COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      150,186
COMMITMENTS
  47,804   40,092    8,721   82,949   85,101  139,474  133,914   10,712   16,272

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:        740)
     804    3,687     -223     -314   -1,536      267    1,928      473   -1,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     26.7      5.8     55.2     56.7     92.9     89.2      7.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      69       82       46       51       59      149      162
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       25,677
COMMITMENTS
  12,317    1,338      318    9,739   22,757   22,374   24,413    3,303    1,264

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -1,584)
    -518   -1,907     -909     -184    1,266   -1,611   -1,550       27      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0      5.2      1.2     37.9     88.6     87.1     95.1     12.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      42       11       11       27       19       73       38
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      167,249
COMMITMENTS
  34,041   42,583   18,046  105,999   95,747  158,086  156,376    9,163   10,873

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -1,597)
    -739   -1,364      -37     -628   -1,053   -1,404   -2,454     -193      857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     25.5     10.8     63.4     57.2     94.5     93.5      5.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      38       70       35       54       44      117      126
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      539,095
COMMITMENTS
 113,083   71,807   52,326  316,072  342,159  481,481  466,292   57,614   72,803

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     13,332)
 -10,616    5,537      939   21,123    5,705   11,446   12,181    1,886    1,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     13.3      9.7     58.6     63.5     89.3     86.5     10.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      56       61       69       76       84      172      177
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      103,143
COMMITMENTS
  23,427   22,152   12,359   62,195   61,042   97,981   95,553    5,162    7,590

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:         61)
    -844    1,707       46    1,514   -1,775      716      -22     -655       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     21.5     12.0     60.3     59.2     95.0     92.6      5.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      70       98       81      115      104      234      241
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       67,062
COMMITMENTS
  51,825   10,848      507    5,509   54,200   57,841   65,555    9,221    1,507

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:        522)
   5,139     -203     -611   -4,335    2,914      193    2,100      329   -1,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.3     16.2      0.8      8.2     80.8     86.3     97.8     13.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      63       13        2       18       10       82       25
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      416,607
COMMITMENTS
  14,046   46,451    2,998  384,976  353,256  402,020  402,705   14,587   13,902

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -48,639)
   2,041   -7,390   -2,039  -44,402  -34,146  -44,400  -43,575   -4,239   -5,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     11.1      0.7     92.4     84.8     96.5     96.7      3.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      20       42        9       94      100      120      145
 

Updated December 23, 2011