COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      327,205
COMMITMENTS
  53,599    5,359   86,386  166,925  224,013  306,911  315,758   20,294   11,446

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -3,801)
  -3,060     -838    4,290   -4,712   -6,609   -3,482   -3,156     -319     -645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      1.6     26.4     51.0     68.5     93.8     96.5      6.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
     117       35       68       67       73      212      151
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       37,142
COMMITMENTS
  15,208      436    6,010   12,352   30,103   33,570   36,549    3,572      593

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        325)
    -195      -52      191      179      540      176      680      149     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.9      1.2     16.2     33.3     81.0     90.4     98.4      9.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      55       12       22       30       30       94       56
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      137,381
COMMITMENTS
  34,597   34,731   16,305   77,432   79,035  128,334  130,071    9,047    7,310

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -2,625)
   2,294   -5,302      477   -6,267    2,796   -3,496   -2,029      871     -595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     25.3     11.9     56.4     57.5     93.4     94.7      6.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      49       50       35       52       53      120      120
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      942,668
COMMITMENTS
 153,293   15,621  302,668  409,813  572,317  865,774  890,605   76,894   52,063

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     16,751)
  -3,341      347   17,363    7,096    2,852   21,118   20,562   -4,367   -3,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      1.7     32.1     43.5     60.7     91.8     94.5      8.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      81       38       83       82       87      195      177
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      180,798
COMMITMENTS
  42,229    7,040   45,609   85,200  122,264  173,037  174,912    7,761    5,886

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        546)
     704      198     -595   -1,004     -530     -894     -927    1,440    1,473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      3.9     25.2     47.1     67.6     95.7     96.7      4.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
     132       63       82      111      135      285      240
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       34,670
COMMITMENTS
  22,207   10,193    1,445    5,909   19,867   29,560   31,505    5,109    3,165

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      1,002)
     813     -631      -23      212    1,835    1,002    1,181       -1     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.1     29.4      4.2     17.0     57.3     85.3     90.9     14.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      39       23        8       13        9       54       39
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      406,532
COMMITMENTS
  36,277   73,594    5,301  344,284  312,116  385,862  391,011   20,670   15,521

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      4,742)
   1,583   -6,531    1,797     -527   10,826    2,852    6,092    1,890   -1,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     18.1      1.3     84.7     76.8     94.9     96.2      5.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      30       53       16      105      105      148      161
 

Updated November 29, 2010