```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      180,303
COMMITMENTS
  42,478   16,674   32,624   92,501  115,069  167,603  164,366   12,700   15,937

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -79,247)
    -281   -2,365  -34,218  -38,739  -34,960  -73,238  -71,543   -6,009   -7,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      9.2     18.1     51.3     63.8     93.0     91.2      7.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      96       52       73       59       69      182      170
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,502
COMMITMENTS
  12,786      871    6,294   11,859   26,200   30,939   33,364    3,564    1,138

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:       -758)
    -626      310      839     -186   -1,086       28       63     -786     -820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1      2.5     18.2     34.4     75.9     89.7     96.7     10.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      45       18       15       27       22       84       43
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      171,319
COMMITMENTS
  28,380   31,180   27,946  106,064  102,009  162,390  161,135    8,929   10,185

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -27,633)
  -3,513   -2,518   -9,988  -12,766  -13,766  -26,266  -26,271   -1,367   -1,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     18.2     16.3     61.9     59.5     94.8     94.1      5.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      49       62       38       54       47      124      126
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      677,465
COMMITMENTS
 126,371   41,915  160,863  326,177  408,735  613,410  611,513   64,055   65,952

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -5,377)
 -14,773   15,087    9,869   11,926  -23,709    7,022    1,248  -12,399   -6,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      6.2     23.7     48.1     60.3     90.5     90.3      9.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      68       53       83       84       89      196      183
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      142,985
COMMITMENTS
  21,615   14,090   38,863   76,786   82,559  137,264  135,512    5,720    7,472

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -34,760)
   2,081   -2,639  -16,432  -14,992   -9,667  -29,343  -28,738   -5,417   -6,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      9.9     27.2     53.7     57.7     96.0     94.8      4.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      91       66       93      109      113      237      241
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       58,090
COMMITMENTS
  32,762    9,841    1,115   16,038   44,237   49,915   55,193    8,175    2,897

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -2,238)
  -2,604   -3,438      347   -2,051      717   -4,308   -2,373    2,070      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.4     16.9      1.9     27.6     76.2     85.9     95.0     14.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      51       24        9       20       11       75       41
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      453,419
COMMITMENTS
   7,546   61,271    6,028  423,380  369,652  436,954  436,951   16,465   16,469

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      5,867)
     535   -1,541    2,119    3,246    7,739    5,899    8,317      -32   -2,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     13.5      1.3     93.4     81.5     96.4     96.4      3.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      21       47       16      106      111      138      163
```

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Updated November 18, 2011