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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   234,264:    66,409     21,363     53,542     97,549    147,103    217,500    222,008:    16,764     12,256
Old  :   221,225:    65,518     23,020     48,951     91,548    137,474    206,017    209,445:    15,208     11,780
Other:    13,039:     2,603         55      2,879      6,000      9,629     11,482     12,563:     1,556        476
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     5,938:     2,073     -2,754        577      3,292      6,834      5,942      4,657:        -4      1,281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        9.1       22.9       41.6       62.8       92.8       94.8:       7.2        5.2
Old  :     100.0:      29.6       10.4       22.1       41.4       62.1       93.1       94.7:       6.9        5.3
Other:     100.0:      20.0        0.4       22.1       46.0       73.9       88.1       96.4:      11.9        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:       129         71         83         62         69        227        191:
Old  :       289:       128         72         80         61         68        224        189:
Other:        78:        20          9         16         28         34         56         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       29.5       25.6       40.8       12.0       24.6       19.5       31.7
Old  :                 14.6       30.8       25.9       41.6       12.7       26.1       20.6       34.1
Other:                 29.8       39.2       46.4       56.4       26.8       37.7       37.2       51.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    29,652:    10,445      1,880      5,830      9,962     20,676     26,237     28,385:     3,415      1,267
Old  :    29,625:    10,445      1,877      5,830      9,935     20,654     26,210     28,360:     3,415      1,265
Other:        27:         0          3          0         27         22         27         25:         0          2
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -4,004:    -1,158        270     -1,303       -825     -2,944     -3,286     -3,977:      -718        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        6.3       19.7       33.6       69.7       88.5       95.7:      11.5        4.3
Old  :     100.0:      35.3        6.3       19.7       33.5       69.7       88.5       95.7:      11.5        4.3
Other:     100.0:       0.0       11.1        0.0      100.0       81.5      100.0       92.6:       0.0        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        38         20         19         23         16         72         44:
Old  :        85:        38         20         19         23         16         72         44:
Other:         3:         0          1          0          1          1          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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       65.2       36.8       80.0       19.8       56.8       31.0       62.8
Old  :                 23.1       65.2       36.8       80.0       19.8       56.7       31.0       62.8
Other:                100.0       92.6      100.0       92.6      100.0       92.6      100.0       92.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   218,218:    52,201     18,387     53,170    100,484    136,496    205,855    208,053:    12,363     10,165
Old  :   181,340:    50,286     23,806     41,536     77,740    106,308    169,562    171,650:    11,778      9,690
Other:    36,877:     7,660        326      5,889     22,744     30,188     36,292     36,402:       585        475
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     3,237:      -678      1,590      2,460        816     -2,574      2,598      1,477:       639      1,760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        8.4       24.4       46.0       62.6       94.3       95.3:       5.7        4.7
Old  :     100.0:      27.7       13.1       22.9       42.9       58.6       93.5       94.7:       6.5        5.3
Other:     100.0:      20.8        0.9       16.0       61.7       81.9       98.4       98.7:       1.6        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        64         52         47         53         49        141        127:
Old  :       188:        62         55         47         51         48        139        126:
Other:        48:        10          5          9         24         22         38         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.5       26.7       40.4       45.9       19.7       21.0       26.6       32.9
Old  :                 23.8       25.4       35.0       41.2       16.8       21.5       25.3       33.9
Other:                 71.3       56.3       83.9       81.3       55.5       43.1       62.1       63.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   876,028:   182,419    127,084    129,017    494,652    539,509    806,089    795,609:    69,939     80,418
Old  :   876,028:   182,419    127,084    129,017    494,652    539,509    806,089    795,609:    69,939     80,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -5,781:     2,033     -7,424     -2,389     -4,842     16,090     -5,197      6,277:      -584    -12,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       14.5       14.7       56.5       61.6       92.0       90.8:       8.0        9.2
Old  :     100.0:      20.8       14.5       14.7       56.5       61.6       92.0       90.8:       8.0        9.2
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  :       212:        57         59         66         89         81        184        170:
Old  :       212:        57         59         66         89         81        184        170:
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  :                 12.1       20.3       21.3       30.2       11.6       16.7       20.1       23.8
Old  :                 12.1       20.3       21.3       30.2       11.6       16.7       20.1       23.8
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 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   206,930:    36,550     56,764     70,443     89,058     69,932    196,050    197,139:    10,879      9,791
Old  :   199,496:    37,147     57,639     66,868     85,212     65,578    189,227    190,085:    10,269      9,411
Other:     7,434:     1,192        914      1,786      3,845      4,354      6,824      7,054:       610        380
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     5,988:       527       -825      2,962      1,542        790      5,030      2,927:       958      3,061
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       27.4       34.0       43.0       33.8       94.7       95.3:       5.3        4.7
Old  :     100.0:      18.6       28.9       33.5       42.7       32.9       94.9       95.3:       5.1        4.7
Other:     100.0:      16.0       12.3       24.0       51.7       58.6       91.8       94.9:       8.2        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       389:       111        125        103        138        114        297        301:
Old  :       389:       115        122        100        136        109        295        293:
Other:       114:        12         18         13         57         45         78         68:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       12.5       21.7       23.2        8.3        9.6       15.2       16.6
Old  :                 12.4       12.4       21.6       23.1        8.5       10.0       15.7       17.0
Other:                 32.1       36.5       49.7       54.5       18.7       26.3       31.2       36.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    43,604:    23,697     34,272      2,199     14,643      3,282     40,539     39,753:     3,065      3,851
Old  :    43,604:    23,697     34,272      2,199     14,643      3,282     40,539     39,753:     3,065      3,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :      -373:       573     -2,299        133     -1,865        636     -1,160     -1,531:       787      1,158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.3       78.6        5.0       33.6        7.5       93.0       91.2:       7.0        8.8
Old  :     100.0:      54.3       78.6        5.0       33.6        7.5       93.0       91.2:       7.0        8.8
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  :       106:        35         49         10         15         10         56         63:
Old  :       106:        35         49         10         15         10         56         63:
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  :                 47.5       37.7       64.5       55.6       44.8       37.7       61.7       54.5
Old  :                 47.5       37.7       64.5       55.6       44.8       37.7       61.7       54.5
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 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   352,697:    49,467     32,787      1,810    279,497    308,232    330,774    342,829:    21,922      9,867
Old  :   352,697:    49,467     32,787      1,810    279,497    308,232    330,774    342,829:    21,922      9,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -1,107:     2,616      2,290       -196     -3,886     -2,228     -1,465       -134:       359       -973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        9.3        0.5       79.2       87.4       93.8       97.2:       6.2        2.8
Old  :     100.0:      14.0        9.3        0.5       79.2       87.4       93.8       97.2:       6.2        2.8
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  :       238:        51         30          9         95         95        151        129:
Old  :       238:        51         30          9         95         95        151        129:
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  :                 30.6       33.5       42.3       45.7       28.0       33.4       39.8       45.4
Old  :                 30.6       33.5       42.3       45.7       28.0       33.4       39.8       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated January 4, 2013