COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      137,106
COMMITMENTS
  40,583   27,729    9,241   78,203   85,416  128,027  122,386    9,079   14,720

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -6,153)
    -733    6,321   -1,216   -1,109  -10,852   -3,058   -5,747   -3,095     -406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     20.2      6.7     57.0     62.3     93.4     89.3      6.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      75       74       48       50       63      156      158
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       27,935
COMMITMENTS
  14,262    3,356    1,478    8,658   22,261   24,398   27,095    3,537      840

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      1,581)
   1,354      700      171     -112      795    1,413    1,666      168      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1     12.0      5.3     31.0     79.7     87.3     97.0     12.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      49       16       13       25       19       85       37
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      155,002
COMMITMENTS
  30,105   34,105   16,929   99,500   93,553  146,534  144,587    8,468   10,415

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:       -160)
     209    2,035      571     -796   -3,212      -16     -606     -144      446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     22.0     10.9     64.2     60.4     94.5     93.3      5.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      48       66       35       53       48      124      126
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      503,702
COMMITMENTS
 122,718   64,661   44,389  279,186  326,043  446,293  435,093   57,409   68,609

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     15,698)
  -7,685    9,927    3,266   21,329   -8,679   16,910    4,514   -1,212   11,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     12.8      8.8     55.4     64.7     88.6     86.4     11.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      63       51       57       76       84      167      165
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       97,495
COMMITMENTS
  22,787   14,421    9,729   60,892   67,892   93,408   92,042    4,087    5,453

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -6,919)
    -325   -2,241     -806   -4,579   -2,234   -5,710   -5,281   -1,209   -1,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     14.8     10.0     62.5     69.6     95.8     94.4      4.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      74       75       73      103      101      224      211
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       54,442
COMMITMENTS
  31,669    6,341      643   13,351   45,513   45,663   52,497    8,779    1,945

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -2,863)
    -959   -3,757      -22   -2,631    1,798   -3,612   -1,981      749     -882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.2     11.6      1.2     24.5     83.6     83.9     96.4     16.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      53       17        8       20       11       76       34
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      463,285
COMMITMENTS
   5,548   59,181    2,831  440,544  381,967  448,923  443,979   14,362   19,306

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     11,934)
  -2,378   -2,393   -2,065   18,304   13,032   13,861    8,574   -1,927    3,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     12.8      0.6     95.1     82.4     96.9     95.8      3.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      13       47        7       98      117      116      166
 

Updated November 28, 2011