COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      138,214
COMMITMENTS
  42,742   29,928    8,356   77,805   80,566  128,903  118,850    9,311   19,364

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      1,108)
   2,159    2,199     -885     -398   -4,850      876   -3,536      232    4,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     21.7      6.0     56.3     58.3     93.3     86.0      6.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      69       74       44       51       61      147      155
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       28,255
COMMITMENTS
  14,737    3,378    1,425    8,477   22,432   24,639   27,235    3,616    1,020

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        320)
     475       22      -53     -181      171      241      140       79      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.2     12.0      5.0     30.0     79.4     87.2     96.4     12.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      50       16       14       24       18       86       37
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      158,826
COMMITMENTS
  30,569   36,539   17,291  102,645   95,012  150,505  148,842    8,321    9,984

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      3,824)
     464    2,434      362    3,145    1,459    3,971    4,255     -147     -431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     23.0     10.9     64.6     59.8     94.8     93.7      5.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      51       69       36       51       47      125      133
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      504,829
COMMITMENTS
 119,513   68,162   44,376  284,856  321,076  448,745  433,614   56,084   71,215

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      1,127)
  -3,205    3,501      -13    5,670   -4,967    2,452   -1,479   -1,325    2,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     13.5      8.8     56.4     63.6     88.9     85.9     11.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      66       53       66       77       85      174      175
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       99,583
COMMITMENTS
  24,739   15,322    9,624   60,058   67,840   94,421   92,786    5,162    6,797

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      2,088)
   1,952      901     -105     -834      -52    1,013      744    1,075    1,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     15.4      9.7     60.3     68.1     94.8     93.2      5.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      73       76       74      108      103      225      217
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       58,641
COMMITMENTS
  38,876    8,170      814   11,759   47,360   51,449   56,344    7,192    2,297

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      4,199)
   7,207    1,829      171   -1,592    1,847    5,786    3,847   -1,587      352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.3     13.9      1.4     20.1     80.8     87.7     96.1     12.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      59       15        6       18        8       81       26
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      471,133
COMMITMENTS
  10,086   55,420    4,243  443,179  394,364  457,508  454,027   13,625   17,106

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      7,848)
   4,538   -3,761    1,412    2,635   12,397    8,585   10,048     -737   -2,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     11.8      0.9     94.1     83.7     97.1     96.4      2.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      17       46        8       95      116      118      164
 

Updated December 2, 2011