```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      182,300
COMMITMENTS
  40,439   23,884   37,974   94,114  104,777  172,527  166,636    9,773   15,664

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      1,997)
  -2,039    7,211    5,350    1,613  -10,291    4,924    2,269   -2,927     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     13.1     20.8     51.6     57.5     94.6     91.4      5.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
     100       62       77       57       72      185      185
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       37,700
COMMITMENTS
  14,233      699    7,452   12,244   28,446   33,930   36,597    3,770    1,103

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      3,197)
   1,447     -172    1,159      385    2,246    2,991    3,233      206      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.8      1.9     19.8     32.5     75.5     90.0     97.1     10.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      54       12       16       28       24       90       44
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      172,164
COMMITMENTS
  27,650   32,442   30,262  105,435   98,815  163,348  161,519    8,817   10,645

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        845)
    -730    1,262    2,316     -629   -3,194      958      384     -112      461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     18.8     17.6     61.2     57.4     94.9     93.8      5.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      50       66       43       54       50      129      134
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      703,033
COMMITMENTS
 115,516   56,394  170,071  353,830  398,818  639,417  625,284   63,616   77,750

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     25,568)
 -10,855   14,479    9,208   27,653   -9,917   26,007   13,771     -439   11,798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      8.0     24.2     50.3     56.7     91.0     88.9      9.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      56       64       78       83       89      188      183
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      134,383
COMMITMENTS
  21,870   13,582   36,663   71,434   78,357  129,967  128,602    4,416    5,782

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -8,601)
     255     -508   -2,200   -5,352   -4,202   -7,298   -6,910   -1,304   -1,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     10.1     27.3     53.2     58.3     96.7     95.7      3.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      84       76       98      112      112      242      247
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       55,275
COMMITMENTS
  31,737    6,021    1,204   13,419   46,039   46,360   53,265    8,916    2,011

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -2,815)
  -1,025   -3,820       89   -2,619    1,802   -3,556   -1,928      741     -886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.4     10.9      2.2     24.3     83.3     83.9     96.4     16.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      54       19       13       21       11       81       38
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      464,818
COMMITMENTS
   5,129   59,181    3,603  441,515  382,570  450,247  445,354   14,571   19,464

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     11,398)
  -2,417   -2,090   -2,425   18,135   12,918   13,293    8,403   -1,894    2,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     12.7      0.8     95.0     82.3     96.9     95.8      3.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      13       47       11      101      118      123      167
```

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Updated November 28, 2011