```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, February 14, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   189,670:    47,373     32,810     20,983    105,563    120,206    173,919    173,999:    15,751     15,671
Old  :   161,340:    43,870     35,821     13,979     91,504     97,382    149,353    147,182:    11,987     14,158
Other:    28,330:    10,326      3,812        181     14,059     22,824     24,566     26,817:     3,764      1,513
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :       235:      -151      5,359       -709      4,315     -4,551      3,455         99:    -3,220        136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       17.3       11.1       55.7       63.4       91.7       91.7:       8.3        8.3
Old  :     100.0:      27.2       22.2        8.7       56.7       60.4       92.6       91.2:       7.4        8.8
Other:     100.0:      36.4       13.5        0.6       49.6       80.6       86.7       94.7:      13.3        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        78         92         77         53         63        173        197:
Old  :       251:        74         93         61         51         58        162        181:
Other:       122:        29         34          5         30         38         63         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       26.9       32.7       35.4       16.7       16.6       27.7       24.3
Old  :                 20.6       26.3       34.9       35.4       18.2       15.7       29.7       24.1
Other:                 27.7       45.9       47.0       61.1       27.4       45.6       46.8       60.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, February 14, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    24,027:    13,322      1,713        590      6,393     20,370     20,305     22,673:     3,722      1,354
Old  :    24,003:    13,322      1,713        585      6,380     20,351     20,287     22,649:     3,716      1,354
Other:        24:         5          5          0         13         19         18         24:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    -1,561:    -1,684       -280        186       -184     -1,429     -1,682     -1,523:       121        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.4        7.1        2.5       26.6       84.8       84.5       94.4:      15.5        5.6
Old  :     100.0:      55.5        7.1        2.4       26.6       84.8       84.5       94.4:      15.5        5.6
Other:     100.0:      20.8       20.8        0.0       54.2       79.2       75.0      100.0:      25.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        44         18         12         25         19         74         44:
Old  :        93:        44         18         12         25         19         74         44:
Other:         4:         1          1          0          1          1          2          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       69.0       34.9       80.6       23.3       67.6       34.9       79.2
Old  :                 23.3       69.0       35.0       80.6       23.3       67.6       35.0       79.2
Other:                 75.0      100.0       75.0      100.0       75.0      100.0       75.0      100.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, February 14, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   163,322:    28,576     40,726     16,340    110,138     96,836    155,054    153,902:     8,268      9,420
Old  :   128,529:    25,959     46,186      9,184     86,037     64,245    121,180    119,615:     7,349      8,914
Other:    34,793:     8,650        573      1,123     24,101     32,591     33,874     34,287:       919        506
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    -8,116:     1,514      4,995     -4,478     -3,124     -7,420     -6,088     -6,903:    -2,028     -1,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       24.9       10.0       67.4       59.3       94.9       94.2:       5.1        5.8
Old  :     100.0:      20.2       35.9        7.1       66.9       50.0       94.3       93.1:       5.7        6.9
Other:     100.0:      24.9        1.6        3.2       69.3       93.7       97.4       98.5:       2.6        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        38         66         41         52         46        114        130:
Old  :       166:        32         70         34         49         43        106        123:
Other:        66:        13          8          4         35         24         49         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.3       25.7       43.7       41.7       25.8       17.7       34.3       26.7
Old  :                 31.7       25.4       46.5       40.0       31.4       18.7       41.8       30.0
Other:                 44.0       56.1       60.8       74.1       40.8       55.3       56.4       71.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, February 14, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   705,626:   146,271     70,269     79,111    409,547    483,532    634,929    632,912:    70,697     72,714
Old  :   705,626:   146,271     70,269     79,111    409,547    483,532    634,929    632,912:    70,697     72,714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :     9,572:     9,167      1,201     -1,172        830     10,246      8,825     10,275:       747       -703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       10.0       11.2       58.0       68.5       90.0       89.7:      10.0       10.3
Old  :     100.0:      20.7       10.0       11.2       58.0       68.5       90.0       89.7:      10.0       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        65         62         74         80         92        191        186:
Old  :       230:        65         62         74         80         92        191        186:
Other:         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  :                 15.9       17.0       28.0       26.5       13.3       10.1       22.3       17.3
Old  :                 15.9       17.0       28.0       26.5       13.3       10.1       22.3       17.3
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
Commitments of Traders - Futures Only, February 14, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   130,330:    32,984     29,770     17,564     73,294     75,202    123,842    122,536:     6,488      7,794
Old  :   118,805:    31,839     30,082     16,034     64,919     65,249    112,792    111,365:     6,013      7,440
Other:    11,525:     2,147        690        528      8,375      9,953     11,050     11,171:       475        354
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    -6,088:    -4,344      2,889     -4,196      3,662     -3,999     -4,878     -5,306:    -1,210       -782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       22.8       13.5       56.2       57.7       95.0       94.0:       5.0        6.0
Old  :     100.0:      26.8       25.3       13.5       54.6       54.9       94.9       93.7:       5.1        6.3
Other:     100.0:      18.6        6.0        4.6       72.7       86.4       95.9       96.9:       4.1        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:        84        114         81        113        108        242        267:
Old  :       338:        81        116         77        107        105        231        263:
Other:       115:        26          8          7         51         52         79         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.0       18.0       28.8       26.5       12.7        8.9       22.7       15.2
Old  :                 14.4       18.6       27.8       27.3       13.6        9.9       24.6       17.1
Other:                 55.0       50.8       67.9       67.1       52.4       50.1       64.8       65.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, February 14, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    51,997:    38,315     10,500        909      4,070     38,931     43,294     50,340:     8,703      1,657
Old  :    51,997:    38,315     10,500        909      4,070     38,931     43,294     50,340:     8,703      1,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    -1,365:    -1,316      3,666         36        698     -2,011       -582      1,691:      -783     -3,056
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.7       20.2        1.7        7.8       74.9       83.3       96.8:      16.7        3.2
Old  :     100.0:      73.7       20.2        1.7        7.8       74.9       83.3       96.8:      16.7        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        54         21          5         16         12         72         37:
Old  :       102:        54         21          5         16         12         72         37:
Other:         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  :                 51.8       79.1       59.5       86.2       51.5       79.1       59.2       86.2
Old  :                 51.8       79.1       59.5       86.2       51.5       79.1       59.2       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, February 14, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   402,862:    32,250     39,579      2,968    347,496    343,751    382,714    386,298:    20,148     16,564
Old  :   402,862:    32,250     39,579      2,968    347,496    343,751    382,714    386,298:    20,148     16,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    16,226:     5,412      2,097       -211     10,249     14,875     15,450     16,761:       776       -535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        9.8        0.7       86.3       85.3       95.0       95.9:       5.0        4.1
Old  :     100.0:       8.0        9.8        0.7       86.3       85.3       95.0       95.9:       5.0        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        38         41         11        100        106        145        151:
Old  :       252:        38         41         11        100        106        145        151:
Other:         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  :                 34.0       28.4       46.1       38.4       27.7       27.1       39.3       36.2
Old  :                 34.0       28.4       46.1       38.4       27.7       27.1       39.3       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 17, 2012