COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, 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  :   165,589:    47,042     25,714     14,573     92,142    108,552    153,757    148,839:    11,832     16,750
Old  :   158,160:    45,894     26,071     13,663     87,532    102,083    147,089    141,817:    11,071     16,343
Other:     7,429:     1,984        479         74      4,610      6,469      6,668      7,022:       761        407
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :       675:      -425       -380     -1,461      3,030        930      1,144       -911:      -469      1,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       15.5        8.8       55.6       65.6       92.9       89.9:       7.1       10.1
Old  :     100.0:      29.0       16.5        8.6       55.3       64.5       93.0       89.7:       7.0       10.3
Other:     100.0:      26.7        6.4        1.0       62.1       87.1       89.8       94.5:      10.2        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        81         67         69         58         68        174        174:
Old  :       232:        84         65         63         57         65        169        169:
Other:        72:        14         14          2         21         33         37         47:
     :----------------------------------------------------------------------------------------------------
     :             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       20.2       31.8       30.5       16.5       11.2       24.8       19.1
Old  :                 18.1       20.6       31.7       30.9       16.9       11.8       25.4       20.5
Other:                 45.3       61.0       64.2       73.3       43.1       56.7       59.9       67.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, 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  :    26,633:    13,482      2,469      1,026      8,748     21,921     23,256     25,416:     3,377      1,217
Old  :    26,627:    13,482      2,469      1,026      8,748     21,915     23,256     25,410:     3,371      1,217
Other:         6:         0          0          0          0          6          0          6:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :      -167:       451        -98       -244       -379       -184       -172       -526:         5        359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.6        9.3        3.9       32.8       82.3       87.3       95.4:      12.7        4.6
Old  :     100.0:      50.6        9.3        3.9       32.9       82.3       87.3       95.4:      12.7        4.6
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  :        92:        44         14          8         23         16         73         32:
Old  :        92:        44         14          8         23         16         73         32:
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  :                 26.3       70.6       37.4       82.4       26.3       70.0       37.4       81.3
Old  :                 26.4       70.6       37.4       82.4       26.4       70.0       37.4       81.3
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 - Futures Only, 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  :   183,613:    32,781     33,990     27,934    112,951    110,397    173,666    172,321:     9,947     11,292
Old  :   165,669:    31,113     38,361     23,502    101,484     92,846    156,099    154,709:     9,570     10,960
Other:    17,944:     6,039          0         61     11,467     17,551     17,567     17,612:       377        332
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :   -15,948:   -12,883     -5,570        134     -4,077    -12,621    -16,826    -18,057:       878      2,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       18.5       15.2       61.5       60.1       94.6       93.9:       5.4        6.1
Old  :     100.0:      18.8       23.2       14.2       61.3       56.0       94.2       93.4:       5.8        6.6
Other:     100.0:      33.7        0.0        0.3       63.9       97.8       97.9       98.1:       2.1        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        43         67         37         53         52        119        136:
Old  :       181:        42         68         35         52         51        116        135:
Other:        41:         8          0          2         25         18         33         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.8       29.2       47.1       45.1       22.5       18.2       32.2       26.1
Old  :                 30.1       27.6       48.3       42.3       23.3       19.7       35.7       29.1
Other:                 54.8       77.1       74.5       93.0       45.0       77.1       61.3       82.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, 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  :   492,323:   140,824     40,839     39,724    249,129    356,119    429,677    436,682:    62,646     55,641
Old  :   492,323:   140,824     40,839     39,724    249,129    356,119    429,677    436,682:    62,646     55,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    -6,637:   -11,874      2,193       -930      5,339     -8,316     -7,465     -7,053:       828        416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        8.3        8.1       50.6       72.3       87.3       88.7:      12.7       11.3
Old  :     100.0:      28.6        8.3        8.1       50.6       72.3       87.3       88.7:      12.7       11.3
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  :       214:        80         39         61         76         81        180        158:
Old  :       214:        80         39         61         76         81        180        158:
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  :                 18.2       19.4       30.8       30.8       17.5       17.4       27.9       27.0
Old  :                 18.2       19.4       30.8       30.8       17.5       17.4       27.9       27.0
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 - Futures Only, 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  :   114,896:    23,724     16,047     14,484     68,899     74,987    107,107    105,518:     7,789      9,378
Old  :   111,114:    23,724     16,086     13,667     66,575     72,157    103,966    101,910:     7,148      9,204
Other:     3,782:       550        511        267      2,324      2,830      3,141      3,608:       641        174
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    -7,645:    -3,999     -1,403     -2,905     -2,605     -6,082     -9,509    -10,390:     1,864      2,745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       14.0       12.6       60.0       65.3       93.2       91.8:       6.8        8.2
Old  :     100.0:      21.4       14.5       12.3       59.9       64.9       93.6       91.7:       6.4        8.3
Other:     100.0:      14.5       13.5        7.1       61.4       74.8       83.1       95.4:      16.9        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        78         68         81        104         99        228        211:
Old  :       278:        79         69         79        102         98        225        209:
Other:        70:        10          7          7         39         23         53         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       19.9       29.9       31.0       14.7       11.3       24.2       18.6
Old  :                 16.8       20.5       30.2       30.8       14.8       12.0       24.6       18.9
Other:                 34.4       61.7       50.0       75.8       33.5       59.1       45.3       69.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, 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  :    59,861:    35,277     13,274        598     17,997     43,308     53,872     57,180:     5,989      2,681
Old  :    59,861:    35,277     13,274        598     17,997     43,308     53,872     57,180:     5,989      2,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    -3,778:    -2,498       -678       -167        151     -1,178     -2,514     -2,023:    -1,264     -1,755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.9       22.2        1.0       30.1       72.3       90.0       95.5:      10.0        4.5
Old  :     100.0:      58.9       22.2        1.0       30.1       72.3       90.0       95.5:      10.0        4.5
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  :        95:        49         22          4         15         12         66         37:
Old  :        95:        49         22          4         15         12         66         37:
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  :                 63.4       80.5       72.3       88.3       63.3       79.5       72.2       87.4
Old  :                 63.4       80.5       72.3       88.3       63.3       79.5       72.2       87.4
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 - Futures Only, 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  :   445,678:     7,440     63,243      2,786    419,092    361,313    429,318    427,342:    16,360     18,336
Old  :   445,678:     7,440     63,243      2,786    419,092    361,313    429,318    427,342:    16,360     18,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :   -10,598:    -1,774     -2,655        104     -5,615     -6,725     -7,285     -9,276:    -3,313     -1,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       14.2        0.6       94.0       81.1       96.3       95.9:       3.7        4.1
Old  :     100.0:       1.7       14.2        0.6       94.0       81.1       96.3       95.9:       3.7        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  :       237:        18         45          9        103        106        128        153:
Old  :       237:        18         45          9        103        106        128        153:
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  :                 38.0       23.9       56.5       35.3       38.0       22.3       51.5       31.6
Old  :                 38.0       23.9       56.5       35.3       38.0       22.3       51.5       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 14, 2011