WHEAT - CHICAGO BOARD OF TRADE                                                                                                                   Code-001602
Disaggregated Commitments of Traders - Futures Only, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   386,401:    32,253    117,678    168,887     17,960     17,666     56,481     84,079     38,921     16,457     32,952     23,346:   32,390    53,799
Old  :   242,543:    18,931     82,105    104,807     15,907      5,607     46,299     71,530     15,145     22,336     15,302      6,490:   22,928    30,457
Other:   143,858:    13,322     35,573     64,561      2,534     11,578     24,015     26,382      9,943      2,953     26,482      8,024:    9,462    23,342
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :     5,509:      -578     -2,327       -526      2,362        307     -2,309     -3,226      5,588        798      1,067      1,433:      796       305
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.3       30.5       43.7        4.6        4.6       14.6       21.8       10.1        4.3        8.5        6.0:      8.4      13.9
Old  :     100.0:       7.8       33.9       43.2        6.6        2.3       19.1       29.5        6.2        9.2        6.3        2.7:      9.5      12.6
Other:     100.0:       9.3       24.7       44.9        1.8        8.0       16.7       18.3        6.9        2.1       18.4        5.6:      6.6      16.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       378:        54         80         18          7         20         49         73         60         52         75         72:
Old  :       358:        36         72         17          8         10         50         70         39         64         58         36:
Other:       244:        34         66         14          8         15         24         30         15         23         64         33:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 25.9       12.2       39.6       19.4       24.8       10.6       37.5       16.6
Old  :                 28.0       16.3       39.6       25.7       27.9       15.0       38.7       24.4
Other:                 31.9       12.5       49.4       21.3       28.8        8.8       46.2       16.0
 
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                                               Code-001612
Disaggregated Commitments of Traders - Futures Only, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   139,302:    30,101     70,984     24,684          0      3,324     28,058     14,074     21,197     11,616      3,427      2,512:   17,810    23,784
Old  :    84,085:    12,191     43,795     18,548          0      1,090     30,030     16,252      3,609      5,475      2,425        797:   12,345    16,117
Other:    55,217:    17,910     27,189      6,177         41      2,193     13,606     13,400      2,010      7,658      2,519        198:    5,465     7,667
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :     2,000:       401      4,530        475          0        497      1,259     -3,597        475       -520        338       -560:      -27       317
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.6       51.0       17.7        0.0        2.4       20.1       10.1       15.2        8.3        2.5        1.8:     12.8      17.1
Old  :     100.0:      14.5       52.1       22.1        0.0        1.3       35.7       19.3        4.3        6.5        2.9        0.9:     14.7      19.2
Other:     100.0:      32.4       49.2       11.2        0.1        4.0       24.6       24.3        3.6       13.9        4.6        0.4:      9.9      13.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       159:        40         45         15          0          9         31         17         23         18         11         14:
Old  :       144:        31         43         15          0          .         27         18         14         14          9          9:
Other:       117:        26         38         13          .          7         13         10          4         12         15          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  :                 12.5       29.8       22.4       39.4       12.1       27.4       21.2       35.2
Old  :                 19.0       28.1       33.2       41.8       18.9       28.1       32.9       41.2
Other:                 21.5       41.4       37.6       55.4       20.6       36.7       35.8       50.6
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                                                                                               Code-001626
Disaggregated Commitments of Traders - Futures Only, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    39,844:    11,118     25,612        262         82        290     12,935      1,324        609      3,184        443      1,889:    9,557     9,595
Old  :    31,694:     6,788     21,206        519        101         14     11,932        900        585      2,509        242      1,652:    7,695     6,994
Other:     8,150:     4,330      4,406         19        257          0      1,003        424         24        688        214        224:    1,862     2,601
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :       212:    -1,284      1,370         -7          0          6      1,370       -176        204         32       -256       -541:      432      -395
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       64.3        0.7        0.2        0.7       32.5        3.3        1.5        8.0        1.1        4.7:     24.0      24.1
Old  :     100.0:      21.4       66.9        1.6        0.3        0.0       37.6        2.8        1.8        7.9        0.8        5.2:     24.3      22.1
Other:     100.0:      53.1       54.1        0.2        3.2        0.0       12.3        5.2        0.3        8.4        2.6        2.7:     22.8      31.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        18         15          .          .          .          9          .          4          8          .          8:
Old  :        49:        17         15          .          .          .          9          .          .          8          .          7:
Other:        30:         8         11          .          .          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  :                 32.2       46.3       46.3       56.8       30.6       43.1       41.9       51.0
Old  :                 37.3       49.6       49.4       60.6       36.3       46.4       45.8       54.4
Other:                 40.0       45.4       61.7       58.9       40.0       45.4       60.1       58.5
 
CORN - CHICAGO BOARD OF TRADE                                                                                                                    Code-002602
Disaggregated Commitments of Traders - Futures Only, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,176,009:   233,100    583,104    297,607     29,282     49,185    234,190     65,107    112,071     74,449     52,803     43,856:  131,551   240,601
Old  :   926,421:   146,258    481,981    254,583      9,320     34,771    215,522     62,584     65,635     71,901     51,786     26,629:  111,122   193,715
Other:   249,588:    86,842    101,123     48,407     25,345      9,031     56,987     40,842      8,117     16,780     15,249      2,995:   20,429    46,886
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :    22,031:        26     26,328      1,847      1,731       -215     14,581    -22,796      7,267        327      1,782      1,768:   -3,570     6,166
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.8       49.6       25.3        2.5        4.2       19.9        5.5        9.5        6.3        4.5        3.7:     11.2      20.5
Old  :     100.0:      15.8       52.0       27.5        1.0        3.8       23.3        6.8        7.1        7.8        5.6        2.9:     12.0      20.9
Other:     100.0:      34.8       40.5       19.4       10.2        3.6       22.8       16.4        3.3        6.7        6.1        1.2:      8.2      18.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       688:       161        284         19          7         19         75         53         67         89        102        103:
Old  :       671:       149        279         20          6         14         73         50         54         91        100         85:
Other:       452:        57        222         16          8         12         26         26         13         44         71         22:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 15.2        9.7       24.3       15.4       14.3        8.8       21.3       14.0
Old  :                 16.3       10.2       24.9       16.4       16.2       10.2       24.1       16.0
Other:                 28.8       20.9       41.9       29.7       21.4       13.2       31.4       20.5
 
OATS - CHICAGO BOARD OF TRADE                                                                                                                    Code-004603
Disaggregated Commitments of Traders - Futures Only, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    12,890:     6,331      8,552      1,862          0          0      1,741      2,352          0        947        130         38:    1,971     1,818
Old  :    12,616:     6,217      8,286      1,862          0          0      1,741      2,352          0        920        134         28:    1,848     1,816
Other:       274:       114        266          0          0          0          0          0          0         31          0          6:      123         2
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :       272:       120       -143        -63          0          0       -189        382          0        277         -4        -11:      138        48
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.1       66.3       14.4        0.0        0.0       13.5       18.2        0.0        7.3        1.0        0.3:     15.3      14.1
Old  :     100.0:      49.3       65.7       14.8        0.0        0.0       13.8       18.6        0.0        7.3        1.1        0.2:     14.6      14.4
Other:     100.0:      41.6       97.1        0.0        0.0        0.0        0.0        0.0        0.0       11.3        0.0        2.2:     44.9       0.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        12          8          4          0          0          7          7          0          6          .          .:
Old  :        39:        11          4          4          0          0          7          7          0          6          .          .:
Other:        12:         4          7          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  :                 42.4       75.1       58.7       81.5       41.7       73.6       57.9       79.9
Old  :                 43.1       76.3       59.5       82.8       43.1       75.2       59.5       81.7
Other:                 49.3       79.2       55.1       99.3       42.0       79.2       43.8       88.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                                                              Code-039601
Disaggregated Commitments of Traders - Futures Only, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    14,699:     5,754      6,013      2,233        345          0      1,508      3,316         94      1,540      2,039        843:    2,727     2,049
Old  :    14,489:     5,674      5,826      2,233        345          0      1,503      3,316         94      1,543      2,039        837:    2,605     2,032
Other:       210:        80        187          0          0          0          5          0          0          0          3          3:      122        17
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :    -1,933:      -535       -275         38          0        -41         28       -290       -311         50          3       -679:     -483      -340
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.1       40.9       15.2        2.3        0.0       10.3       22.6        0.6       10.5       13.9        5.7:     18.6      13.9
Old  :     100.0:      39.2       40.2       15.4        2.4        0.0       10.4       22.9        0.6       10.6       14.1        5.8:     18.0      14.0
Other:     100.0:      38.1       89.0        0.0        0.0        0.0        2.4        0.0        0.0        0.0        1.4        1.4:     58.1       8.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        77:        11         13          7          .          0          6         12          .         18         10         12:
Old  :        77:        10         13          7          .          0          6         12          .         18         10         11:
Other:        11:         .          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  :                 32.7       32.6       48.6       49.0       32.7       27.5       48.6       43.7
Old  :                 33.1       32.1       49.3       48.7       33.1       27.3       49.3       43.9
Other:                 41.4       85.7       41.9       91.9       40.5       85.7       40.5       90.5
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                                                          Code-054642
Disaggregated Commitments of Traders - Futures Only, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   232,846:    29,606    105,686     66,356      1,420      7,264     59,407     25,944     19,226     10,058     23,338     15,268:   25,661    34,700
Old  :   228,155:    29,147    103,214     65,992      1,456      7,224     58,992     26,255     18,798      9,818     23,277     14,313:   23,871    33,618
Other:     4,691:       459      2,472        400          0          4        843        117          0        972        793        223:    1,790     1,082
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :    -3,771:       -87     -4,605     -1,099          9        962       -251      2,883      1,687       -520      1,187     -3,360:   -1,103    -2,534
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.7       45.4       28.5        0.6        3.1       25.5       11.1        8.3        4.3       10.0        6.6:     11.0      14.9
Old  :     100.0:      12.8       45.2       28.9        0.6        3.2       25.9       11.5        8.2        4.3       10.2        6.3:     10.5      14.7
Other:     100.0:       9.8       52.7        8.5        0.0        0.1       18.0        2.5        0.0       20.7       16.9        4.8:     38.2      23.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       262:        32         66         17          .          7         53         42         54         38         26         43:
Old  :       262:        31         66         17          .          7         53         45         54         36         28         42:
Other:        51:         6         16          5          0          .          5          .          0          9          9          5:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 20.3       19.2       33.7       27.1       19.6       17.7       31.4       24.6
Old  :                 20.6       19.4       34.2       27.3       19.9       17.8       31.7       24.8
Other:                 32.4       34.8       43.0       51.6       32.4       34.8       43.0       51.6
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                        Code-057642
Disaggregated Commitments of Traders - Futures Only, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   319,647:    39,943    147,821     94,537      4,204     10,314     96,707     30,524     27,862     11,896     31,138     12,462:   25,926    55,322
Old  :   319,647:    39,943    147,821     94,537      4,204     10,314     96,707     30,524     27,862     11,896     31,138     12,462:   25,926    55,322
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :     3,254:    -3,374         33     -2,750       -112      2,185      1,117     -2,394      3,595        652       -362       -128:    1,957       437
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.5       46.2       29.6        1.3        3.2       30.3        9.5        8.7        3.7        9.7        3.9:      8.1      17.3
Old  :     100.0:      12.5       46.2       29.6        1.3        3.2       30.3        9.5        8.7        3.7        9.7        3.9:      8.1      17.3
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  :       371:        51        139         16          6         12         73         37         51         37         47         52:
Old  :       371:        51        139         16          6         12         73         37         51         37         47         52:
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  :                 21.2       13.3       35.5       20.8       20.5       12.6       33.5       19.1
Old  :                 21.2       13.3       35.5       20.8       20.5       12.6       33.5       19.1
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, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    34,896:     3,036      6,262      4,363        243      1,372     13,565      1,429      1,663      1,561      3,514      3,093:    6,243    17,320
Old  :    34,896:     3,036      6,262      4,363        243      1,372     13,565      1,429      1,663      1,561      3,514      3,093:    6,243    17,320
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :     2,315:       107        625         18          6        451      1,477       -268        -32       -362        665        236:      420       632
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.7       17.9       12.5        0.7        3.9       38.9        4.1        4.8        4.5       10.1        8.9:     17.9      49.6
Old  :     100.0:       8.7       17.9       12.5        0.7        3.9       38.9        4.1        4.8        4.5       10.1        8.9:     17.9      49.6
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  :       153:        21         37         11          .          7         34         10         14         11         22         24:
Old  :       153:        21         37         11          .          7         34         10         14         11         22         24:
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  :                 15.0        7.6       26.7       13.7       14.7        7.2       24.8       12.1
Old  :                 15.0        7.6       26.7       13.7       14.7        7.2       24.8       12.1
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, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     3,438:     2,669      2,739          0          0          0          0          0          0         46        108         17:      706       574
Old  :     3,438:     2,669      2,739          0          0          0          0          0          0         46        108         17:      706       574
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :      -446:      -570       -380          0          0          0          0          0          0         -6        -59          1:      129        -8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.6       79.7        0.0        0.0        0.0        0.0        0.0        0.0        1.3        3.1        0.5:     20.5      16.7
Old  :     100.0:      77.6       79.7        0.0        0.0        0.0        0.0        0.0        0.0        1.3        3.1        0.5:     20.5      16.7
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  :        22:        13         11          0          0          0          0          0          0          .          .          .:
Old  :        22:        13         11          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  :                 56.3       63.7       73.9       79.5       56.3       62.7       72.6       77.2
Old  :                 56.3       63.7       73.9       79.5       56.3       62.7       72.6       77.2
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, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    30,163:    17,765     13,777          0      1,669          0      2,645         23         20      3,902      8,020      1,017:    4,814     5,637
Old  :    30,163:    17,765     13,777          0      1,669          0      2,645         23         20      3,902      8,020      1,017:    4,814     5,637
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :    -4,532:    -2,704     -3,166          0       -107          0       -287         23        -11     -1,494     -1,255        -72:       36        56
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.9       45.7        0.0        5.5        0.0        8.8        0.1        0.1       12.9       26.6        3.4:     16.0      18.7
Old  :     100.0:      58.9       45.7        0.0        5.5        0.0        8.8        0.1        0.1       12.9       26.6        3.4:     16.0      18.7
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  :        68:        25         21          0          .          0          5          .          .          6         18          9:
Old  :        68:        25         21          0          .          0          5          .          .          6         18          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  :                 46.7       32.4       61.2       50.4       44.6       32.4       58.6       48.5
Old  :                 46.7       32.4       61.2       50.4       44.6       32.4       58.6       48.5
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, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   460,650:    90,300    224,509    132,163      9,854     16,845     72,623     45,276     43,576     37,596     25,532     23,998:   43,549    71,060
Old  :   382,769:    69,954    190,903    126,099      7,608      6,502     60,752     53,175     27,513     36,224     23,292     18,962:   36,763    54,814
Other:    77,881:    20,346     33,606     10,929      7,111      5,478     25,796      6,026      2,138      4,421      5,289      1,987:    6,786    16,246
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :   -19,357:   -16,146     -4,113        482       -225     -2,069      4,279     -1,638     -2,197      1,117     -3,368       -691:   -4,132    -5,056
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.6       48.7       28.7        2.1        3.7       15.8        9.8        9.5        8.2        5.5        5.2:      9.5      15.4
Old  :     100.0:      18.3       49.9       32.9        2.0        1.7       15.9       13.9        7.2        9.5        6.1        5.0:      9.6      14.3
Other:     100.0:      26.1       43.2       14.0        9.1        7.0       33.1        7.7        2.7        5.7        6.8        2.6:      8.7      20.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       442:        67        126         17          6         15         56         55         54         85         59         91:
Old  :       435:        66        120         17          5          7         51         55         45         89         60         81:
Other:       240:        26         91         12         10          9         28         11         11         26         46         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  :                 16.5       16.8       27.3       25.5       15.4       14.1       24.7       21.0
Old  :                 19.2       17.9       30.7       26.8       18.0       16.3       29.4       24.8
Other:                 38.6       29.3       53.4       43.0       31.7       26.6       43.5       34.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                                                             Code-007601
Disaggregated Commitments of Traders - Futures Only, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   273,454:    65,715    142,628     80,821      2,052      6,423     44,516     44,831     13,120     16,947     18,992     18,017:   27,895    27,391
Old  :   246,510:    53,508    124,549     78,151      1,838      5,522     44,980     45,510     11,033     17,578     20,355     13,053:   22,685    24,650
Other:    26,944:    12,207     18,079      3,337        881        234      1,550      1,335         73      1,872      1,140      2,461:    5,210     2,741
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :   -16,885:    -7,669        296     -1,913     -1,217     -1,503     -1,521    -10,818      1,192     -1,039      2,425     -3,795:     -637    -3,465
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.0       52.2       29.6        0.8        2.3       16.3       16.4        4.8        6.2        6.9        6.6:     10.2      10.0
Old  :     100.0:      21.7       50.5       31.7        0.7        2.2       18.2       18.5        4.5        7.1        8.3        5.3:      9.2      10.0
Other:     100.0:      45.3       67.1       12.4        3.3        0.9        5.8        5.0        0.3        6.9        4.2        9.1:     19.3      10.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       235:        43         50         16          .         11         42         32         31         25         33         35:
Old  :       233:        40         49         16          .         11         41         34         27         28         38         31:
Other:        73:        21         19         11          .          4          .          .          .         12         10          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  :                 15.5       22.3       25.8       34.7       13.6       19.4       21.9       30.7
Old  :                 16.4       21.6       27.1       33.2       15.1       20.1       23.9       30.8
Other:                 35.3       44.0       48.4       64.3       28.6       39.9       39.4       53.4
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                                                            Code-026603
Disaggregated Commitments of Traders - Futures Only, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   195,357:    85,853     86,704     19,125      1,731      2,991     25,634     39,063     12,447      4,354      9,036     15,406:   29,547    27,979
Old  :   168,736:    75,528     72,112     17,775        889      2,899     23,118     38,791     10,785      4,214      9,755      8,447:   25,970    25,058
Other:    26,621:    10,325     14,592      1,389        881         53      3,288      1,044        890      1,762        903      5,337:    3,577     2,921
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :    -1,223:    -4,784     -2,770      1,983        599        354       -420     -1,595      1,241       -381      1,454        -62:      846      -444
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.9       44.4        9.8        0.9        1.5       13.1       20.0        6.4        2.2        4.6        7.9:     15.1      14.3
Old  :     100.0:      44.8       42.7       10.5        0.5        1.7       13.7       23.0        6.4        2.5        5.8        5.0:     15.4      14.9
Other:     100.0:      38.8       54.8        5.2        3.3        0.2       12.4        3.9        3.3        6.6        3.4       20.0:     13.4      11.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       185:        50         51         13          .         10         20         32         22         16         15         36:
Old  :       184:        50         51         12          4          9         20         32         20         17         22         33:
Other:        77:        26         17          7          .          .          .          4          .         19          6          9:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 23.5       24.9       32.5       34.8       17.5       18.8       24.5       26.0
Old  :                 24.2       25.4       33.7       34.9       19.7       20.0       27.1       28.2
Other:                 38.4       41.9       55.7       56.3       35.6       33.9       44.9       43.2
 
COTTON NO. 2 - ICE FUTURES U.S.                                                                                                                  Code-033661
Disaggregated Commitments of Traders - Futures Only, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   152,079:    28,681     70,442     41,563     16,069      5,701     35,716     22,130      9,384     15,128     13,361      2,071:   13,835    12,921
Old  :   140,599:    26,079     61,184     38,671     16,963      4,655     33,605     22,327      8,748     14,868     13,257      1,308:   12,665    12,157
Other:    11,480:     2,602      9,258      3,801         15        137      2,747        439          0        925        769         98:    1,170       764
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :       731:    -6,429      4,835       -643      1,725        832        234     -4,682      1,780      2,777     -1,521        464:    1,716    -2,702
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.9       46.3       27.3       10.6        3.7       23.5       14.6        6.2        9.9        8.8        1.4:      9.1       8.5
Old  :     100.0:      18.5       43.5       27.5       12.1        3.3       23.9       15.9        6.2       10.6        9.4        0.9:      9.0       8.6
Other:     100.0:      22.7       80.6       33.1        0.1        1.2       23.9        3.8        0.0        8.1        6.7        0.9:     10.2       6.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       224:        25         42         18         13         16         46         38         31         27         34         22:
Old  :       224:        23         39         18         13         11         47         39         26         28         34         21:
Other:        83:         9         24         16          .          4          8          4          0         10         15          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 20.3       19.1       31.7       28.9       19.4       15.8       29.7       25.0
Old  :                 20.5       19.1       32.6       28.9       20.5       15.9       30.5       25.4
Other:                 43.5       63.6       63.0       73.7       43.1       63.6       62.1       73.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                                                                Code-040701
Disaggregated Commitments of Traders - Futures Only, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    26,965:     6,652     23,586      2,977        572         67     12,374        324        554      1,098        537        178:    3,065     1,147
Old  :    26,956:     6,649     23,577      2,977        572         67     12,374        324        554      1,098        537        178:    3,059     1,147
Other:         9:         3          9          0          0          0          0          0          0          0          0          0:        6         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :     1,376:       142      1,469         -3         50        -86      1,023       -663        456        -38         56         10:     -128        84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.7       87.5       11.0        2.1        0.2       45.9        1.2        2.1        4.1        2.0        0.7:     11.4       4.3
Old  :     100.0:      24.7       87.5       11.0        2.1        0.2       45.9        1.2        2.1        4.1        2.0        0.7:     11.3       4.3
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  :        93:        18         16          7          .          .         35          .          .         15          5          8:
Old  :        93:        18         16          7          .          .         35          .          .         15          5          8:
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  :                 26.8       75.8       38.3       85.5       26.8       72.4       37.4       82.1
Old  :                 26.8       75.8       38.3       85.5       26.8       72.4       37.4       82.1
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, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   173,382:    87,801     85,957     20,002     13,358      1,151     28,383     38,644     15,137      5,906      3,388      5,267:    9,735    10,480
Old  :   149,641:    73,135     63,257     19,321     13,235      1,055     27,891     40,862     12,510      5,382      7,117      1,253:    9,094    10,352
Other:    23,741:    14,666     22,700        774        216          3      3,117        407          2      4,326         73        212:      641       128
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :     5,629:     2,477      1,000        -55      2,397        121        697      1,366        721      1,029        500        206:      433      -682
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.6       49.6       11.5        7.7        0.7       16.4       22.3        8.7        3.4        2.0        3.0:      5.6       6.0
Old  :     100.0:      48.9       42.3       12.9        8.8        0.7       18.6       27.3        8.4        3.6        4.8        0.8:      6.1       6.9
Other:     100.0:      61.8       95.6        3.3        0.9        0.0       13.1        1.7        0.0       18.2        0.3        0.9:      2.7       0.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       175:        37         35         14          6          6         23         48         22         16         17         19:
Old  :       175:        37         33         14          6          5         21         50         21         17         17         16:
Other:        55:        22         18          6          .          .          5          .          .          8          4          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  :                 26.7       27.3       41.3       43.5       24.0       19.4       34.8       27.6
Old  :                 28.2       27.5       44.3       42.4       27.9       21.8       40.9       31.5
Other:                 45.3       74.6       64.1       87.9       36.7       73.6       53.2       81.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                                                                  Code-080732
Disaggregated Commitments of Traders - Futures Only, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   567,599:   158,252    259,330    135,234     75,330     27,560    106,155     48,840     42,620     22,114     29,125     14,254:   61,410    70,540
Old  :   567,599:   158,252    259,330    135,234     75,330     27,560    106,155     48,840     42,620     22,114     29,125     14,254:   61,410    70,540
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :    22,807:     1,040     15,232      1,203      2,559        174     13,081      2,543      3,511      1,701        451       -867:    2,964      -796
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       45.7       23.8       13.3        4.9       18.7        8.6        7.5        3.9        5.1        2.5:     10.8      12.4
Old  :     100.0:      27.9       45.7       23.8       13.3        4.9       18.7        8.6        7.5        3.9        5.1        2.5:     10.8      12.4
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  :       229:        55         60         18         14         17         40         24         30         21         45         42:
Old  :       229:        55         60         18         14         17         40         24         30         21         45         42:
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  :                 15.3       15.1       27.7       24.4       15.0       13.5       24.4       20.4
Old  :                 15.3       15.1       27.7       24.4       15.0       13.5       24.4       20.4
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, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   105,415:    29,438     50,086     25,151      6,915      6,300     21,618     15,198      9,194      3,297      5,312      4,516:    5,901     7,894
Old  :    97,047:    23,518     46,505     25,200      4,317      5,239     21,155     15,316      9,076      3,293      4,877      3,981:    5,585     7,736
Other:     8,368:     5,920      3,581        898      3,545        114        581          0          0        209        640        330:      316       158
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :     1,312:      -223        750       -671        953       -205        668     -1,878      1,038        208        -70        102:      395       622
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       47.5       23.9        6.6        6.0       20.5       14.4        8.7        3.1        5.0        4.3:      5.6       7.5
Old  :     100.0:      24.2       47.9       26.0        4.4        5.4       21.8       15.8        9.4        3.4        5.0        4.1:      5.8       8.0
Other:     100.0:      70.7       42.8       10.7       42.4        1.4        6.9        0.0        0.0        2.5        7.6        3.9:      3.8       1.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       301:        92         83         21         10         18         44         49         37         25         39         46:
Old  :       299:        88         82         20         10         16         42         51         36         28         36         45:
Other:        96:        36         30         13          4          .          6          0          0          9         11          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  :                 16.1       14.5       30.5       23.3       15.0       10.4       26.4       18.4
Old  :                 17.0       14.1       31.7       22.9       15.9       10.8       28.1       19.6
Other:                 59.2       67.8       69.4       82.0       59.2       67.5       67.7       81.1
 
 

Updated January 6, 2012