COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      152,079
COMMITMENTS
  50,844   35,491   11,455   75,945   92,212  138,244  139,158   13,835   12,921

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        731)
   3,011   -6,203    2,244   -6,240    7,392     -985    3,433    1,716   -2,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     23.3      7.5     49.9     60.6     90.9     91.5      9.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      73       72       53       52       62      157      159
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,965
COMMITMENTS
  13,472      861      732    9,696   24,225   23,900   25,818    3,065    1,147

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      1,376)
     985     -607      466       53    1,433    1,504    1,292     -128       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.0      3.2      2.7     36.0     89.8     88.6     95.7     11.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      50        7       11       25       20       79       34
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      173,382
COMMITMENTS
  34,289   42,032   20,404  108,954  100,466  163,647  162,902    9,735   10,480

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      5,629)
   1,726    1,866      927    2,543    3,518    5,196    6,311      433     -682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     24.2     11.8     62.8     57.9     94.4     94.0      5.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      39       65       41       53       45      119      129
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      567,599
COMMITMENTS
 128,269   77,965   56,874  321,046  362,220  506,189  497,059   61,410   70,540

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     22,807)
  14,782    2,994    2,644    2,417   17,965   19,843   23,603    2,964     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     13.7     10.0     56.6     63.8     89.2     87.6     10.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      61       69       72       79       85      185      183
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      105,415
COMMITMENTS
  24,915   20,510   13,710   60,889   63,301   99,514   97,521    5,901    7,894

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      1,312)
     876   -1,948    1,140   -1,099    1,498      917      690      395      622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     19.5     13.0     57.8     60.0     94.4     92.5      5.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      69       88       83      119      105      240      233
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       66,053
COMMITMENTS
  50,762    8,925      579    5,905   55,231   57,246   64,735    8,807    1,318

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      1,407)
  -1,475     -738       78      361    2,448   -1,036    1,788    2,443     -381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.9     13.5      0.9      8.9     83.6     86.7     98.0     13.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      63       12        4       19       12       83       28
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      402,600
COMMITMENTS
  13,010   45,031    2,881  370,754  340,142  386,645  388,054   15,955   14,546

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -6,146)
   1,669    1,726      367   -8,681   -7,904   -6,645   -5,811      499     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     11.2      0.7     92.1     84.5     96.0     96.4      4.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      20       39        8       96      102      121      144
 

Updated January 6, 2012