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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   262,904:    42,351     16,237     80,440    127,139    149,923    249,930    246,600:    12,974     16,305
Old  :   256,286:    40,897     16,533     79,569    123,719    144,277    244,185    240,379:    12,101     15,906
Other:     6,618:     2,037        287        288      3,421      5,646      5,745      6,220:       873        398
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :       274:       507     -3,773     -2,736      1,812      8,073       -417      1,564:       691     -1,290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        6.2       30.6       48.4       57.0       95.1       93.8:       4.9        6.2
Old  :     100.0:      16.0        6.5       31.0       48.3       56.3       95.3       93.8:       4.7        6.2
Other:     100.0:      30.8        4.3        4.3       51.7       85.3       86.8       94.0:      13.2        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:       111         52         93         65         76        207        194:
Old  :       251:       112         51         91         64         75        205        192:
Other:        74:        20          9         12         23         35         48         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       20.0       31.3       31.6       10.8        6.9       15.6       12.1
Old  :                 19.8       20.3       31.4       31.4       10.9        7.0       15.8       12.5
Other:                 38.3       55.4       58.3       69.6       35.2       51.7       52.4       62.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    34,801:    12,963        596      6,325     12,012     26,829     31,299     33,750:     3,502      1,051
Old  :    34,795:    12,963        596      6,325     12,012     26,823     31,299     33,744:     3,496      1,051
Other:         6:         0          0          0          0          6          0          6:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :       932:     1,612        238        -56     -1,020        416        536        598:       395        333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        1.7       18.2       34.5       77.1       89.9       97.0:      10.1        3.0
Old  :     100.0:      37.3        1.7       18.2       34.5       77.1       90.0       97.0:      10.0        3.0
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  :        94:        41         18         16         26         23         81         43:
Old  :        94:        41         18         16         26         23         81         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  :                 21.6       63.1       31.7       74.6       19.1       58.2       27.8       65.0
Old  :                 21.6       63.1       31.7       74.6       19.1       58.2       27.8       65.0
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 1, 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  :   247,989:    29,870     37,211     67,171    141,074    134,054    238,115    238,436:     9,874      9,553
Old  :   230,712:    28,942     42,151     61,865    130,475    117,277    221,282    221,293:     9,430      9,419
Other:    17,277:     5,869          1        365     10,599     16,777     16,833     17,143:       444        134
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     3,299:    -1,053     -6,880      3,591      1,107      8,477      3,645      5,188:      -346     -1,889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       15.0       27.1       56.9       54.1       96.0       96.1:       4.0        3.9
Old  :     100.0:      12.5       18.3       26.8       56.6       50.8       95.9       95.9:       4.1        4.1
Other:     100.0:      34.0        0.0        2.1       61.3       97.1       97.4       99.2:       2.6        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        55         60         51         54         56        132        149:
Old  :       187:        53         62         50         53         55        130        148:
Other:        43:        10          1          3         24         18         35         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.4       25.4       44.1       41.1       16.8       13.2       23.8       18.9
Old  :                 27.5       25.9       45.1       39.7       17.2       14.2       26.2       20.9
Other:                 54.9       75.1       74.6       91.1       42.5       72.8       58.5       77.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   694,589:   149,073     24,734    165,279    311,494    439,847    625,846    629,860:    68,744     64,730
Old  :   694,589:   149,073     24,734    165,279    311,494    439,847    625,846    629,860:    68,744     64,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :   -11,136:    -5,207      4,017       -564     -2,064    -13,488     -7,836    -10,035:    -3,300     -1,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        3.6       23.8       44.8       63.3       90.1       90.7:       9.9        9.3
Old  :     100.0:      21.5        3.6       23.8       44.8       63.3       90.1       90.7:       9.9        9.3
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  :       228:        75         55         84         82         90        204        183:
Old  :       228:        75         55         84         82         90        204        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       15.2       23.4       24.5       12.4       13.2       19.7       20.0
Old  :                 14.0       15.2       23.4       24.5       12.4       13.2       19.7       20.0
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 1, 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  :   189,177:    19,467     16,512     67,740     95,067     97,677    182,274    181,929:     6,903      7,248
Old  :   184,393:    19,284     16,149     66,480     92,077     94,688    177,842    177,317:     6,551      7,076
Other:     4,784:       490        670        953      2,989      2,989      4,432      4,612:       352        172
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :       276:    -2,469      1,653        619      1,404     -3,112       -446       -841:       721      1,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        8.7       35.8       50.3       51.6       96.4       96.2:       3.6        3.8
Old  :     100.0:      10.5        8.8       36.1       49.9       51.4       96.4       96.2:       3.6        3.8
Other:     100.0:      10.2       14.0       19.9       62.5       62.5       92.6       96.4:       7.4        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       325:       100         84        125        116        117        273        277:
Old  :       325:       101         85        125        115        117        272        277:
Other:        74:        12         10         14         39         26         57         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       19.1       28.3       30.1        9.4        7.2       16.0       11.4
Old  :                 17.8       19.3       28.5       30.5        9.5        7.6       16.3       11.6
Other:                 34.7       50.9       54.6       69.8       32.6       50.1       46.4       60.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    64,324:    37,840     13,956      1,040     17,995     44,794     56,876     59,790:     7,449      4,534
Old  :    64,324:    37,840     13,956      1,040     17,995     44,794     56,876     59,790:     7,449      4,534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :      -163:    -5,707      2,571        212      7,339     -4,758      1,845     -1,975:    -2,008      1,811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.8       21.7        1.6       28.0       69.6       88.4       93.0:      11.6        7.0
Old  :     100.0:      58.8       21.7        1.6       28.0       69.6       88.4       93.0:      11.6        7.0
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  :        94:        45         24          9         13         14         62         45:
Old  :        94:        45         24          9         13         14         62         45:
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  :                 61.3       77.9       71.4       82.8       61.2       77.1       70.6       82.0
Old  :                 61.3       77.9       71.4       82.8       61.2       77.1       70.6       82.0
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 1, 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  :   458,025:     8,772     65,609      3,738    425,659    368,567    438,169    437,914:    19,857     20,112
Old  :   458,025:     8,772     65,609      3,738    425,659    368,567    438,169    437,914:    19,857     20,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :    -3,403:       982     -2,049       -887     -6,714       -863     -6,619     -3,799:     3,216        396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       14.3        0.8       92.9       80.5       95.7       95.6:       4.3        4.4
Old  :     100.0:       1.9       14.3        0.8       92.9       80.5       95.7       95.6:       4.3        4.4
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:        20         44         14        106        105        136        153:
Old  :       238:        20         44         14        106        105        136        153:
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  :                 38.8       23.5       55.1       35.4       38.8       22.4       51.5       32.0
Old  :                 38.8       23.5       55.1       35.4       38.8       22.4       51.5       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated November 10, 2011