COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      171,207
COMMITMENTS
  68,331   29,041   14,235   73,199  116,873  155,765  160,149   15,442   11,058

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      5,108)
   2,750   -2,597      594    1,719    5,665    5,063    3,662       45    1,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     17.0      8.3     42.8     68.3     91.0     93.5      9.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
     117       70       61       51       56      195      166
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       22,886
COMMITMENTS
  12,119    2,171      391    7,176   19,125   19,686   21,687    3,200    1,199

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -2,379)
  -1,616        1      -78       48   -2,324   -1,646   -2,401     -733       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.0      9.5      1.7     31.4     83.6     86.0     94.8     14.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      39       15        7       18       11       58       32
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      191,122
COMMITMENTS
  59,125   17,886   29,705   90,630  133,709  179,460  181,300   11,662    9,822

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      1,991)
     145    1,677    1,262       35   -2,701    1,442      238      549    1,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      9.4     15.5     47.4     70.0     93.9     94.9      6.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      65       47       39       51       48      135      119
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      754,102
COMMITMENTS
 186,823  134,316   61,977  441,183  482,875  689,983  679,168   64,119   74,934

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -2,883)
   1,264   -6,595     -866   -2,970   16,572   -2,572    9,111     -311  -11,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     17.8      8.2     58.5     64.0     91.5     90.1      8.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      54       57       58       85       76      172      161
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      143,736
COMMITMENTS
  44,793   59,253   16,624   72,474   58,567  133,891  134,444    9,845    9,292

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      3,025)
   1,364     -721       17      811      647    2,192      -57      833    3,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     41.2     11.6     50.4     40.7     93.2     93.5      6.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
      98      115       70      128       99      263      256
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       42,593
COMMITMENTS
  23,677   33,955    1,752   14,158    3,075   39,587   38,782    3,006    3,811

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -715)
     294   -2,375       44   -1,838      462   -1,500   -1,869      785    1,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.6     79.7      4.1     33.2      7.2     92.9     91.1      7.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      35       48        7       14       10       53       61
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      351,151
COMMITMENTS
  49,486   32,602    1,352  278,721  307,819  329,559  341,773   21,592    9,378

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -1,268)
   2,615    2,241     -231   -3,923   -2,222   -1,539     -212      271   -1,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      9.3      0.4     79.4     87.7     93.9     97.3      6.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      51       29        5       94       94      147      126
 

Updated January 4, 2013