```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, December 13, 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  :   149,446:    47,000     36,405      8,944     83,263     86,637    139,207    131,986:    10,239     17,460
Old  :   137,149:    45,764     36,578      7,785     74,263     78,773    127,812    123,136:     9,337     14,013
Other:    12,297:     2,297        888         98      9,000      7,864     11,395      8,850:       902      3,447
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     9,625:      -284      4,936       -136      9,521      4,603      9,101      9,403:       524        222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       24.4        6.0       55.7       58.0       93.1       88.3:       6.9       11.7
Old  :     100.0:      33.4       26.7        5.7       54.1       57.4       93.2       89.8:       6.8       10.2
Other:     100.0:      18.7        7.2        0.8       73.2       64.0       92.7       72.0:       7.3       28.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        73         85         45         49         62        153        166:
Old  :       238:        76         85         39         45         59        147        159:
Other:        76:        16         16          2         26         30         44         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       16.6       37.1       26.0       20.5       12.5       29.6       20.4
Old  :                 22.9       15.5       36.5       25.3       22.0       13.5       31.8       21.8
Other:                 53.2       45.8       68.3       54.5       34.2       22.8       47.4       30.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, December 13, 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  :    27,261:    12,835      3,245      1,227      9,923     21,491     23,985     25,963:     3,276      1,298
Old  :    27,252:    12,835      3,245      1,227      9,920     21,482     23,982     25,954:     3,270      1,298
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    -2,000:    -2,096       -317       -202        694     -1,742     -1,604     -2,261:      -396        261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.1       11.9        4.5       36.4       78.8       88.0       95.2:      12.0        4.8
Old  :     100.0:      47.1       11.9        4.5       36.4       78.8       88.0       95.2:      12.0        4.8
Other:     100.0:       0.0        0.0        0.0       33.3      100.0       33.3      100.0:      66.7        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        40         19         15         27         20         77         45:
Old  :        95:        40         19         15         27         20         77         45:
Other:         2:         0          0          0          1          1          1          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  :                 27.5       67.3       38.5       78.2       26.4       62.8       36.5       72.8
Old  :                 27.5       67.3       38.5       78.2       26.4       62.8       36.5       72.8
Other:                 33.3      100.0       33.3      100.0       33.3      100.0       33.3      100.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, December 13, 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  :   168,846:    34,780     43,947     18,083    106,627     96,800    159,490    158,830:     9,356     10,016
Old  :   147,144:    34,177     49,908     11,365     92,728     76,013    138,270    137,286:     8,874      9,858
Other:    21,702:     7,057        493        264     13,899     20,787     21,220     21,544:       482        158
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     5,094:     2,643      3,989       -586      2,952      1,074      5,009      4,477:        85        617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       26.0       10.7       63.2       57.3       94.5       94.1:       5.5        5.9
Old  :     100.0:      23.2       33.9        7.7       63.0       51.7       94.0       93.3:       6.0        6.7
Other:     100.0:      32.5        2.3        1.2       64.0       95.8       97.8       99.3:       2.2        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        44         73         39         52         49        120        140:
Old  :       187:        45         74         37         51         44        117        135:
Other:        55:        13          5          4         28         21         43         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.4       27.5       44.3       42.5       26.1       18.5       35.8       26.7
Old  :                 29.9       26.7       46.4       40.9       29.4       20.6       41.5       31.0
Other:                 48.8       76.0       67.6       88.3       39.5       74.9       56.2       81.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, December 13, 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  :   525,763:   123,699     66,270     51,387    294,949    336,454    470,035    454,111:    55,728     71,652
Old  :   525,763:   123,699     66,270     51,387    294,949    336,454    470,035    454,111:    55,728     71,652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     7,796:    -1,007     -3,652      3,227      7,924      8,254     10,144      7,829:    -2,348        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       12.6        9.8       56.1       64.0       89.4       86.4:      10.6       13.6
Old  :     100.0:      23.5       12.6        9.8       56.1       64.0       89.4       86.4:      10.6       13.6
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  :       216:        62         57         72         75         85        176        179:
Old  :       216:        62         57         72         75         85        176        179:
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  :                 16.2       15.4       28.6       24.7       15.6       13.4       25.4       21.1
Old  :                 16.2       15.4       28.6       24.7       15.6       13.4       25.4       21.1
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 - Futures Only, December 13, 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  :   103,082:    24,271     20,445     12,313     60,681     62,817     97,265     95,575:     5,817      7,507
Old  :    95,112:    23,928     20,222     11,561     54,137     55,950     89,626     87,733:     5,486      7,379
Other:     7,970:       709        589        386      6,544      6,867      7,639      7,842:       331        128
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     2,480:    -2,833      4,363        647      4,499     -3,418      2,313      1,592:       167        888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       19.8       11.9       58.9       60.9       94.4       92.7:       5.6        7.3
Old  :     100.0:      25.2       21.3       12.2       56.9       58.8       94.2       92.2:       5.8        7.8
Other:     100.0:       8.9        7.4        4.8       82.1       86.2       95.8       98.4:       4.2        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:        72         96         80        114        105        229        244:
Old  :       310:        73         97         78        108        104        222        242:
Other:        92:        14         11          6         47         33         66         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       15.9       30.1       23.8       15.9       11.8       27.4       18.7
Old  :                 17.6       15.6       31.4       23.6       16.8       12.6       29.5       20.0
Other:                 59.2       70.6       68.8       83.3       58.8       70.4       67.0       81.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, December 13, 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  :    66,540:    46,686     11,051      1,118      9,844     51,286     57,648     63,455:     8,892      3,085
Old  :    66,540:    46,686     11,051      1,118      9,844     51,286     57,648     63,455:     8,892      3,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     9,168:     6,547      3,065        362       -244      4,347      6,665      7,774:     2,503      1,394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.2       16.6        1.7       14.8       77.1       86.6       95.4:      13.4        4.6
Old  :     100.0:      70.2       16.6        1.7       14.8       77.1       86.6       95.4:      13.4        4.6
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  :       108:        65         17          6         17         12         87         31:
Old  :       108:        65         17          6         17         12         87         31:
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  :                 46.4       80.0       58.4       87.5       44.6       79.9       56.3       87.1
Old  :                 46.4       80.0       58.4       87.5       44.6       79.9       56.3       87.1
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 - Futures Only, December 13, 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  :   465,246:    12,005     53,841      5,037    429,378    387,402    446,420    446,280:    18,826     18,966
Old  :   465,246:    12,005     53,841      5,037    429,378    387,402    446,420    446,280:    18,826     18,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    20,703:       680      4,054      2,442     15,964     14,531     19,086     21,027:     1,617       -324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       11.6        1.1       92.3       83.3       96.0       95.9:       4.0        4.1
Old  :     100.0:       2.6       11.6        1.1       92.3       83.3       96.0       95.9:       4.0        4.1
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  :       242:        21         47         14        100        120        132        170:
Old  :       242:        21         47         14        100        120        132        170:
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  :                 33.3       24.2       54.9       34.7       32.2       21.7       48.2       30.5
Old  :                 33.3       24.2       54.9       34.7       32.2       21.7       48.2       30.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 16, 2011