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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   259,549:    42,759     19,038     66,842    131,240    150,029    240,841    235,909:    18,708     23,640
Old  :   251,755:    41,453     19,430     65,816    126,610    143,325    233,878    228,570:    17,878     23,185
Other:     7,794:     1,995        297        337      4,631      6,704      6,963      7,339:       831        455
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    -3,355:       408      2,802    -13,599      4,101        106     -9,089    -10,690:     5,735      7,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        7.3       25.8       50.6       57.8       92.8       90.9:       7.2        9.1
Old  :     100.0:      16.5        7.7       26.1       50.3       56.9       92.9       90.8:       7.1        9.2
Other:     100.0:      25.6        3.8        4.3       59.4       86.0       89.3       94.2:      10.7        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:       108         61         89         67         76        204        201:
Old  :       256:       110         59         87         66         74        202        198:
Other:        75:        21          8         11         23         37         47         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       19.3       31.5       31.6       11.6        7.5       17.5       13.0
Old  :                 19.3       19.7       31.6       31.3       11.8        8.0       17.8       13.6
Other:                 43.2       58.4       61.3       71.6       41.1       55.4       57.1       65.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    35,260:    13,411        561      5,455     12,045     27,286     30,911     33,301:     4,349      1,959
Old  :    35,254:    13,411        561      5,455     12,045     27,280     30,911     33,295:     4,343      1,959
Other:         6:         0          0          0          0          6          0          6:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :       459:       449        -35       -870         33        457       -389       -449:       847        907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        1.6       15.5       34.2       77.4       87.7       94.4:      12.3        5.6
Old  :     100.0:      38.0        1.6       15.5       34.2       77.4       87.7       94.4:      12.3        5.6
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:        44         15         12         26         22         79         40:
Old  :        94:        44         15         12         26         22         79         40:
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  :                 22.0       62.8       32.9       74.6       17.9       56.7       26.4       63.3
Old  :                 22.0       62.8       32.9       74.5       17.9       56.7       26.4       63.3
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 8, 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  :   198,952:    31,893     33,698     37,933    118,830    115,775    188,656    187,406:    10,296     11,546
Old  :   180,492:    30,234     38,074     33,235    107,104     97,968    170,573    169,277:     9,919     11,214
Other:    18,461:     6,036          0        322     11,726     17,806     18,084     18,129:       377        332
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :   -49,037:     2,022     -3,513    -29,238    -22,244    -18,279    -49,459    -51,030:       422      1,993
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       16.9       19.1       59.7       58.2       94.8       94.2:       5.2        5.8
Old  :     100.0:      16.8       21.1       18.4       59.3       54.3       94.5       93.8:       5.5        6.2
Other:     100.0:      32.7        0.0        1.7       63.5       96.5       98.0       98.2:       2.0        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        40         70         42         56         54        125        140:
Old  :       181:        39         71         41         55         53        123        139:
Other:        41:         7          1          3         25         19         33         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.9       27.7       44.7       43.3       20.8       17.3       29.7       24.9
Old  :                 28.0       26.7       45.6       40.5       21.4       18.6       32.8       27.3
Other:                 53.3       75.4       72.4       90.8       43.7       75.4       59.6       80.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   682,842:   141,144     26,828    150,993    314,251    432,444    606,388    610,265:    76,453     72,577
Old  :   682,842:   141,144     26,828    150,993    314,251    432,444    606,388    610,265:    76,453     72,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :   -11,748:    -7,929      2,094    -14,285      2,757     -7,403    -19,458    -19,595:     7,710      7,847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        3.9       22.1       46.0       63.3       88.8       89.4:      11.2       10.6
Old  :     100.0:      20.7        3.9       22.1       46.0       63.3       88.8       89.4:      11.2       10.6
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  :       226:        82         46         83         84         87        204        179:
Old  :       226:        82         46         83         84         87        204        179:
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  :                 14.2       15.3       23.7       24.9       12.7       12.8       20.4       20.2
Old  :                 14.2       15.3       23.7       24.9       12.7       12.8       20.4       20.2
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 8, 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  :   177,744:    19,534     16,728     55,295     91,778     92,227    166,607    164,250:    11,137     13,495
Old  :   173,050:    19,340     16,581     53,943     89,329     89,249    162,612    159,774:    10,438     13,276
Other:     4,694:       622        574        924      2,450      2,977      3,996      4,475:       698        218
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :   -11,433:        67        216    -12,445     -3,289     -5,451    -15,667    -17,679:     4,234      6,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        9.4       31.1       51.6       51.9       93.7       92.4:       6.3        7.6
Old  :     100.0:      11.2        9.6       31.2       51.6       51.6       94.0       92.3:       6.0        7.7
Other:     100.0:      13.3       12.2       19.7       52.2       63.4       85.1       95.3:      14.9        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        85         82        112        110        113        250        259:
Old  :       300:        85         84        112        109        112        249        258:
Other:        74:        12          9         12         39         25         58         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       18.1       28.5       29.2        9.8        6.6       16.7       11.1
Old  :                 17.4       18.4       28.7       29.6        9.8        6.9       16.9       11.3
Other:                 30.0       52.9       48.7       71.9       27.0       52.2       36.7       58.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    60,328:    35,366     13,278        768     18,089     43,520     54,223     57,566:     6,105      2,762
Old  :    60,328:    35,366     13,278        768     18,089     43,520     54,223     57,566:     6,105      2,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    -3,997:    -2,474       -678       -272         94     -1,274     -2,653     -2,224:    -1,344     -1,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.6       22.0        1.3       30.0       72.1       89.9       95.4:      10.1        4.6
Old  :     100.0:      58.6       22.0        1.3       30.0       72.1       89.9       95.4:      10.1        4.6
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  :        98:        50         24          8         15         12         67         43:
Old  :        98:        50         24          8         15         12         67         43:
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  :                 63.0       79.8       72.1       87.6       62.9       78.9       71.5       86.7
Old  :                 63.0       79.8       72.1       87.6       62.9       78.9       71.5       86.7
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 8, 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  :   447,552:     7,011     62,812      3,909    420,134    361,913    431,055    428,634:    16,497     18,918
Old  :   447,552:     7,011     62,812      3,909    420,134    361,913    431,055    428,634:    16,497     18,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :   -10,473:    -1,761     -2,797        172     -5,525     -6,654     -7,114     -9,280:    -3,359     -1,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       14.0        0.9       93.9       80.9       96.3       95.8:       3.7        4.2
Old  :     100.0:       1.6       14.0        0.9       93.9       80.9       96.3       95.8:       3.7        4.2
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  :       237:        18         45         14        106        107        135        155:
Old  :       237:        18         45         14        106        107        135        155:
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  :                 37.8       23.8       56.3       35.1       37.8       22.2       51.3       31.5
Old  :                 37.8       23.8       56.3       35.1       37.8       22.2       51.3       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 14, 2011