COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      143,259
COMMITMENTS
  41,316   21,408   10,457   79,312   96,268  131,085  128,133   12,174   15,126

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -22,330)
  -5,726   -4,306   -4,116  -12,830  -12,284  -22,672  -20,706      342   -1,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     14.9      7.3     55.4     67.2     91.5     89.4      8.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      76       61       50       54       63      162      147
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,354
COMMITMENTS
  12,908    2,656    1,307    8,770   21,466   22,985   25,429    3,369      925

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:       -279)
    -574      187      281       22     -455     -271       13       -8     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0     10.1      5.0     33.3     81.5     87.2     96.5     12.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      44       16       11       23       16       76       34
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      155,162
COMMITMENTS
  29,896   32,070   16,358  100,296   96,765  146,550  145,193    8,612    9,969

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -28,451)
  -2,885   -1,920  -11,576  -12,655  -13,632  -27,116  -27,128   -1,335   -1,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     20.7     10.5     64.6     62.4     94.4     93.6      5.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      51       59       31       52       45      120      118
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      488,004
COMMITMENTS
 130,403   54,734   41,123  257,857  334,722  429,383  430,579   58,621   57,425

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -4,319)
 -10,421   13,895    1,399    8,728  -21,397     -294   -6,103   -4,025    1,784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     11.2      8.4     52.8     68.6     88.0     88.2     12.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      69       44       60       78       82      175      160
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      104,414
COMMITMENTS
  23,112   16,662   10,535   65,471   70,126   99,118   97,323    5,296    7,091

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -10,482)
    -612      615   -3,949   -3,428   -4,861   -7,989   -8,195   -2,493   -2,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     16.0     10.1     62.7     67.2     94.9     93.2      5.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      75       72       73      104      102      223      209
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       57,305
COMMITMENTS
  32,628   10,098      665   15,982   43,715   49,275   54,478    8,030    2,827

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -2,556)
  -2,649   -3,176       67   -2,015      407   -4,597   -2,702    2,041      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.9     17.6      1.2     27.9     76.3     86.0     95.1     14.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      50       22        5       19       11       71       37
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      451,351
COMMITMENTS
   7,926   61,574    4,896  422,240  368,935  435,062  435,405   16,289   15,946

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      5,673)
     486   -1,669    2,110    3,148    7,622    5,744    8,063      -71   -2,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     13.6      1.1     93.6     81.7     96.4     96.5      3.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      20       47       10      103      110      129      161
 

Updated November 18, 2011