```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      205,607
COMMITMENTS
  45,334   29,750   46,050  102,742  112,424  194,126  188,224   11,480   17,382

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:      1,235)
     -18    1,860    1,268   -1,843       71     -593    3,200    1,828   -1,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     14.5     22.4     50.0     54.7     94.4     91.5      5.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      98       68       81       58       70      185      194
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,324
COMMITMENTS
  11,392    1,384    3,245   12,310   24,339   26,947   28,967    3,377    1,356

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -5,539)
  -1,108     -400   -3,221   -1,085   -1,760   -5,414   -5,381     -125     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.6      4.6     10.7     40.6     80.3     88.9     95.5     11.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      35       18       18       30       24       78       48
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      192,889
COMMITMENTS
  29,181   40,937   39,760  114,158  100,946  183,100  181,643    9,789   11,246

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:        543)
  -1,658   -2,030    2,506      238     -781    1,085     -305     -542      848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     21.2     20.6     59.2     52.3     94.9     94.2      5.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      40       71       39       56       46      123      131
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      724,562
COMMITMENTS
 115,102   60,103  167,910  377,902  416,151  660,913  644,164   63,649   80,398

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -6,868)
  -6,633     -789   -9,725    8,796    4,243   -7,561   -6,270      694     -597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      8.3     23.2     52.2     57.4     91.2     88.9      8.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      73       51       87       84       89      196      191
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      142,015
COMMITMENTS
  21,356   21,259   41,601   73,352   70,788  136,309  133,648    5,706    8,367

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:      1,779)
  -1,366      871    1,891    1,928   -1,309    2,453    1,453     -673      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     15.0     29.3     51.7     49.8     96.0     94.1      4.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      76      102      104      126      117      258      274
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       68,148
COMMITMENTS
  51,854   10,307    1,273    5,676   54,988   58,803   66,567    9,345    1,581

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:        799)
   5,132     -292     -432   -4,248    3,074      451    2,350      348   -1,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.1     15.1      1.9      8.3     80.7     86.3     97.7     13.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      64       14        8       18       11       88       28
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      418,197
COMMITMENTS
  13,763   46,458    3,393  386,314  354,157  403,471  404,008   14,726   14,189

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -49,463)
   1,831   -7,629   -2,325  -44,644  -34,448  -45,138  -44,402   -4,325   -5,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     11.1      0.8     92.4     84.7     96.5     96.6      3.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      20       42       10       95      101      122      146
```

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Updated December 23, 2011