```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, December 27, 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  :   151,348:    47,833     41,694      9,211     82,185     84,820    139,229    135,725:    12,119     15,623
Old  :   141,686:    46,564     41,952      7,880     76,163     77,007    130,607    126,839:    11,079     14,847
Other:     9,662:     2,571      1,044         29      6,022      7,813      8,622      8,886:     1,040        776
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     1,162:        29      1,602        490       -764       -281       -245      1,811:     1,407       -649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       27.5        6.1       54.3       56.0       92.0       89.7:       8.0       10.3
Old  :     100.0:      32.9       29.6        5.6       53.8       54.4       92.2       89.5:       7.8       10.5
Other:     100.0:      26.6       10.8        0.3       62.3       80.9       89.2       92.0:      10.8        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        68         83         44         51         59        147        162:
Old  :       227:        71         82         38         46         56        140        155:
Other:        77:        16         17          2         26         28         44         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.4       14.5       36.1       23.9       20.5       12.2       29.8       20.2
Old  :                 23.4       15.0       36.9       24.1       21.5       13.0       30.7       21.2
Other:                 46.9       60.4       65.9       71.6       46.3       60.1       64.8       71.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, December 27, 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  :    25,589:    12,487      1,468        266      9,643     22,792     22,396     24,526:     3,193      1,063
Old  :    25,580:    12,487      1,468        266      9,640     22,783     22,393     24,517:     3,187      1,063
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :       -88:       170        130        -52        -96         35         22        113:      -110       -201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.8        5.7        1.0       37.7       89.1       87.5       95.8:      12.5        4.2
Old  :     100.0:      48.8        5.7        1.0       37.7       89.1       87.5       95.8:      12.5        4.2
Other:     100.0:       0.0        0.0        0.0       33.3      100.0       33.3      100.0:      66.7        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        44          9         11         26         20         73         37:
Old  :        90:        44          9         11         26         20         73         37:
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  :                 29.6       76.6       40.2       85.4       27.7       72.2       37.9       80.5
Old  :                 29.6       76.6       40.2       85.3       27.7       72.2       37.9       80.5
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 27, 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  :   167,753:    32,563     40,166     19,477    106,411     96,948    158,451    156,591:     9,302     11,162
Old  :   144,533:    31,588     46,240     12,690     91,465     74,489    135,743    133,419:     8,790     11,114
Other:    23,220:     7,479        430        283     14,946     22,459     22,708     23,172:       512         48
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :       504:    -1,478     -2,417      1,431        412      1,201        365        215:       139        289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       23.9       11.6       63.4       57.8       94.5       93.3:       5.5        6.7
Old  :     100.0:      21.9       32.0        8.8       63.3       51.5       93.9       92.3:       6.1        7.7
Other:     100.0:      32.2        1.9        1.2       64.4       96.7       97.8       99.8:       2.2        0.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        36         64         38         53         46        115        126:
Old  :       171:        35         66         35         53         42        113        121:
Other:        55:        15          3          5         29         21         44         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.1       27.8       42.0       44.4       24.7       20.1       35.5       28.6
Old  :                 28.7       27.9       45.1       43.3       28.3       22.7       42.0       32.6
Other:                 46.4       74.8       65.2       88.2       37.5       73.7       53.9       81.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, December 27, 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  :   544,792:   113,487     74,971     54,230    318,629    344,255    486,346    473,456:    58,446     71,336
Old  :   544,792:   113,487     74,971     54,230    318,629    344,255    486,346    473,456:    58,446     71,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     5,697:       404      3,164      1,904      2,557      2,096      4,865      7,164:       832     -1,467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       13.8       10.0       58.5       63.2       89.3       86.9:      10.7       13.1
Old  :     100.0:      20.8       13.8       10.0       58.5       63.2       89.3       86.9:      10.7       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        56         64         69         77         87        175        180:
Old  :       219:        56         64         69         77         87        175        180:
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  :                 15.8       14.9       28.6       23.6       15.3       13.2       25.2       20.1
Old  :                 15.8       14.9       28.6       23.6       15.3       13.2       25.2       20.1
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 27, 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  :   104,103:    24,039     22,458     12,570     61,988     61,803     98,597     96,831:     5,506      7,272
Old  :    95,765:    23,638     22,117     11,867     55,050     54,628     90,555     88,612:     5,210      7,153
Other:     8,338:       742        682        362      6,938      7,175      8,042      8,219:       296        119
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :       960:       612        306        211       -207        761        616      1,278:       344       -318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       21.6       12.1       59.5       59.4       94.7       93.0:       5.3        7.0
Old  :     100.0:      24.7       23.1       12.4       57.5       57.0       94.6       92.5:       5.4        7.5
Other:     100.0:       8.9        8.2        4.3       83.2       86.1       96.4       98.6:       3.6        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        72         97         79        114        101        233        236:
Old  :       306:        71         98         78        108         99        225        234:
Other:        95:        14         13          4         48         36         65         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  :                 16.4       15.2       30.6       23.8       15.6       12.0       26.7       19.9
Old  :                 17.3       14.9       31.7       23.8       16.6       12.8       28.5       21.2
Other:                 59.5       68.0       69.7       82.8       59.5       67.7       67.7       81.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, December 27, 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  :    64,646:    52,237      9,663        501      5,544     52,783     58,282     62,947:     6,364      1,699
Old  :    64,646:    52,237      9,663        501      5,544     52,783     58,282     62,947:     6,364      1,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :    -2,416:       412     -1,185         -6         35     -1,417        441     -2,608:    -2,857        192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.8       14.9        0.8        8.6       81.6       90.2       97.4:       9.8        2.6
Old  :     100.0:      80.8       14.9        0.8        8.6       81.6       90.2       97.4:       9.8        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        67         11          2         19         11         87         24:
Old  :       108:        67         11          2         19         11         87         24:
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  :                 52.3       82.5       63.6       92.2       52.3       82.5       63.2       92.2
Old  :                 52.3       82.5       63.6       92.2       52.3       82.5       63.2       92.2
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 27, 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  :   408,746:    11,341     43,305      2,514    379,435    348,046    393,290    393,865:    15,456     14,881
Old  :   408,746:    11,341     43,305      2,514    379,435    348,046    393,290    393,865:    15,456     14,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :    -7,861:    -2,705     -3,146       -484     -5,541     -5,210     -8,730     -8,840:       869        979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       10.6        0.6       92.8       85.1       96.2       96.4:       3.8        3.6
Old  :     100.0:       2.8       10.6        0.6       92.8       85.1       96.2       96.4:       3.8        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        15         38          7         92        103        112        143:
Old  :       221:        15         38          7         92        103        112        143:
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  :                 33.9       25.0       51.5       36.1       31.2       25.0       46.8       34.3
Old  :                 33.9       25.0       51.5       36.1       31.2       25.0       46.8       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 30, 2011