```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :   205,607:    45,334     29,750     46,050    102,742    112,424    194,126    188,224:    11,480     17,382
Old  :   195,358:    44,214     30,190     44,246     96,437    104,361    184,897    178,797:    10,460     16,561
Other:    10,249:     2,442        882        482      6,305      8,063      9,229      9,428:     1,020        821
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :     1,235:       -18      1,860      1,268     -1,843         71       -593      3,200:     1,828     -1,964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       14.5       22.4       50.0       54.7       94.4       91.5:       5.6        8.5
Old  :     100.0:      22.6       15.5       22.6       49.4       53.4       94.6       91.5:       5.4        8.5
Other:     100.0:      23.8        8.6        4.7       61.5       78.7       90.0       92.0:      10.0        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:        98         68         81         58         70        185        194:
Old  :       247:       101         67         75         56         69        181        189:
Other:        80:        19         16         12         29         31         56         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.8       15.1       32.0       25.3       15.3        9.9       23.6       16.4
Old  :                 20.8       15.6       32.4       24.9       16.2       10.3       24.6       16.9
Other:                 43.8       57.1       61.0       68.4       42.7       55.4       59.6       66.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :    30,324:    11,392      1,384      3,245     12,310     24,339     26,947     28,967:     3,377      1,356
Old  :    30,315:    11,392      1,384      3,245     12,307     24,330     26,944     28,958:     3,371      1,356
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -5,539:    -1,108       -400     -3,221     -1,085     -1,760     -5,414     -5,381:      -125       -158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6        4.6       10.7       40.6       80.3       88.9       95.5:      11.1        4.5
Old  :     100.0:      37.6        4.6       10.7       40.6       80.3       88.9       95.5:      11.1        4.5
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  :        89:        35         18         18         30         24         78         48:
Old  :        89:        35         18         18         30         24         78         48:
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  :                 25.7       67.7       36.1       76.2       24.3       59.1       33.0       66.6
Old  :                 25.7       67.6       36.1       76.2       24.3       59.1       33.1       66.6
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 with Delta-adjusted Options and Futures Combined, December 20, 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  :   192,889:    29,181     40,937     39,760    114,158    100,946    183,100    181,643:     9,789     11,246
Old  :   169,308:    28,939     46,999     32,471     98,821     78,848    160,231    158,318:     9,076     10,990
Other:    23,581:     6,718        414        813     15,337     22,098     22,868     23,325:       713        256
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :       543:    -1,658     -2,030      2,506        238       -781      1,085       -305:      -542        848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       21.2       20.6       59.2       52.3       94.9       94.2:       5.1        5.8
Old  :     100.0:      17.1       27.8       19.2       58.4       46.6       94.6       93.5:       5.4        6.5
Other:     100.0:      28.5        1.8        3.4       65.0       93.7       97.0       98.9:       3.0        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        40         71         39         56         46        123        131:
Old  :       180:        39         72         37         56         44        121        129:
Other:        52:        11          4          7         30         22         43         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.3       24.6       40.4       41.5       22.1       16.3       30.2       22.8
Old  :                 25.3       24.7       42.1       40.5       24.8       17.5       35.4       25.8
Other:                 45.6       72.8       63.8       85.5       36.9       71.6       52.2       77.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :   724,562:   115,102     60,103    167,910    377,902    416,151    660,913    644,164:    63,649     80,398
Old  :   724,562:   115,102     60,103    167,910    377,902    416,151    660,913    644,164:    63,649     80,398
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -6,868:    -6,633       -789     -9,725      8,796      4,243     -7,561     -6,270:       694       -597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        8.3       23.2       52.2       57.4       91.2       88.9:       8.8       11.1
Old  :     100.0:      15.9        8.3       23.2       52.2       57.4       91.2       88.9:       8.8       11.1
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  :       224:        73         51         87         84         89        196        191:
Old  :       224:        73         51         87         84         89        196        191:
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  :                 12.8       12.5       22.4       20.4       11.4       10.0       19.0       15.8
Old  :                 12.8       12.5       22.4       20.4       11.4       10.0       19.0       15.8
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 with Delta-adjusted Options and Futures Combined, December 20, 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  :   142,015:    21,356     21,259     41,601     73,352     70,788    136,309    133,648:     5,706      8,367
Old  :   131,884:    21,073     21,174     39,501     65,919     62,987    126,493    123,662:     5,392      8,222
Other:    10,131:       769        571      1,614      7,433      7,801      9,816      9,986:       314        144
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :     1,779:    -1,366        871      1,891      1,928     -1,309      2,453      1,453:      -673        327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       15.0       29.3       51.7       49.8       96.0       94.1:       4.0        5.9
Old  :     100.0:      16.0       16.1       30.0       50.0       47.8       95.9       93.8:       4.1        6.2
Other:     100.0:       7.6        5.6       15.9       73.4       77.0       96.9       98.6:       3.1        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:        76        102        104        126        117        258        274:
Old  :       321:        75        104        103        124        115        254        272:
Other:       101:        20         13         14         49         36         75         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       13.9       24.1       22.3       11.5        8.5       19.8       13.8
Old  :                 13.1       13.7       24.9       22.1       12.1        9.2       21.1       14.7
Other:                 51.2       56.3       64.0       72.1       48.6       56.0       55.9       66.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :    68,148:    51,854     10,307      1,273      5,676     54,988     58,803     66,567:     9,345      1,581
Old  :    68,148:    51,854     10,307      1,273      5,676     54,988     58,803     66,567:     9,345      1,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :       799:     5,132       -292       -432     -4,248      3,074        451      2,350:       348     -1,551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.1       15.1        1.9        8.3       80.7       86.3       97.7:      13.7        2.3
Old  :     100.0:      76.1       15.1        1.9        8.3       80.7       86.3       97.7:      13.7        2.3
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  :       106:        64         14          8         18         11         88         28:
Old  :       106:        64         14          8         18         11         88         28:
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  :                 50.0       83.4       60.1       92.9       50.0       83.2       59.7       92.1
Old  :                 50.0       83.4       60.1       92.9       50.0       83.2       59.7       92.1
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 with Delta-adjusted Options and Futures Combined, December 20, 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  :   418,197:    13,763     46,458      3,393    386,314    354,157    403,471    404,008:    14,726     14,189
Old  :   418,197:    13,763     46,458      3,393    386,314    354,157    403,471    404,008:    14,726     14,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :   -49,463:     1,831     -7,629     -2,325    -44,644    -34,448    -45,138    -44,402:    -4,325     -5,061
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       11.1        0.8       92.4       84.7       96.5       96.6:       3.5        3.4
Old  :     100.0:       3.3       11.1        0.8       92.4       84.7       96.5       96.6:       3.5        3.4
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  :       230:        20         42         10         95        101        122        146:
Old  :       230:        20         42         10         95        101        122        146:
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  :                 34.1       24.5       51.7       35.6       31.1       24.4       47.2       33.8
Old  :                 34.1       24.5       51.7       35.6       31.1       24.4       47.2       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 23, 2011