    128,903    118,850:     9,311     19,364
Old  :   129,346:    41,439     30,221      7,435     72,086     72,902    120,960    110,558:     8,386     18,788
Other:     8,868:     2,207        611         17      5,719      7,664      7,943      8,292:       925        576
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :     1,108:     2,159      2,199       -885       -398     -4,850        876     -3,536:       232      4,644
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       21.7        6.0       56.3       58.3       93.3       86.0:       6.7       14.0
Old  :     100.0:      32.0       23.4        5.7       55.7       56.4       93.5       85.5:       6.5       14.5
Other:     100.0:      24.9        6.9        0.2       64.5       86.4       89.6       93.5:      10.4        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        69         74         44         51         61        147        155:
Old  :       221:        71         73         39         47         58        141        149:
Other:        70:        16         12          1         23         30         40         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  :                 23.4       16.0       36.2       26.7       23.3       12.8       32.5       21.8
Old  :                 24.5       16.3       37.8       26.6       24.5       15.0       34.2       24.3
Other:                 45.1       61.8       63.0       73.1       44.6       58.1       61.7       68.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, November 29, 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  :    28,255:    14,737      3,378      1,425      8,477     22,432     24,639     27,235:     3,616      1,020
Old  :    28,249:    14,737      3,378      1,425      8,477     22,426     24,639     27,229:     3,610      1,020
Other:         6:         0          0          0          0          6          0          6:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :       320:       475         22        -53       -181        171        241        140:        79        180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.2       12.0        5.0       30.0       79.4       87.2       96.4:      12.8        3.6
Old  :     100.0:      52.2       12.0        5.0       30.0       79.4       87.2       96.4:      12.8        3.6
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  :       101:        50         16         14         24         18         86         37:
Old  :       101:        50         16         14         24         18         86         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  :                 24.9       68.0       34.9       79.7       24.9       67.3       34.9       78.4
Old  :                 24.9       68.0       34.9       79.7       24.9       67.3       34.9       78.4
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 29, 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  :   158,826:    30,569     36,539     17,291    102,645     95,012    150,505    148,842:     8,321      9,984
Old  :   138,867:    29,847     41,879     11,404     89,780     75,827    131,031    129,110:     7,836      9,757
Other:    19,959:     6,473        411        136     12,865     19,185     19,474     19,732:       485        227
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :     3,824:       464      2,434        362      3,145      1,459      3,971      4,255:      -147       -431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       23.0       10.9       64.6       59.8       94.8       93.7:       5.2        6.3
Old  :     100.0:      21.5       30.2        8.2       64.7       54.6       94.4       93.0:       5.6        7.0
Other:     100.0:      32.4        2.1        0.7       64.5       96.1       97.6       98.9:       2.4        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        51         69         36         51         47        125        133:
Old  :       190:        50         72         33         50         42        121        128:
Other:        52:        13          3          2         27         20         40         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.9       26.6       46.0       41.8       26.3       19.5       35.6       28.1
Old  :                 30.2       25.5       48.0       40.3       29.3       21.8       41.7       32.6
Other:                 50.7       76.1       70.4       89.2       41.7       74.9       58.3       81.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, November 29, 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  :   504,829:   119,513     68,162     44,376    284,856    321,076    448,745    433,614:    56,084     71,215
Old  :   504,829:   119,513     68,162     44,376    284,856    321,076    448,745    433,614:    56,084     71,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :     1,127:    -3,205      3,501        -13      5,670     -4,967      2,452     -1,479:    -1,325      2,606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       13.5        8.8       56.4       63.6       88.9       85.9:      11.1       14.1
Old  :     100.0:      23.7       13.5        8.8       56.4       63.6       88.9       85.9:      11.1       14.1
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  :       218:        66         53         66         77         85        174        175:
Old  :       218:        66         53         66         77         85        174        175:
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  :                 17.1       15.7       29.9       24.9       16.3       13.4       26.7       20.9
Old  :                 17.1       15.7       29.9       24.9       16.3       13.4       26.7       20.9
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 29, 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  :    99,583:    24,739     15,322      9,624     60,058     67,840     94,421     92,786:     5,162      6,797
Old  :    91,815:    24,465     15,103      8,913     53,660     61,249     87,038     85,265:     4,777      6,550
Other:     7,768:       687        632        298      6,398      6,591      7,383      7,521:       385        247
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :     2,088:     1,952        901       -105       -834        -52      1,013        744:     1,075      1,344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       15.4        9.7       60.3       68.1       94.8       93.2:       5.2        6.8
Old  :     100.0:      26.6       16.4        9.7       58.4       66.7       94.8       92.9:       5.2        7.1
Other:     100.0:       8.8        8.1        3.8       82.4       84.8       95.0       96.8:       5.0        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:        73         76         74        108        103        225        217:
Old  :       287:        75         78         71        102        102        216        215:
Other:        87:        14         11          5         48         29         66         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  :                 17.4       18.0       30.4       26.8       16.3       13.1       27.9       20.4
Old  :                 18.4       17.9       31.6       26.9       17.2       14.3       30.2       22.1
Other:                 61.9       71.5       70.8       83.3       61.5       71.1       69.0       80.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, November 29, 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  :    58,641:    38,876      8,170        814     11,759     47,360     51,449     56,344:     7,192      2,297
Old  :    58,641:    38,876      8,170        814     11,759     47,360     51,449     56,344:     7,192      2,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :     4,199:     7,207      1,829        171     -1,592      1,847      5,786      3,847:    -1,587        352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.3       13.9        1.4       20.1       80.8       87.7       96.1:      12.3        3.9
Old  :     100.0:      66.3       13.9        1.4       20.1       80.8       87.7       96.1:      12.3        3.9
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:        59         15          6         18          8         81         26:
Old  :        99:        59         15          6         18          8         81         26:
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  :                 48.6       85.0       60.3       90.8       48.6       84.2       59.6       89.6
Old  :                 48.6       85.0       60.3       90.8       48.6       84.2       59.6       89.6
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 29, 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  :   471,133:    10,086     55,420      4,243    443,179    394,364    457,508    454,027:    13,625     17,106
Old  :   471,133:    10,086     55,420      4,243    443,179    394,364    457,508    454,027:    13,625     17,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :     7,848:     4,538     -3,761      1,412      2,635     12,397      8,585     10,048:      -737     -2,200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       11.8        0.9       94.1       83.7       97.1       96.4:       2.9        3.6
Old  :     100.0:       2.1       11.8        0.9       94.1       83.7       97.1       96.4:       2.9        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  :       237:        17         46          8         95        116        118        164:
Old  :       237:        17         46          8         95        116        118        164:
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  :                 37.4       24.3       57.7       35.0       37.0       22.2       52.4       31.4
Old  :                 37.4       24.3       57.7       35.0       37.0       22.2       52.4       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 2, 2011