COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      166,099
COMMITMENTS
  65,581   31,638   13,641   71,480  111,208  150,702  156,487   15,397    9,612

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:       -748)
     686   -3,345     -377      113    4,892      422    1,170   -1,170   -1,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     19.0      8.2     43.0     67.0     90.7     94.2      9.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
     116       69       65       51       58      196      167
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       25,265
COMMITMENTS
  13,735    2,170      469    7,128   21,449   21,332   24,088    3,933    1,177

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -1,265)
    -612     -544     -167     -235     -216   -1,014     -927     -251     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4      8.6      1.9     28.2     84.9     84.4     95.3     15.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      43       14       10       19       13       64       35
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      189,131
COMMITMENTS
  58,980   16,209   28,443   90,595  136,410  178,018  181,062   11,113    8,069

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -1,782)
  -1,637    2,306   -1,923    3,574   -4,604       14   -4,221   -1,796    2,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2      8.6     15.0     47.9     72.1     94.1     95.7      5.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      65       43       38       50       49      134      112
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      756,985
COMMITMENTS
 185,559  140,911   62,843  444,153  466,303  692,555  670,057   64,430   86,928

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      1,995)
   7,448   -2,494   -5,377      964    6,089    3,035   -1,782   -1,040    3,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     18.6      8.3     58.7     61.6     91.5     88.5      8.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      56       58       58       86       76      171      165
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      140,711
COMMITMENTS
  43,429   59,974   16,607   71,663   57,920  131,699  134,501    9,012    6,210

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -2,905)
  -1,135     -280      625       94      480     -416      825   -2,489   -3,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     42.6     11.8     50.9     41.2     93.6     95.6      6.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
      98      114       70      125       97      261      253
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       43,308
COMMITMENTS
  23,383   36,330    1,708   15,996    2,613   41,087   40,651    2,221    2,657

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:       -162)
  -3,822      552      -88    4,204     -127      294      337     -456     -499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.0     83.9      3.9     36.9      6.0     94.9     93.9      5.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      41       46        6       15        8       59       57
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      352,419
COMMITMENTS
  46,871   30,361    1,583  282,644  310,041  331,098  341,985   21,321   10,434

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -86,769)
   1,008  -12,332   -1,669  -81,092  -70,911  -81,753  -84,912   -5,016   -1,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      8.6      0.4     80.2     88.0     94.0     97.0      6.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      46       29        3       98      100      144      132
 

Updated December 28, 2012