WHEAT - CHICAGO BOARD OF TRADE                                                                                                                   Code-001602
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   379,635:    33,771    110,633    169,506     16,380     14,928     59,390     98,402     32,102     16,934     31,623     20,253:   32,751    55,314
Old  :   245,700:    22,347     77,173    109,050     14,884      3,662     46,895     81,522     13,169     21,258     15,831      5,555:   23,764    33,904
Other:   133,935:    11,424     33,460     61,617      2,657     10,105     22,298     26,683      9,130      2,969     23,085      7,405:    8,987    21,410
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :     4,119:    -1,191     -1,999      1,547      1,373      1,613      1,206        -36      1,089     -3,462       -610      1,624:    1,693     1,065
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.9       29.1       44.6        4.3        3.9       15.6       25.9        8.5        4.5        8.3        5.3:      8.6      14.6
Old  :     100.0:       9.1       31.4       44.4        6.1        1.5       19.1       33.2        5.4        8.7        6.4        2.3:      9.7      13.8
Other:     100.0:       8.5       25.0       46.0        2.0        7.5       16.6       19.9        6.8        2.2       17.2        5.5:      6.7      16.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       382:        54         79         19          6         20         46         83         56         55         69         64:
Old  :       364:        39         68         18          7          8         51         75         34         65         57         33:
Other:       237:        32         66         15          7         15         25         29         15         18         61         30:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 26.0       11.5       40.0       18.4       25.0       10.2       38.3       15.8
Old  :                 28.3       15.6       39.8       24.0       28.3       14.1       39.3       22.3
Other:                 33.9       12.8       51.2       21.5       30.6        8.9       47.9       16.3
 
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                                               Code-001612
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   137,492:    29,689     64,141     24,414          0      2,679     27,423     20,785     19,659     12,960      2,994      3,350:   17,318    23,884
Old  :    84,631:    14,572     38,672     18,116          0      1,175     27,975     21,336      3,373      6,444      2,196      1,475:   11,501    16,404
Other:    52,861:    15,117     25,469      6,300          2      1,502     14,159     14,160      1,575      8,153      2,435        238:    5,817     7,480
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :      -292:     1,588        165        801          0         22     -3,368     -1,128        920       -226       -315       -485:      456       529
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.6       46.7       17.8        0.0        1.9       19.9       15.1       14.3        9.4        2.2        2.4:     12.6      17.4
Old  :     100.0:      17.2       45.7       21.4        0.0        1.4       33.1       25.2        4.0        7.6        2.6        1.7:     13.6      19.4
Other:     100.0:      28.6       48.2       11.9        0.0        2.8       26.8       26.8        3.0       15.4        4.6        0.5:     11.0      14.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       158:        40         47         16          0          9         27         17         19         20          9         16:
Old  :       144:        30         43         16          0          .         26         18          9         19          4          9:
Other:       114:        27         36         14          .          7         12         10          4         11         13          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 12.5       28.0       23.0       38.2       12.2       26.5       21.4       36.0
Old  :                 18.9       24.3       32.1       39.1       18.5       23.5       31.3       37.9
Other:                 22.3       41.5       37.3       54.5       21.8       39.4       36.7       52.4
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                                                                                               Code-001626
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    39,723:    13,386     24,087        269        102        324     11,203      1,450        258      3,179        713      2,378:    8,726    10,411
Old  :    32,017:     9,565     20,126        560        121         14     10,722      1,250        258      2,373        731      1,830:    6,695     7,687
Other:     7,706:     3,821      3,961         19        291          0        481        200          0      1,039        215        315:    2,031     2,724
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :      -461:      -195       -999         -8          0          0         58        550         52         18          7        229:     -615      -300
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.7       60.6        0.7        0.3        0.8       28.2        3.7        0.6        8.0        1.8        6.0:     22.0      26.2
Old  :     100.0:      29.9       62.9        1.7        0.4        0.0       33.5        3.9        0.8        7.4        2.3        5.7:     20.9      24.0
Other:     100.0:      49.6       51.4        0.2        3.8        0.0        6.2        2.6        0.0       13.5        2.8        4.1:     26.4      35.3
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        18         15          .          .          .          7          .          .          7          .          7:
Old  :        49:        18         15          .          .          .          7          .          .          7          .          7:
Other:        31:         8         12          .          .          0          .          .          0          4          .          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 34.3       45.2       51.0       55.0       34.1       42.2       46.0       49.3
Old  :                 39.8       47.6       55.5       57.9       39.8       44.1       51.7       52.7
Other:                 40.7       41.2       60.5       53.9       40.7       41.2       59.7       53.9
 
CORN - CHICAGO BOARD OF TRADE                                                                                                                    Code-002602
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 1,165,319:   246,921    549,362    294,644     28,690     47,089    217,383    101,705    105,810     72,940     54,341     47,952:  132,580   230,370
Old  :   916,965:   161,701    452,940    251,509      8,993     32,650    210,155    104,503     48,529     69,039     53,324     29,878:  113,504   186,148
Other:   248,354:    85,220     96,422     48,471     25,033      9,103     57,914     47,888      6,595     17,091     14,207      4,884:   19,076    44,222
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :      -836:   -12,491    -11,806      7,329       -514     -2,699     -9,445       -547      9,964       -198     -1,415      3,883:    2,821     2,298
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.2       47.1       25.3        2.5        4.0       18.7        8.7        9.1        6.3        4.7        4.1:     11.4      19.8
Old  :     100.0:      17.6       49.4       27.4        1.0        3.6       22.9       11.4        5.3        7.5        5.8        3.3:     12.4      20.3
Other:     100.0:      34.3       38.8       19.5       10.1        3.7       23.3       19.3        2.7        6.9        5.7        2.0:      7.7      17.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       681:       170        274         20          6         20         70         58         75         89         98         97:
Old  :       667:       160        266         21          5         15         69         58         54         90         96         78:
Other:       445:        62        216         16          7         12         27         28         10         40         69         20:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 15.7       10.5       24.9       16.4       14.3        9.1       21.5       14.2
Old  :                 16.4       11.4       25.6       17.4       16.2       11.4       24.9       17.2
Other:                 29.5       22.1       42.8       31.7       22.0       13.8       32.5       22.2
 
OATS - CHICAGO BOARD OF TRADE                                                                                                                    Code-004603
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    12,808:     6,268      8,828      1,944          0          0      2,010      1,897          0        635        216         55:    1,896     1,812
Old  :    12,533:     6,153      8,606      1,944          0          0      2,010      1,897          0        613        219         39:    1,774     1,772
Other:       275:       115        222          0          0          0          0          0          0         27          2         11:      122        40
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :         7:       220         83        -26          0          0       -186        -94          0          0         14          7:       -8        -3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.9       68.9       15.2        0.0        0.0       15.7       14.8        0.0        5.0        1.7        0.4:     14.8      14.1
Old  :     100.0:      49.1       68.7       15.5        0.0        0.0       16.0       15.1        0.0        4.9        1.7        0.3:     14.2      14.1
Other:     100.0:      41.8       80.7        0.0        0.0        0.0        0.0        0.0        0.0        9.8        0.7        4.0:     44.4      14.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        12          7          4          0          0          7          6          0          .          5          4:
Old  :        38:        11          4          4          0          0          7          6          0          .          5          .:
Other:        13:         5          6          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  :                 41.8       75.1       59.3       81.5       41.4       73.6       58.8       80.0
Old  :                 42.5       76.3       60.1       82.8       42.5       75.2       60.1       81.7
Other:                 48.0       77.5       55.6       85.5       38.2       69.1       41.8       71.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                                                              Code-039601
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    17,300:     6,148      7,010      2,198        306         47      1,582      3,475        265      2,218      1,963      1,772:    3,070     2,462
Old  :    17,117:     6,069      6,846      2,198        306         47      1,566      3,477        263      2,220      1,963      1,767:    2,987     2,448
Other:       183:        79        164          0          0          0         18          0          0          0          2          3:       83        14
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :      -485:       -73       -414        -57        -31         -3         99        282         40       -142          9       -168:     -181      -200
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.5       40.5       12.7        1.8        0.3        9.1       20.1        1.5       12.8       11.3       10.2:     17.7      14.2
Old  :     100.0:      35.5       40.0       12.8        1.8        0.3        9.1       20.3        1.5       13.0       11.5       10.3:     17.5      14.3
Other:     100.0:      43.2       89.6        0.0        0.0        0.0        9.8        0.0        0.0        0.0        1.1        1.6:     45.4       7.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        84:        13         13          7          .          .          8         13          .         18         11         14:
Old  :        84:        12         13          7          .          .          7         14          .         18         11         14:
Other:        12:         .          5          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  :                 27.8       29.7       40.0       42.9       27.8       25.2       39.9       37.9
Old  :                 28.1       29.4       40.4       42.7       28.1       25.2       40.3       38.1
Other:                 52.5       85.8       54.6       92.3       52.5       85.8       53.0       90.7
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                                                          Code-054642
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   236,595:    26,580    114,140     66,951      1,595      6,294     63,691     19,354     17,960      9,164     19,424     20,139:   25,816    37,689
Old  :   232,320:    26,112    111,665     66,661      1,635      6,250     63,276     19,701     17,556      8,889     19,443     19,319:   24,257    36,751
Other:     4,275:       468      2,475        330          0          4        819         57          0      1,044        750         51:    1,559       938
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :   -13,116:     2,636    -10,898        623     -1,030        479     -6,543      7,836     -1,568     -1,153     -3,332     -2,645:   -4,945    -1,958
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.2       48.2       28.3        0.7        2.7       26.9        8.2        7.6        3.9        8.2        8.5:     10.9      15.9
Old  :     100.0:      11.2       48.1       28.7        0.7        2.7       27.2        8.5        7.6        3.8        8.4        8.3:     10.4      15.8
Other:     100.0:      10.9       57.9        7.7        0.0        0.1       19.2        1.3        0.0       24.4       17.5        1.2:     36.5      21.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       268:        33         67         17          .          8         57         38         51         32         28         49:
Old  :       268:        32         67         17          .          8         57         40         51         30         32         48:
Other:        53:         6         18          4          0          .          4          .          0         12         10          6:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 18.2       21.0       31.4       28.4       18.1       19.4       29.7       26.3
Old  :                 18.4       21.2       31.9       28.6       18.3       19.7       30.0       26.5
Other:                 34.4       37.5       46.0       55.7       34.4       37.5       46.0       55.7
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                        Code-057642
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   310,904:    39,223    145,527     97,612      3,956      8,255     91,419     33,146     26,144     11,670     28,002     12,440:   24,141    53,434
Old  :   310,904:    39,223    145,527     97,612      3,956      8,255     91,419     33,146     26,144     11,670     28,002     12,440:   24,141    53,434
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :      -290:     2,863     -5,877     -1,292       -374      1,564     -1,283      2,977        498     -1,024      1,370        655:   -2,271    -1,103
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.6       46.8       31.4        1.3        2.7       29.4       10.7        8.4        3.8        9.0        4.0:      7.8      17.2
Old  :     100.0:      12.6       46.8       31.4        1.3        2.7       29.4       10.7        8.4        3.8        9.0        4.0:      7.8      17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       357:        63        131         16          7         11         61         46         58         34         44         50:
Old  :       357:        63        131         16          7         11         61         46         58         34         44         50:
Other:         0:         0          0          0          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  :                 20.9       13.8       35.4       21.0       20.7       13.0       34.2       19.6
Old  :                 20.9       13.8       35.4       21.0       20.7       13.0       34.2       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                      Code-061641
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    30,297:     2,599      4,870      4,143        218        985     11,036      2,069      1,491      1,832      2,455      2,553:    5,658    15,656
Old  :    30,297:     2,599      4,870      4,143        218        985     11,036      2,069      1,491      1,832      2,455      2,553:    5,658    15,656
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :       249:       640        235        -77         17       -160        229        138         42         34        134       -287:     -172       130
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.6       16.1       13.7        0.7        3.3       36.4        6.8        4.9        6.0        8.1        8.4:     18.7      51.7
Old  :     100.0:       8.6       16.1       13.7        0.7        3.3       36.4        6.8        4.9        6.0        8.1        8.4:     18.7      51.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       133:        17         27         12          .          7         26         12         16         13         16         21:
Old  :       133:        17         27         12          .          7         26         12         16         13         16         21:
Other:         0:         0          0          0          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  :                 16.7        8.2       29.9       14.2       16.4        7.9       28.2       13.2
Old  :                 16.7        8.2       29.9       14.2       16.4        7.9       28.2       13.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                                                              Code-050642
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 20,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     3,735:     3,154      2,960          0          0          0          0          0          0          0        163         17:      564       595
Old  :     3,735:     3,154      2,960          0          0          0          0          0          0          0        163         17:      564       595
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :       179:       238        116          0          0          0          0          0          0          0          5         12:      -71        46
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.4       79.3        0.0        0.0        0.0        0.0        0.0        0.0        0.0        4.4        0.5:     15.1      15.9
Old  :     100.0:      84.4       79.3        0.0        0.0        0.0        0.0        0.0        0.0        0.0        4.4        0.5:     15.1      15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12         11          0          0          0          0          0          0          0          .          .:
Old  :        22:        12         11          0          0          0          0          0          0          0          .          .:
Other:         0:         0          0          0          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  :                 55.5       62.4       78.9       79.3       54.4       62.0       72.3       74.6
Old  :                 55.5       62.4       78.9       79.3       54.4       62.0       72.3       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                                                                    Code-052641
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    33,756:    19,950     16,294          0      1,750          0      2,772          0         21      5,248      8,950      1,006:    4,759     5,735
Old  :    33,756:    19,950     16,294          0      1,750          0      2,772          0         21      5,248      8,950      1,006:    4,759     5,735
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :       348:      -296      1,022          0         39          0       -100        -62        -58        128       -728        130:      544         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.1       48.3        0.0        5.2        0.0        8.2        0.0        0.1       15.5       26.5        3.0:     14.1      17.0
Old  :     100.0:      59.1       48.3        0.0        5.2        0.0        8.2        0.0        0.1       15.5       26.5        3.0:     14.1      17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        78:        29         27          0          .          0          6          0          .         10         16          9:
Old  :        78:        29         27          0          .          0          6          0          .         10         16          9:
Other:         0:         0          0          0          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  :                 45.8       32.7       59.7       50.0       43.7       32.7       57.6       48.1
Old  :                 45.8       32.7       59.7       50.0       43.7       32.7       57.6       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                                                                Code-005602
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   532,238:   130,769    247,445    131,347      8,467     23,797     65,952     61,255     49,205     46,027     26,819     39,605:   45,536    75,645
Old  :   459,429:   111,269    216,689    128,738      7,104     10,678     55,934     68,926     34,895     46,330     27,456     31,988:   39,597    61,693
Other:    72,809:    19,500     30,756     10,361      9,115      5,367     22,808      5,119      1,520      5,599      5,265      1,715:    5,939    13,952
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :   -26,040:   -17,786     -5,437      3,346       -522     -4,407     -2,601     -7,666     -4,038     -1,053         16        164:      335    -4,150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.6       46.5       24.7        1.6        4.5       12.4       11.5        9.2        8.6        5.0        7.4:      8.6      14.2
Old  :     100.0:      24.2       47.2       28.0        1.5        2.3       12.2       15.0        7.6       10.1        6.0        7.0:      8.6      13.4
Other:     100.0:      26.8       42.2       14.2       12.5        7.4       31.3        7.0        2.1        7.7        7.2        2.4:      8.2      19.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       460:        89        125         17          5         17         44         67         61         92         52        112:
Old  :       456:        86        118         17          4         13         45         66         54         97         53         99:
Other:       239:        27         89         12          9          8         21         12         10         29         48         19:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 14.7       16.6       24.5       24.9       13.4       13.5       21.3       19.4
Old  :                 16.6       17.7       26.9       25.7       15.6       15.3       25.1       22.7
Other:                 41.2       30.3       56.9       47.5       33.1       28.2       46.1       38.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                                                             Code-007601
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 60,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   303,836:    87,875    139,959     78,895      3,699      8,442     48,335     64,784     12,154     15,619     16,870     25,759:   26,757    32,169
Old  :   278,840:    77,786    123,101     76,089      2,668      8,019     46,704     65,635     10,965     17,025     18,445     19,940:   22,312    30,067
Other:    24,996:    10,089     16,858      3,028      1,253        201      2,796        314         24      1,959      1,790      2,454:    4,445     2,102
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :   -11,032:    -7,760     -9,710     -2,214      1,065     -2,816       -464      2,825        379       -797     -1,001      1,364:    1,276    -3,138
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.9       46.1       26.0        1.2        2.8       15.9       21.3        4.0        5.1        5.6        8.5:      8.8      10.6
Old  :     100.0:      27.9       44.1       27.3        1.0        2.9       16.7       23.5        3.9        6.1        6.6        7.2:      8.0      10.8
Other:     100.0:      40.4       67.4       12.1        5.0        0.8       11.2        1.3        0.1        7.8        7.2        9.8:     17.8       8.4
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       249:        45         52         16          .         11         37         46         28         27         30         47:
Old  :       248:        45         52         16          .         11         36         47         25         29         37         46:
Other:        74:        20         16         11          .          4          4          .          .         15         12          8:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 15.1       18.5       25.7       29.1       12.7       14.4       20.7       22.5
Old  :                 16.1       17.2       26.5       27.4       14.2       14.2       22.9       22.2
Other:                 30.8       44.5       46.1       67.1       23.6       40.6       37.0       55.2
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                                                            Code-026603
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 TONS)                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   204,488:    97,207     86,116     16,568      1,299      2,796     24,619     46,288     14,071      4,878      8,657     14,274:   30,075    30,987
Old  :   177,582:    86,613     72,874     15,235        802      2,372     23,166     46,211     11,825      4,806      9,222      7,046:   26,519    27,230
Other:    26,906:    10,594     13,242      1,717        881         40      2,685      1,309      1,014      1,436        799      5,864:    3,556     3,757
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :    -8,654:    -5,152      1,997      1,171       -257       -877     -1,030     -4,748        472       -512     -2,664       -742:   -1,984    -1,835
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.5       42.1        8.1        0.6        1.4       12.0       22.6        6.9        2.4        4.2        7.0:     14.7      15.2
Old  :     100.0:      48.8       41.0        8.6        0.5        1.3       13.0       26.0        6.7        2.7        5.2        4.0:     14.9      15.3
Other:     100.0:      39.4       49.2        6.4        3.3        0.1       10.0        4.9        3.8        5.3        3.0       21.8:     13.2      14.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       186:        57         52         11          4          9         21         42         21         12         13         26:
Old  :       186:        57         52         11          4          8         21         42         18         16         18         23:
Other:        72:        27         14          6          .          .          .          5          .         16          6         12:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 22.1       21.7       31.6       31.5       16.8       15.1       22.9       21.6
Old  :                 23.0       21.9       32.3       31.0       18.4       15.6       24.7       22.8
Other:                 38.3       38.1       55.5       52.3       34.7       29.9       43.0       38.8
 
COTTON NO. 2 - ICE FUTURES U.S.                                                                                                                  Code-033661
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   150,186:    35,899     66,601     42,314     13,764      4,736     35,027     25,813      7,122     12,777     14,279      1,599:   10,712    16,272
Old  :   140,553:    33,220     58,969     39,197     13,995      4,350     33,993     25,975      6,477     12,606     14,278        990:    9,720    15,519
Other:     9,633:     2,679      7,632      3,366         18        137      1,679        483          0        772        602          8:      992       753
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :       740:      -109     -2,090       -326        433        121       -280      1,162        320      1,084      2,525       -543:      473    -1,188
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.9       44.3       28.2        9.2        3.2       23.3       17.2        4.7        8.5        9.5        1.1:      7.1      10.8
Old  :     100.0:      23.6       42.0       27.9       10.0        3.1       24.2       18.5        4.6        9.0       10.2        0.7:      6.9      11.0
Other:     100.0:      27.8       79.2       34.9        0.2        1.4       17.4        5.0        0.0        8.0        6.2        0.1:     10.3       7.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       227:        25         39         18         12         16         42         46         29         27         36         17:
Old  :       227:        23         37         17         13         12         43         47         24         29         34         16:
Other:        77:        10         22         15          .          4          7          .          0         10         14          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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       14.6       37.0       23.9       21.0       12.3       30.3       20.3
Old  :                 24.1       15.1       37.7       24.1       22.1       13.1       31.2       21.4
Other:                 46.6       60.4       64.7       71.6       45.6       59.0       63.6       70.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                                                                Code-040701
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 15,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    25,677:     6,591     22,080      2,993        522        155     11,159        888         98      1,158        450        220:    3,303     1,264
Old  :    25,668:     6,588     22,071      2,993        522        155     11,159        888         98      1,158        450        220:    3,297     1,264
Other:         9:         3          9          0          0          0          0          0          0          0          0          0:        6         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :    -1,584:      -151      1,296        -48        -45         15     -1,067       -177       -154        549     -1,730       -755:       27       -34
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.7       86.0       11.7        2.0        0.6       43.5        3.5        0.4        4.5        1.8        0.9:     12.9       4.9
Old  :     100.0:      25.7       86.0       11.7        2.0        0.6       43.5        3.5        0.4        4.5        1.8        0.9:     12.8       4.9
Other:     100.0:      33.3      100.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:     66.7       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        89:        19         14          7          .          4         29          7          .         13          4          9:
Old  :        89:        19         14          7          .          4         29          7          .         13          4          9:
Other:         .:         .          .          0          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  :                 29.7       76.3       40.3       84.2       27.8       71.4       38.0       79.1
Old  :                 29.7       76.3       40.3       84.2       27.8       71.4       38.0       79.1
Other:                 33.3      100.0       33.3      100.0       33.3      100.0       33.3      100.0
 
COCOA - ICE FUTURES U.S.                                                                                                                         Code-073732
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 10 METRIC TONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   167,249:    86,916     84,078     18,036     10,622      1,047     28,454     39,391     13,252      5,587      3,192      4,794:    9,163    10,873
Old  :   144,673:    73,021     62,432     17,376     10,499        951     28,238     41,573     10,661      4,909      6,898      1,042:    8,475    10,617
Other:    22,576:    13,895     21,646        753        216          3      2,805        407          2      4,397         13         33:      688       256
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :    -1,597:    -2,337     -1,458      1,851        547       -142       -548     -1,419        259       -191         55       -296:     -193       857
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.0       50.3       10.8        6.4        0.6       17.0       23.6        7.9        3.3        1.9        2.9:      5.5       6.5
Old  :     100.0:      50.5       43.2       12.0        7.3        0.7       19.5       28.7        7.4        3.4        4.8        0.7:      5.9       7.3
Other:     100.0:      61.5       95.9        3.3        1.0        0.0       12.4        1.8        0.0       19.5        0.1        0.1:      3.0       1.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       176:        37         34         14          6          7         26         51         21         12         19         14:
Old  :       176:        37         33         14          6          5         26         51         20         12         19         13:
Other:        52:        22         18          6          .          .          5          .          .          7          .          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 27.8       27.5       42.6       43.6       25.5       19.0       34.8       27.0
Old  :                 29.4       27.3       45.6       42.4       29.0       21.6       41.5       31.4
Other:                 47.6       75.9       66.4       88.8       38.5       74.8       54.3       81.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                                                                  Code-080732
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 112,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   539,095:   155,437    242,380    133,769     72,913     26,866     91,452     42,426     37,697     21,631     29,381     14,629:   57,614    72,803
Old  :   539,095:   155,437    242,380    133,769     72,913     26,866     91,452     42,426     37,697     21,631     29,381     14,629:   57,614    72,803
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :    13,332:    11,417      6,962      9,610     -1,353         96     -8,855     -1,896      2,199     -1,761      7,433     -1,260:    1,886     1,151
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.8       45.0       24.8       13.5        5.0       17.0        7.9        7.0        4.0        5.5        2.7:     10.7      13.5
Old  :     100.0:      28.8       45.0       24.8       13.5        5.0       17.0        7.9        7.0        4.0        5.5        2.7:     10.7      13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       216:        52         59         18         14         17         33         19         28         23         42         41:
Old  :       216:        52         59         18         14         17         33         19         28         23         42         41:
Other:         0:         0          0          0          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  :                 15.9       15.0       28.5       23.8       15.4       13.1       25.4       20.3
Old  :                 15.9       15.0       28.5       23.8       15.4       13.1       25.4       20.3
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
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 37,500 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   103,143:    28,959     49,162     27,066      5,710      6,170     20,498     16,624      8,017      2,929      5,528      4,342:    5,162     7,590
Old  :    94,850:    23,042     45,709     28,270      4,233      3,989     20,092     16,742      7,899      2,967      5,081      3,737:    4,854     7,460
Other:     8,293:     5,917      3,453        864      3,545        113        524          0          0        201        686        366:      308       130
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :        61:       998     -2,601       -305          5        821     -1,213      1,639        202        369         68       -156:     -655        83
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.1       47.7       26.2        5.5        6.0       19.9       16.1        7.8        2.8        5.4        4.2:      5.0       7.4
Old  :     100.0:      24.3       48.2       29.8        4.5        4.2       21.2       17.7        8.3        3.1        5.4        3.9:      5.1       7.9
Other:     100.0:      71.3       41.6       10.4       42.7        1.4        6.3        0.0        0.0        2.4        8.3        4.4:      3.7       1.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       308:        90         82         19         11         17         44         60         36         26         38         45:
Old  :       306:        86         81         18         11         15         42         62         35         29         36         45:
Other:        95:        35         29         12          4          .          6          0          0          9         13          4:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 16.7       15.1       30.9       23.2       15.8       12.0       27.3       19.3
Old  :                 17.6       14.8       32.1       23.0       16.8       12.9       29.3       20.6
Other:                 59.4       68.4       69.6       82.6       59.4       68.0       67.6       80.9
 
 

Updated December 23, 2011