```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, December 20, 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  :   150,186:    47,804     40,092      8,721     82,949     85,101    139,474    133,914:    10,712     16,272
Old  :   140,553:    46,599     40,253      7,467     76,767     77,314    130,833    125,034:     9,720     15,519
Other:     9,633:     2,451      1,085          8      6,182      7,787      8,641      8,880:       992        753
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :       740:       804      3,687       -223       -314     -1,536        267      1,928:       473     -1,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       26.7        5.8       55.2       56.7       92.9       89.2:       7.1       10.8
Old  :     100.0:      33.2       28.6        5.3       54.6       55.0       93.1       89.0:       6.9       11.0
Other:     100.0:      25.4       11.3        0.1       64.2       80.8       89.7       92.2:      10.3        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        69         82         46         51         59        149        162:
Old  :       227:        72         81         40         46         56        142        155:
Other:        77:        17         17          1         26         27         44         44:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       14.6       37.0       23.9       21.0       12.3       30.3       20.3
Old  :                 24.1       15.1       37.7       24.1       22.1       13.1       31.2       21.4
Other:                 46.6       60.4       64.7       71.6       45.6       59.0       63.6       70.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, December 20, 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  :    25,677:    12,317      1,338        318      9,739     22,757     22,374     24,413:     3,303      1,264
Old  :    25,668:    12,317      1,338        318      9,736     22,748     22,371     24,404:     3,297      1,264
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -1,584:      -518     -1,907       -909       -184      1,266     -1,611     -1,550:        27        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.0        5.2        1.2       37.9       88.6       87.1       95.1:      12.9        4.9
Old  :     100.0:      48.0        5.2        1.2       37.9       88.6       87.2       95.1:      12.8        4.9
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  :        89:        42         11         11         27         19         73         38:
Old  :        89:        42         11         11         27         19         73         38:
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  :                 29.7       76.3       40.3       84.2       27.8       71.4       38.0       79.1
Old  :                 29.7       76.3       40.3       84.2       27.8       71.4       38.0       79.1
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 20, 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  :   167,249:    34,041     42,583     18,046    105,999     95,747    158,086    156,376:     9,163     10,873
Old  :   144,673:    33,147     48,471     11,703     91,348     73,882    136,198    134,056:     8,475     10,617
Other:    22,576:     7,202        420         35     14,651     21,865     21,888     22,320:       688        256
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -1,597:      -739     -1,364        -37       -628     -1,053     -1,404     -2,454:      -193        857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       25.5       10.8       63.4       57.2       94.5       93.5:       5.5        6.5
Old  :     100.0:      22.9       33.5        8.1       63.1       51.1       94.1       92.7:       5.9        7.3
Other:     100.0:      31.9        1.9        0.2       64.9       96.9       97.0       98.9:       3.0        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        38         70         35         54         44        117        126:
Old  :       176:        38         70         33         54         41        115        123:
Other:        52:        12          3          2         29         21         41         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       27.5       42.6       43.6       25.5       19.0       34.8       27.0
Old  :                 29.4       27.3       45.6       42.4       29.0       21.6       41.5       31.4
Other:                 47.6       75.9       66.4       88.8       38.5       74.8       54.3       81.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, December 20, 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  :   539,095:   113,083     71,807     52,326    316,072    342,159    481,481    466,292:    57,614     72,803
Old  :   539,095:   113,083     71,807     52,326    316,072    342,159    481,481    466,292:    57,614     72,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    13,332:   -10,616      5,537        939     21,123      5,705     11,446     12,181:     1,886      1,151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       13.3        9.7       58.6       63.5       89.3       86.5:      10.7       13.5
Old  :     100.0:      21.0       13.3        9.7       58.6       63.5       89.3       86.5:      10.7       13.5
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  :       216:        56         61         69         76         84        172        177:
Old  :       216:        56         61         69         76         84        172        177:
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  :                 15.9       15.0       28.5       23.8       15.4       13.1       25.4       20.3
Old  :                 15.9       15.0       28.5       23.8       15.4       13.1       25.4       20.3
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 20, 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  :   103,143:    23,427     22,152     12,359     62,195     61,042     97,981     95,553:     5,162      7,590
Old  :    94,850:    23,059     21,823     11,636     55,301     53,931     89,996     87,390:     4,854      7,460
Other:     8,293:       725        686        366      6,894      7,111      7,985      8,163:       308        130
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :        61:      -844      1,707         46      1,514     -1,775        716        -22:      -655         83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       21.5       12.0       60.3       59.2       95.0       92.6:       5.0        7.4
Old  :     100.0:      24.3       23.0       12.3       58.3       56.9       94.9       92.1:       5.1        7.9
Other:     100.0:       8.7        8.3        4.4       83.1       85.7       96.3       98.4:       3.7        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        70         98         81        115        104        234        241:
Old  :       306:        71         98         80        109        102        226        239:
Other:        95:        15         13          4         48         35         66         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       15.1       30.9       23.2       15.8       12.0       27.3       19.3
Old  :                 17.6       14.8       32.1       23.0       16.8       12.9       29.3       20.6
Other:                 59.4       68.4       69.6       82.6       59.4       68.0       67.6       80.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    67,062:    51,825     10,848        507      5,509     54,200     57,841     65,555:     9,221      1,507
Old  :    67,062:    51,825     10,848        507      5,509     54,200     57,841     65,555:     9,221      1,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :       522:     5,139       -203       -611     -4,335      2,914        193      2,100:       329     -1,578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.3       16.2        0.8        8.2       80.8       86.3       97.8:      13.7        2.2
Old  :     100.0:      77.3       16.2        0.8        8.2       80.8       86.3       97.8:      13.7        2.2
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  :       104:        63         13          2         18         10         82         25:
Old  :       104:        63         13          2         18         10         82         25:
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  :                 50.8       84.6       61.1       94.1       50.8       84.6       60.7       94.1
Old  :                 50.8       84.6       61.1       94.1       50.8       84.6       60.7       94.1
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 20, 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  :   416,607:    14,046     46,451      2,998    384,976    353,256    402,020    402,705:    14,587     13,902
Old  :   416,607:    14,046     46,451      2,998    384,976    353,256    402,020    402,705:    14,587     13,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :   -48,639:     2,041     -7,390     -2,039    -44,402    -34,146    -44,400    -43,575:    -4,239     -5,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       11.1        0.7       92.4       84.8       96.5       96.7:       3.5        3.3
Old  :     100.0:       3.4       11.1        0.7       92.4       84.8       96.5       96.7:       3.5        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        20         42          9         94        100        120        145:
Old  :       230:        20         42          9         94        100        120        145:
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  :                 34.2       24.6       51.9       35.7       31.2       24.5       47.4       33.9
Old  :                 34.2       24.6       51.9       35.7       31.2       24.5       47.4       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 23, 2011