```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      259,549
COMMITMENTS
  42,759   19,038   66,842  131,240  150,029  240,841  235,909   18,708   23,640

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -3,355)
     408    2,802  -13,599    4,101      106   -9,089  -10,690    5,735    7,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      7.3     25.8     50.6     57.8     92.8     90.9      7.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
     108       61       89       67       76      204      201
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       35,260
COMMITMENTS
  13,411      561    5,455   12,045   27,286   30,911   33,301    4,349    1,959

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        459)
     449      -35     -870       33      457     -389     -449      847      907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.0      1.6     15.5     34.2     77.4     87.7     94.4     12.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      44       15       12       26       22       79       40
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      198,952
COMMITMENTS
  31,893   33,698   37,933  118,830  115,775  188,656  187,406   10,296   11,546

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -49,037)
   2,022   -3,513  -29,238  -22,244  -18,279  -49,459  -51,030      422    1,993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     16.9     19.1     59.7     58.2     94.8     94.2      5.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      40       70       42       56       54      125      140
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      682,842
COMMITMENTS
 141,144   26,828  150,993  314,251  432,444  606,388  610,265   76,453   72,577

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -11,748)
  -7,929    2,094  -14,285    2,757   -7,403  -19,458  -19,595    7,710    7,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      3.9     22.1     46.0     63.3     88.8     89.4     11.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      82       46       83       84       87      204      179
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      177,744
COMMITMENTS
  19,534   16,728   55,295   91,778   92,227  166,607  164,250   11,137   13,495

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -11,433)
      67      216  -12,445   -3,289   -5,451  -15,667  -17,679    4,234    6,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      9.4     31.1     51.6     51.9     93.7     92.4      6.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      85       82      112      110      113      250      259
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       60,328
COMMITMENTS
  35,366   13,278      768   18,089   43,520   54,223   57,566    6,105    2,762

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -3,997)
  -2,474     -678     -272       94   -1,274   -2,653   -2,224   -1,344   -1,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.6     22.0      1.3     30.0     72.1     89.9     95.4     10.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      50       24        8       15       12       67       43
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      447,552
COMMITMENTS
   7,011   62,812    3,909  420,134  361,913  431,055  428,634   16,497   18,918

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -10,473)
  -1,761   -2,797      172   -5,525   -6,654   -7,114   -9,280   -3,359   -1,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     14.0      0.9     93.9     80.9     96.3     95.8      3.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      18       45       14      106      107      135      155
```

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Updated November 14, 2011