```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, February 7, 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  :   189,435:    47,524     27,451     21,692    101,248    124,757    170,464    173,900:    18,971     15,535
Old  :   163,243:    41,235     27,910     17,717     88,634    103,365    147,586    148,992:    15,657     14,251
Other:    26,192:    10,012      3,264        252     12,614     21,392     22,878     24,908:     3,314      1,284
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    16,749:    -1,127      2,794      3,678      9,964      8,380     12,515     14,852:     4,234      1,897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       14.5       11.5       53.4       65.9       90.0       91.8:      10.0        8.2
Old  :     100.0:      25.3       17.1       10.9       54.3       63.3       90.4       91.3:       9.6        8.7
Other:     100.0:      38.2       12.5        1.0       48.2       81.7       87.3       95.1:      12.7        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        72         73         84         53         66        180        180:
Old  :       235:        74         74         67         52         61        173        164:
Other:       114:        26         30          6         29         37         59         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.2       26.9       32.8       35.0       16.6       18.0       25.3       24.6
Old  :                 22.5       26.3       34.8       34.6       18.3       16.5       27.0       23.5
Other:                 31.9       46.0       51.9       61.8       31.4       46.0       51.4       61.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, February 7, 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  :    25,588:    15,006      1,993        404      6,577     21,799     21,987     24,196:     3,601      1,392
Old  :    25,569:    15,006      1,993        404      6,564     21,780     21,974     24,177:     3,595      1,392
Other:        19:         0          0          0         13         19         13         19:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :      -576:      -130        -49          8       -382       -555       -504       -596:       -72         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.6        7.8        1.6       25.7       85.2       85.9       94.6:      14.1        5.4
Old  :     100.0:      58.7        7.8        1.6       25.7       85.2       85.9       94.6:      14.1        5.4
Other:     100.0:       0.0        0.0        0.0       68.4      100.0       68.4      100.0:      31.6        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        48         18         10         23         19         76         42:
Old  :        97:        48         18         10         23         19         76         42:
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  :                 21.9       68.1       33.1       80.2       21.9       66.8       33.1       78.9
Old  :                 21.9       68.1       33.1       80.1       21.9       66.8       33.1       78.9
Other:                 68.4      100.0       68.4      100.0       68.4      100.0       68.4      100.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, February 7, 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  :   171,438:    27,062     35,731     20,818    113,262    104,256    161,142    160,805:    10,296     10,633
Old  :   139,900:    24,986     41,434     13,456     92,004     74,696    130,446    129,586:     9,454     10,314
Other:    31,538:     8,306        527      1,132     21,258     29,560     30,696     31,219:       842        319
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     2,862:    -1,723      4,773      1,370      3,620     -2,270      3,267      3,873:      -405     -1,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       20.8       12.1       66.1       60.8       94.0       93.8:       6.0        6.2
Old  :     100.0:      17.9       29.6        9.6       65.8       53.4       93.2       92.6:       6.8        7.4
Other:     100.0:      26.3        1.7        3.6       67.4       93.7       97.3       99.0:       2.7        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        36         56         45         51         50        114        131:
Old  :       159:        33         61         42         49         48        108        129:
Other:        66:        13          9          7         33         24         49         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.8       26.2       44.4       43.2       24.4       18.0       32.4       26.1
Old  :                 31.2       25.0       46.7       40.5       29.3       19.0       39.6       29.2
Other:                 45.9       60.2       61.7       77.9       41.5       59.3       56.3       74.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, February 7, 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  :   696,054:   137,104     69,068     80,283    408,717    473,286    626,104    622,637:    69,950     73,417
Old  :   696,054:   137,104     69,068     80,283    408,717    473,286    626,104    622,637:    69,950     73,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    29,321:    -6,285      6,902      3,694     28,944     20,765     26,353     31,361:     2,968     -2,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        9.9       11.5       58.7       68.0       90.0       89.5:      10.0       10.5
Old  :     100.0:      19.7        9.9       11.5       58.7       68.0       90.0       89.5:      10.0       10.5
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  :       222:        55         65         75         80         92        187        184:
Old  :       222:        55         65         75         80         92        187        184:
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  :                 17.0       17.4       29.0       26.5       13.6       10.9       22.4       17.8
Old  :                 17.0       17.4       29.0       26.5       13.6       10.9       22.4       17.8
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 7, 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  :   136,418:    37,328     26,881     21,760     69,632     79,201    128,720    127,842:     7,698      8,576
Old  :   125,979:    36,466     26,705     20,824     61,485     70,291    118,775    117,820:     7,204      8,159
Other:    10,439:     1,369        683        429      8,147      8,910      9,945     10,022:       494        417
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    12,062:     4,273      2,467      3,424      4,162      6,599     11,859     12,490:       203       -428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       19.7       16.0       51.0       58.1       94.4       93.7:       5.6        6.3
Old  :     100.0:      28.9       21.2       16.5       48.8       55.8       94.3       93.5:       5.7        6.5
Other:     100.0:      13.1        6.5        4.1       78.0       85.4       95.3       96.0:       4.7        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:        90         99         93        111        112        247        269:
Old  :       333:        86        104         89        107        110        241        264:
Other:       105:        20         12          7         46         48         68         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  :                 14.9       17.2       26.7       26.0       12.0        9.0       21.3       15.3
Old  :                 13.6       17.9       25.4       26.8       12.7       10.4       22.7       17.4
Other:                 57.6       55.0       71.7       70.2       56.9       54.5       70.0       69.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, February 7, 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  :    53,362:    39,631      6,834        873      3,372     40,942     43,876     48,649:     9,486      4,713
Old  :    53,362:    39,631      6,834        873      3,372     40,942     43,876     48,649:     9,486      4,713
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    -1,584:    -3,331      2,627       -278         70     -6,792     -3,539     -4,443:     1,955      2,859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.3       12.8        1.6        6.3       76.7       82.2       91.2:      17.8        8.8
Old  :     100.0:      74.3       12.8        1.6        6.3       76.7       82.2       91.2:      17.8        8.8
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  :       100:        50         23          5         14         14         67         40:
Old  :       100:        50         23          5         14         14         67         40:
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  :                 54.5       76.5       62.1       81.9       54.4       76.5       62.0       81.4
Old  :                 54.5       76.5       62.1       81.9       54.4       76.5       62.0       81.4
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 7, 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  :   386,636:    26,838     37,482      3,179    337,247    328,876    367,264    369,537:    19,372     17,099
Old  :   386,636:    26,838     37,482      3,179    337,247    328,876    367,264    369,537:    19,372     17,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :   -14,686:     7,407        851     -1,686    -22,054    -14,395    -16,333    -15,230:     1,647        544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        9.7        0.8       87.2       85.1       95.0       95.6:       5.0        4.4
Old  :     100.0:       6.9        9.7        0.8       87.2       85.1       95.0       95.6:       5.0        4.4
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  :       240:        33         43         10         97         98        137        144:
Old  :       240:        33         43         10         97         98        137        144:
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  :                 34.9       26.6       47.3       37.9       28.3       25.0       40.1       34.2
Old  :                 34.9       26.6       47.3       37.9       28.3       25.0       40.1       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 10, 2012