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WHEAT - CHICAGO BOARD OF TRADE                                                                                                                   Code-001602
Disaggregated Commitments of Traders - Options and Futures Combined, 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  :   451,421:    43,044    132,781    171,950     15,543     24,450     60,895     90,147     43,946     12,775     27,679     59,644:   34,718    57,232
Old  :   296,184:    30,073     97,039    109,987     14,106      8,867     49,697     72,697     20,758     17,254     13,670     34,580:   24,968    34,466
Other:   155,238:    12,971     35,741     63,034      2,508     14,511     22,884     29,136     11,502      3,450     21,938     17,135:    9,750    22,766
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :     6,424:      -835     11,695         29     -1,086      3,030      1,707    -10,929      1,577     -1,738       -468      3,875:   -1,221    -1,271
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.5       29.4       38.1        3.4        5.4       13.5       20.0        9.7        2.8        6.1       13.2:      7.7      12.7
Old  :     100.0:      10.2       32.8       37.1        4.8        3.0       16.8       24.5        7.0        5.8        4.6       11.7:      8.4      11.6
Other:     100.0:       8.4       23.0       40.6        1.6        9.3       14.7       18.8        7.4        2.2       14.1       11.0:      6.3      14.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       385:        70         89         19          6         21         48         77         66         45         80         94:
Old  :       366:        57         82         18          7         15         50         72         47         53         70         72:
Other:       246:        36         68         15          7         15         29         27         19         32         53         50:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 22.8       11.0       35.0       16.9       21.6        9.6       32.7       14.5
Old  :                 24.2       14.6       33.7       21.9       24.0       13.0       32.7       20.2
Other:                 30.5       11.6       46.1       19.5       26.6        8.5       42.1       15.5
 
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                                               Code-001612
Disaggregated Commitments of Traders - Options and Futures Combined, 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  :   141,900:    31,096     68,198     24,304          0      2,894     26,799     17,671     20,722     12,027      2,623      5,676:   18,382    24,117
Old  :    86,065:    14,174     40,931     18,057          0      1,168     28,152     19,166      3,518      5,671      2,170      2,785:   12,540    16,327
Other:    55,835:    16,921     27,266      6,249          2      1,724     13,863     13,721      1,988      7,850      1,947      1,398:    5,842     7,789
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :      -386:      -315      2,339       -247          0        167       -624     -3,114      1,063       -655        -32       -358:      583      -451
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.9       48.1       17.1        0.0        2.0       18.9       12.5       14.6        8.5        1.8        4.0:     13.0      17.0
Old  :     100.0:      16.5       47.6       21.0        0.0        1.4       32.7       22.3        4.1        6.6        2.5        3.2:     14.6      19.0
Other:     100.0:      30.3       48.8       11.2        0.0        3.1       24.8       24.6        3.6       14.1        3.5        2.5:     10.5      14.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       162:        44         49         16          0          9         27         16         22         25          5         16:
Old  :       147:        36         45         16          0          4         26         17         11         18          7         14:
Other:       117:        29         40         14          .          7         12         10          5         16          8         12:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 12.2       27.7       22.1       37.4       11.9       25.6       20.8       34.1
Old  :                 18.6       25.4       31.6       38.5       18.4       24.2       30.8       36.7
Other:                 21.0       39.6       36.0       52.2       20.5       36.9       35.2       49.6
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                                                                                               Code-001626
Disaggregated Commitments of Traders - Options and Futures Combined, 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  :    40,827:    12,626     24,299        269         95        458     11,579      1,500        448      2,954        710      3,125:    9,367    10,191
Old  :    32,911:     8,568     20,153        520        114        188     10,869      1,100        448      2,267        689      2,632:    7,419     7,586
Other:     7,916:     4,058      4,146         19        251          0        710        400          0        874        207        307:    1,948     2,605
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :       -65:    -1,008        152          0         35        -68        378         50        139         38         -6         43:      413      -411
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.9       59.5        0.7        0.2        1.1       28.4        3.7        1.1        7.2        1.7        7.7:     22.9      25.0
Old  :     100.0:      26.0       61.2        1.6        0.3        0.6       33.0        3.3        1.4        6.9        2.1        8.0:     22.5      23.1
Other:     100.0:      51.3       52.4        0.2        3.2        0.0        9.0        5.1        0.0       11.0        2.6        3.9:     24.6      32.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        19         18          .          .          .          7          .          .          6          6         10:
Old  :        50:        19         18          .          .          .          7          .          .          7          6         10:
Other:        33:         9         12          .          .          0          .          .          0          6          .          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  :                 32.9       43.1       49.0       52.9       32.4       39.5       44.1       47.3
Old  :                 37.4       45.3       53.0       55.3       37.3       41.7       49.1       50.1
Other:                 38.8       43.8       55.9       56.6       38.8       43.8       55.8       56.4
 
CORN - CHICAGO BOARD OF TRADE                                                                                                                    Code-002602
Disaggregated Commitments of Traders - Options and Futures Combined, 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  : 1,558,918:   300,309    609,959    284,317     29,599     99,577    238,201     89,548    168,765     60,239     50,806    238,930:  168,580   271,734
Old  : 1,248,121:   209,537    503,166    241,966      9,865     72,171    223,205     89,831    106,050     50,966     49,401    200,963:  143,263   216,673
Other:   310,798:    90,773    106,793     47,277     24,660     22,480     59,359     44,079     18,353     18,075     10,207     29,164:   25,317    55,061
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :    -9,176:   -15,410      6,979        994        349      4,807      5,280    -16,912       -129        -78     -1,988     -8,071:    3,430     5,789
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.3       39.1       18.2        1.9        6.4       15.3        5.7       10.8        3.9        3.3       15.3:     10.8      17.4
Old  :     100.0:      16.8       40.3       19.4        0.8        5.8       17.9        7.2        8.5        4.1        4.0       16.1:     11.5      17.4
Other:     100.0:      29.2       34.4       15.2        7.9        7.2       19.1       14.2        5.9        5.8        3.3        9.4:      8.1      17.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       694:       216        293         19          8         21         82         51         82         73        127        142:
Old  :       683:       211        287         20          7         20         81         50         66         73        125        130:
Other:       460:        82        225         16          8         18         26         28         22         50         66         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  :                 12.3        8.7       20.2       14.0       10.4        6.5       15.4       10.5
Old  :                 12.5        9.1       20.1       14.3       11.6        7.7       17.2       12.3
Other:                 24.2       18.1       36.1       26.2       17.4       11.1       25.5       17.7
 
OATS - CHICAGO BOARD OF TRADE                                                                                                                    Code-004603
Disaggregated Commitments of Traders - Options and Futures Combined, 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  :    13,758:     6,968      8,987      1,925          0          0      1,930      1,970          0        299        126        729:    1,908     1,946
Old  :    13,335:     6,722      8,745      1,925          0          0      1,930      1,970          0        349        123        621:    1,788     1,876
Other:       423:       246        242          0          0          0          0          0          0          0         53         57:      120        70
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :      -172:       -65        -47        -19          0          0        -80         73          0        115        -58        -62:      -62       -79
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.6       65.3       14.0        0.0        0.0       14.0       14.3        0.0        2.2        0.9        5.3:     13.9      14.1
Old  :     100.0:      50.4       65.6       14.4        0.0        0.0       14.5       14.8        0.0        2.6        0.9        4.7:     13.4      14.1
Other:     100.0:      58.1       57.3        0.0        0.0        0.0        0.0        0.0        0.0        0.0       12.6       13.6:     28.4      16.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        12          8          4          0          0          7          7          0          5          .          5:
Old  :        39:        12          7          4          0          0          7          7          0          7          .          5:
Other:        15:         6          7          0          0          0          0          0          0          0          5          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  :                 40.3       69.5       57.2       77.7       38.3       65.1       53.8       71.0
Old  :                 41.2       71.1       57.8       79.0       39.5       67.8       55.4       73.9
Other:                 61.0       59.5       70.7       79.8       45.0       48.8       46.4       57.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                                                              Code-039601
Disaggregated Commitments of Traders - Options and Futures Combined, 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  :    17,429:     6,814      6,491      2,195        345         41      1,480      3,606        405      1,215      2,079      2,002:    3,277     2,459
Old  :    17,242:     6,735      6,327      2,195        345         41      1,465      3,608        403      1,215      2,072      2,000:    3,188     2,445
Other:       187:        79        164          0          0          0         17          0          0          0          7          2:       89        14
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :    -1,640:      -535       -720         -3         39         -6       -102        131        140         -0        106     -1,277:      145       -52
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.1       37.2       12.6        2.0        0.2        8.5       20.7        2.3        7.0       11.9       11.5:     18.8      14.1
Old  :     100.0:      39.1       36.7       12.7        2.0        0.2        8.5       20.9        2.3        7.0       12.0       11.6:     18.5      14.2
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  :        86:        15         14          7          .          .          7         15          .         13         16         14:
Old  :        86:        15         14          7          .          .          6         16          .         13         16         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  :                 28.4       28.0       42.3       41.1       28.4       21.2       41.8       33.0
Old  :                 28.7       27.6       42.7       40.8       28.7       20.8       42.3       33.1
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 - Options and Futures Combined, 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  :   281,093:    35,640    127,224     68,782      1,456      6,482     59,541     23,628     22,215     10,269      8,131     49,109:   29,054    42,848
Old  :   274,604:    35,086    123,935     68,462      1,492      6,442     59,126     24,030     21,655     10,066      9,213     46,739:   27,027    41,098
Other:     6,489:       554      3,289        356          0          4        817          0        157      1,354         69      1,219:    2,027     1,750
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :    -1,588:     2,738     -4,352        680       -200          5     -3,983      3,108       -177        729      3,066     -2,494:      914      -544
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.7       45.3       24.5        0.5        2.3       21.2        8.4        7.9        3.7        2.9       17.5:     10.3      15.2
Old  :     100.0:      12.8       45.1       24.9        0.5        2.3       21.5        8.8        7.9        3.7        3.4       17.0:      9.8      15.0
Other:     100.0:       8.5       50.7        5.5        0.0        0.1       12.6        0.0        2.4       20.9        1.1       18.8:     31.2      27.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       270:        46         68         17          .          9         53         42         51         40         30         58:
Old  :       270:        46         68         17          .          9         53         44         51         37         33         58:
Other:        55:        12         21          4          0          .          4          .          .         17          .         12:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 17.3       19.5       28.6       27.8       17.2       16.6       27.1       23.7
Old  :                 17.6       19.6       29.2       28.0       17.5       16.7       27.5       23.9
Other:                 27.5       32.8       40.6       46.6       23.7       30.6       32.8       41.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                        Code-057642
Disaggregated Commitments of Traders - Options and Futures Combined, 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  :   396,315:    54,008    177,693     97,731      4,937      8,919     95,529     27,424     38,380      9,610      8,872     65,501:   26,635    64,589
Old  :   396,315:    54,008    177,693     97,731      4,937      8,919     95,529     27,424     38,380      9,610      8,872     65,501:   26,635    64,589
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :     5,751:     2,741      3,561       -159        591       -116      5,922       -809     -2,877       -898      2,115      1,894:     -757     1,391
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.6       44.8       24.7        1.2        2.3       24.1        6.9        9.7        2.4        2.2       16.5:      6.7      16.3
Old  :     100.0:      13.6       44.8       24.7        1.2        2.3       24.1        6.9        9.7        2.4        2.2       16.5:      6.7      16.3
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  :       385:        82        147         16          6         11         69         40         57         41         49         70:
Old  :       385:        82        147         16          6         11         69         40         57         41         49         70:
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  :                 18.3       15.4       30.2       22.5       17.9       11.9       28.8       17.0
Old  :                 18.3       15.4       30.2       22.5       17.9       11.9       28.8       17.0
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 - Options and Futures Combined, 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  :    37,346:     3,357      6,422      4,345        302        930     12,458      1,697      1,695      1,927      1,172      6,201:    6,431    18,925
Old  :    37,346:     3,357      6,422      4,345        302        930     12,458      1,697      1,695      1,927      1,172      6,201:    6,431    18,925
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :     2,621:       331        820        202         22        -55      1,142       -372        204         96        325        592:      109     1,084
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.0       17.2       11.6        0.8        2.5       33.4        4.5        4.5        5.2        3.1       16.6:     17.2      50.7
Old  :     100.0:       9.0       17.2       11.6        0.8        2.5       33.4        4.5        4.5        5.2        3.1       16.6:     17.2      50.7
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  :       160:        26         40         11          .          6         33          9         15         23         19         32:
Old  :       160:        26         40         11          .          6         33          9         15         23         19         32:
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  :                 13.9        8.4       25.4       14.2       13.7        6.2       23.0       10.4
Old  :                 13.9        8.4       25.4       14.2       13.7        6.2       23.0       10.4
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 - Options and Futures Combined, 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  :     4,168:     3,450      3,336          0          0          0          0          0          0         57        159         60:      602       613
Old  :     4,168:     3,450      3,336          0          0          0          0          0          0         57        159         60:      602       613
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :       137:        77        151          0          0          0          0          0          0         50          1         -1:       11       -14
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.8       80.0        0.0        0.0        0.0        0.0        0.0        0.0        1.4        3.8        1.4:     14.4      14.7
Old  :     100.0:      82.8       80.0        0.0        0.0        0.0        0.0        0.0        0.0        1.4        3.8        1.4:     14.4      14.7
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  :        26:        15         14          0          0          0          0          0          0          .          .          .:
Old  :        26:        15         14          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  :                 51.6       61.0       75.3       77.2       51.0       60.2       69.0       72.5
Old  :                 51.6       61.0       75.3       77.2       51.0       60.2       69.0       72.5
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 - Options and Futures Combined, 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  :    55,867:    27,568     25,041          0      1,824          0      2,788          0        206      6,653      3,895     12,527:    6,125    12,376
Old  :    55,867:    27,568     25,041          0      1,824          0      2,788          0        206      6,653      3,895     12,527:    6,125    12,376
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :       760:       406        481          0         24          0        112          0         51         35        329        161:       -5      -287
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.3       44.8        0.0        3.3        0.0        5.0        0.0        0.4       11.9        7.0       22.4:     11.0      22.2
Old  :     100.0:      49.3       44.8        0.0        3.3        0.0        5.0        0.0        0.4       11.9        7.0       22.4:     11.0      22.2
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  :        89:        39         37          0          .          0          8          0          .         15         15         19:
Old  :        89:        39         37          0          .          0          8          0          .         15         15         19:
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  :                 37.1       27.7       51.6       40.6       35.3       26.4       44.8       33.8
Old  :                 37.1       27.7       51.6       40.6       35.3       26.4       44.8       33.8
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 - Options and Futures Combined, 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  :   639,929:   124,838    255,331    130,644      9,233     35,881     71,654     47,971     73,801     31,584     16,732    118,930:   52,597    82,048
Old  :   547,570:   103,450    218,692    125,181      6,727     22,542     60,076     57,126     53,884     29,577     15,885    106,718:   46,141    65,997
Other:    92,359:    21,387     36,639     10,426      7,470      8,376     26,485      5,752      5,010      3,464      2,305     10,755:    6,455    16,051
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :   -99,383:   -36,845    -20,053      1,303      4,020     -8,039     10,161    -10,947    -15,698     -2,000        722    -48,575:      310      -812
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.5       39.9       20.4        1.4        5.6       11.2        7.5       11.5        4.9        2.6       18.6:      8.2      12.8
Old  :     100.0:      18.9       39.9       22.9        1.2        4.1       11.0       10.4        9.8        5.4        2.9       19.5:      8.4      12.1
Other:     100.0:      23.2       39.7       11.3        8.1        9.1       28.7        6.2        5.4        3.8        2.5       11.6:      7.0      17.4
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       449:       103        133         18          5         20         54         60         68         64         71        124:
Old  :       444:       101        130         18          4         19         49         64         59         70         69        118:
Other:       244:        38         91         13          9         12         25         11         15         32         44         40:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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       14.9       22.0       22.1       10.8       11.2       17.1       15.8
Old  :                 14.4       15.2       24.6       22.1       12.9       12.4       20.7       18.2
Other:                 33.0       27.3       45.8       40.7       25.7       24.8       36.2       32.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                                                             Code-007601
Disaggregated Commitments of Traders - Options and Futures Combined, 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  :   334,218:    87,999    160,616     81,898      3,286      9,911     46,953     49,056     24,095     13,619     15,628     39,545:   30,198    32,081
Old  :   306,878:    75,858    142,525     79,188      2,609      9,242     46,538     49,397     22,590     14,211     17,434     34,000:   25,251    29,080
Other:    27,340:    12,141     18,091      2,927        894        452      1,730        974        190      2,055        840      2,898:    4,947     3,001
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :   -20,098:   -15,771       -169      3,951       -431       -656     -1,604    -10,774     -1,029       -183      1,143     -6,752:    1,945    -1,430
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.3       48.1       24.5        1.0        3.0       14.0       14.7        7.2        4.1        4.7       11.8:      9.0       9.6
Old  :     100.0:      24.7       46.4       25.8        0.9        3.0       15.2       16.1        7.4        4.6        5.7       11.1:      8.2       9.5
Other:     100.0:      44.4       66.2       10.7        3.3        1.7        6.3        3.6        0.7        7.5        3.1       10.6:     18.1      11.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       250:        52         62         16          .         13         41         39         29         20         38         51:
Old  :       249:        51         62         16          .         13         40         40         27         25         44         49:
Other:        77:        20         22         11          .          5          4          .          .         17          9         15:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 14.0       19.7       24.1       30.7       11.6       14.9       18.3       22.5
Old  :                 15.1       19.0       25.1       28.9       12.6       14.9       19.5       22.1
Other:                 33.8       42.3       47.7       63.7       25.8       38.5       37.0       52.1
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                                                            Code-026603
Disaggregated Commitments of Traders - Options and Futures Combined, 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  :   215,864:    96,647     94,697     17,282      1,132      3,328     26,261     41,493     14,133      3,686      7,133     24,237:   30,290    29,712
Old  :   187,027:    84,632     80,164     15,720        587      2,895     24,016     40,148     12,559      4,154      7,753     16,568:   26,484    26,354
Other:    28,837:    12,016     14,532      1,898        881         97      3,085      2,185        734        945        792      6,257:    3,806     3,359
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :   -10,589:    -8,107      2,049        468       -138       -195      1,654     -5,810     -3,299       -189     -1,034        773:   -1,693    -2,935
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.8       43.9        8.0        0.5        1.5       12.2       19.2        6.5        1.7        3.3       11.2:     14.0      13.8
Old  :     100.0:      45.3       42.9        8.4        0.3        1.5       12.8       21.5        6.7        2.2        4.1        8.9:     14.2      14.1
Other:     100.0:      41.7       50.4        6.6        3.1        0.3       10.7        7.6        2.5        3.3        2.7       21.7:     13.2      11.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       179:        59         53         14          .         10         21         32         20         11         17         33:
Old  :       179:        59         53         14          .         10         23         31         18         16         19         30:
Other:        77:        27         20          6          .          .          .          4          .         14          9         18:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 20.5       23.9       29.8       33.7       15.1       16.4       20.9       23.1
Old  :                 20.9       24.2       30.0       33.3       16.7       17.6       23.0       25.0
Other:                 35.8       40.5       54.6       54.9       32.9       31.0       42.1       40.3
 
COTTON NO. 2 - ICE FUTURES U.S.                                                                                                                  Code-033661
Disaggregated Commitments of Traders - Options and Futures Combined, 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  :   206,507:    46,060     87,027     43,543     13,137     12,145     32,589     25,906     16,624     12,338      4,650     30,356:   12,853    16,663
Old  :   196,222:    43,438     79,132     40,387     13,314     11,775     31,517     26,068     15,979     12,214      5,007     29,128:   11,782    15,818
Other:    10,286:     2,621      7,894      3,350         18        175      1,717        483          0        844        363        508:    1,070       845
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :       901:      -907       -779         60        811       -148        144        307      1,019       -550        499        -90:    1,373      -719
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.3       42.1       21.1        6.4        5.9       15.8       12.5        8.1        6.0        2.3       14.7:      6.2       8.1
Old  :     100.0:      22.1       40.3       20.6        6.8        6.0       16.1       13.3        8.1        6.2        2.6       14.8:      6.0       8.1
Other:     100.0:      25.5       76.8       32.6        0.2        1.7       16.7        4.7        0.0        8.2        3.5        4.9:     10.4       8.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       246:        31         45         18         12         22         44         46         34         51         25         44:
Old  :       246:        30         44         18         12         21         45         47         29         54         22         43:
Other:        81:        13         25         15          .          6          7          .          0         11         14         13:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 20.2       14.9       31.5       24.9       14.6        9.7       22.8       16.1
Old  :                 20.3       15.3       32.0       24.5       15.5       10.2       23.9       16.6
Other:                 44.1       57.0       62.2       68.4       43.4       56.4       60.8       67.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                                                                Code-040701
Disaggregated Commitments of Traders - Options and Futures Combined, 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  :    30,478:     9,143     23,862      2,980        522        153     11,368      1,170        471        164        208      2,928:    3,272     1,164
Old  :    30,469:     9,140     23,853      2,980        522        153     11,368      1,170        471        164        208      2,928:    3,266     1,164
Other:         9:         3          9          0          0          0          0          0          0          0          0          0:        6         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :       154:       -19        200        -13          0         -2        179         17         -8        -40        -23        162:     -105      -192
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.0       78.3        9.8        1.7        0.5       37.3        3.8        1.5        0.5        0.7        9.6:     10.7       3.8
Old  :     100.0:      30.0       78.3        9.8        1.7        0.5       37.3        3.8        1.5        0.5        0.7        9.6:     10.7       3.8
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  :        91:        21         21          7          .          .         32          4          4          8         10         13:
Old  :        91:        21         21          7          .          .         32          4          4          8         10         13:
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  :                 25.5       67.6       36.3       77.0       23.8       58.6       32.5       66.6
Old  :                 25.5       67.6       36.3       77.0       23.8       58.5       32.5       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
Disaggregated Commitments of Traders - Options and Futures Combined, 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  :   192,416:    89,949     87,734     20,023     10,108      4,209     26,544     36,014     21,271      1,921      3,009     18,586:    9,913    11,485
Old  :   168,357:    75,519     65,372     19,246     10,101      3,997     26,512     38,645     18,231      1,681      6,779     13,795:    9,375    11,437
Other:    24,059:    14,430     22,361        986        216          3      3,070        407          2      4,009          0      1,021:      537        48
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :      -473:    -1,972        768      1,966        308         29       -685     -1,794        663        -31       -120       -566:      123       239
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.7       45.6       10.4        5.3        2.2       13.8       18.7       11.1        1.0        1.6        9.7:      5.2       6.0
Old  :     100.0:      44.9       38.8       11.4        6.0        2.4       15.7       23.0       10.8        1.0        4.0        8.2:      5.6       6.8
Other:     100.0:      60.0       92.9        4.1        0.9        0.0       12.8        1.7        0.0       16.7        0.0        4.2:      2.2       0.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       174:        37         36         13          8          9         24         46         22         15         17         19:
Old  :       174:        37         34         13          8          8         23         47         21         11         22         18:
Other:        55:        23         19          6          .          .          5          .          .         11          .          9:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 23.7       25.4       38.9       42.3       21.5       17.4       30.9       24.5
Old  :                 24.7       25.6       41.0       41.3       24.3       18.7       36.1       27.2
Other:                 44.7       72.3       62.9       85.2       36.2       71.1       52.0       78.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                                                                  Code-080732
Disaggregated Commitments of Traders - Options and Futures Combined, 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  :   729,754:   187,743    282,576    132,629     75,907     60,311     96,306     52,514     51,911     18,786     10,656    117,331:   64,737    78,547
Old  :   729,754:   187,743    282,576    132,629     75,907     60,311     96,306     52,514     51,911     18,786     10,656    117,331:   64,737    78,547
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :     5,192:     2,152      2,467        392        -61        237      1,217      3,189      1,510     -1,227       -122       -177:    1,087    -1,851
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.7       38.7       18.2       10.4        8.3       13.2        7.2        7.1        2.6        1.5       16.1:      8.9      10.8
Old  :     100.0:      25.7       38.7       18.2       10.4        8.3       13.2        7.2        7.1        2.6        1.5       16.1:      8.9      10.8
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  :       227:        57         62         19         14         25         37         21         30         34         35         56:
Old  :       227:        57         62         19         14         25         37         21         30         34         35         56:
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  :                 12.8       12.5       22.7       20.4       11.4       10.0       18.9       15.8
Old  :                 12.8       12.5       22.7       20.4       11.4       10.0       18.9       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
Disaggregated Commitments of Traders - Options and Futures Combined, 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  :   143,559:    37,993     56,157     25,976      6,020      9,672     20,576     17,671     12,048      1,162      3,983     30,077:    6,055     7,930
Old  :   133,303:    31,967     52,553     27,110      4,339      7,034     20,209     17,784     11,861      1,217      3,782     28,153:    5,753     7,797
Other:    10,256:     6,026      3,604        798      3,613        706        536         56         18        246        502      1,624:      302       133
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 20, 2011                                                                :
     :     1,544:     1,039        343     -1,242        226        492        338        387        498         44          9         26:      349      -437
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.5       39.1       18.1        4.2        6.7       14.3       12.3        8.4        0.8        2.8       21.0:      4.2       5.5
Old  :     100.0:      24.0       39.4       20.3        3.3        5.3       15.2       13.3        8.9        0.9        2.8       21.1:      4.3       5.8
Other:     100.0:      58.8       35.1        7.8       35.2        6.9        5.2        0.5        0.2        2.4        4.9       15.8:      2.9       1.3
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       322:       100         94         21          9         16         42         63         45         39         33         60:
Old  :       319:        98         93         21          8         16         40         65         44         39         33         60:
Other:       101:        36         30         11          5          4          5          .          .         13         12         13:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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       13.8       23.7       21.7       11.3        8.6       19.4       14.3
Old  :                 12.9       13.6       24.6       21.5       12.0        9.1       20.5       15.1
Other:                 51.3       55.7       64.2       72.3       48.4       55.3       55.7       66.5
```

----

Updated December 30, 2011