COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      139,821
COMMITMENTS
  47,284   31,469    9,080   73,742   82,034  130,106  122,583    9,715   17,238

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      1,607)
   4,542    1,541      724   -4,063    1,468    1,203    3,733      404   -2,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     22.5      6.5     52.7     58.7     93.1     87.7      6.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      73       79       46       52       63      155      161
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,261
COMMITMENTS
  14,931    3,562    1,429    9,229   23,233   25,589   28,224    3,672    1,037

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      1,006)
     194      184        4      752      801      950      989       56       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.0     12.2      4.9     31.5     79.4     87.5     96.5     12.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      48       16       15       23       19       84       39
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      163,752
COMMITMENTS
  32,137   39,958   18,669  103,675   95,726  154,481  154,353    9,271    9,399

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      4,926)
   1,568    3,419    1,378    1,030      714    3,976    5,511      950     -585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     24.4     11.4     63.3     58.5     94.3     94.3      5.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      48       72       34       51       49      121      135
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      517,967
COMMITMENTS
 124,706   69,922   48,160  287,025  328,200  459,891  446,282   58,076   71,685

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     13,138)
   5,193    1,760    3,784    2,169    7,124   11,146   12,668    1,992      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     13.5      9.3     55.4     63.4     88.8     86.2     11.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      65       56       66       77       86      178      175
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      100,602
COMMITMENTS
  27,104   16,082   11,666   56,182   66,235   94,952   93,983    5,650    6,619

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      1,019)
   2,365      760    2,042   -3,876   -1,605      531    1,197      488     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     16.0     11.6     55.8     65.8     94.4     93.4      5.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      78       73       79      112      108      234      222
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       57,372
COMMITMENTS
  40,139    7,986      756   10,088   46,939   50,983   55,681    6,389    1,691

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,269)
   1,263     -184      -58   -1,671     -421     -466     -663     -803     -606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.0     13.9      1.3     17.6     81.8     88.9     97.1     11.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      60       15        4       19       12       82       29
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      444,543
COMMITMENTS
  11,325   49,787    2,595  413,414  372,871  427,334  425,253   17,209   19,290

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -26,590)
   1,239   -5,633   -1,648  -29,765  -21,493  -30,174  -28,774    3,584    2,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     11.2      0.6     93.0     83.9     96.1     95.7      3.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      19       45       10       96      111      123      158
 

Updated December 9, 2011