COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY 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:      149,446
COMMITMENTS
  47,000   36,405    8,944   83,263   86,637  139,207  131,986   10,239   17,460

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      9,625)
    -284    4,936     -136    9,521    4,603    9,101    9,403      524      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     24.4      6.0     55.7     58.0     93.1     88.3      6.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      73       85       45       49       62      153      166
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY 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:       27,261
COMMITMENTS
  12,835    3,245    1,227    9,923   21,491   23,985   25,963    3,276    1,298

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -2,000)
  -2,096     -317     -202      694   -1,742   -1,604   -2,261     -396      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     11.9      4.5     36.4     78.8     88.0     95.2     12.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      40       19       15       27       20       77       45
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY 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:      168,846
COMMITMENTS
  34,780   43,947   18,083  106,627   96,800  159,490  158,830    9,356   10,016

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      5,094)
   2,643    3,989     -586    2,952    1,074    5,009    4,477       85      617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     26.0     10.7     63.2     57.3     94.5     94.1      5.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      44       73       39       52       49      120      140
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY 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:      525,763
COMMITMENTS
 123,699   66,270   51,387  294,949  336,454  470,035  454,111   55,728   71,652

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      7,796)
  -1,007   -3,652    3,227    7,924    8,254   10,144    7,829   -2,348      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     12.6      9.8     56.1     64.0     89.4     86.4     10.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      62       57       72       75       85      176      179
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY 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:      103,082
COMMITMENTS
  24,271   20,445   12,313   60,681   62,817   97,265   95,575    5,817    7,507

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      2,480)
  -2,833    4,363      647    4,499   -3,418    2,313    1,592      167      888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     19.8     11.9     58.9     60.9     94.4     92.7      5.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      72       96       80      114      105      229      244
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY 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:       66,540
COMMITMENTS
  46,686   11,051    1,118    9,844   51,286   57,648   63,455    8,892    3,085

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      9,168)
   6,547    3,065      362     -244    4,347    6,665    7,774    2,503    1,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.2     16.6      1.7     14.8     77.1     86.6     95.4     13.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      65       17        6       17       12       87       31
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY 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:      465,246
COMMITMENTS
  12,005   53,841    5,037  429,378  387,402  446,420  446,280   18,826   18,966

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     20,703)
     680    4,054    2,442   15,964   14,531   19,086   21,027    1,617     -324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     11.6      1.1     92.3     83.3     96.0     95.9      4.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      21       47       14      100      120      132      170
 

Updated December 16, 2011