COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      204,371
COMMITMENTS
  45,351   27,890   44,782  104,585  112,353  194,719  185,025    9,652   19,347

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     16,721)
  -1,016    4,386    4,278   14,357    6,880   17,618   15,544     -897    1,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     13.6     21.9     51.2     55.0     95.3     90.5      4.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
     104       68       80       57       71      190      195
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       35,863
COMMITMENTS
  12,501    1,783    6,466   13,394   26,099   32,361   34,349    3,502    1,514

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -3,237)
  -2,365    1,015   -1,084      582   -3,459   -2,866   -3,528     -370      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9      5.0     18.0     37.3     72.8     90.2     95.8      9.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      40       20       18       29       25       81       52
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      192,346
COMMITMENTS
  30,839   42,967   37,254  113,921  101,726  182,014  181,948   10,331   10,398

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      5,425)
   1,466    3,935      379    3,059      372    4,904    4,686      521      739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     22.3     19.4     59.2     52.9     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      50       71       43       55       51      127      145
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      731,430
COMMITMENTS
 121,734   60,892  177,634  369,106  411,908  668,475  650,434   62,955   80,995

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     21,761)
     267    1,757    9,079   14,163   10,409   23,510   21,245   -1,749      516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      8.3     24.3     50.5     56.3     91.4     88.9      8.6     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      63       63       88       84       90      198      194
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      140,236
COMMITMENTS
  22,722   20,388   39,711   71,423   72,097  133,856  132,196    6,379    8,040

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        -38)
  -3,557    5,064     -276    3,509   -5,727     -324     -939      286      900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     14.5     28.3     50.9     51.4     95.5     94.3      4.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      80       98      101      122      117      249      275
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       67,349
COMMITMENTS
  46,722   10,598    1,705    9,925   51,914   58,352   64,218    8,997    3,132

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      8,817)
   6,431    3,040      184     -282    4,213    6,333    7,436    2,484    1,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.4     15.7      2.5     14.7     77.1     86.6     95.4     13.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      67       17       10       18       12       92       33
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      467,660
COMMITMENTS
  11,932   54,086    5,718  430,958  388,605  448,609  448,410   19,051   19,250

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     21,117)
     960    4,362    2,358   16,153   14,738   19,470   21,458    1,646     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     11.6      1.2     92.2     83.1     95.9     95.9      4.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      21       47       18      102      120      135      173
 

Updated December 16, 2011