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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   204,371:    45,351     27,890     44,782    104,585    112,353    194,719    185,025:     9,652     19,347
Old  :   191,477:    44,166     28,311     43,122     95,462    104,211    182,750    175,644:     8,727     15,833
Other:    12,894:     2,292        686        553      9,124      8,142     11,969      9,381:       925      3,513
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    16,721:    -1,016      4,386      4,278     14,357      6,880     17,618     15,544:      -897      1,178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       13.6       21.9       51.2       55.0       95.3       90.5:       4.7        9.5
Old  :     100.0:      23.1       14.8       22.5       49.9       54.4       95.4       91.7:       4.6        8.3
Other:     100.0:      17.8        5.3        4.3       70.8       63.1       92.8       72.8:       7.2       27.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:       104         68         80         57         71        190        195:
Old  :       255:       107         68         74         56         70        187        190:
Other:        79:        20         13         13         29         34         56         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       15.9       32.4       26.3       15.0       10.1       23.0       16.4
Old  :                 19.7       15.4       31.7       26.0       15.7       10.6       24.2       17.5
Other:                 50.7       43.9       65.4       52.9       32.5       22.0       45.1       29.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    35,863:    12,501      1,783      6,466     13,394     26,099     32,361     34,349:     3,502      1,514
Old  :    35,854:    12,501      1,783      6,466     13,391     26,090     32,358     34,340:     3,496      1,514
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    -3,237:    -2,365      1,015     -1,084        582     -3,459     -2,866     -3,528:      -370        291
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        5.0       18.0       37.3       72.8       90.2       95.8:       9.8        4.2
Old  :     100.0:      34.9        5.0       18.0       37.3       72.8       90.3       95.8:       9.7        4.2
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  :        97:        40         20         18         29         25         81         52:
Old  :        97:        40         20         18         29         25         81         52:
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  :                 22.6       59.6       34.0       70.3       19.7       51.6       28.0       58.2
Old  :                 22.6       59.6       34.0       70.3       19.7       51.6       28.0       58.2
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 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   192,346:    30,839     42,967     37,254    113,921    101,726    182,014    181,948:    10,331     10,398
Old  :   169,638:    30,481     48,765     29,961     99,373     80,672    159,815    159,398:     9,823     10,240
Other:    22,708:     6,654        498        998     14,548     21,054     22,199     22,550:       508        158
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     5,425:     1,466      3,935        379      3,059        372      4,904      4,686:       521        739
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       22.3       19.4       59.2       52.9       94.6       94.6:       5.4        5.4
Old  :     100.0:      18.0       28.7       17.7       58.6       47.6       94.2       94.0:       5.8        6.0
Other:     100.0:      29.3        2.2        4.4       64.1       92.7       97.8       99.3:       2.2        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        50         71         43         55         51        127        145:
Old  :       191:        48         74         41         54         47        124        141:
Other:        55:        12          6          9         29         22         45         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       24.8       41.0       40.3       22.9       16.1       31.3       22.9
Old  :                 26.3       24.3       42.3       38.9       25.5       17.4       35.9       26.0
Other:                 46.6       72.8       65.2       84.8       37.8       71.5       53.7       77.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   731,430:   121,734     60,892    177,634    369,106    411,908    668,475    650,434:    62,955     80,995
Old  :   731,430:   121,734     60,892    177,634    369,106    411,908    668,475    650,434:    62,955     80,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    21,761:       267      1,757      9,079     14,163     10,409     23,510     21,245:    -1,749        516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        8.3       24.3       50.5       56.3       91.4       88.9:       8.6       11.1
Old  :     100.0:      16.6        8.3       24.3       50.5       56.3       91.4       88.9:       8.6       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  :       225:        63         63         88         84         90        198        194:
Old  :       225:        63         63         88         84         90        198        194:
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       12.8       22.1       20.8       11.4        9.9       18.4       15.6
Old  :                 12.8       12.8       22.1       20.8       11.4        9.9       18.4       15.6
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 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   140,236:    22,722     20,388     39,711     71,423     72,097    133,856    132,196:     6,379      8,040
Old  :   130,751:    22,396     20,203     37,915     64,396     64,732    124,706    122,850:     6,044      7,901
Other:     9,485:       685        542      1,438      7,027      7,365      9,150      9,346:       335        139
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :       -38:    -3,557      5,064       -276      3,509     -5,727       -324       -939:       286        900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       14.5       28.3       50.9       51.4       95.5       94.3:       4.5        5.7
Old  :     100.0:      17.1       15.5       29.0       49.3       49.5       95.4       94.0:       4.6        6.0
Other:     100.0:       7.2        5.7       15.2       74.1       77.6       96.5       98.5:       3.5        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:        80         98        101        122        117        249        275:
Old  :       323:        78        102        100        120        116        246        274:
Other:        98:        18         12         14         48         33         73         54:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       13.9       23.9       23.0       11.7        8.5       20.1       13.6
Old  :                 13.0       14.3       24.6       22.9       12.3        9.1       21.4       14.5
Other:                 53.0       59.7       64.6       74.1       49.4       59.4       56.7       69.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    67,349:    46,722     10,598      1,705      9,925     51,914     58,352     64,218:     8,997      3,132
Old  :    67,349:    46,722     10,598      1,705      9,925     51,914     58,352     64,218:     8,997      3,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     8,817:     6,431      3,040        184       -282      4,213      6,333      7,436:     2,484      1,380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.4       15.7        2.5       14.7       77.1       86.6       95.4:      13.4        4.6
Old  :     100.0:      69.4       15.7        2.5       14.7       77.1       86.6       95.4:      13.4        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        67         17         10         18         12         92         33:
Old  :       110:        67         17         10         18         12         92         33:
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  :                 45.8       79.2       57.7       87.0       44.1       79.0       55.7       86.4
Old  :                 45.8       79.2       57.7       87.0       44.1       79.0       55.7       86.4
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 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   467,660:    11,932     54,086      5,718    430,958    388,605    448,609    448,410:    19,051     19,250
Old  :   467,660:    11,932     54,086      5,718    430,958    388,605    448,609    448,410:    19,051     19,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    21,117:       960      4,362      2,358     16,153     14,738     19,470     21,458:     1,646       -341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       11.6        1.2       92.2       83.1       95.9       95.9:       4.1        4.1
Old  :     100.0:       2.6       11.6        1.2       92.2       83.1       95.9       95.9:       4.1        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        21         47         18        102        120        135        173:
Old  :       242:        21         47         18        102        120        135        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       24.1       54.6       34.5       32.1       21.6       47.9       30.3
Old  :                 33.2       24.1       54.6       34.5       32.1       21.6       47.9       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated December 16, 2011