COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      151,348
COMMITMENTS
  47,833   41,694    9,211   82,185   84,820  139,229  135,725   12,119   15,623

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      1,162)
      29    1,602      490     -764     -281     -245    1,811    1,407     -649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     27.5      6.1     54.3     56.0     92.0     89.7      8.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      68       83       44       51       59      147      162
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       25,589
COMMITMENTS
  12,487    1,468      266    9,643   22,792   22,396   24,526    3,193    1,063

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        -88)
     170      130      -52      -96       35       22      113     -110     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.8      5.7      1.0     37.7     89.1     87.5     95.8     12.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      44        9       11       26       20       73       37
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      167,753
COMMITMENTS
  32,563   40,166   19,477  106,411   96,948  158,451  156,591    9,302   11,162

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        504)
  -1,478   -2,417    1,431      412    1,201      365      215      139      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     23.9     11.6     63.4     57.8     94.5     93.3      5.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      36       64       38       53       46      115      126
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      544,792
COMMITMENTS
 113,487   74,971   54,230  318,629  344,255  486,346  473,456   58,446   71,336

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      5,697)
     404    3,164    1,904    2,557    2,096    4,865    7,164      832   -1,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     13.8     10.0     58.5     63.2     89.3     86.9     10.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      56       64       69       77       87      175      180
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      104,103
COMMITMENTS
  24,039   22,458   12,570   61,988   61,803   98,597   96,831    5,506    7,272

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        960)
     612      306      211     -207      761      616    1,278      344     -318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     21.6     12.1     59.5     59.4     94.7     93.0      5.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      72       97       79      114      101      233      236
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       64,646
COMMITMENTS
  52,237    9,663      501    5,544   52,783   58,282   62,947    6,364    1,699

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -2,416)
     412   -1,185       -6       35   -1,417      441   -2,608   -2,857      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.8     14.9      0.8      8.6     81.6     90.2     97.4      9.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      67       11        2       19       11       87       24
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      408,746
COMMITMENTS
  11,341   43,305    2,514  379,435  348,046  393,290  393,865   15,456   14,881

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -7,861)
  -2,705   -3,146     -484   -5,541   -5,210   -8,730   -8,840      869      979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     10.6      0.6     92.8     85.1     96.2     96.4      3.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      15       38        7       92      103      112      143
 

Updated December 30, 2011