```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, January 17, 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  :   155,162:    47,212     29,951     14,836     78,210     97,891    140,258    142,678:    14,904     12,484
Old  :   138,582:    44,119     29,663     13,020     68,302     84,348    125,441    127,031:    13,141     11,551
Other:    16,580:     4,876      2,071         33      9,908     13,543     14,817     15,647:     1,763        933
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :     7,845:      -776        634      1,439      6,615      7,211      7,278      9,284:       567     -1,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       19.3        9.6       50.4       63.1       90.4       92.0:       9.6        8.0
Old  :     100.0:      31.8       21.4        9.4       49.3       60.9       90.5       91.7:       9.5        8.3
Other:     100.0:      29.4       12.5        0.2       59.8       81.7       89.4       94.4:      10.6        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        69         76         61         47         61        158        161:
Old  :       223:        70         78         53         42         58        149        154:
Other:        94:        21         23          2         24         33         47         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.6       22.4       33.4       32.1       20.3       21.1       30.2       29.1
Old  :                 21.3       21.9       34.3       32.2       21.2       20.6       32.0       28.6
Other:                 37.3       55.1       61.3       67.5       36.8       55.1       60.6       67.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, January 17, 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  :    26,691:    13,630      1,622        596      9,038     23,258     23,264     25,476:     3,427      1,215
Old  :    26,682:    13,630      1,622        596      9,035     23,249     23,261     25,467:     3,421      1,215
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :    -2,788:    -2,450        -89         41        -16     -2,075     -2,425     -2,123:      -363       -665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.1        6.1        2.2       33.9       87.1       87.2       95.4:      12.8        4.6
Old  :     100.0:      51.1        6.1        2.2       33.9       87.1       87.2       95.4:      12.8        4.6
Other:     100.0:       0.0        0.0        0.0       33.3      100.0       33.3      100.0:      66.7        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        50         13         13         24         21         80         41:
Old  :        96:        50         13         13         24         21         80         41:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.9       69.9       37.8       82.0       26.9       64.2       36.8       76.3
Old  :                 26.9       69.9       37.8       82.0       26.9       64.2       36.8       76.3
Other:                 33.3      100.0       33.3      100.0       33.3      100.0       33.3      100.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, January 17, 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  :   169,999:    31,970     39,932     18,755    109,853    101,256    160,578    159,943:     9,421     10,056
Old  :   145,961:    31,061     46,193     11,858     94,193     78,007    137,112    136,058:     8,849      9,903
Other:    24,038:     7,611        441        195     15,660     23,249     23,466     23,885:       572        153
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :    -3,306:    -1,486     -3,244       -614         18        135     -2,082     -3,723:    -1,224        417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       23.5       11.0       64.6       59.6       94.5       94.1:       5.5        5.9
Old  :     100.0:      21.3       31.6        8.1       64.5       53.4       93.9       93.2:       6.1        6.8
Other:     100.0:      31.7        1.8        0.8       65.1       96.7       97.6       99.4:       2.4        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        38         63         41         53         47        118        128:
Old  :       170:        37         65         37         52         44        115        123:
Other:        56:        14          4          4         30         22         45         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.7       27.6       42.7       44.8       24.8       19.1       34.1       27.4
Old  :                 30.6       28.2       46.0       43.5       29.0       21.9       40.6       32.4
Other:                 44.5       74.0       63.2       87.1       36.4       72.8       52.9       80.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, January 17, 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  :   613,159:   130,183     82,189     65,719    351,584    390,708    547,486    538,616:    65,673     74,543
Old  :   613,159:   130,183     82,189     65,719    351,584    390,708    547,486    538,616:    65,673     74,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :    29,511:     6,093      5,170      3,268     14,899     22,048     24,260     30,486:     5,251       -975
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       13.4       10.7       57.3       63.7       89.3       87.8:      10.7       12.2
Old  :     100.0:      21.2       13.4       10.7       57.3       63.7       89.3       87.8:      10.7       12.2
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  :       229:        61         71         76         79         84        187        186:
Old  :       229:        61         71         76         79         84        187        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  :                 16.0       15.1       28.6       24.1       15.7       12.5       25.1       19.4
Old  :                 16.0       15.1       28.6       24.1       15.7       12.5       25.1       19.4
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
Commitments of Traders - Futures Only, January 17, 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  :   112,656:    30,116     19,722     15,355     60,685     69,643    106,156    104,720:     6,500      7,936
Old  :   103,881:    29,526     19,388     14,595     53,697     62,232     97,818     96,215:     6,063      7,666
Other:     8,775:     1,101        845        249      6,988      7,411      8,338      8,505:       437        270
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :     1,155:     1,402     -3,682        156     -1,340      4,078        218        552:       937        603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       17.5       13.6       53.9       61.8       94.2       93.0:       5.8        7.0
Old  :     100.0:      28.4       18.7       14.0       51.7       59.9       94.2       92.6:       5.8        7.4
Other:     100.0:      12.5        9.6        2.8       79.6       84.5       95.0       96.9:       5.0        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:        77         82         89        116        106        248        233:
Old  :       303:        76         82         87        112        104        242        230:
Other:        92:        13         12          6         48         38         64         53:
     :----------------------------------------------------------------------------------------------------
     :             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       14.8       30.7       23.8       14.4       10.4       26.2       17.5
Old  :                 17.5       14.9       31.8       23.7       15.1       12.5       27.9       19.9
Other:                 62.5       63.4       71.8       78.9       62.5       63.1       69.0       78.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, January 17, 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  :    68,483:    51,836      7,078        531      6,321     58,372     58,688     65,981:     9,795      2,502
Old  :    68,483:    51,836      7,078        531      6,321     58,372     58,688     65,981:     9,795      2,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :      -541:      -808       -979        -23        260       -651       -571     -1,653:        30      1,112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.7       10.3        0.8        9.2       85.2       85.7       96.3:      14.3        3.7
Old  :     100.0:      75.7       10.3        0.8        9.2       85.2       85.7       96.3:      14.3        3.7
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  :       119:        78         11          3         19         11         98         25:
Old  :       119:        78         11          3         19         11         98         25:
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  :                 46.8       83.2       57.7       89.9       46.8       83.2       57.0       89.9
Old  :                 46.8       83.2       57.7       89.9       46.8       83.2       57.0       89.9
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, January 17, 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  :   403,614:    15,510     39,125      1,865    367,753    345,769    385,128    386,759:    18,486     16,855
Old  :   403,614:    15,510     39,125      1,865    367,753    345,769    385,128    386,759:    18,486     16,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :     4,288:     1,820     -2,388        198       -543      4,236      1,475      2,046:     2,813      2,242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        9.7        0.5       91.1       85.7       95.4       95.8:       4.6        4.2
Old  :     100.0:       3.8        9.7        0.5       91.1       85.7       95.4       95.8:       4.6        4.2
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  :       239:        25         43          9         98        105        130        150:
Old  :       239:        25         43          9         98        105        130        150:
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  :                 31.3       24.9       49.4       36.2       28.8       24.8       44.1       34.2
Old  :                 31.3       24.9       49.4       36.2       28.8       24.8       44.1       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 20, 2012