COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      161,178
COMMITMENTS
  56,940   57,190   11,220   78,632   78,607  146,792  147,017   14,386   14,161

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     -5,183)
     343      545      -80   -3,732   -3,429   -3,469   -2,964   -1,714   -2,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     35.5      7.0     48.8     48.8     91.1     91.2      8.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      95       94       55       49       54      180      171
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       22,036
COMMITMENTS
  11,052    3,129      472    7,550   16,785   19,074   20,386    2,962    1,650

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:       -567)
     918   -1,167      175   -1,794      770     -701     -222      134     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.2     14.2      2.1     34.3     76.2     86.6     92.5     13.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      35       18       11       18       11       57       37
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      192,742
COMMITMENTS
  59,261   15,907   30,188   89,183  140,056  178,632  186,151   14,110    6,591

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      7,350)
   3,114   -1,229      622    1,180    7,824    4,916    7,217    2,434      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      8.3     15.7     46.3     72.7     92.7     96.6      7.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      71       38       36       50       45      147       96
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      737,882
COMMITMENTS
 163,242  134,468   63,791  444,912  462,148  671,945  660,407   65,937   77,475

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     10,953)
   2,352    5,583     -540   10,571    1,805   12,383    6,848   -1,430    4,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     18.2      8.6     60.3     62.6     91.1     89.5      8.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      49       63       59       85       77      164      171
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      135,236
COMMITMENTS
  41,679   57,780   13,492   71,415   55,317  126,586  126,589    8,650    8,647

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        854)
   1,006     -424      499   -1,140      626      365      701      489      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     42.7     10.0     52.8     40.9     93.6     93.6      6.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
     101      101       67      126       94      264      241
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       35,530
COMMITMENTS
  24,650   17,201    2,192    5,035   13,762   31,877   33,155    3,653    2,375

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     -3,681)
  -2,785   -4,371       75   -1,181      359   -3,891   -3,937      210      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.4     48.4      6.2     14.2     38.7     89.7     93.3     10.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      45       34        6       15        8       64       45
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      382,434
COMMITMENTS
  30,248   51,919    2,468  334,354  314,107  367,070  368,494   15,364   13,940

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     -9,122)
   1,331      564   -1,936   -9,308   -6,134   -9,913   -7,506      791   -1,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     13.6      0.6     87.4     82.1     96.0     96.4      4.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      32       41        5       98       97      132      141
 

Updated December 5, 2012