```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, December 6, 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  :   139,821:    47,284     31,469      9,080     73,742     82,034    130,106    122,583:     9,715     17,238
Old  :   130,785:    45,856     31,684      8,103     67,996     74,344    121,955    114,131:     8,830     16,654
Other:     9,036:     2,299        656        106      5,746      7,690      8,151      8,452:       885        584
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     1,607:     4,542      1,541        724     -4,063      1,468      1,203      3,733:       404     -2,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       22.5        6.5       52.7       58.7       93.1       87.7:       6.9       12.3
Old  :     100.0:      35.1       24.2        6.2       52.0       56.8       93.2       87.3:       6.8       12.7
Other:     100.0:      25.4        7.3        1.2       63.6       85.1       90.2       93.5:       9.8        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        73         79         46         52         63        155        161:
Old  :       231:        74         79         41         48         60        149        155:
Other:        73:        16         14          2         24         30         42         44:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.0       15.4       34.0       25.9       22.0       12.9       31.6       21.4
Old  :                 23.1       15.8       35.1       25.9       23.1       13.6       33.4       22.4
Other:                 46.8       60.5       64.4       71.9       45.7       57.4       63.2       68.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, December 6, 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  :    29,261:    14,931      3,562      1,429      9,229     23,233     25,589     28,224:     3,672      1,037
Old  :    29,252:    14,931      3,562      1,429      9,226     23,224     25,586     28,215:     3,666      1,037
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     1,006:       194        184          4        752        801        950        989:        56         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.0       12.2        4.9       31.5       79.4       87.5       96.5:      12.5        3.5
Old  :     100.0:      51.0       12.2        4.9       31.5       79.4       87.5       96.5:      12.5        3.5
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  :       100:        48         16         15         23         19         84         39:
Old  :       100:        48         16         15         23         19         84         39:
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  :                 24.4       66.7       34.5       78.4       24.4       63.8       34.2       75.2
Old  :                 24.4       66.7       34.5       78.4       24.4       63.8       34.2       75.2
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 - Futures Only, December 6, 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  :   163,752:    32,137     39,958     18,669    103,675     95,726    154,481    154,353:     9,271      9,399
Old  :   143,062:    31,325     45,530     12,510     90,545     75,853    134,380    133,893:     8,682      9,169
Other:    20,690:     6,801        417        170     13,130     19,873     20,101     20,460:       589        230
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     4,926:     1,568      3,419      1,378      1,030        714      3,976      5,511:       950       -585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       24.4       11.4       63.3       58.5       94.3       94.3:       5.7        5.7
Old  :     100.0:      21.9       31.8        8.7       63.3       53.0       93.9       93.6:       6.1        6.4
Other:     100.0:      32.9        2.0        0.8       63.5       96.1       97.2       98.9:       2.8        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        48         72         34         51         49        121        135:
Old  :       188:        45         75         31         50         45        117        131:
Other:        53:        14          2          3         27         21         42         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       26.8       45.0       41.5       26.0       19.6       34.9       27.5
Old  :                 30.2       25.8       46.7       39.8       29.4       21.9       40.8       31.7
Other:                 49.8       75.5       68.7       88.6       41.0       74.3       56.6       81.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, December 6, 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  :   517,967:   124,706     69,922     48,160    287,025    328,200    459,891    446,282:    58,076     71,685
Old  :   517,967:   124,706     69,922     48,160    287,025    328,200    459,891    446,282:    58,076     71,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    13,138:     5,193      1,760      3,784      2,169      7,124     11,146     12,668:     1,992        470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       13.5        9.3       55.4       63.4       88.8       86.2:      11.2       13.8
Old  :     100.0:      24.1       13.5        9.3       55.4       63.4       88.8       86.2:      11.2       13.8
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  :       219:        65         56         66         77         86        178        175:
Old  :       219:        65         56         66         77         86        178        175:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       15.7       29.4       25.1       16.1       13.5       25.9       21.5
Old  :                 16.9       15.7       29.4       25.1       16.1       13.5       25.9       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, December 6, 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  :   100,602:    27,104     16,082     11,666     56,182     66,235     94,952     93,983:     5,650      6,619
Old  :    92,805:    26,717     15,782     10,975     49,772     59,593     87,464     86,350:     5,341      6,455
Other:     7,797:       722        635        356      6,410      6,642      7,488      7,633:       309        164
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     1,019:     2,365        760      2,042     -3,876     -1,605        531      1,197:       488       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       16.0       11.6       55.8       65.8       94.4       93.4:       5.6        6.6
Old  :     100.0:      28.8       17.0       11.8       53.6       64.2       94.2       93.0:       5.8        7.0
Other:     100.0:       9.3        8.1        4.6       82.2       85.2       96.0       97.9:       4.0        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:        78         73         79        112        108        234        222:
Old  :       292:        79         74         77        105        107        226        220:
Other:        90:        15         11          7         48         31         67         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       17.4       30.0       25.8       16.0       12.7       27.4       19.9
Old  :                 18.2       17.2       31.2       25.8       16.9       13.6       29.2       21.4
Other:                 61.6       71.9       70.3       84.0       61.2       71.6       68.6       81.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, December 6, 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  :    57,372:    40,139      7,986        756     10,088     46,939     50,983     55,681:     6,389      1,691
Old  :    57,372:    40,139      7,986        756     10,088     46,939     50,983     55,681:     6,389      1,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    -1,269:     1,263       -184        -58     -1,671       -421       -466       -663:      -803       -606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.0       13.9        1.3       17.6       81.8       88.9       97.1:      11.1        2.9
Old  :     100.0:      70.0       13.9        1.3       17.6       81.8       88.9       97.1:      11.1        2.9
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  :       102:        60         15          4         19         12         82         29:
Old  :       102:        60         15          4         19         12         82         29:
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  :                 49.3       87.7       61.1       92.0       49.3       86.9       60.2       90.7
Old  :                 49.3       87.7       61.1       92.0       49.3       86.9       60.2       90.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, December 6, 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  :   444,543:    11,325     49,787      2,595    413,414    372,871    427,334    425,253:    17,209     19,290
Old  :   444,543:    11,325     49,787      2,595    413,414    372,871    427,334    425,253:    17,209     19,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :   -26,590:     1,239     -5,633     -1,648    -29,765    -21,493    -30,174    -28,774:     3,584      2,184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       11.2        0.6       93.0       83.9       96.1       95.7:       3.9        4.3
Old  :     100.0:       2.5       11.2        0.6       93.0       83.9       96.1       95.7:       3.9        4.3
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  :       234:        19         45         10         96        111        123        158:
Old  :       234:        19         45         10         96        111        123        158:
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  :                 33.7       24.1       55.1       34.8       33.7       22.6       49.9       31.8
Old  :                 33.7       24.1       55.1       34.8       33.7       22.6       49.9       31.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 9, 2011