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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :   187,650:    46,368     23,504     40,504     90,229    105,472    177,101    169,481:    10,549     18,169
Old  :   178,063:    44,967     23,898     39,088     84,360     97,536    168,415    160,523:     9,648     17,541
Other:     9,587:     2,290        496        526      5,869      7,936      8,685      8,958:       901        629
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     2,393:     4,499        528        948     -3,535      2,912      1,911      4,388:       481     -1,995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       12.5       21.6       48.1       56.2       94.4       90.3:       5.6        9.7
Old  :     100.0:      25.3       13.4       22.0       47.4       54.8       94.6       90.1:       5.4        9.9
Other:     100.0:      23.9        5.2        5.5       61.2       82.8       90.6       93.4:       9.4        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        97         69         78         58         73        187        191:
Old  :       249:        99         68         73         57         72        184        187:
Other:        76:        20         11         13         27         34         53         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  :                 18.1       14.7       29.8       24.9       16.2       10.6       23.5       17.9
Old  :                 18.8       15.0       30.7       24.8       16.8       11.7       24.3       19.5
Other:                 44.1       57.4       61.1       69.1       43.0       54.6       59.6       64.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :    39,099:    14,866        768      7,550     12,812     29,559     35,227     37,876:     3,872      1,223
Old  :    39,090:    14,866        768      7,550     12,809     29,550     35,224     37,867:     3,866      1,223
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     1,269:       215        -29        148        837      1,131      1,200      1,250:        70         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        2.0       19.3       32.8       75.6       90.1       96.9:       9.9        3.1
Old  :     100.0:      38.0        2.0       19.3       32.8       75.6       90.1       96.9:       9.9        3.1
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  :       102:        54         11         18         25         24         88         46:
Old  :       102:        54         11         18         25         24         88         46:
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  :                 20.4       59.6       31.7       72.0       15.7       51.7       23.0       58.6
Old  :                 20.4       59.5       31.7       72.0       15.7       51.7       23.0       58.6
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 6, 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  :   186,921:    29,373     39,032     36,875    110,862    101,354    177,111    177,262:     9,810      9,659
Old  :   165,191:    29,072     44,681     29,873     97,048     81,208    155,993    155,762:     9,198      9,429
Other:    21,730:     6,426        475        879     13,814     20,147     21,118     21,500:       612        230
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     8,712:       824      3,730      4,511      2,288      1,049      7,623      9,290:     1,089       -578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       20.9       19.7       59.3       54.2       94.8       94.8:       5.2        5.2
Old  :     100.0:      17.6       27.0       18.1       58.7       49.2       94.4       94.3:       5.6        5.7
Other:     100.0:      29.6        2.2        4.0       63.6       92.7       97.2       98.9:       2.8        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        49         72         38         52         51        124        140:
Old  :       189:        48         73         35         51         48        120        137:
Other:        53:        11          5          8         27         22         43         31:
     :----------------------------------------------------------------------------------------------------
     :             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       24.7       42.1       40.1       22.8       17.5       30.6       24.3
Old  :                 26.5       24.1       43.6       38.9       25.4       19.2       35.4       27.6
Other:                 47.4       72.3       66.0       85.0       39.0       71.1       54.1       77.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :   709,669:   121,467     59,135    168,555    354,943    401,499    644,965    629,189:    64,704     80,480
Old  :   709,669:   121,467     59,135    168,555    354,943    401,499    644,965    629,189:    64,704     80,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     4,232:     8,115       -493     -2,315     -4,236      7,000      1,565      4,192:     2,667         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        8.3       23.8       50.0       56.6       90.9       88.7:       9.1       11.3
Old  :     100.0:      17.1        8.3       23.8       50.0       56.6       90.9       88.7:       9.1       11.3
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  :       226:        75         52         85         85         91        199        191:
Old  :       226:        75         52         85         85         91        199        191:
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  :                 13.3       12.9       22.9       21.2       11.9       10.0       19.1       16.1
Old  :                 13.3       12.9       22.9       21.2       11.9       10.0       19.1       16.1
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 with Delta-adjusted Options and Futures Combined, December 6, 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  :   140,274:    26,280     15,323     39,986     67,915     77,825    134,181    133,134:     6,093      7,140
Old  :   130,993:    25,978     15,157     38,212     61,023     70,659    125,213    124,028:     5,780      6,965
Other:     9,281:       686        551      1,391      6,892      7,165      8,968      9,107:       313        174
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     2,034:     3,012         42      2,449     -3,847       -348      1,614      2,143:       420       -109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       10.9       28.5       48.4       55.5       95.7       94.9:       4.3        5.1
Old  :     100.0:      19.8       11.6       29.2       46.6       53.9       95.6       94.7:       4.4        5.3
Other:     100.0:       7.4        5.9       15.0       74.3       77.2       96.6       98.1:       3.4        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:        82         80        102        124        120        255        258:
Old  :       305:        83         81        101        121        119        251        257:
Other:        96:        18         13         15         49         31         74         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       15.7       25.2       25.1       11.7        9.2       21.5       14.5
Old  :                 14.0       15.9       26.2       25.1       12.3        9.8       22.7       15.6
Other:                 54.1       60.8       66.6       75.2       51.4       60.5       58.0       68.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :    58,532:    40,291      7,559      1,521     10,206     47,701     52,019     56,781:     6,514      1,751
Old  :    58,532:    40,291      7,559      1,521     10,206     47,701     52,019     56,781:     6,514      1,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    -1,091:     1,418       -184          7     -1,694       -293       -269       -471:      -822       -620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.8       12.9        2.6       17.4       81.5       88.9       97.0:      11.1        3.0
Old  :     100.0:      68.8       12.9        2.6       17.4       81.5       88.9       97.0:      11.1        3.0
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  :       106:        64         15         10         19         12         88         33:
Old  :       106:        64         15         10         19         12         88         33:
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  :                 48.3       86.2       59.9       91.6       48.3       85.0       59.0       89.4
Old  :                 48.3       86.2       59.9       91.6       48.3       85.0       59.0       89.4
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 6, 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  :   446,543:    10,972     49,724      3,360    414,806    373,867    429,138    426,952:    17,405     19,591
Old  :   446,543:    10,972     49,724      3,360    414,806    373,867    429,138    426,952:    17,405     19,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :   -26,340:     1,244     -5,743     -1,565    -29,572    -21,319    -29,893    -28,627:     3,553      2,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       11.1        0.8       92.9       83.7       96.1       95.6:       3.9        4.4
Old  :     100.0:       2.5       11.1        0.8       92.9       83.7       96.1       95.6:       3.9        4.4
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  :       234:        19         45         13         98        111        128        158:
Old  :       234:        19         45         13         98        111        128        158:
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  :                 33.6       24.0       54.9       34.6       33.5       22.5       49.7       31.6
Old  :                 33.6       24.0       54.9       34.6       33.5       22.5       49.7       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated December 9, 2011