```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, January 3, 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  :   152,079:    50,844     35,491     11,455     75,945     92,212    138,244    139,158:    13,835     12,921
Old  :   140,599:    48,473     35,584     10,056     69,405     82,802    127,934    128,442:    12,665     12,157
Other:    11,480:     3,672      1,208         98      6,540      9,410     10,310     10,716:     1,170        764
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :       731:     3,011     -6,203      2,244     -6,240      7,392       -985      3,433:     1,716     -2,702
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       23.3        7.5       49.9       60.6       90.9       91.5:       9.1        8.5
Old  :     100.0:      34.5       25.3        7.2       49.4       58.9       91.0       91.4:       9.0        8.6
Other:     100.0:      32.0       10.5        0.9       57.0       82.0       89.8       93.3:      10.2        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:        73         72         53         52         62        157        159:
Old  :       224:        75         73         47         46         58        149        151:
Other:        83:        18         19          3         26         28         46         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       19.1       31.7       28.9       19.4       15.8       29.7       25.0
Old  :                 20.5       19.1       32.6       28.9       20.5       15.9       30.5       25.4
Other:                 43.5       63.6       63.0       73.7       43.1       63.6       62.1       73.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, January 3, 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  :    26,965:    13,472        861        732      9,696     24,225     23,900     25,818:     3,065      1,147
Old  :    26,956:    13,472        861        732      9,693     24,216     23,897     25,809:     3,059      1,147
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     1,376:       985       -607        466         53      1,433      1,504      1,292:      -128         84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.0        3.2        2.7       36.0       89.8       88.6       95.7:      11.4        4.3
Old  :     100.0:      50.0        3.2        2.7       36.0       89.8       88.7       95.7:      11.3        4.3
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  :        93:        50          7         11         25         20         79         34:
Old  :        93:        50          7         11         25         20         79         34:
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  :                 26.8       75.8       38.3       85.5       26.8       72.4       37.4       82.1
Old  :                 26.8       75.8       38.3       85.5       26.8       72.4       37.4       82.1
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 3, 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  :   173,382:    34,289     42,032     20,404    108,954    100,466    163,647    162,902:     9,735     10,480
Old  :   149,641:    33,273     47,979     13,763     93,511     77,547    140,547    139,289:     9,094     10,352
Other:    23,741:     7,443        480        214     15,443     22,919     23,100     23,613:       641        128
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     5,629:     1,726      1,866        927      2,543      3,518      5,196      6,311:       433       -682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       24.2       11.8       62.8       57.9       94.4       94.0:       5.6        6.0
Old  :     100.0:      22.2       32.1        9.2       62.5       51.8       93.9       93.1:       6.1        6.9
Other:     100.0:      31.4        2.0        0.9       65.0       96.5       97.3       99.5:       2.7        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        39         65         41         53         45        119        129:
Old  :       175:        38         67         37         53         42        117        124:
Other:        55:        13          5          5         29         21         44         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  :                 26.7       27.3       41.3       43.5       24.0       19.4       34.8       27.6
Old  :                 28.2       27.5       44.3       42.4       27.9       21.8       40.9       31.5
Other:                 45.3       74.6       64.1       87.9       36.7       73.6       53.2       81.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, January 3, 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  :   567,599:   128,269     77,965     56,874    321,046    362,220    506,189    497,059:    61,410     70,540
Old  :   567,599:   128,269     77,965     56,874    321,046    362,220    506,189    497,059:    61,410     70,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    22,807:    14,782      2,994      2,644      2,417     17,965     19,843     23,603:     2,964       -796
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       13.7       10.0       56.6       63.8       89.2       87.6:      10.8       12.4
Old  :     100.0:      22.6       13.7       10.0       56.6       63.8       89.2       87.6:      10.8       12.4
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  :       229:        61         69         72         79         85        185        183:
Old  :       229:        61         69         72         79         85        185        183:
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  :                 15.3       15.1       27.7       24.4       15.0       13.5       24.4       20.4
Old  :                 15.3       15.1       27.7       24.4       15.0       13.5       24.4       20.4
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 3, 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  :   105,415:    24,915     20,510     13,710     60,889     63,301     99,514     97,521:     5,901      7,894
Old  :    97,047:    24,448     20,193     13,057     53,957     56,061     91,462     89,311:     5,585      7,736
Other:     8,368:       790        640        330      6,932      7,240      8,052      8,210:       316        158
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     1,312:       876     -1,948      1,140     -1,099      1,498        917        690:       395        622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       19.5       13.0       57.8       60.0       94.4       92.5:       5.6        7.5
Old  :     100.0:      25.2       20.8       13.5       55.6       57.8       94.2       92.0:       5.8        8.0
Other:     100.0:       9.4        7.6        3.9       82.8       86.5       96.2       98.1:       3.8        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:        69         88         83        119        105        240        233:
Old  :       299:        70         87         81        113        103        232        230:
Other:        96:        15         11          4         50         36         67         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       14.5       30.5       23.3       15.0       10.4       26.4       18.4
Old  :                 17.0       14.1       31.7       22.9       15.9       10.8       28.1       19.6
Other:                 59.2       67.8       69.4       82.0       59.2       67.5       67.7       81.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, January 3, 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  :    66,053:    50,762      8,925        579      5,905     55,231     57,246     64,735:     8,807      1,318
Old  :    66,053:    50,762      8,925        579      5,905     55,231     57,246     64,735:     8,807      1,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     1,407:    -1,475       -738         78        361      2,448     -1,036      1,788:     2,443       -381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.9       13.5        0.9        8.9       83.6       86.7       98.0:      13.3        2.0
Old  :     100.0:      76.9       13.5        0.9        8.9       83.6       86.7       98.0:      13.3        2.0
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  :       106:        63         12          4         19         12         83         28:
Old  :       106:        63         12          4         19         12         83         28:
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  :                 48.9       82.7       60.6       91.1       48.8       82.7       60.1       91.1
Old  :                 48.9       82.7       60.6       91.1       48.8       82.7       60.1       91.1
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 3, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   402,600:    13,010     45,031      2,881    370,754    340,142    386,645    388,054:    15,955     14,546
Old  :   402,600:    13,010     45,031      2,881    370,754    340,142    386,645    388,054:    15,955     14,546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    -6,146:     1,669      1,726        367     -8,681     -7,904     -6,645     -5,811:       499       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       11.2        0.7       92.1       84.5       96.0       96.4:       4.0        3.6
Old  :     100.0:       3.2       11.2        0.7       92.1       84.5       96.0       96.4:       4.0        3.6
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:        20         39          8         96        102        121        144:
Old  :       227:        20         39          8         96        102        121        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  :                 33.5       25.2       50.4       35.7       31.4       25.1       46.5       34.5
Old  :                 33.5       25.2       50.4       35.7       31.4       25.1       46.5       34.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 6, 2012