```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, January 10, 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  :   147,317:    47,988     29,317     13,397     71,595     90,680    132,980    133,394:    14,337     13,923
Old  :   133,162:    45,013     29,174     11,801     63,336     78,978    120,150    119,953:    13,012     13,209
Other:    14,155:     4,516      1,684         55      8,259     11,702     12,830     13,441:     1,325        714
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    -4,762:    -2,856     -6,174      1,942     -4,350     -1,532     -5,264     -5,764:       502      1,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       19.9        9.1       48.6       61.6       90.3       90.5:       9.7        9.5
Old  :     100.0:      33.8       21.9        8.9       47.6       59.3       90.2       90.1:       9.8        9.9
Other:     100.0:      31.9       11.9        0.4       58.3       82.7       90.6       95.0:       9.4        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        67         73         56         49         61        153        159:
Old  :       219:        69         74         48         45         58        145        152:
Other:        92:        18         24          3         25         32         45         58:
     :----------------------------------------------------------------------------------------------------
     :             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       19.9       33.2       29.1       20.4       19.3       30.6       27.7
Old  :                 21.9       19.5       34.3       28.8       21.8       18.9       32.6       27.6
Other:                 40.3       59.9       64.7       70.9       40.0       59.9       64.0       70.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, January 10, 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  :    29,479:    16,080      1,711        555      9,054     25,333     25,689     27,599:     3,790      1,880
Old  :    29,470:    16,080      1,711        555      9,051     25,324     25,686     27,590:     3,784      1,880
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :     2,514:     2,608        850       -177       -642      1,108      1,789      1,781:       725        733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.5        5.8        1.9       30.7       85.9       87.1       93.6:      12.9        6.4
Old  :     100.0:      54.6        5.8        1.9       30.7       85.9       87.2       93.6:      12.8        6.4
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  :       108:        56         15          7         24         24         84         42:
Old  :       108:        56         15          7         24         24         84         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       68.7       33.0       80.1       21.8       63.6       32.2       74.4
Old  :                 21.9       68.7       33.0       80.1       21.9       63.6       32.2       74.4
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 10, 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  :   173,305:    33,456     43,176     19,369    109,835    101,121    162,660    163,666:    10,645      9,639
Old  :   149,474:    32,550     49,363     12,496     94,390     78,110    139,436    139,969:    10,038      9,505
Other:    23,831:     7,576        483        203     15,445     23,011     23,224     23,697:       607        134
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :       -77:      -833      1,144     -1,035        881        655       -987        764:       910       -841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       24.9       11.2       63.4       58.3       93.9       94.4:       6.1        5.6
Old  :     100.0:      21.8       33.0        8.4       63.1       52.3       93.3       93.6:       6.7        6.4
Other:     100.0:      31.8        2.0        0.9       64.8       96.6       97.5       99.4:       2.5        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        44         68         41         53         46        122        133:
Old  :       182:        43         69         37         53         44        120        129:
Other:        55:        14          3          4         30         21         45         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       27.0       41.7       43.5       24.4       18.9       34.4       27.2
Old  :                 29.0       27.5       44.7       42.3       28.3       21.6       40.8       31.6
Other:                 44.9       74.3       63.6       87.5       36.7       73.2       53.2       81.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, January 10, 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  :   583,648:   124,090     77,019     62,451    336,685    368,660    523,226    508,130:    60,422     75,518
Old  :   583,648:   124,090     77,019     62,451    336,685    368,660    523,226    508,130:    60,422     75,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    16,049:    -4,179       -946      5,577     15,639      6,440     17,037     11,071:      -988      4,978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       13.2       10.7       57.7       63.2       89.6       87.1:      10.4       12.9
Old  :     100.0:      21.3       13.2       10.7       57.7       63.2       89.6       87.1:      10.4       12.9
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  :       223:        57         67         74         79         85        179        186:
Old  :       223:        57         67         74         79         85        179        186:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       15.3       28.2       24.6       15.4       12.5       24.9       19.4
Old  :                 15.7       15.3       28.2       24.6       15.4       12.5       24.9       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, January 10, 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  :   111,501:    28,714     23,404     15,199     62,025     65,565    105,938    104,168:     5,563      7,333
Old  :   102,987:    28,336     23,236     14,444     54,992     58,154     97,772     95,834:     5,215      7,153
Other:     8,514:       868        658        265      7,033      7,411      8,166      8,334:       348        180
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :     6,086:     3,799      2,894      1,489      1,136      2,264      6,424      6,647:      -338       -561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       21.0       13.6       55.6       58.8       95.0       93.4:       5.0        6.6
Old  :     100.0:      27.5       22.6       14.0       53.4       56.5       94.9       93.1:       5.1        6.9
Other:     100.0:      10.2        7.7        3.1       82.6       87.0       95.9       97.9:       4.1        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       314:        71         93         89        121        110        242        253:
Old  :       312:        72         94         87        114        108        233        250:
Other:        99:        15         13          5         50         38         68         53:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       14.3       29.7       22.9       14.2       10.5       26.0       17.9
Old  :                 16.8       13.9       31.3       22.7       14.9       11.1       27.6       19.1
Other:                 59.5       66.7       69.2       81.7       59.5       66.5       67.5       80.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, January 10, 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  :    69,024:    52,644      8,057        554      6,061     59,023     59,259     67,634:     9,765      1,390
Old  :    69,024:    52,644      8,057        554      6,061     59,023     59,259     67,634:     9,765      1,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :     2,971:     1,882       -868        -25        156      3,792      2,013      2,899:       958         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.3       11.7        0.8        8.8       85.5       85.9       98.0:      14.1        2.0
Old  :     100.0:      76.3       11.7        0.8        8.8       85.5       85.9       98.0:      14.1        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  :       114:        76         11          3         17         10         94         24:
Old  :       114:        76         11          3         17         10         94         24:
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  :                 47.1       83.8       57.8       91.3       47.1       83.8       57.1       91.3
Old  :                 47.1       83.8       57.8       91.3       47.1       83.8       57.1       91.3
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 10, 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  :   399,326:    13,690     41,513      1,667    368,296    341,533    383,653    384,713:    15,673     14,613
Old  :   399,326:    13,690     41,513      1,667    368,296    341,533    383,653    384,713:    15,673     14,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    -3,274:       680     -3,518     -1,214     -2,458      1,391     -2,992     -3,341:      -282         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       10.4        0.4       92.2       85.5       96.1       96.3:       3.9        3.7
Old  :     100.0:       3.4       10.4        0.4       92.2       85.5       96.1       96.3:       3.9        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        24         41         10         96        102        126        147:
Old  :       233:        24         41         10         96        102        126        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       25.1       50.3       36.4       29.5       25.0       45.1       34.5
Old  :                 31.8       25.1       50.3       36.4       29.5       25.0       45.1       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 13, 2012