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WHEAT - CHICAGO BOARD OF TRADE                                                                                                                   Code-001602
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   380,892:    32,831    120,005    169,413     15,598     17,359     58,790     87,305     33,333     15,659     31,885     21,913:   31,594    53,494
Old  :   243,016:    20,598     85,925    108,351     14,346      4,308     47,519     72,134     12,919     20,399     15,366      6,513:   22,409    31,505
Other:   137,876:    12,233     34,080     62,248      2,438     11,865     22,320     26,220      9,365      3,141     24,400      7,519:    9,185    21,989
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :     1,257:      -940      9,372        -93       -782      2,431       -600    -11,097      1,231     -1,275        262      1,660:   -1,157    -1,820
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.6       31.5       44.5        4.1        4.6       15.4       22.9        8.8        4.1        8.4        5.8:      8.3      14.0
Old  :     100.0:       8.5       35.4       44.6        5.9        1.8       19.6       29.7        5.3        8.4        6.3        2.7:      9.2      13.0
Other:     100.0:       8.9       24.7       45.1        1.8        8.6       16.2       19.0        6.8        2.3       17.7        5.5:      6.7      15.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       373:        53         79         19          6         20         50         71         58         48         73         67:
Old  :       353:        37         72         18          7          7         50         70         37         62         57         34:
Other:       241:        32         66         15          7         15         27         28         16         22         60         27:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 26.4       12.6       40.2       19.5       25.2       11.3       38.2       17.1
Old  :                 28.7       17.1       40.1       26.0       28.7       15.8       39.3       24.6
Other:                 33.3       12.4       50.7       21.3       29.7        8.8       47.1       16.2
 
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                                               Code-001612
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   137,302:    29,700     66,454     24,209          0      2,827     26,799     17,671     20,722     12,136      3,089      3,072:   17,837    23,467
Old  :    83,533:    13,286     40,371     17,975          0      1,102     28,152     19,166      3,518      6,074      2,168      1,250:   12,176    15,958
Other:    53,769:    16,414     26,083      6,236          2      1,723     13,863     13,721      1,988      7,809      2,668         75:    5,661     7,509
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :      -190:        11      2,313       -205          0        148       -624     -3,114      1,063       -824         95       -278:      519      -417
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.6       48.4       17.6        0.0        2.1       19.5       12.9       15.1        8.8        2.2        2.2:     13.0      17.1
Old  :     100.0:      15.9       48.3       21.5        0.0        1.3       33.7       22.9        4.2        7.3        2.6        1.5:     14.6      19.1
Other:     100.0:      30.5       48.5       11.6        0.0        3.2       25.8       25.5        3.7       14.5        5.0        0.1:     10.5      14.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       159:        40         45         16          0          9         27         16         22         19         10         15:
Old  :       145:        30         42         16          0          .         26         17         11         18          6         11:
Other:       115:        27         37         14          .          7         12         10          5         10         14          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 12.6       28.5       22.7       38.5       12.3       26.6       21.5       35.4
Old  :                 19.0       26.1       32.4       39.6       18.8       25.1       31.6       38.0
Other:                 21.9       41.1       37.4       54.2       21.3       38.4       36.7       51.5
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                                                                                               Code-001626
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    39,632:    12,402     24,242        269         82        284     11,565      1,500        405      3,152        699      2,430:    9,125     9,990
Old  :    31,744:     8,344     20,098        520        101         14     10,855      1,100        405      2,479        682      1,940:    7,187     7,404
Other:     7,888:     4,058      4,144         19        251          0        710        400          0        872        216        291:    1,938     2,586
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :       -91:      -984        155          0        -20        -40        362         50        147        -27        -14         52:      399      -421
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.3       61.2        0.7        0.2        0.7       29.2        3.8        1.0        8.0        1.8        6.1:     23.0      25.2
Old  :     100.0:      26.3       63.3        1.6        0.3        0.0       34.2        3.5        1.3        7.8        2.1        6.1:     22.6      23.3
Other:     100.0:      51.4       52.5        0.2        3.2        0.0        9.0        5.1        0.0       11.1        2.7        3.7:     24.6      32.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        18         16          .          .          .          7          .          .          8          4          9:
Old  :        50:        17         16          .          .          .          7          .          .          8          5          8:
Other:        32:         9         12          .          .          0          .          .          0          4          .          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 33.4       44.4       49.4       54.4       33.0       40.7       44.6       48.8
Old  :                 38.3       46.9       53.7       57.3       38.3       43.4       49.9       52.1
Other:                 38.9       43.9       56.1       56.8       38.9       43.9       56.0       56.6
 
CORN - CHICAGO BOARD OF TRADE                                                                                                                    Code-002602
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 1,153,978:   233,074    556,776    295,760     27,551     49,400    219,609     87,903    104,804     74,122     51,021     42,088:  135,121   234,435
Old  :   905,241:   147,760    456,919    251,521      7,751     34,890    208,306     90,485     51,945     70,858     49,600     25,405:  114,556   188,246
Other:   248,737:    85,314     99,857     49,547     25,108      9,202     57,487     43,602      6,675     15,914     14,071      4,033:   20,565    46,189
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :   -11,341:   -13,847      7,414      1,116     -1,139      2,311      2,226    -13,802     -1,006      1,182     -3,320     -5,864:    2,541     4,065
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.2       48.2       25.6        2.4        4.3       19.0        7.6        9.1        6.4        4.4        3.6:     11.7      20.3
Old  :     100.0:      16.3       50.5       27.8        0.9        3.9       23.0       10.0        5.7        7.8        5.5        2.8:     12.7      20.8
Other:     100.0:      34.3       40.1       19.9       10.1        3.7       23.1       17.5        2.7        6.4        5.7        1.6:      8.3      18.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       660:       164        276         20          7         20         76         49         70         90         88         89:
Old  :       646:       154        269         21          6         15         78         45         52         93         85         72:
Other:       441:        62        217         16          8         12         25         27         10         38         68         17:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 15.3        9.8       24.4       16.0       14.5        8.7       21.7       14.1
Old  :                 16.5       10.7       25.2       17.2       16.4       10.7       24.5       17.0
Other:                 29.1       21.8       42.4       31.3       21.6       13.5       32.1       21.6
 
OATS - CHICAGO BOARD OF TRADE                                                                                                                    Code-004603
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    12,618:     6,211      8,695      1,925          0          0      1,930      1,970          0        670        134         49:    1,833     1,770
Old  :    12,347:     6,093      8,474      1,925          0          0      1,930      1,970          0        648        137         38:    1,713     1,728
Other:       271:       118        221          0          0          0          0          0          0         27          2          6:      120        42
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :      -190:       -57       -133        -19          0          0        -80         73          0         35        -82         -6:      -63       -42
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.2       68.9       15.3        0.0        0.0       15.3       15.6        0.0        5.3        1.1        0.4:     14.5      14.0
Old  :     100.0:      49.3       68.6       15.6        0.0        0.0       15.6       16.0        0.0        5.2        1.1        0.3:     13.9      14.0
Other:     100.0:      43.5       81.5        0.0        0.0        0.0        0.0        0.0        0.0       10.0        0.7        2.2:     44.3      15.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        12          7          4          0          0          7          7          0          4          .          4:
Old  :        39:        11          4          4          0          0          7          7          0          4          4          .:
Other:        13:         5          6          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  :                 41.8       75.5       58.6       81.9       41.5       73.9       58.2       80.3
Old  :                 42.5       76.6       59.5       83.2       42.5       75.5       59.5       82.1
Other:                 48.0       78.2       55.7       84.5       40.6       70.5       44.3       73.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                                                              Code-039601
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    16,632:     6,289      6,288      2,195        345         41      1,480      3,606        405      1,490      2,036      1,522:    3,210     2,389
Old  :    16,445:     6,210      6,124      2,195        345         41      1,465      3,608        403      1,497      2,036      1,513:    3,121     2,375
Other:       187:        79        164          0          0          0         17          0          0          0          7          2:       89        14
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :      -668:       141       -722         -3         39         -6       -102        131        140       -728         73       -250:      140       -73
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.8       37.8       13.2        2.1        0.2        8.9       21.7        2.4        9.0       12.2        9.2:     19.3      14.4
Old  :     100.0:      37.8       37.2       13.3        2.1        0.2        8.9       21.9        2.5        9.1       12.4        9.2:     19.0      14.4
Other:     100.0:      42.2       87.7        0.0        0.0        0.0        9.1        0.0        0.0        0.0        3.7        1.1:     47.6       7.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        84:        13         13          7          .          .          7         15          .         16         12         14:
Old  :        84:        13         13          7          .          .          6         16          .         16         12         14:
Other:        12:         .          5          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  :                 29.0       29.2       43.4       42.9       29.0       24.0       43.0       36.8
Old  :                 29.4       28.8       43.9       42.7       29.4       23.5       43.5       37.0
Other:                 50.8       84.0       52.4       92.5       50.8       84.0       51.3       91.4
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                                                          Code-054642
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   236,617:    29,693    110,291     67,455      1,411      6,302     59,658     23,061     17,539     10,578     22,151     18,628:   26,764    37,234
Old  :   232,070:    29,259    107,843     67,135      1,447      6,262     59,243     23,346     17,137     10,365     22,159     17,736:   24,933    36,140
Other:     4,547:       434      2,448        356          0          4        817        117          0        970        749        135:    1,831     1,094
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :        22:     3,113     -3,849        504       -184          8     -4,033      3,707       -421      1,414      2,727     -1,511:      948      -455
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.5       46.6       28.5        0.6        2.7       25.2        9.7        7.4        4.5        9.4        7.9:     11.3      15.7
Old  :     100.0:      12.6       46.5       28.9        0.6        2.7       25.5       10.1        7.4        4.5        9.5        7.6:     10.7      15.6
Other:     100.0:       9.5       53.8        7.8        0.0        0.1       18.0        2.6        0.0       21.3       16.5        3.0:     40.3      24.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       264:        32         66         17          .          8         52         41         49         41         27         49:
Old  :       264:        31         66         17          .          8         52         43         49         38         30         48:
Other:        48:         5         16          4          0          .          4          .          0         11          8          5:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 19.8       19.9       33.1       27.2       19.6       18.4       31.3       25.3
Old  :                 20.0       20.1       33.5       27.4       19.9       18.5       31.6       25.5
Other:                 33.0       35.4       43.9       52.8       33.0       35.4       43.9       52.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                        Code-057642
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   316,393:    43,317    147,788     97,287      4,316      8,129     95,590     32,918     24,267     11,244     31,500     12,590:   23,969    54,885
Old  :   316,393:    43,317    147,788     97,287      4,316      8,129     95,590     32,918     24,267     11,244     31,500     12,590:   23,969    54,885
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :     5,489:     4,094      2,261       -325        360       -126      4,171       -228     -1,877       -426      3,498        150:     -172     1,451
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.7       46.7       30.7        1.4        2.6       30.2       10.4        7.7        3.6       10.0        4.0:      7.6      17.3
Old  :     100.0:      13.7       46.7       30.7        1.4        2.6       30.2       10.4        7.7        3.6       10.0        4.0:      7.6      17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       367:        58        136         16          6         10         69         38         54         32         50         51:
Old  :       367:        58        136         16          6         10         69         38         54         32         50         51:
Other:         0:         0          0          0          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  :                 22.5       13.5       36.6       20.7       22.1       12.9       35.1       19.4
Old  :                 22.5       13.5       36.6       20.7       22.1       12.9       35.1       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                      Code-061641
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    32,581:     2,929      5,637      4,345        237        921     12,088      1,697      1,695      1,923      2,849      2,857:    5,823    16,688
Old  :    32,581:     2,929      5,637      4,345        237        921     12,088      1,697      1,695      1,923      2,849      2,857:    5,823    16,688
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :     2,284:       330        767        202         19        -64      1,052       -372        204         91        394        304:      165     1,032
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.0       17.3       13.3        0.7        2.8       37.1        5.2        5.2        5.9        8.7        8.8:     17.9      51.2
Old  :     100.0:       9.0       17.3       13.3        0.7        2.8       37.1        5.2        5.2        5.9        8.7        8.8:     17.9      51.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       146:        18         32         11          .          6         32          9         15         15         20         23:
Old  :       146:        18         32         11          .          6         32          9         15         15         20         23:
Other:         0:         0          0          0          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  :                 15.9        7.5       28.2       13.2       15.7        7.4       26.4       12.4
Old  :                 15.9        7.5       28.2       13.2       15.7        7.4       26.4       12.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                                                              Code-050642
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 20,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     3,884:     3,239      3,119          0          0          0          0          0          0         52        167         16:      577       582
Old  :     3,884:     3,239      3,119          0          0          0          0          0          0         52        167         16:      577       582
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :       149:        85        159          0          0          0          0          0          0         52          4         -1:       13       -13
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.4       80.3        0.0        0.0        0.0        0.0        0.0        0.0        1.3        4.3        0.4:     14.9      15.0
Old  :     100.0:      83.4       80.3        0.0        0.0        0.0        0.0        0.0        0.0        1.3        4.3        0.4:     14.9      15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         13          0          0          0          0          0          0          .          .          .:
Old  :        24:        13         13          0          0          0          0          0          0          .          .          .:
Other:         0:         0          0          0          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  :                 54.3       62.3       78.0       79.6       53.6       61.6       71.3       74.1
Old  :                 54.3       62.3       78.0       79.6       53.6       61.6       71.3       74.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                                                                    Code-052641
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    34,695:    20,469     16,943          0      1,776          0      2,932          0         31      5,396      9,275      1,089:    4,778     5,581
Old  :    34,695:    20,469     16,943          0      1,776          0      2,932          0         31      5,396      9,275      1,089:    4,778     5,581
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :       939:       519        649          0         26          0        160          0         10        148        325         83:       19      -154
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.0       48.8        0.0        5.1        0.0        8.5        0.0        0.1       15.6       26.7        3.1:     13.8      16.1
Old  :     100.0:      59.0       48.8        0.0        5.1        0.0        8.5        0.0        0.1       15.6       26.7        3.1:     13.8      16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        81:        30         27          0          .          0          7          0          .         10         17         11:
Old  :        81:        30         27          0          .          0          7          0          .         10         17         11:
Other:         0:         0          0          0          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  :                 45.7       32.4       59.5       49.5       43.5       32.4       57.3       47.5
Old  :                 45.7       32.4       59.5       49.5       43.5       32.4       57.3       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                                                                Code-005602
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   480,007:   106,446    228,622    131,681     10,079     18,914     68,344     46,914     45,773     36,479     28,900     24,689:   47,681    76,116
Old  :   405,841:    86,441    196,117    126,395      7,697      8,381     58,316     56,366     29,260     35,484     27,050     19,986:   41,578    60,984
Other:    74,166:    20,005     32,505     10,453      7,549      5,366     25,028      5,548      1,513      3,850      4,705      1,848:    6,103    15,132
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :   -52,231:   -24,323    -18,823        334      1,612     -4,883      2,392    -14,341     -3,432     -9,548      2,081    -14,916:    2,145       471
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.2       47.6       27.4        2.1        3.9       14.2        9.8        9.5        7.6        6.0        5.1:      9.9      15.9
Old  :     100.0:      21.3       48.3       31.1        1.9        2.1       14.4       13.9        7.2        8.7        6.7        4.9:     10.2      15.0
Other:     100.0:      27.0       43.8       14.1       10.2        7.2       33.7        7.5        2.0        5.2        6.3        2.5:      8.2      20.4
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       428:        82        123         17          5         16         52         57         59         68         49         90:
Old  :       422:        81        119         18          4         12         50         58         50         72         50         83:
Other:       234:        27         89         12         10          8         23          9         10         27         44         19:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 15.8       16.7       26.8       24.6       14.5       14.2       23.3       20.5
Old  :                 18.1       17.3       29.7       25.5       17.3       16.0       28.0       24.0
Other:                 40.7       30.0       56.4       46.0       32.1       27.6       45.0       36.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                                                             Code-007601
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 60,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   290,339:    73,384    142,332     82,734      3,269      7,926     46,037     55,649     11,928     17,986     16,567     21,812:   28,532    30,856
Old  :   264,258:    61,802    124,679     79,954      2,592      7,401     45,622     56,133     10,533     18,603     18,307     16,758:   23,585    27,855
Other:    26,081:    11,582     17,653      2,997        894        308      1,730        831         80      2,043        920      2,394:    4,947     3,001
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :   -13,497:   -14,491      2,373      3,839       -430       -516     -2,298     -9,135       -226      2,367       -303     -3,947:    1,775    -1,313
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.3       49.0       28.5        1.1        2.7       15.9       19.2        4.1        6.2        5.7        7.5:      9.8      10.6
Old  :     100.0:      23.4       47.2       30.3        1.0        2.8       17.3       21.2        4.0        7.0        6.9        6.3:      8.9      10.5
Other:     100.0:      44.4       67.7       11.5        3.4        1.2        6.6        3.2        0.3        7.8        3.5        9.2:     19.0      11.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       245:        49         53         16          .         12         42         38         28         27         28         43:
Old  :       244:        48         53         16          .         12         41         39         25         32         34         41:
Other:        75:        20         19         11          .          4          4          .          .         13         12          7:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 14.9       20.2       24.7       31.6       13.5       16.4       21.1       26.3
Old  :                 16.1       19.2       25.8       29.7       14.8       16.6       22.9       25.7
Other:                 34.2       44.3       47.6       65.8       27.3       40.4       38.5       54.1
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                                                            Code-026603
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 TONS)                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   196,580:    90,637     89,474     17,142      1,132      2,637     26,054     40,658     11,206      4,735      7,582     15,468:   28,701    28,423
Old  :   170,005:    80,170     75,293     15,732        646      2,202     23,803     40,057      9,848      4,617      8,237      8,624:   25,009    25,098
Other:    26,575:    10,467     14,181      1,805        881         40      3,085      1,435        524      1,561        788      5,401:    3,692     3,325
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :    -7,908:    -6,570      3,358        574       -167       -159      1,435     -5,630     -2,865       -143     -1,075      1,194:   -1,374    -2,564
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.1       45.5        8.7        0.6        1.3       13.3       20.7        5.7        2.4        3.9        7.9:     14.6      14.5
Old  :     100.0:      47.2       44.3        9.3        0.4        1.3       14.0       23.6        5.8        2.7        4.8        5.1:     14.7      14.8
Other:     100.0:      39.4       53.4        6.8        3.3        0.2       11.6        5.4        2.0        5.9        3.0       20.3:     13.9      12.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       176:        55         51         14          .         10         20         31         18         14         13         31:
Old  :       176:        55         51         13          .          9         21         31         16         18         16         27:
Other:        76:        26         19          6          .          .          .          4          .         16          7         10:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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       24.6       30.3       34.1       16.5       17.3       23.1       24.6
Old  :                 22.2       25.1       31.2       34.0       18.2       18.5       25.2       26.6
Other:                 38.8       40.0       56.9       55.1       35.7       31.5       45.5       41.8
 
COTTON NO. 2 - ICE FUTURES U.S.                                                                                                                  Code-033661
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   151,348:    35,110     65,607     42,206     14,344      4,869     35,482     26,812      7,604     12,351     14,882      1,607:   12,119    15,623
Old  :   141,686:    32,586     57,949     39,212     14,693      4,365     34,410     26,974      6,959     12,154     14,978        921:   11,079    14,847
Other:     9,662:     2,524      7,658      3,361         18        137      1,717        483          0        854        561         29:    1,040       776
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :     1,162:      -789       -994       -108        580        133        455        999        482       -426        603          8:    1,407      -649
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.2       43.3       27.9        9.5        3.2       23.4       17.7        5.0        8.2        9.8        1.1:      8.0      10.3
Old  :     100.0:      23.0       40.9       27.7       10.4        3.1       24.3       19.0        4.9        8.6       10.6        0.7:      7.8      10.5
Other:     100.0:      26.1       79.3       34.8        0.2        1.4       17.8        5.0        0.0        8.8        5.8        0.3:     10.8       8.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       227:        25         39         18         12         16         43         45         28         25         38         16:
Old  :       227:        23         37         17         13         12         44         46         23         27         36         15:
Other:        77:        10         23         15          .          4          7          .          0          9         14          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 22.4       14.5       36.1       23.9       20.5       12.2       29.8       20.2
Old  :                 23.4       15.0       36.9       24.1       21.5       13.0       30.7       21.2
Other:                 46.9       60.4       65.9       71.6       46.3       60.1       64.8       71.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                                                                Code-040701
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 15,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    25,589:     6,510     22,117      2,980        522        153     11,351        987         98      1,136        481        168:    3,193     1,063
Old  :    25,580:     6,507     22,108      2,980        522        153     11,351        987         98      1,136        481        168:    3,187     1,063
Other:         9:         3          9          0          0          0          0          0          0          0          0          0:        6         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :       -88:       -81         37        -13          0         -2        192         99          0        -22         31        -52:     -110      -201
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.4       86.4       11.6        2.0        0.6       44.4        3.9        0.4        4.4        1.9        0.7:     12.5       4.2
Old  :     100.0:      25.4       86.4       11.6        2.0        0.6       44.4        3.9        0.4        4.4        1.9        0.7:     12.5       4.2
Other:     100.0:      33.3      100.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:     66.7       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        90:        18         16          7          .          .         31          5          .         13          4          9:
Old  :        90:        18         16          7          .          .         31          5          .         13          4          9:
Other:         .:         .          .          0          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  :                 29.6       76.6       40.2       85.4       27.7       72.2       37.9       80.5
Old  :                 29.6       76.6       40.2       85.3       27.7       72.2       37.9       80.5
Other:                 33.3      100.0       33.3      100.0       33.3      100.0       33.3      100.0
 
COCOA - ICE FUTURES U.S.                                                                                                                         Code-073732
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 10 METRIC TONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   167,753:    85,324     84,957     20,057     10,961      1,030     27,686     37,278     14,416      4,877      2,888      5,061:    9,302    11,162
Old  :   144,533:    71,136     62,717     19,395     10,838        934     27,358     39,613     11,672      4,230      6,627      1,018:    8,790    11,114
Other:    23,220:    14,188     22,240        755        216          3      3,070        407          2      4,409         23        281:      512        48
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :       504:    -1,592        879      2,021        339        -17       -768     -2,113      1,164       -710       -304        267:      139       289
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.9       50.6       12.0        6.5        0.6       16.5       22.2        8.6        2.9        1.7        3.0:      5.5       6.7
Old  :     100.0:      49.2       43.4       13.4        7.5        0.6       18.9       27.4        8.1        2.9        4.6        0.7:      6.1       7.7
Other:     100.0:      61.1       95.8        3.3        0.9        0.0       13.2        1.8        0.0       19.0        0.1        1.2:      2.2       0.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       171:        36         35         14          7          7         23         47         21         13         17         17:
Old  :       171:        36         33         14          7          5         23         47         20         12         19         15:
Other:        55:        22         18          6          .          .          5          .          .         10          .          4:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 27.1       27.8       42.0       44.4       24.7       20.1       35.5       28.6
Old  :                 28.7       27.9       45.1       43.3       28.3       22.7       42.0       32.6
Other:                 46.4       74.8       65.2       88.2       37.5       73.7       53.9       81.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                                                                  Code-080732
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 112,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   544,792:   157,212    244,098    134,031     72,771     27,386     93,074     46,297     39,109     20,413     28,674     15,121:   58,446    71,336
Old  :   544,792:   157,212    244,098    134,031     72,771     27,386     93,074     46,297     39,109     20,413     28,674     15,121:   58,446    71,336
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :     5,697:     1,775      1,718        262       -142        520      1,622      3,871      1,412     -1,218       -707        492:      832    -1,467
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.9       44.8       24.6       13.4        5.0       17.1        8.5        7.2        3.7        5.3        2.8:     10.7      13.1
Old  :     100.0:      28.9       44.8       24.6       13.4        5.0       17.1        8.5        7.2        3.7        5.3        2.8:     10.7      13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       219:        53         61         18         14         18         35         20         28         21         44         41:
Old  :       219:        53         61         18         14         18         35         20         28         21         44         41:
Other:         0:         0          0          0          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  :                 15.8       14.9       28.6       23.6       15.3       13.2       25.2       20.1
Old  :                 15.8       14.9       28.6       23.6       15.3       13.2       25.2       20.1
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
Disaggregated Commitments of Traders - Futures Only, December 27, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 37,500 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   104,103:    29,661     49,336     25,822      5,962      6,505     20,950     17,076      8,156      3,089      5,382      4,414:    5,506     7,272
Old  :    95,765:    23,711     45,819     27,010      4,480      4,329     20,523     17,194      8,038      3,115      4,923      3,829:    5,210     7,153
Other:     8,338:     5,950      3,517        875      3,545        113        545          0          0        197        682        362:      296       119
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :       960:       702        174     -1,244        252        335        452        452        139        160       -146         72:      344      -318
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.5       47.4       24.8        5.7        6.2       20.1       16.4        7.8        3.0        5.2        4.2:      5.3       7.0
Old  :     100.0:      24.8       47.8       28.2        4.7        4.5       21.4       18.0        8.4        3.3        5.1        4.0:      5.4       7.5
Other:     100.0:      71.4       42.2       10.5       42.5        1.4        6.5        0.0        0.0        2.4        8.2        4.3:      3.6       1.4
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       308:        89         81         21          9         15         43         60         36         29         37         43:
Old  :       306:        85         80         19         10         13         41         62         35         30         36         43:
Other:        95:        35         30         12          4          .          6          0          0          8         13          4:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 16.4       15.2       30.6       23.8       15.6       12.0       26.7       19.9
Old  :                 17.3       14.9       31.7       23.8       16.6       12.8       28.5       21.2
Other:                 59.5       68.0       69.7       82.8       59.5       67.7       67.7       81.2
```

----

Updated December 30, 2011