COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   185,257:    41,869     22,976     39,556     93,764    102,560    175,189    165,093:    10,068     20,164
Old  :   175,842:    40,580     23,437     38,213     87,924     94,651    166,716    156,301:     9,126     19,541
Other:     9,415:     2,198        448        435      5,841      7,909      8,473      8,792:       942        623
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :     2,957:     1,430       -908      1,582       -350     -2,217      2,662     -1,542:       295      4,500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       12.4       21.4       50.6       55.4       94.6       89.1:       5.4       10.9
Old  :     100.0:      23.1       13.3       21.7       50.0       53.8       94.8       88.9:       5.2       11.1
Other:     100.0:      23.3        4.8        4.6       62.0       84.0       90.0       93.4:      10.0        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        97         59         75         58         72        180        184:
Old  :       239:        98         59         70         56         71        176        180:
Other:        73:        20          9         12         26         34         51         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       15.1       31.4       24.9       17.4       11.3       25.3       19.1
Old  :                 20.5       15.4       32.6       24.6       18.1       12.7       26.3       20.7
Other:                 42.8       58.5       59.9       70.2       42.0       54.9       58.1       65.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :    37,830:    14,651        797      7,401     11,976     28,428     34,028     36,626:     3,802      1,204
Old  :    37,824:    14,651        797      7,401     11,976     28,422     34,028     36,620:     3,796      1,204
Other:         6:         0          0          0          0          6          0          6:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :       130:       418         98        -51       -269        -18         98         29:        32        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        2.1       19.6       31.7       75.1       89.9       96.8:      10.1        3.2
Old  :     100.0:      38.7        2.1       19.6       31.7       75.1       90.0       96.8:      10.0        3.2
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  :       103:        52         15         17         27         23         91         44:
Old  :       103:        52         15         17         27         23         91         44:
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  :                 20.7       60.3       31.5       72.5       15.9       53.9       23.4       60.5
Old  :                 20.7       60.3       31.5       72.5       15.9       53.9       23.4       60.5
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 with Delta-adjusted Options and Futures Combined, November 29, 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  :   178,209:    28,549     35,302     32,364    108,574    100,305    169,487    167,972:     8,722     10,237
Old  :   157,462:    28,393     40,794     25,720     95,115     80,938    149,228    147,452:     8,234     10,010
Other:    20,747:     6,168        519        633     13,459     19,368     20,259     20,520:       487        227
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :     6,045:       899      2,861      2,102      3,139      1,490      6,140      6,453:       -95       -408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       19.8       18.2       60.9       56.3       95.1       94.3:       4.9        5.7
Old  :     100.0:      18.0       25.9       16.3       60.4       51.4       94.8       93.6:       5.2        6.4
Other:     100.0:      29.7        2.5        3.0       64.9       93.4       97.7       98.9:       2.3        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        50         71         45         52         49        129        141:
Old  :       190:        49         73         42         51         45        125        137:
Other:        52:         8          8          7         27         21         40         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.0       25.0       42.8       40.3       23.4       17.7       31.7       25.3
Old  :                 26.9       23.8       44.4       38.7       25.9       19.5       36.8       28.9
Other:                 48.8       73.7       67.9       86.2       40.1       72.4       56.1       78.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   705,437:   113,352     59,628    170,870    359,179    394,499    643,400    624,998:    62,037     80,439
Old  :   705,437:   113,352     59,628    170,870    359,179    394,499    643,400    624,998:    62,037     80,439
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :     2,404:    -2,165      3,234        799      5,349     -4,318      3,983       -286:    -1,579      2,689
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        8.5       24.2       50.9       55.9       91.2       88.6:       8.8       11.4
Old  :     100.0:      16.1        8.5       24.2       50.9       55.9       91.2       88.6:       8.8       11.4
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  :       225:        60         65         90         84         90        197        194:
Old  :       225:        60         65         90         84         90        197        194:
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  :                 13.3       12.8       23.0       20.8       11.9        9.7       19.3       15.5
Old  :                 13.3       12.8       23.0       20.8       11.9        9.7       19.3       15.5
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 with Delta-adjusted Options and Futures Combined, November 29, 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  :   138,240:    23,268     15,281     37,537     71,762     78,173    132,567    130,991:     5,673      7,249
Old  :   129,260:    23,096     15,142     35,784     65,092     71,337    123,972    122,263:     5,288      6,997
Other:     8,980:       629        596      1,296      6,670      6,836      8,595      8,728:       385        252
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :     3,857:     1,398      1,699        875        327       -184      2,600      2,390:     1,257      1,467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       11.1       27.2       51.9       56.5       95.9       94.8:       4.1        5.2
Old  :     100.0:      17.9       11.7       27.7       50.4       55.2       95.9       94.6:       4.1        5.4
Other:     100.0:       7.0        6.6       14.4       74.3       76.1       95.7       97.2:       4.3        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:        82         80         99        118        115        247        253:
Old  :       303:        81         84         98        116        114        244        252:
Other:        93:        19         11         13         49         30         73         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       15.7       25.4       25.2       12.2        9.5       21.5       14.8
Old  :                 13.8       15.8       26.2       25.4       12.7       10.2       22.7       15.9
Other:                 54.9       62.2       67.4       76.5       53.2       61.8       59.7       71.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :    59,623:    38,873      7,743      1,515     11,900     47,994     52,287     57,252:     7,336      2,371
Old  :    59,623:    38,873      7,743      1,515     11,900     47,994     52,287     57,252:     7,336      2,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :     4,348:     7,136      1,722        310     -1,519      1,955      5,928      3,988:    -1,580        360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.2       13.0        2.5       20.0       80.5       87.7       96.0:      12.3        4.0
Old  :     100.0:      65.2       13.0        2.5       20.0       80.5       87.7       96.0:      12.3        4.0
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  :       102:        60         17         11         19          8         86         30:
Old  :       102:        60         17         11         19          8         86         30:
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  :                 47.8       84.4       59.3       90.6       47.8       83.4       58.6       88.9
Old  :                 47.8       84.4       59.3       90.6       47.8       83.4       58.6       88.9
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 with Delta-adjusted Options and Futures Combined, November 29, 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  :   472,883:     9,728     55,467      4,926    444,377    395,186    459,031    455,579:    13,852     17,304
Old  :   472,883:     9,728     55,467      4,926    444,377    395,186    459,031    455,579:    13,852     17,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :     8,065:     4,599     -3,714      1,323      2,862     12,616      8,784     10,225:      -719     -2,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       11.7        1.0       94.0       83.6       97.1       96.3:       2.9        3.7
Old  :     100.0:       2.1       11.7        1.0       94.0       83.6       97.1       96.3:       2.9        3.7
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:        16         47         12         98        117        125        165:
Old  :       237:        16         47         12         98        117        125        165:
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  :                 37.3       24.2       57.5       34.8       36.9       22.1       52.2       31.3
Old  :                 37.3       24.2       57.5       34.8       36.9       22.1       52.2       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 2, 2011