COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      166,361
COMMITMENTS
  56,597   56,645   11,300   82,364   82,036  150,261  149,981   16,100   16,380

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:    -19,554)
    -609   -8,344   -3,361  -11,451   -5,050  -15,421  -16,755   -4,133   -2,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     34.0      6.8     49.5     49.3     90.3     90.2      9.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      94       89       53       58       57      185      169
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       22,603
COMMITMENTS
  10,134    4,296      297    9,344   16,015   19,775   20,608    2,828    1,995

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:       -571)
     507   -1,822       48   -1,006    1,702     -451      -72     -120     -499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8     19.0      1.3     41.3     70.9     87.5     91.2     12.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      34       20        9       22       11       60       37
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      185,392
COMMITMENTS
  56,147   17,136   29,566   88,003  132,232  173,716  178,934   11,676    6,458

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      5,691)
   6,413   -1,073     -475    1,474   11,198    7,412    9,650   -1,721   -3,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      9.2     15.9     47.5     71.3     93.7     96.5      6.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      66       42       35       48       43      138       99
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      726,929
COMMITMENTS
 160,890  128,885   64,331  434,341  460,343  659,562  653,559   67,367   73,370

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      4,074)
     769   -1,987   -7,294    4,128   17,381   -2,397    8,100    6,471   -4,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     17.7      8.8     59.8     63.3     90.7     89.9      9.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      46       62       57       85       76      162      167
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      134,382
COMMITMENTS
  40,673   58,204   12,993   72,555   54,691  126,221  125,888    8,161    8,494

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -6,044)
   3,455    2,008   -4,611   -2,117   -1,590   -3,273   -4,193   -2,771   -1,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     43.3      9.7     54.0     40.7     93.9     93.7      6.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
     101      105       64      126       96      265      244
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       39,211
COMMITMENTS
  27,435   21,572    2,117    6,216   13,403   35,768   37,092    3,443    2,119

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        818)
    -294     -347     -100    1,380    1,586      986    1,139     -168     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.0     55.0      5.4     15.9     34.2     91.2     94.6      8.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      48       30        5       13       10       64       43
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      391,556
COMMITMENTS
  28,917   51,355    4,404  343,662  320,241  376,983  376,000   14,573   15,556

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     17,291)
  -8,328    1,597    1,590   27,453   11,555   20,715   14,742   -3,424    2,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     13.1      1.1     87.8     81.8     96.3     96.0      3.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      33       41        6      102       96      138      140
 

Updated November 26, 2012