```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, January 24, 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  :   165,008:    49,588     25,371     18,937     81,504    107,744    150,029    152,052:    14,979     12,956
Old  :   146,955:    45,970     24,762     16,941     71,085     93,201    133,996    134,904:    12,959     12,051
Other:    18,053:     5,496      2,487        118     10,419     14,543     16,033     17,148:     2,020        905
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :     9,846:     2,376     -4,580      4,101      3,294      9,853      9,771      9,374:        75        472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       15.4       11.5       49.4       65.3       90.9       92.1:       9.1        7.9
Old  :     100.0:      31.3       16.9       11.5       48.4       63.4       91.2       91.8:       8.8        8.2
Other:     100.0:      30.4       13.8        0.7       57.7       80.6       88.8       95.0:      11.2        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        77         71         75         47         63        172        170:
Old  :       230:        76         74         67         42         60        162        163:
Other:       102:        25         27          5         25         32         52         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       25.9       32.4       36.0       18.5       23.1       28.4       30.7
Old  :                 21.4       25.9       33.8       36.7       20.2       22.8       30.3       30.7
Other:                 36.1       50.8       59.2       64.1       35.8       50.8       58.4       63.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, January 24, 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  :    26,458:    14,986      1,718        491      7,462     22,464     22,939     24,673:     3,519      1,785
Old  :    26,449:    14,986      1,718        491      7,459     22,455     22,936     24,664:     3,513      1,785
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :      -233:     1,356         96       -105     -1,576       -794       -325       -803:        92        570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.6        6.5        1.9       28.2       84.9       86.7       93.3:      13.3        6.7
Old  :     100.0:      56.7        6.5        1.9       28.2       84.9       86.7       93.3:      13.3        6.7
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  :        99:        50         15         15         24         18         84         39:
Old  :        99:        50         15         15         24         18         84         39:
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  :                 24.6       67.9       35.4       80.4       24.6       64.5       35.2       76.5
Old  :                 24.6       67.9       35.5       80.4       24.6       64.5       35.2       76.5
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 24, 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  :   171,519:    31,597     37,810     19,491    109,654    103,921    160,742    161,222:    10,777     10,297
Old  :   146,785:    30,889     44,219     12,650     93,177     79,872    136,716    136,741:    10,069     10,044
Other:    24,734:     7,510        393         39     16,477     24,049     24,026     24,481:       708        253
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :     1,520:      -373     -2,122        736       -199      2,665        164      1,279:     1,356        241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       22.0       11.4       63.9       60.6       93.7       94.0:       6.3        6.0
Old  :     100.0:      21.0       30.1        8.6       63.5       54.4       93.1       93.2:       6.9        6.8
Other:     100.0:      30.4        1.6        0.2       66.6       97.2       97.1       99.0:       2.9        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        39         62         43         54         46        120        130:
Old  :       172:        38         64         40         52         43        116        126:
Other:        57:        13          4          2         30         24         43         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.9       28.0       42.7       44.2       24.8       17.6       33.1       26.4
Old  :                 30.6       27.9       45.6       42.7       28.4       20.1       39.4       30.9
Other:                 45.1       71.9       63.3       84.1       39.0       70.8       54.7       79.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, January 24, 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  :   636,763:   138,927     64,073     71,051    350,512    427,477    560,490    562,601:    76,273     74,162
Old  :   636,763:   138,927     64,073     71,051    350,512    427,477    560,490    562,601:    76,273     74,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :    23,604:     8,744    -18,116      5,332     -1,072     36,769     13,004     23,985:    10,600       -381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       10.1       11.2       55.0       67.1       88.0       88.4:      12.0       11.6
Old  :     100.0:      21.8       10.1       11.2       55.0       67.1       88.0       88.4:      12.0       11.6
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:        59         68         76         77         84        188        180:
Old  :       227:        59         68         76         77         84        188        180:
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       16.3       28.2       26.2       15.2       13.0       24.4       20.6
Old  :                 16.0       16.3       28.2       26.2       15.2       13.0       24.4       20.6
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 24, 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  :   116,252:    30,647     21,778     15,586     63,567     71,093    109,800    108,457:     6,452      7,795
Old  :   107,101:    29,948     21,681     14,818     56,384     63,080    101,150     99,579:     5,951      7,522
Other:     9,151:     1,241        639        226      7,183      8,013      8,650      8,878:       501        273
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :     3,596:       531      2,056        231      2,882      1,450      3,644      3,737:       -48       -141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       18.7       13.4       54.7       61.2       94.4       93.3:       5.6        6.7
Old  :     100.0:      28.0       20.2       13.8       52.6       58.9       94.4       93.0:       5.6        7.0
Other:     100.0:      13.6        7.0        2.5       78.5       87.6       94.5       97.0:       5.5        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:        78         90         87        109        100        234        243:
Old  :       309:        75         93         85        102         97        225        239:
Other:        90:        14         11          4         45         40         60         54:
     :----------------------------------------------------------------------------------------------------
     :             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       29.3       25.2       13.9       10.1       25.4       17.2
Old  :                 16.0       16.3       29.7       25.8       14.6       12.3       27.0       19.8
Other:                 62.3       61.5       73.0       76.8       61.9       61.0       70.5       76.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, January 24, 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  :    64,148:    50,847      3,924      1,128      4,414     57,437     56,389     62,489:     7,759      1,659
Old  :    64,148:    50,847      3,924      1,128      4,414     57,437     56,389     62,489:     7,759      1,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :    -4,335:      -989     -3,154        597     -1,907       -935     -2,299     -3,492:    -2,036       -843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.3        6.1        1.8        6.9       89.5       87.9       97.4:      12.1        2.6
Old  :     100.0:      79.3        6.1        1.8        6.9       89.5       87.9       97.4:      12.1        2.6
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  :       109:        69         13          5         17         12         87         30:
Old  :       109:        69         13          5         17         12         87         30:
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  :                 50.1       86.6       60.6       90.5       50.0       86.6       59.2       90.2
Old  :                 50.1       86.6       60.6       90.5       50.0       86.6       59.2       90.2
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, January 24, 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  :   408,633:    20,613     38,535      3,178    367,649    350,924    391,440    392,637:    17,193     15,996
Old  :   408,633:    20,613     38,535      3,178    367,649    350,924    391,440    392,637:    17,193     15,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :     5,019:     5,103       -590      1,313       -104      5,155      6,312      5,878:    -1,293       -859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        9.4        0.8       90.0       85.9       95.8       96.1:       4.2        3.9
Old  :     100.0:       5.0        9.4        0.8       90.0       85.9       95.8       96.1:       4.2        3.9
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  :       249:        30         45         11        102        104        140        152:
Old  :       249:        30         45         11        102        104        140        152:
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  :                 30.2       26.1       47.3       37.0       26.9       24.1       40.7       33.1
Old  :                 30.2       26.1       47.3       37.0       26.9       24.1       40.7       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 27, 2012