```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      218,314
COMMITMENTS
  48,303   18,767   53,768  100,305  132,376  202,377  204,911   15,937   13,403

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     12,585)
     970    1,301    2,610    8,407   10,200   11,987   14,112      597   -1,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      8.6     24.6     45.9     60.6     92.7     93.9      7.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      90       73       87       57       72      192      191
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       36,167
COMMITMENTS
  12,370    1,462    6,423   13,841   26,884   32,633   34,769    3,534    1,398

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     -4,370)
  -2,324     -399     -244   -1,452   -3,377   -4,020   -4,020     -350     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2      4.0     17.8     38.3     74.3     90.2     96.1      9.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      45       19       21       28       25       88       50
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      193,307
COMMITMENTS
  29,595   40,839   35,321  118,361  106,686  183,277  182,846   10,030   10,461

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     -2,928)
    -622   -2,337   -1,094      592     -178   -1,124   -3,609   -1,804      680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     21.1     18.3     61.2     55.2     94.8     94.6      5.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      45       60       47       55       49      126      134
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      794,833
COMMITMENTS
 130,002   61,299  184,055  409,288  467,528  723,345  712,883   71,488   81,950

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     23,035)
   5,857   -1,301    2,359    9,963   23,203   18,178   24,262    4,857   -1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      7.7     23.2     51.5     58.8     91.0     89.7      9.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      72       65       92       86       91      207      201
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      157,559
COMMITMENTS
  27,951   19,390   46,877   75,479   82,676  150,307  148,942    7,252    8,617

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        605)
   1,423   -3,750     -405   -1,511    4,177     -493       22    1,098      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     12.3     29.8     47.9     52.5     95.4     94.5      4.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      80       89      112      124      118      269      265
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       69,030
COMMITMENTS
  51,869    6,930      818    6,411   58,724   59,098   66,472    9,932    2,558

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:       -540)
    -805   -1,013        8      249     -644     -548   -1,649        7    1,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.1     10.0      1.2      9.3     85.1     85.6     96.3     14.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      79       12        8       20       11      103       28
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      405,535
COMMITMENTS
  15,515   39,457    2,026  369,251  346,796  386,791  388,279   18,744   17,256

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      4,392)
   1,830   -2,374      210     -509    4,288    1,532    2,125    2,860    2,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      9.7      0.5     91.1     85.5     95.4     95.7      4.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      25       43       14       99      106      134      153
```

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Updated January 20, 2012