```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      262,904
COMMITMENTS
  42,351   16,237   80,440  127,139  149,923  249,930  246,600   12,974   16,305

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        274)
     507   -3,773   -2,736    1,812    8,073     -417    1,564      691   -1,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      6.2     30.6     48.4     57.0     95.1     93.8      4.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
     111       52       93       65       76      207      194
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,801
COMMITMENTS
  12,963      596    6,325   12,012   26,829   31,299   33,750    3,502    1,051

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        932)
   1,612      238      -56   -1,020      416      536      598      395      333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2      1.7     18.2     34.5     77.1     89.9     97.0     10.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      41       18       16       26       23       81       43
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      247,989
COMMITMENTS
  29,870   37,211   67,171  141,074  134,054  238,115  238,436    9,874    9,553

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      3,299)
  -1,053   -6,880    3,591    1,107    8,477    3,645    5,188     -346   -1,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     15.0     27.1     56.9     54.1     96.0     96.1      4.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      55       60       51       54       56      132      149
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      694,589
COMMITMENTS
 149,073   24,734  165,279  311,494  439,847  625,846  629,860   68,744   64,730

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -11,136)
  -5,207    4,017     -564   -2,064  -13,488   -7,836  -10,035   -3,300   -1,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      3.6     23.8     44.8     63.3     90.1     90.7      9.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      75       55       84       82       90      204      183
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      189,177
COMMITMENTS
  19,467   16,512   67,740   95,067   97,677  182,274  181,929    6,903    7,248

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        276)
  -2,469    1,653      619    1,404   -3,112     -446     -841      721    1,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      8.7     35.8     50.3     51.6     96.4     96.2      3.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     100       84      125      116      117      273      277
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       64,324
COMMITMENTS
  37,840   13,956    1,040   17,995   44,794   56,876   59,790    7,449    4,534

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -163)
  -5,707    2,571      212    7,339   -4,758    1,845   -1,975   -2,008    1,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.8     21.7      1.6     28.0     69.6     88.4     93.0     11.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      45       24        9       13       14       62       45
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      458,025
COMMITMENTS
   8,772   65,609    3,738  425,659  368,567  438,169  437,914   19,857   20,112

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -3,403)
     982   -2,049     -887   -6,714     -863   -6,619   -3,799    3,216      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     14.3      0.8     92.9     80.5     95.7     95.6      4.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      20       44       14      106      105      136      153
```

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Updated November 10, 2011