```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, January 31, 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  :   172,686:    48,651     24,657     18,014     91,284    116,377    157,949    159,048:    14,737     13,638
Old  :   152,523:    43,419     23,856     16,053     80,740    100,031    140,212    139,940:    12,311     12,583
Other:    20,163:     7,006      2,575        187     10,544     16,346     17,737     19,108:     2,426      1,055
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     7,678:      -937       -714       -923      9,780      8,633      7,920      6,996:      -242        682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       14.3       10.4       52.9       67.4       91.5       92.1:       8.5        7.9
Old  :     100.0:      28.5       15.6       10.5       52.9       65.6       91.9       91.8:       8.1        8.2
Other:     100.0:      34.7       12.8        0.9       52.3       81.1       88.0       94.8:      12.0        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        77         75         79         55         66        181        181:
Old  :       240:        76         77         68         53         62        175        170:
Other:       104:        23         27          6         27         36         53         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  :                 22.7       27.1       35.1       36.4       18.3       19.6       27.7       26.6
Old  :                 23.9       27.4       37.0       36.7       20.0       19.0       29.6       25.9
Other:                 35.2       49.5       59.6       62.2       34.5       49.5       58.9       61.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, January 31, 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  :    26,164:    15,136      2,042        396      6,959     22,354     22,491     24,792:     3,673      1,372
Old  :    26,155:    15,136      2,042        396      6,956     22,345     22,488     24,783:     3,667      1,372
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :      -294:       150        324        -95       -503       -110       -448        119:       154       -413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.9        7.8        1.5       26.6       85.4       86.0       94.8:      14.0        5.2
Old  :     100.0:      57.9        7.8        1.5       26.6       85.4       86.0       94.8:      14.0        5.2
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  :       101:        51         18         10         23         19         80         41:
Old  :       101:        51         18         10         23         19         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  :                 25.1       68.8       35.7       80.7       25.1       66.2       35.7       78.1
Old  :                 25.1       68.8       35.7       80.7       25.1       66.2       35.7       78.1
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 31, 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  :   168,576:    28,785     30,958     19,448    109,642    106,526    157,875    156,932:    10,701     11,644
Old  :   142,445:    27,588     37,714     12,366     92,819     80,954    132,773    131,034:     9,672     11,411
Other:    26,131:     8,065        112        214     16,823     25,572     25,102     25,898:     1,029        233
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    -2,943:    -2,812     -6,852        -43        -12      2,605     -2,867     -4,290:       -76      1,347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       18.4       11.5       65.0       63.2       93.7       93.1:       6.3        6.9
Old  :     100.0:      19.4       26.5        8.7       65.2       56.8       93.2       92.0:       6.8        8.0
Other:     100.0:      30.9        0.4        0.8       64.4       97.9       96.1       99.1:       3.9        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        38         56         48         51         48        118        128:
Old  :       160:        35         60         45         49         45        114        124:
Other:        59:        14          3          5         31         26         46         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.6       27.4       43.9       43.1       25.0       18.5       33.1       26.2
Old  :                 31.4       27.6       46.6       41.6       29.0       20.3       39.4       30.7
Other:                 44.6       69.2       61.6       82.7       38.6       68.2       54.1       78.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, January 31, 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  :   666,733:   143,389     62,166     76,589    379,773    452,521    599,751    591,276:    66,982     75,457
Old  :   666,733:   143,389     62,166     76,589    379,773    452,521    599,751    591,276:    66,982     75,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    29,970:     4,462     -1,907      5,538     29,261     25,044     39,261     28,675:    -9,291      1,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        9.3       11.5       57.0       67.9       90.0       88.7:      10.0       11.3
Old  :     100.0:      21.5        9.3       11.5       57.0       67.9       90.0       88.7:      10.0       11.3
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  :       227:        57         70         78         78         88        191        184:
Old  :       227:        57         70         78         78         88        191        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  :                 15.6       16.1       28.2       26.3       14.4       12.2       23.5       19.5
Old  :                 15.6       16.1       28.2       26.3       14.4       12.2       23.5       19.5
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 31, 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  :   124,356:    33,055     24,414     18,336     65,470     72,602    116,861    115,352:     7,495      9,004
Old  :   115,061:    32,309     24,293     17,601     58,158     64,464    108,068    106,358:     6,993      8,703
Other:     9,295:     1,247        622        234      7,312      8,138      8,793      8,994:       502        301
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     8,104:     2,408      2,636      2,750      1,903      1,509      7,061      6,895:     1,043      1,209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       19.6       14.7       52.6       58.4       94.0       92.8:       6.0        7.2
Old  :     100.0:      28.1       21.1       15.3       50.5       56.0       93.9       92.4:       6.1        7.6
Other:     100.0:      13.4        6.7        2.5       78.7       87.6       94.6       96.8:       5.4        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:        82         96         91        107        104        234        261:
Old  :       322:        81         98         87        102        100        227        254:
Other:        94:        15         12          4         46         42         62         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  :                 16.0       15.2       28.1       24.8       13.0        9.2       23.4       15.8
Old  :                 14.8       16.1       27.3       25.5       13.6       11.1       24.8       18.1
Other:                 63.0       61.0       73.7       76.7       62.7       60.6       71.3       75.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, January 31, 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  :    54,946:    42,962      4,207      1,151      3,302     47,734     47,415     53,092:     7,531      1,854
Old  :    54,946:    42,962      4,207      1,151      3,302     47,734     47,415     53,092:     7,531      1,854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    -9,202:    -7,885        283         23     -1,112     -9,703     -8,974     -9,397:      -228        195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.2        7.7        2.1        6.0       86.9       86.3       96.6:      13.7        3.4
Old  :     100.0:      78.2        7.7        2.1        6.0       86.9       86.3       96.6:      13.7        3.4
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  :        96:        51         17          5         15         15         67         37:
Old  :        96:        51         17          5         15         15         67         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  :                 52.2       86.6       62.1       90.0       51.9       86.6       61.3       89.1
Old  :                 52.2       86.6       62.1       90.0       51.9       86.6       61.3       89.1
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 31, 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  :   401,322:    19,431     36,631      4,865    359,301    343,271    383,597    384,767:    17,725     16,555
Old  :   401,322:    19,431     36,631      4,865    359,301    343,271    383,597    384,767:    17,725     16,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    -7,311:    -1,182     -1,904      1,687     -8,348     -7,653     -7,843     -7,870:       532        559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        9.1        1.2       89.5       85.5       95.6       95.9:       4.4        4.1
Old  :     100.0:       4.8        9.1        1.2       89.5       85.5       95.6       95.9:       4.4        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  :       244:        32         40         16        101        103        142        150:
Old  :       244:        32         40         16        101        103        142        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  :                 29.3       26.7       44.9       37.7       24.8       24.5       38.0       33.3
Old  :                 29.3       26.7       44.9       37.7       24.8       24.5       38.0       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 3, 2012