```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   251,116:    46,082     19,524     60,467    125,102    155,805    231,651    235,797:    19,465     15,320
Old  :   222,048:    39,748     21,659     54,003    112,214    132,520    205,965    208,182:    16,084     13,867
Other:    29,068:    10,184      1,716      2,614     12,889     23,285     25,687     27,615:     3,381      1,453
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    14,319:    -1,413      1,318      3,660      7,814      8,492     10,061     13,470:     4,258        848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        7.8       24.1       49.8       62.0       92.2       93.9:       7.8        6.1
Old  :     100.0:      17.9        9.8       24.3       50.5       59.7       92.8       93.8:       7.2        6.2
Other:     100.0:      35.0        5.9        9.0       44.3       80.1       88.4       95.0:      11.6        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        91         77        100         62         74        207        204:
Old  :       256:        90         79         91         61         70        201        195:
Other:       119:        40         19         23         31         44         79         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       23.2       30.5       33.6       11.1       12.5       17.9       18.1
Old  :                 19.0       23.3       32.5       33.3       11.7       10.9       18.4       17.0
Other:                 28.9       44.3       46.9       60.5       28.4       44.0       46.5       59.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    36,558:    13,283        908      7,663     11,903     26,366     32,849     34,938:     3,710      1,621
Old  :    36,539:    13,283        908      7,663     11,890     26,347     32,836     34,919:     3,704      1,621
Other:        19:         0          0          0         13         19         13         19:         6         -0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    -1,692:        13        156       -372     -1,231     -1,445     -1,591     -1,661:      -101        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        2.5       21.0       32.6       72.1       89.9       95.6:      10.1        4.4
Old  :     100.0:      36.4        2.5       21.0       32.5       72.1       89.9       95.6:      10.1        4.4
Other:     100.0:       0.0        0.0        0.0       68.4      100.0       68.4      100.0:      31.6       -0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        47         22         22         26         24         88         53:
Old  :       101:        47         22         22         26         24         88         53:
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  :                 22.8       52.9       35.0       67.2       15.1       40.2       22.0       49.3
Old  :                 22.8       52.9       35.0       67.2       15.1       40.2       22.0       49.3
Other:                 68.4      100.0       68.4      100.0       68.4      100.0       68.4      100.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   179,502:    26,224     35,407     26,394    116,337    106,830    168,955    168,631:    10,547     10,871
Old  :   146,857:    24,726     41,346     17,871     94,558     77,088    137,155    136,305:     9,702     10,552
Other:    32,645:     7,885        448      2,136     21,780     29,743     31,800     32,326:       845        319
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :   -13,208:    -1,272      2,615     -9,914     -1,608     -4,804    -12,794    -12,103:      -414     -1,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       19.7       14.7       64.8       59.5       94.1       93.9:       5.9        6.1
Old  :     100.0:      16.8       28.2       12.2       64.4       52.5       93.4       92.8:       6.6        7.2
Other:     100.0:      24.2        1.4        6.5       66.7       91.1       97.4       99.0:       2.6        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        36         57         46         52         52        117        133:
Old  :       160:        36         59         43         50         50        111        131:
Other:        67:        10         13         12         34         24         52         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.7       25.3       42.8       41.5       23.3       17.0       31.0       24.7
Old  :                 29.8       23.9       44.8       38.7       27.9       17.9       37.6       27.6
Other:                 44.4       58.5       59.6       75.6       40.1       57.2       54.4       71.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   865,776:   138,682     43,757    192,073    459,272    548,716    790,027    784,546:    75,749     81,231
Old  :   865,776:   138,682     43,757    192,073    459,272    548,716    790,027    784,546:    75,749     81,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    20,958:    -5,736      1,123       -116     24,008     21,978     18,157     22,986:     2,801     -2,028
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        5.1       22.2       53.0       63.4       91.3       90.6:       8.7        9.4
Old  :     100.0:      16.0        5.1       22.2       53.0       63.4       91.3       90.6:       8.7        9.4
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  :       231:        65         63         92         87         96        207        199:
Old  :       231:        65         63         92         87         96        207        199:
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  :                 14.0       15.1       24.3       23.4       10.7        9.0       17.8       15.1
Old  :                 14.0       15.1       24.3       23.4       10.7        9.0       17.8       15.1
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 with Delta-adjusted Options and Futures Combined, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   188,834:    32,927     27,042     59,429     88,156     93,123    180,512    179,594:     8,322      9,240
Old  :   174,145:    32,443     27,006     55,555     78,351     82,802    166,349    165,363:     7,796      8,783
Other:    14,689:     1,124        676      3,234      9,805     10,322     14,163     14,231:       526        458
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    15,160:     4,385      2,006      5,920      4,714      7,490     15,019     15,416:       141       -256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       14.3       31.5       46.7       49.3       95.6       95.1:       4.4        4.9
Old  :     100.0:      18.6       15.5       31.9       45.0       47.5       95.5       95.0:       4.5        5.0
Other:     100.0:       7.7        4.6       22.0       66.8       70.3       96.4       96.9:       3.6        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        90        113        116        123        123        276        300:
Old  :       350:        90        114        114        121        121        272        297:
Other:       111:        13         22         22         50         51         79         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       14.7       23.8       23.8        8.7        6.2       15.6       10.5
Old  :                 12.5       15.4       23.4       24.3        9.2        7.3       16.7       12.1
Other:                 44.2       39.4       58.9       54.9       40.4       38.9       51.3       48.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    53,864:    39,588      6,760      1,150      3,514     41,175     44,252     49,085:     9,612      4,779
Old  :    53,864:    39,588      6,760      1,150      3,514     41,175     44,252     49,085:     9,612      4,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    -1,656:    -3,396      2,579       -234         69     -6,845     -3,561     -4,500:     1,905      2,844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.5       12.6        2.1        6.5       76.4       82.2       91.1:      17.8        8.9
Old  :     100.0:      73.5       12.6        2.1        6.5       76.4       82.2       91.1:      17.8        8.9
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  :       101:        50         24          7         15         14         68         43:
Old  :       101:        50         24          7         15         14         68         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       75.8       61.6       81.1       53.8       75.8       61.4       80.6
Old  :                 54.1       75.8       61.6       81.1       53.8       75.8       61.4       80.6
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 with Delta-adjusted Options and Futures Combined, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   389,430:    26,845     37,785      3,588    339,299    330,254    369,731    371,627:    19,699     17,803
Old  :   389,430:    26,845     37,785      3,588    339,299    330,254    369,731    371,627:    19,699     17,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :   -14,068:     7,408        789     -1,480    -21,641    -14,124    -15,714    -14,815:     1,646        748
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        9.7        0.9       87.1       84.8       94.9       95.4:       5.1        4.6
Old  :     100.0:       6.9        9.7        0.9       87.1       84.8       94.9       95.4:       5.1        4.6
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  :       240:        33         43         14         99         99        143        145:
Old  :       240:        33         43         14         99         99        143        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       26.4       46.9       37.7       28.1       24.8       39.8       33.9
Old  :                 34.7       26.4       46.9       37.7       28.1       24.8       39.8       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated February 10, 2012