```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, November 15, 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  :   143,259:    41,316     21,408     10,457     79,312     96,268    131,085    128,133:    12,174     15,126
Old  :   135,541:    40,137     21,599      9,675     74,467     89,562    124,279    120,836:    11,262     14,705
Other:     7,718:     1,863        493         98      4,845      6,706      6,806      7,297:       912        421
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :   -22,330:    -5,726     -4,306     -4,116    -12,830    -12,284    -22,672    -20,706:       342     -1,624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       14.9        7.3       55.4       67.2       91.5       89.4:       8.5       10.6
Old  :     100.0:      29.6       15.9        7.1       54.9       66.1       91.7       89.2:       8.3       10.8
Other:     100.0:      24.1        6.4        1.3       62.8       86.9       88.2       94.5:      11.8        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        76         61         50         54         63        162        147:
Old  :       218:        77         62         45         51         61        156        143:
Other:        69:        13         14          3         21         31         36         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.0       21.9       33.6       33.4       20.9       15.8       30.0       25.7
Old  :                 21.8       22.6       34.7       34.0       21.7       17.8       31.3       28.0
Other:                 48.8       59.8       65.3       71.9       48.3       56.6       64.6       68.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, November 15, 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  :    26,354:    12,908      2,656      1,307      8,770     21,466     22,985     25,429:     3,369        925
Old  :    26,348:    12,908      2,656      1,307      8,770     21,460     22,985     25,423:     3,363        925
Other:         6:         0          0          0          0          6          0          6:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :      -279:      -574        187        281         22       -455       -271         13:        -8       -292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.0       10.1        5.0       33.3       81.5       87.2       96.5:      12.8        3.5
Old  :     100.0:      49.0       10.1        5.0       33.3       81.4       87.2       96.5:      12.8        3.5
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  :        93:        44         16         11         23         16         76         34:
Old  :        93:        44         16         11         23         16         76         34:
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  :                 27.0       70.0       38.0       82.0       27.0       69.2       38.0       80.1
Old  :                 27.0       70.0       38.0       82.0       27.0       69.2       38.0       80.1
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 15, 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  :   155,162:    29,896     32,070     16,358    100,296     96,765    146,550    145,193:     8,612      9,969
Old  :   136,273:    29,257     37,378     10,717     88,167     78,569    128,141    126,664:     8,132      9,609
Other:    18,889:     6,278        331          2     12,129     18,196     18,409     18,529:       480        360
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :   -28,451:    -2,885     -1,920    -11,576    -12,655    -13,632    -27,116    -27,128:    -1,335     -1,323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       20.7       10.5       64.6       62.4       94.4       93.6:       5.6        6.4
Old  :     100.0:      21.5       27.4        7.9       64.7       57.7       94.0       92.9:       6.0        7.1
Other:     100.0:      33.2        1.8        0.0       64.2       96.3       97.5       98.1:       2.5        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        51         59         31         52         45        120        118:
Old  :       176:        50         60         29         52         41        118        114:
Other:        47:         9          3          1         27         19         36         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.7       27.6       45.3       42.7       26.4       21.1       37.6       30.5
Old  :                 29.9       26.9       47.3       41.2       29.1       23.5       43.2       34.4
Other:                 52.2       76.2       72.2       90.8       42.8       76.1       59.3       82.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, November 15, 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  :   488,004:   130,403     54,734     41,123    257,857    334,722    429,383    430,579:    58,621     57,425
Old  :   488,004:   130,403     54,734     41,123    257,857    334,722    429,383    430,579:    58,621     57,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    -4,319:   -10,421     13,895      1,399      8,728    -21,397       -294     -6,103:    -4,025      1,784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       11.2        8.4       52.8       68.6       88.0       88.2:      12.0       11.8
Old  :     100.0:      26.7       11.2        8.4       52.8       68.6       88.0       88.2:      12.0       11.8
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  :       210:        69         44         60         78         82        175        160:
Old  :       210:        69         44         60         78         82        175        160:
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  :                 18.5       18.5       31.3       29.0       17.6       16.5       28.7       25.8
Old  :                 18.5       18.5       31.3       29.0       17.6       16.5       28.7       25.8
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 15, 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  :   104,414:    23,112     16,662     10,535     65,471     70,126     99,118     97,323:     5,296      7,091
Old  :    97,007:    22,926     16,511      9,852     59,410     63,763     92,188     90,126:     4,819      6,881
Other:     7,407:       586        551        283      6,061      6,363      6,930      7,197:       477        210
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :   -10,482:      -612        615     -3,949     -3,428     -4,861     -7,989     -8,195:    -2,493     -2,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       16.0       10.1       62.7       67.2       94.9       93.2:       5.1        6.8
Old  :     100.0:      23.6       17.0       10.2       61.2       65.7       95.0       92.9:       5.0        7.1
Other:     100.0:       7.9        7.4        3.8       81.8       85.9       93.6       97.2:       6.4        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        75         72         73        104        102        223        209:
Old  :       280:        76         74         72        100        101        218        208:
Other:        70:         7          9          5         42         26         52         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       20.1       31.9       29.0       16.0       12.3       27.5       19.7
Old  :                 17.8       20.2       31.6       29.7       16.8       13.6       29.6       21.6
Other:                 63.1       73.4       73.0       84.9       62.3       72.9       71.6       82.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, November 15, 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  :    57,305:    32,628     10,098        665     15,982     43,715     49,275     54,478:     8,030      2,827
Old  :    57,305:    32,628     10,098        665     15,982     43,715     49,275     54,478:     8,030      2,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    -2,556:    -2,649     -3,176         67     -2,015        407     -4,597     -2,702:     2,041        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.9       17.6        1.2       27.9       76.3       86.0       95.1:      14.0        4.9
Old  :     100.0:      56.9       17.6        1.2       27.9       76.3       86.0       95.1:      14.0        4.9
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  :       100:        50         22          5         19         11         71         37:
Old  :       100:        50         22          5         19         11         71         37:
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  :                 58.0       81.2       64.9       88.6       57.8       80.2       64.0       87.4
Old  :                 58.0       81.2       64.9       88.6       57.8       80.2       64.0       87.4
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 15, 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  :   451,351:     7,926     61,574      4,896    422,240    368,935    435,062    435,405:    16,289     15,946
Old  :   451,351:     7,926     61,574      4,896    422,240    368,935    435,062    435,405:    16,289     15,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     5,673:       486     -1,669      2,110      3,148      7,622      5,744      8,063:       -71     -2,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8       13.6        1.1       93.6       81.7       96.4       96.5:       3.6        3.5
Old  :     100.0:       1.8       13.6        1.1       93.6       81.7       96.4       96.5:       3.6        3.5
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  :       242:        20         47         10        103        110        129        161:
Old  :       242:        20         47         10        103        110        129        161:
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  :                 36.8       24.0       55.8       35.5       36.4       22.0       51.3       31.2
Old  :                 36.8       24.0       55.8       35.5       36.4       22.0       51.3       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 18, 2011