COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY 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:      164,914
COMMITMENTS
  47,467   26,094   16,034   89,112  107,622  152,613  149,750   12,301   15,164

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      5,557)
   1,177   -2,318     -569    4,228    9,972    4,836    7,085      721   -1,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     15.8      9.7     54.0     65.3     92.5     90.8      7.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      84       63       68       55       68      175      170
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY 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:       26,800
COMMITMENTS
  13,031    2,567    1,270    9,127   22,105   23,428   25,942    3,372      858

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      1,068)
   1,602      149       75   -1,012      549      665      773      403      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6      9.6      4.7     34.1     82.5     87.4     96.8     12.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      42       16       12       22       17       74       35
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY 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:      199,561
COMMITMENTS
  45,664   39,560   27,800  117,028  123,018  190,492  190,378    9,069    9,183

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      2,891)
     109   -5,936    2,705      455    7,964    3,269    4,733     -378   -1,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     19.8     13.9     58.6     61.6     95.5     95.4      4.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      57       57       40       53       53      129      136
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY 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:      498,960
COMMITMENTS
 152,698   38,646   40,654  243,790  364,435  437,142  443,735   61,818   55,225

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -8,542)
  -4,872     -291    2,189   -2,953   -9,202   -5,636   -7,304   -2,906   -1,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      7.7      8.1     48.9     73.0     87.6     88.9     12.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      82       40       60       74       83      178      162
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY 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:      122,541
COMMITMENTS
  27,723   17,450   17,389   71,504   81,069  116,616  115,908    5,925    6,633

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        -66)
  -1,406    2,301     -588    1,307   -2,975     -687   -1,262      621    1,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     14.2     14.2     58.4     66.2     95.2     94.6      4.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      90       70       94      110      103      247      230
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY 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:       63,639
COMMITMENTS
  37,775   13,952      765   17,846   44,486   56,386   59,203    7,253    4,436

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -308)
  -5,721    2,566      119    7,334   -4,827    1,732   -2,142   -2,040    1,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.4     21.9      1.2     28.0     69.9     88.6     93.0     11.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      44       22        7       13       14       61       41
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY 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:      456,276
COMMITMENTS
   9,214   65,898    2,682  424,707  368,038  436,603  436,618   19,673   19,658

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -3,664)
   1,142   -1,805   -1,129   -6,868     -963   -6,855   -3,897    3,191      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     14.4      0.6     93.1     80.7     95.7     95.7      4.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      20       44        9      103      105      128      153
 

Updated November 10, 2011