```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   180,303:    42,478     16,674     32,624     92,501    115,069    167,603    164,366:    12,700     15,937
Old  :   172,204:    41,265     17,037     31,555     87,635    108,134    160,456    156,726:    11,748     15,478
Other:     8,099:     1,872        295        410      4,866      6,935      7,147      7,640:       952        459
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :   -79,247:      -281     -2,365    -34,218    -38,739    -34,960    -73,238    -71,543:    -6,009     -7,704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        9.2       18.1       51.3       63.8       93.0       91.2:       7.0        8.8
Old  :     100.0:      24.0        9.9       18.3       50.9       62.8       93.2       91.0:       6.8        9.0
Other:     100.0:      23.1        3.6        5.1       60.1       85.6       88.2       94.3:      11.8        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        96         52         73         59         69        182        170:
Old  :       230:        96         53         69         57         68        178        167:
Other:        72:        19          9         14         23         35         47         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       19.6       30.9       29.8       16.5       14.0       23.7       22.2
Old  :                 19.5       19.9       31.7       30.1       16.9       15.4       24.5       23.9
Other:                 46.6       57.3       62.3       70.1       46.0       54.2       61.6       66.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    34,502:    12,786        871      6,294     11,859     26,200     30,939     33,364:     3,564      1,138
Old  :    34,496:    12,786        871      6,294     11,859     26,194     30,939     33,358:     3,558      1,138
Other:         6:         0          0          0          0          6          0          6:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :      -758:      -626        310        839       -186     -1,086         28         63:      -786       -820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        2.5       18.2       34.4       75.9       89.7       96.7:      10.3        3.3
Old  :     100.0:      37.1        2.5       18.2       34.4       75.9       89.7       96.7:      10.3        3.3
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  :        97:        45         18         15         27         22         84         43:
Old  :        97:        45         18         15         27         22         84         43:
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  :                 22.2       62.3       32.8       73.8       19.1       56.5       27.7       62.8
Old  :                 22.2       62.3       32.8       73.8       19.1       56.5       27.7       62.8
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 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  :   171,319:    28,380     31,180     27,946    106,064    102,009    162,390    161,135:     8,929     10,185
Old  :   151,868:    27,734     36,383     22,066     93,619     83,595    143,419    142,044:     8,449      9,825
Other:    19,451:     6,182        333        343     12,446     18,414     18,971     19,091:       480        360
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :   -27,633:    -3,513     -2,518     -9,988    -12,766    -13,766    -26,266    -26,271:    -1,367     -1,362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       18.2       16.3       61.9       59.5       94.8       94.1:       5.2        5.9
Old  :     100.0:      18.3       24.0       14.5       61.6       55.0       94.4       93.5:       5.6        6.5
Other:     100.0:      31.8        1.7        1.8       64.0       94.7       97.5       98.1:       2.5        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        49         62         38         54         47        124        126:
Old  :       177:        48         63         36         54         44        122        123:
Other:        47:         6          6          5         27         20         37         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.0       26.4       41.5       41.3       23.9       19.6       34.1       28.1
Old  :                 26.8       25.6       42.9       39.8       26.1       21.5       38.8       31.0
Other:                 50.6       74.4       70.2       88.6       41.6       74.3       57.6       80.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   677,465:   126,371     41,915    160,863    326,177    408,735    613,410    611,513:    64,055     65,952
Old  :   677,465:   126,371     41,915    160,863    326,177    408,735    613,410    611,513:    64,055     65,952
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    -5,377:   -14,773     15,087      9,869     11,926    -23,709      7,022      1,248:   -12,399     -6,625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        6.2       23.7       48.1       60.3       90.5       90.3:       9.5        9.7
Old  :     100.0:      18.7        6.2       23.7       48.1       60.3       90.5       90.3:       9.5        9.7
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  :       220:        68         53         83         84         89        196        183:
Old  :       220:        68         53         83         84         89        196        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  :                 14.0       14.4       24.1       23.6       12.6       12.1       21.0       19.0
Old  :                 14.0       14.4       24.1       23.6       12.6       12.1       21.0       19.0
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 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  :   142,985:    21,615     14,090     38,863     76,786     82,559    137,264    135,512:     5,720      7,472
Old  :   134,672:    21,500     14,013     37,383     70,545     76,017    129,428    127,413:     5,243      7,259
Other:     8,313:       584        546      1,011      6,241      6,542      7,836      8,099:       477        214
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :   -34,760:     2,081     -2,639    -16,432    -14,992     -9,667    -29,343    -28,738:    -5,417     -6,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        9.9       27.2       53.7       57.7       96.0       94.8:       4.0        5.2
Old  :     100.0:      16.0       10.4       27.8       52.4       56.4       96.1       94.6:       3.9        5.4
Other:     100.0:       7.0        6.6       12.2       75.1       78.7       94.3       97.4:       5.7        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        91         66         93        109        113        237        241:
Old  :       292:        91         69         93        107        112        235        240:
Other:        77:        11         11         10         43         27         59         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       18.0       27.7       27.8       12.0        9.1       20.5       14.5
Old  :                 15.7       18.4       28.2       28.1       12.4        9.8       21.7       15.7
Other:                 56.7       65.8       67.8       78.8       55.6       65.3       63.8       74.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    58,090:    32,762      9,841      1,115     16,038     44,237     49,915     55,193:     8,175      2,897
Old  :    58,090:    32,762      9,841      1,115     16,038     44,237     49,915     55,193:     8,175      2,897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    -2,238:    -2,604     -3,438        347     -2,051        717     -4,308     -2,373:     2,070        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.4       16.9        1.9       27.6       76.2       85.9       95.0:      14.1        5.0
Old  :     100.0:      56.4       16.9        1.9       27.6       76.2       85.9       95.0:      14.1        5.0
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  :       103:        51         24          9         20         11         75         41:
Old  :       103:        51         24          9         20         11         75         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  :                 57.4       80.1       64.3       88.1       57.2       79.2       63.3       87.1
Old  :                 57.4       80.1       64.3       88.1       57.2       79.2       63.3       87.1
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 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  :   453,419:     7,546     61,271      6,028    423,380    369,652    436,954    436,951:    16,465     16,469
Old  :   453,419:     7,546     61,271      6,028    423,380    369,652    436,954    436,951:    16,465     16,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     5,867:       535     -1,541      2,119      3,246      7,739      5,899      8,317:       -32     -2,450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       13.5        1.3       93.4       81.5       96.4       96.4:       3.6        3.6
Old  :     100.0:       1.7       13.5        1.3       93.4       81.5       96.4       96.4:       3.6        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  :       243:        21         47         16        106        111        138        163:
Old  :       243:        21         47         16        106        111        138        163:
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       55.6       35.3       36.3       21.9       51.0       31.1
Old  :                 36.6       23.9       55.6       35.3       36.3       21.9       51.0       31.1
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