```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      185,257
COMMITMENTS
  41,869   22,976   39,556   93,764  102,560  175,189  165,093   10,068   20,164

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      2,957)
   1,430     -908    1,582     -350   -2,217    2,662   -1,542      295    4,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     12.4     21.4     50.6     55.4     94.6     89.1      5.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      97       59       75       58       72      180      184
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       37,830
COMMITMENTS
  14,651      797    7,401   11,976   28,428   34,028   36,626    3,802    1,204

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        130)
     418       98      -51     -269      -18       98       29       32      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7      2.1     19.6     31.7     75.1     89.9     96.8     10.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      52       15       17       27       23       91       44
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      178,209
COMMITMENTS
  28,549   35,302   32,364  108,574  100,305  169,487  167,972    8,722   10,237

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      6,045)
     899    2,861    2,102    3,139    1,490    6,140    6,453      -95     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     19.8     18.2     60.9     56.3     95.1     94.3      4.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      50       71       45       52       49      129      141
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      705,437
COMMITMENTS
 113,352   59,628  170,870  359,179  394,499  643,400  624,998   62,037   80,439

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      2,404)
  -2,165    3,234      799    5,349   -4,318    3,983     -286   -1,579    2,689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      8.5     24.2     50.9     55.9     91.2     88.6      8.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      60       65       90       84       90      197      194
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      138,240
COMMITMENTS
  23,268   15,281   37,537   71,762   78,173  132,567  130,991    5,673    7,249

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      3,857)
   1,398    1,699      875      327     -184    2,600    2,390    1,257    1,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     11.1     27.2     51.9     56.5     95.9     94.8      4.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      82       80       99      118      115      247      253
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       59,623
COMMITMENTS
  38,873    7,743    1,515   11,900   47,994   52,287   57,252    7,336    2,371

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      4,348)
   7,136    1,722      310   -1,519    1,955    5,928    3,988   -1,580      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.2     13.0      2.5     20.0     80.5     87.7     96.0     12.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      60       17       11       19        8       86       30
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      472,883
COMMITMENTS
   9,728   55,467    4,926  444,377  395,186  459,031  455,579   13,852   17,304

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      8,065)
   4,599   -3,714    1,323    2,862   12,616    8,784   10,225     -719   -2,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     11.7      1.0     94.0     83.6     97.1     96.3      2.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      16       47       12       98      117      125      165
```

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Updated December 2, 2011