```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      206,507
COMMITMENTS
  44,927   30,556   46,980  101,747  112,308  193,654  189,844   12,853   16,663

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        901)
    -407      806      930     -995     -116     -472    1,620    1,373     -719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     14.8     22.7     49.3     54.4     93.8     91.9      6.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      95       71       78       59       69      184      192
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,478
COMMITMENTS
  11,531    1,378    3,399   12,276   24,537   27,206   29,314    3,272    1,164

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        154)
     139       -6      154      -34      198      259      346     -105     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.8      4.5     11.2     40.3     80.5     89.3     96.2     10.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      40       14       17       29       25       78       47
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      192,416
COMMITMENTS
  28,465   39,023   39,857  114,181  102,051  182,504  180,931    9,913   11,485

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -473)
    -716   -1,914       97       23    1,105     -596     -712      123      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     20.3     20.7     59.3     53.0     94.8     94.0      5.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      39       63       41       55       48      121      129
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      729,754
COMMITMENTS
 115,092   63,170  169,243  380,683  418,794  665,018  651,207   64,737   78,547

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      5,192)
     -10    3,067    1,333    2,781    2,643    4,105    7,043    1,087   -1,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      8.7     23.2     52.2     57.4     91.1     89.2      8.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      71       56       86       85       92      198      194
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      143,559
COMMITMENTS
  21,738   21,655   42,125   73,640   71,849  137,504  135,629    6,055    7,930

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      1,544)
     382      396      524      288    1,061    1,195    1,980      349     -437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     15.1     29.3     51.3     50.0     95.8     94.5      4.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      81       96      105      125      115      257      271
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       65,705
COMMITMENTS
  52,262    9,117    1,263    5,708   53,562   59,233   63,942    6,472    1,763

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -2,443)
     408   -1,189       -9       32   -1,426      430   -2,625   -2,873      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.5     13.9      1.9      8.7     81.5     90.1     97.3      9.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      68       12        7       19       12       92       27
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      410,463
COMMITMENTS
  11,341   43,617    2,611  380,834  348,998  394,787  395,227   15,676   15,236

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -7,734)
  -2,422   -2,840     -782   -5,480   -5,159   -8,684   -8,781      950    1,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8     10.6      0.6     92.8     85.0     96.2     96.3      3.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      15       38        9       93      104      115      144
```

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Updated December 30, 2011