COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      208,092
COMMITMENTS
  49,693   23,061   48,622   94,976  122,574  193,291  194,257   14,801   13,835

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      1,585)
   4,766   -7,495    1,642   -6,772   10,266     -363    4,412    1,948   -2,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     11.1     23.4     45.6     58.9     92.9     93.4      7.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
     102       58       82       60       72      191      187
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,677
COMMITMENTS
  12,658    1,216    3,984   12,888   26,191   29,530   31,392    3,147    1,285

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      2,199)
   1,127     -162      586      612    1,654    2,325    2,078     -125      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7      3.7     12.2     39.4     80.2     90.4     96.1      9.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      44       15       18       28       24       84       45
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      199,525
COMMITMENTS
  28,449   39,350   43,538  117,196  105,822  189,183  188,709   10,342   10,816

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      7,109)
     -16      327    3,681    3,015    3,771    6,680    7,778      430     -669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     19.7     21.8     58.7     53.0     94.8     94.6      5.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      45       61       43       55       47      124      132
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      752,852
COMMITMENTS
 131,019   60,726  172,878  380,945  440,699  684,842  674,303   68,010   78,549

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     23,098)
  15,927   -2,444    3,635      262   21,905   19,824   23,095    3,274        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      8.1     23.0     50.6     58.5     91.0     89.6      9.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      75       60       88       87       91      206      196
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      145,784
COMMITMENTS
  23,262   19,728   43,494   72,579   74,025  139,334  137,246    6,450    8,538

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      2,225)
   1,523   -1,927    1,368   -1,062    2,176    1,830    1,617      395      607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     13.5     29.8     49.8     50.8     95.6     94.1      4.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      75       92      104      128      118      261      264
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       67,118
COMMITMENTS
  50,780    8,387    1,339    6,072   56,012   58,191   65,738    8,927    1,380

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      1,413)
  -1,482     -730       75      364    2,451   -1,042    1,796    2,455     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.7     12.5      2.0      9.0     83.5     86.7     97.9     13.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      65       12        9       19       13       88       31
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      404,411
COMMITMENTS
  13,010   45,351    2,978  372,211  341,159  388,199  389,487   16,212   14,924

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -6,052)
   1,669    1,733      367   -8,623   -7,839   -6,587   -5,739      536     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     11.2      0.7     92.0     84.4     96.0     96.3      4.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      20       39       10       96      103      123      145
 

Updated January 3, 2012