COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      187,650
COMMITMENTS
  46,368   23,504   40,504   90,229  105,472  177,101  169,481   10,549   18,169

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      2,393)
   4,499      528      948   -3,535    2,912    1,911    4,388      481   -1,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7     12.5     21.6     48.1     56.2     94.4     90.3      5.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      97       69       78       58       73      187      191
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       39,099
COMMITMENTS
  14,866      768    7,550   12,812   29,559   35,227   37,876    3,872    1,223

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      1,269)
     215      -29      148      837    1,131    1,200    1,250       70       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.0      2.0     19.3     32.8     75.6     90.1     96.9      9.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      54       11       18       25       24       88       46
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      186,921
COMMITMENTS
  29,373   39,032   36,875  110,862  101,354  177,111  177,262    9,810    9,659

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      8,712)
     824    3,730    4,511    2,288    1,049    7,623    9,290    1,089     -578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     20.9     19.7     59.3     54.2     94.8     94.8      5.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      49       72       38       52       51      124      140
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      709,669
COMMITMENTS
 121,467   59,135  168,555  354,943  401,499  644,965  629,189   64,704   80,480

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      4,232)
   8,115     -493   -2,315   -4,236    7,000    1,565    4,192    2,667       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      8.3     23.8     50.0     56.6     90.9     88.7      9.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      75       52       85       85       91      199      191
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      140,274
COMMITMENTS
  26,280   15,323   39,986   67,915   77,825  134,181  133,134    6,093    7,140

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      2,034)
   3,012       42    2,449   -3,847     -348    1,614    2,143      420     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     10.9     28.5     48.4     55.5     95.7     94.9      4.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      82       80      102      124      120      255      258
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       58,532
COMMITMENTS
  40,291    7,559    1,521   10,206   47,701   52,019   56,781    6,514    1,751

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,091)
   1,418     -184        7   -1,694     -293     -269     -471     -822     -620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.8     12.9      2.6     17.4     81.5     88.9     97.0     11.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      64       15       10       19       12       88       33
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      446,543
COMMITMENTS
  10,972   49,724    3,360  414,806  373,867  429,138  426,952   17,405   19,591

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -26,340)
   1,244   -5,743   -1,565  -29,572  -21,319  -29,893  -28,627    3,553    2,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     11.1      0.8     92.9     83.7     96.1     95.6      3.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      19       45       13       98      111      128      158
 

Updated December 9, 2011