```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   182,300:    40,439     23,884     37,974     94,114    104,777    172,527    166,636:     9,773     15,664
Old  :   173,447:    39,170     24,327     36,686     88,656     97,286    164,512    158,299:     8,935     15,148
Other:     8,853:     2,114        402        443      5,458      7,492      8,015      8,336:       838        517
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :     1,997:    -2,039      7,211      5,350      1,613    -10,291      4,924      2,269:    -2,927       -272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       13.1       20.8       51.6       57.5       94.6       91.4:       5.4        8.6
Old  :     100.0:      22.6       14.0       21.2       51.1       56.1       94.8       91.3:       5.2        8.7
Other:     100.0:      23.9        4.5        5.0       61.6       84.6       90.5       94.2:       9.5        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:       100         62         77         57         72        185        185:
Old  :       244:       100         63         72         55         71        181        181:
Other:        78:        22          9         13         26         37         50         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       17.3       31.6       27.7       17.7       14.3       26.0       21.9
Old  :                 20.8       17.9       32.7       27.4       18.3       15.8       27.1       23.7
Other:                 44.7       58.0       60.3       68.8       44.0       55.0       59.3       64.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    37,700:    14,233        699      7,452     12,244     28,446     33,930     36,597:     3,770      1,103
Old  :    37,694:    14,233        699      7,452     12,244     28,440     33,930     36,591:     3,764      1,103
Other:         6:         0          0          0          0          6          0          6:         6         -0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :     3,197:     1,447       -172      1,159        385      2,246      2,991      3,233:       206        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8        1.9       19.8       32.5       75.5       90.0       97.1:      10.0        2.9
Old  :     100.0:      37.8        1.9       19.8       32.5       75.4       90.0       97.1:      10.0        2.9
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  :       102:        54         12         16         28         24         90         44:
Old  :       102:        54         12         16         28         24         90         44:
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  :                 21.1       60.9       32.2       73.4       15.6       53.9       23.0       59.8
Old  :                 21.1       60.9       32.2       73.4       15.6       53.9       23.0       59.7
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 with Delta-adjusted Options and Futures Combined, 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  :   172,164:    27,650     32,442     30,262    105,435     98,815    163,348    161,519:     8,817     10,645
Old  :   151,956:    27,464     37,968     23,644     92,418     79,893    143,526    141,504:     8,430     10,451
Other:    20,209:     6,184        471        621     13,017     18,923     19,822     20,015:       387        194
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :       845:      -730      1,262      2,316       -629     -3,194        958        384:      -112        461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       18.8       17.6       61.2       57.4       94.9       93.8:       5.1        6.2
Old  :     100.0:      18.1       25.0       15.6       60.8       52.6       94.5       93.1:       5.5        6.9
Other:     100.0:      30.6        2.3        3.1       64.4       93.6       98.1       99.0:       1.9        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        50         66         43         54         50        129        134:
Old  :       181:        49         67         41         53         46        126        130:
Other:        50:         7          8          6         27         20         39         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.5       25.5       42.5       40.2       24.0       18.4       32.6       26.4
Old  :                 27.4       24.5       44.1       38.6       27.0       20.4       38.4       30.2
Other:                 49.0       74.1       68.3       87.1       40.2       73.0       56.3       79.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   703,033:   115,516     56,394    170,071    353,830    398,818    639,417    625,284:    63,616     77,750
Old  :   703,033:   115,516     56,394    170,071    353,830    398,818    639,417    625,284:    63,616     77,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    25,568:   -10,855     14,479      9,208     27,653     -9,917     26,007     13,771:      -439     11,798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        8.0       24.2       50.3       56.7       91.0       88.9:       9.0       11.1
Old  :     100.0:      16.4        8.0       24.2       50.3       56.7       91.0       88.9:       9.0       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  :       219:        56         64         78         83         89        188        183:
Old  :       219:        56         64         78         83         89        188        183:
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  :                 14.4       13.8       24.4       22.1       12.8       11.4       20.9       17.6
Old  :                 14.4       13.8       24.4       22.1       12.8       11.4       20.9       17.6
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 with Delta-adjusted Options and Futures Combined, 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  :   134,383:    21,870     13,582     36,663     71,434     78,357    129,967    128,602:     4,416      5,782
Old  :   125,826:    21,748     13,511     35,038     64,911     71,635    121,696    120,183:     4,130      5,642
Other:     8,558:       609        559      1,138      6,524      6,722      8,271      8,418:       287        139
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    -8,601:       255       -508     -2,200     -5,352     -4,202     -7,298     -6,910:    -1,304     -1,691
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       10.1       27.3       53.2       58.3       96.7       95.7:       3.3        4.3
Old  :     100.0:      17.3       10.7       27.8       51.6       56.9       96.7       95.5:       3.3        4.5
Other:     100.0:       7.1        6.5       13.3       76.2       78.6       96.6       98.4:       3.4        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        84         76         98        112        112        242        247:
Old  :       298:        82         81         97        109        111        238        246:
Other:        87:        16         10         13         47         29         67         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       16.1       26.9       25.6       12.8        9.9       21.8       15.6
Old  :                 14.8       16.0       27.7       25.8       13.4       10.6       23.2       16.7
Other:                 56.0       64.6       68.0       78.2       54.4       64.2       62.2       73.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    55,275:    31,737      6,021      1,204     13,419     46,039     46,360     53,265:     8,916      2,011
Old  :    55,275:    31,737      6,021      1,204     13,419     46,039     46,360     53,265:     8,916      2,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    -2,815:    -1,025     -3,820         89     -2,619      1,802     -3,556     -1,928:       741       -886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.4       10.9        2.2       24.3       83.3       83.9       96.4:      16.1        3.6
Old  :     100.0:      57.4       10.9        2.2       24.3       83.3       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  :       102:        54         19         13         21         11         81         38:
Old  :       102:        54         19         13         21         11         81         38:
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  :                 50.9       85.4       60.1       90.4       50.9       84.5       59.1       88.9
Old  :                 50.9       85.4       60.1       90.4       50.9       84.5       59.1       88.9
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 with Delta-adjusted Options and Futures Combined, 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  :   464,818:     5,129     59,181      3,603    441,515    382,570    450,247    445,354:    14,571     19,464
Old  :   464,818:     5,129     59,181      3,603    441,515    382,570    450,247    445,354:    14,571     19,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    11,398:    -2,417     -2,090     -2,425     18,135     12,918     13,293      8,403:    -1,894      2,995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1       12.7        0.8       95.0       82.3       96.9       95.8:       3.1        4.2
Old  :     100.0:       1.1       12.7        0.8       95.0       82.3       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         11        101        118        123        167:
Old  :       238:        13         47         11        101        118        123        167:
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  :                 36.6       23.9       56.8       34.6       36.2       21.9       52.1       31.1
Old  :                 36.6       23.9       56.8       34.6       36.2       21.9       52.1       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 28, 2011