```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, November 1, 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  :   164,914:    47,467     26,094     16,034     89,112    107,622    152,613    149,750:    12,301     15,164
Old  :   158,644:    46,140     26,334     15,327     85,712    102,199    147,179    143,860:    11,465     14,784
Other:     6,270:     2,034        467          0      3,400      5,423      5,434      5,890:       836        380
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     5,557:     1,177     -2,318       -569      4,228      9,972      4,836      7,085:       721     -1,528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       15.8        9.7       54.0       65.3       92.5       90.8:       7.5        9.2
Old  :     100.0:      29.1       16.6        9.7       54.0       64.4       92.8       90.7:       7.2        9.3
Other:     100.0:      32.4        7.4        0.0       54.2       86.5       86.7       93.9:      13.3        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        84         63         68         55         68        175        170:
Old  :       234:        86         61         61         54         67        170        166:
Other:        71:        15         13          0         21         31         36         44:
     :----------------------------------------------------------------------------------------------------
     :             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       20.5       32.0       31.3       15.9       12.6       23.5       20.8
Old  :                 18.4       20.9       31.9       31.7       16.2       13.1       24.0       21.6
Other:                 40.3       58.1       61.4       71.5       37.2       53.0       55.3       64.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, November 1, 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  :    26,800:    13,031      2,567      1,270      9,127     22,105     23,428     25,942:     3,372        858
Old  :    26,794:    13,031      2,567      1,270      9,127     22,099     23,428     25,936:     3,366        858
Other:         6:         0          0          0          0          6          0          6:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     1,068:     1,602        149         75     -1,012        549        665        773:       403        295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6        9.6        4.7       34.1       82.5       87.4       96.8:      12.6        3.2
Old  :     100.0:      48.6        9.6        4.7       34.1       82.5       87.4       96.8:      12.6        3.2
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  :        92:        42         16         12         22         17         74         35:
Old  :        92:        42         16         12         22         17         74         35:
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  :                 26.1       70.5       37.1       82.4       26.1       70.1       37.1       81.4
Old  :                 26.1       70.5       37.1       82.4       26.1       70.1       37.1       81.4
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 1, 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  :   199,561:    45,664     39,560     27,800    117,028    123,018    190,492    190,378:     9,069      9,183
Old  :   182,836:    44,976     44,773     22,528    106,707    106,486    174,211    173,787:     8,625      9,049
Other:    16,725:     5,901          0         59     10,321     16,532     16,281     16,591:       444        134
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     2,891:       109     -5,936      2,705        455      7,964      3,269      4,733:      -378     -1,842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       19.8       13.9       58.6       61.6       95.5       95.4:       4.5        4.6
Old  :     100.0:      24.6       24.5       12.3       58.4       58.2       95.3       95.1:       4.7        4.9
Other:     100.0:      35.3        0.0        0.4       61.7       98.8       97.3       99.2:       2.7        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        57         57         40         53         53        129        136:
Old  :       186:        56         58         39         52         52        127        135:
Other:        43:        11          0          1         24         17         35         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  :                 25.5       28.8       41.3       44.3       16.7       16.6       25.8       24.7
Old  :                 25.3       29.1       42.1       42.4       17.7       18.2       28.6       27.9
Other:                 56.7       77.6       77.1       93.6       43.9       74.7       60.4       80.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, November 1, 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  :   498,960:   152,698     38,646     40,654    243,790    364,435    437,142    443,735:    61,818     55,225
Old  :   498,960:   152,698     38,646     40,654    243,790    364,435    437,142    443,735:    61,818     55,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :    -8,542:    -4,872       -291      2,189     -2,953     -9,202     -5,636     -7,304:    -2,906     -1,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        7.7        8.1       48.9       73.0       87.6       88.9:      12.4       11.1
Old  :     100.0:      30.6        7.7        8.1       48.9       73.0       87.6       88.9:      12.4       11.1
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  :       217:        82         40         60         74         83        178        162:
Old  :       217:        82         40         60         74         83        178        162:
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  :                 18.0       19.9       30.2       30.7       17.1       18.0       26.9       26.8
Old  :                 18.0       19.9       30.2       30.7       17.1       18.0       26.9       26.8
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 1, 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  :   122,541:    27,723     17,450     17,389     71,504     81,069    116,616    115,908:     5,925      6,633
Old  :   118,705:    27,895     17,446     16,588     68,649     78,205    113,132    112,239:     5,573      6,466
Other:     3,836:       395        571        234      2,855      2,864      3,484      3,669:       352        167
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :       -66:    -1,406      2,301       -588      1,307     -2,975       -687     -1,262:       621      1,196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       14.2       14.2       58.4       66.2       95.2       94.6:       4.8        5.4
Old  :     100.0:      23.5       14.7       14.0       57.8       65.9       95.3       94.6:       4.7        5.4
Other:     100.0:      10.3       14.9        6.1       74.4       74.7       90.8       95.6:       9.2        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        90         70         94        110        103        247        230:
Old  :       300:        91         71         93        108        103        245        229:
Other:        70:         7         11          7         39         24         50         39:
     :----------------------------------------------------------------------------------------------------
     :             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       21.6       30.3       33.3       13.8       13.2       23.0       19.8
Old  :                 17.5       22.1       30.8       33.1       14.1       13.9       23.6       20.4
Other:                 41.6       59.3       61.1       75.6       40.7       58.3       57.7       70.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, November 1, 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  :    63,639:    37,775     13,952        765     17,846     44,486     56,386     59,203:     7,253      4,436
Old  :    63,639:    37,775     13,952        765     17,846     44,486     56,386     59,203:     7,253      4,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :      -308:    -5,721      2,566        119      7,334     -4,827      1,732     -2,142:    -2,040      1,834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.4       21.9        1.2       28.0       69.9       88.6       93.0:      11.4        7.0
Old  :     100.0:      59.4       21.9        1.2       28.0       69.9       88.6       93.0:      11.4        7.0
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  :        91:        44         22          7         13         14         61         41:
Old  :        91:        44         22          7         13         14         61         41:
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  :                 61.7       78.7       71.7       83.7       61.7       77.9       71.6       82.9
Old  :                 61.7       78.7       71.7       83.7       61.7       77.9       71.6       82.9
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 1, 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  :   456,276:     9,214     65,898      2,682    424,707    368,038    436,603    436,618:    19,673     19,658
Old  :   456,276:     9,214     65,898      2,682    424,707    368,038    436,603    436,618:    19,673     19,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :    -3,664:     1,142     -1,805     -1,129     -6,868       -963     -6,855     -3,897:     3,191        233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       14.4        0.6       93.1       80.7       95.7       95.7:       4.3        4.3
Old  :     100.0:       2.0       14.4        0.6       93.1       80.7       95.7       95.7:       4.3        4.3
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:        20         44          9        103        105        128        153:
Old  :       238:        20         44          9        103        105        128        153:
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  :                 39.0       23.6       55.3       35.5       39.0       22.5       51.7       32.1
Old  :                 39.0       23.6       55.3       35.5       39.0       22.5       51.7       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 10, 2011