```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   206,507:    44,927     30,556     46,980    101,747    112,308    193,654    189,844:    12,853     16,663
Old  :   196,222:    43,731     31,075     45,107     95,601    104,221    184,439    180,404:    11,782     15,818
Other:    10,286:     2,561        846        508      6,146      8,087      9,215      9,441:     1,070        845
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :       901:      -407        806        930       -995       -116       -472      1,620:     1,373       -719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       14.8       22.7       49.3       54.4       93.8       91.9:       6.2        8.1
Old  :     100.0:      22.3       15.8       23.0       48.7       53.1       94.0       91.9:       6.0        8.1
Other:     100.0:      24.9        8.2        4.9       59.8       78.6       89.6       91.8:      10.4        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        95         71         78         59         69        184        192:
Old  :       246:        99         69         72         57         68        180        187:
Other:        81:        18         17         13         29         32         57         52:
     :----------------------------------------------------------------------------------------------------
     :             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
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    30,478:    11,531      1,378      3,399     12,276     24,537     27,206     29,314:     3,272      1,164
Old  :    30,469:    11,531      1,378      3,399     12,273     24,528     27,203     29,305:     3,266      1,164
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :       154:       139         -6        154        -34        198        259        346:      -105       -192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8        4.5       11.2       40.3       80.5       89.3       96.2:      10.7        3.8
Old  :     100.0:      37.8        4.5       11.2       40.3       80.5       89.3       96.2:      10.7        3.8
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  :        91:        40         14         17         29         25         78         47:
Old  :        91:        40         14         17         29         25         78         47:
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  :                 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
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   192,416:    28,465     39,023     39,857    114,181    102,051    182,504    180,931:     9,913     11,485
Old  :   168,357:    28,194     45,424     32,026     98,762     79,471    158,982    156,920:     9,375     11,437
Other:    24,059:     7,079        407      1,023     15,419     22,580     23,522     24,011:       537         48
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :      -473:      -716     -1,914         97         23      1,105       -596       -712:       123        239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       20.3       20.7       59.3       53.0       94.8       94.0:       5.2        6.0
Old  :     100.0:      16.7       27.0       19.0       58.7       47.2       94.4       93.2:       5.6        6.8
Other:     100.0:      29.4        1.7        4.3       64.1       93.9       97.8       99.8:       2.2        0.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        39         63         41         55         48        121        129:
Old  :       174:        34         69         39         55         45        119        126:
Other:        55:        16          2         10         30         22         47         33:
     :----------------------------------------------------------------------------------------------------
     :             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
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   729,754:   115,092     63,170    169,243    380,683    418,794    665,018    651,207:    64,737     78,547
Old  :   729,754:   115,092     63,170    169,243    380,683    418,794    665,018    651,207:    64,737     78,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     5,192:       -10      3,067      1,333      2,781      2,643      4,105      7,043:     1,087     -1,851
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        8.7       23.2       52.2       57.4       91.1       89.2:       8.9       10.8
Old  :     100.0:      15.8        8.7       23.2       52.2       57.4       91.1       89.2:       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
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        71         56         86         85         92        198        194:
Old  :       227:        71         56         86         85         92        198        194:
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  :                 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
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   143,559:    21,738     21,655     42,125     73,640     71,849    137,504    135,629:     6,055      7,930
Old  :   133,303:    21,426     21,566     40,014     66,111     63,926    127,550    125,506:     5,753      7,797
Other:    10,256:       782        557      1,642      7,530      7,923      9,954     10,123:       302        133
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     1,544:       382        396        524        288      1,061      1,195      1,980:       349       -437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       15.1       29.3       51.3       50.0       95.8       94.5:       4.2        5.5
Old  :     100.0:      16.1       16.2       30.0       49.6       48.0       95.7       94.2:       4.3        5.8
Other:     100.0:       7.6        5.4       16.0       73.4       77.3       97.1       98.7:       2.9        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:        81         96        105        125        115        257        271:
Old  :       319:        79         98        104        123        113        253        269:
Other:       101:        18         14         14         49         37         74         58:
     :----------------------------------------------------------------------------------------------------
     :             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
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    65,705:    52,262      9,117      1,263      5,708     53,562     59,233     63,942:     6,472      1,763
Old  :    65,705:    52,262      9,117      1,263      5,708     53,562     59,233     63,942:     6,472      1,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :    -2,443:       408     -1,189         -9         32     -1,426        430     -2,625:    -2,873        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.5       13.9        1.9        8.7       81.5       90.1       97.3:       9.9        2.7
Old  :     100.0:      79.5       13.9        1.9        8.7       81.5       90.1       97.3:       9.9        2.7
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  :       110:        68         12          7         19         12         92         27:
Old  :       110:        68         12          7         19         12         92         27:
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  :                 51.4       81.3       62.6       91.0       51.4       81.2       62.2       90.2
Old  :                 51.4       81.3       62.6       91.0       51.4       81.2       62.2       90.2
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 with Delta-adjusted Options and Futures Combined, 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  :   410,463:    11,341     43,617      2,611    380,834    348,998    394,787    395,227:    15,676     15,236
Old  :   410,463:    11,341     43,617      2,611    380,834    348,998    394,787    395,227:    15,676     15,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :    -7,734:    -2,422     -2,840       -782     -5,480     -5,159     -8,684     -8,781:       950      1,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       10.6        0.6       92.8       85.0       96.2       96.3:       3.8        3.7
Old  :     100.0:       2.8       10.6        0.6       92.8       85.0       96.2       96.3:       3.8        3.7
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          9         93        104        115        144:
Old  :       221:        15         38          9         93        104        115        144:
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  :                 33.8       24.9       51.2       36.0       31.1       24.9       46.6       34.2
Old  :                 33.8       24.9       51.2       36.0       31.1       24.9       46.6       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 30, 2011