COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   231,364:    71,062      7,481     39,613     99,561    177,118    210,235    224,211:    21,129      7,153
Old  :   216,050:    69,993      9,126     35,075     90,791    165,443    195,859    209,645:    20,191      6,405
Other:    15,314:     2,750         35      2,856      8,770     11,675     14,376     14,566:       937        748
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    14,042:     8,961       -597      3,794      1,343     11,416     14,099     14,613:       -56       -571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        3.2       17.1       43.0       76.6       90.9       96.9:       9.1        3.1
Old  :     100.0:      32.4        4.2       16.2       42.0       76.6       90.7       97.0:       9.3        3.0
Other:     100.0:      18.0        0.2       18.7       57.3       76.2       93.9       95.1:       6.1        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:       141         25         48         59         61        220        119:
Old  :       250:       135         32         47         55         60        214        118:
Other:        80:        30          1         18         19         38         49         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       38.7       29.1       52.3       17.4       33.2       25.7       45.1
Old  :                 18.8       40.1       29.6       53.6       18.4       35.4       27.2       47.8
Other:                 40.5       35.2       55.6       53.4       38.4       35.2       51.6       52.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    39,606:    13,717      1,719      8,076     13,627     28,301     35,421     38,096:     4,185      1,509
Old  :    39,359:    13,729      1,714      8,020     13,458     28,118     35,206     37,852:     4,153      1,507
Other:       246:         0         17         45        170        183        214        244:        32          2
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :      -393:      -301        222       -319        -51       -406       -671       -503:       278        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6        4.3       20.4       34.4       71.5       89.4       96.2:      10.6        3.8
Old  :     100.0:      34.9        4.4       20.4       34.2       71.4       89.4       96.2:      10.6        3.8
Other:     100.0:       0.1        6.8       18.1       68.9       74.3       87.0       99.2:      13.0        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        60         14         24         25         19         95         48:
Old  :       107:        61         13         23         25         19         94         48:
Other:         6:         1          2          3          2          2          5          5:
     :----------------------------------------------------------------------------------------------------
     :             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       59.5       32.3       71.7       18.3       52.4       27.8       60.3
Old  :                 19.0       59.9       32.1       72.0       18.4       53.2       28.0       61.1
Other:                 82.2       97.1       87.0       99.2       66.9       79.0       66.9       79.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   131,298:    46,482     12,444     17,904     55,696     96,090    120,082    126,438:    11,216      4,860
Old  :   112,412:    46,144      5,126     15,822     39,535     86,883    101,501    107,831:    10,910      4,580
Other:    18,886:     1,519      8,500        900     16,161      9,207     18,580     18,607:       306        280
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :     1,543:     4,107        632     -1,316     -1,287      2,568      1,504      1,884:        39       -341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4        9.5       13.6       42.4       73.2       91.5       96.3:       8.5        3.7
Old  :     100.0:      41.0        4.6       14.1       35.2       77.3       90.3       95.9:       9.7        4.1
Other:     100.0:       8.0       45.0        4.8       85.6       48.7       98.4       98.5:       1.6        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        71         27         41         41         43        134         95:
Old  :       162:        69         32         40         40         41        132         92:
Other:        42:        10          8          9         13         17         27         31:
     :----------------------------------------------------------------------------------------------------
     :             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       33.8       39.8       49.1       24.0       24.3       32.0       37.1
Old  :                 26.4       32.7       37.1       46.9       25.0       30.4       34.3       44.0
Other:                 78.7       79.3       88.5       87.7       58.3       65.5       67.6       70.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,151,256:   153,488     22,685    338,606    579,494    742,756  1,071,589  1,104,047:    79,667     47,209
Old  : 1,151,256:   153,488     22,685    338,606    579,494    742,756  1,071,589  1,104,047:    79,667     47,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    -8,948:     1,783      2,676    -11,550        423     -1,789     -9,345    -10,663:       396      1,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        2.0       29.4       50.3       64.5       93.1       95.9:       6.9        4.1
Old  :     100.0:      13.3        2.0       29.4       50.3       64.5       93.1       95.9:       6.9        4.1
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  :       235:        87         44         89         87         90        213        187:
Old  :       235:        87         44         89         87         90        213        187:
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  :                 15.5       17.9       25.2       30.1        8.6       11.1       14.2       18.7
Old  :                 15.5       17.9       25.2       30.1        8.6       11.1       14.2       18.7
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 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   129,398:    29,407      6,120     26,888     64,413     90,319    120,708    123,327:     8,690      6,072
Old  :   122,075:    29,929      7,517     22,913     60,897     86,046    113,740    116,476:     8,335      5,599
Other:     7,323:     2,046      1,171      1,406      3,516      4,273      6,969      6,851:       355        473
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    -5,196:    -2,005       -399      1,396     -4,190     -5,450     -4,799     -4,452:      -397       -744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        4.7       20.8       49.8       69.8       93.3       95.3:       6.7        4.7
Old  :     100.0:      24.5        6.2       18.8       49.9       70.5       93.2       95.4:       6.8        4.6
Other:     100.0:      27.9       16.0       19.2       48.0       58.3       95.2       93.5:       4.8        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:       126         52         87        102        105        265        216:
Old  :       315:       119         59         85        102        103        263        211:
Other:        79:        17          9         16         22         42         44         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       24.5       35.4       37.1       20.1       19.0       31.5       29.6
Old  :                 21.0       24.6       34.7       37.7       21.0       20.6       33.1       31.7
Other:                 57.3       33.2       69.8       50.0       46.8       26.6       54.7       38.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    41,331:    22,526     21,464      2,805     11,139     12,346     36,470     36,615:     4,860      4,716
Old  :    41,331:    22,526     21,464      2,805     11,139     12,346     36,470     36,615:     4,860      4,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    -2,166:     1,026     -1,612        182     -4,334       -116     -3,127     -1,547:       960       -620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.5       51.9        6.8       27.0       29.9       88.2       88.6:      11.8       11.4
Old  :     100.0:      54.5       51.9        6.8       27.0       29.9       88.2       88.6:      11.8       11.4
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  :        96:        33         45          8         10         13         48         61:
Old  :        96:        33         45          8         10         13         48         61:
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  :                 68.9       37.5       78.2       59.1       64.9       32.6       68.3       49.4
Old  :                 68.9       37.5       78.2       59.1       64.9       32.6       68.3       49.4
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 24, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   404,515:    33,679    107,526      2,021    350,792    280,097    386,492    389,645:    18,023     14,871
Old  :   404,515:    33,679    107,526      2,021    350,792    280,097    386,492    389,645:    18,023     14,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :     4,812:       982     -2,531     -1,174      8,621      8,970      8,429      5,264:    -3,617       -453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       26.6        0.5       86.7       69.2       95.5       96.3:       4.5        3.7
Old  :     100.0:       8.3       26.6        0.5       86.7       69.2       95.5       96.3:       4.5        3.7
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  :       248:        26         55         16         94        105        132        164:
Old  :       248:        26         55         16         94        105        132        164:
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  :                 47.5       19.8       56.2       31.1       42.6       19.0       50.0       29.5
Old  :                 47.5       19.8       56.2       31.1       42.6       19.0       50.0       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 30, 2009