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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   236,798:    47,495     18,206     56,807    117,288    147,313    221,591    222,326:    15,207     14,471
Old  :   214,215:    42,318     18,875     52,655    106,526    129,421    201,499    200,952:    12,715     13,263
Other:    22,583:     7,010      1,164      2,319     10,762     17,892     20,092     21,375:     2,491      1,208
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     7,385:    -2,324      2,783     -2,044     12,334      6,003      7,966      6,742:      -580        643
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        7.7       24.0       49.5       62.2       93.6       93.9:       6.4        6.1
Old  :     100.0:      19.8        8.8       24.6       49.7       60.4       94.1       93.8:       5.9        6.2
Other:     100.0:      31.0        5.2       10.3       47.7       79.2       89.0       94.6:      11.0        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        96         79         99         62         74        209        206:
Old  :       261:        96         78         93         61         71        205        199:
Other:       109:        33         20         23         30         42         74         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       23.1       31.8       33.8       12.2       12.5       19.4       18.6
Old  :                 20.2       23.4       33.5       33.6       13.0       11.4       20.2       17.9
Other:                 31.4       47.1       53.2       60.9       30.8       46.7       52.6       59.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :    38,250:    13,270        752      8,036     13,134     27,811     34,440     36,599:     3,811      1,651
Old  :    38,241:    13,270        752      8,036     13,131     27,802     34,437     36,590:     3,805      1,651
Other:         9:         0          0          0          3          9          3          9:         6         -0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :        97:        34         -0        345       -419        162        -40        507:       137       -410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        2.0       21.0       34.3       72.7       90.0       95.7:      10.0        4.3
Old  :     100.0:      34.7        2.0       21.0       34.3       72.7       90.1       95.7:       9.9        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  :       105:        56         16         21         26         24         90         53:
Old  :       105:        56         16         21         26         24         90         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  :                 25.2       54.3       38.3       67.8       16.0       39.1       22.5       47.5
Old  :                 25.2       54.3       38.3       67.8       16.0       39.1       22.5       47.5
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 with Delta-adjusted Options and Futures Combined, January 31, 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  :   192,710:    27,496     32,792     36,308    117,945    111,634    181,749    180,735:    10,961     11,976
Old  :   165,533:    26,562     39,480     28,405    100,638     85,906    155,604    153,791:     9,929     11,743
Other:    27,177:     7,662         40      1,175     17,307     25,728     26,145     26,944:     1,032        233
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    -1,580:    -2,401     -5,849        976        390      2,151     -1,036     -2,722:      -545      1,142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       17.0       18.8       61.2       57.9       94.3       93.8:       5.7        6.2
Old  :     100.0:      16.0       23.9       17.2       60.8       51.9       94.0       92.9:       6.0        7.1
Other:     100.0:      28.2        0.1        4.3       63.7       94.7       96.2       99.1:       3.8        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        41         56         54         53         50        126        133:
Old  :       164:        39         58         52         52         48        123        131:
Other:        59:        10          7          9         32         26         48         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.1       24.4       39.4       40.4       21.9       16.0       29.0       23.3
Old  :                 27.2       25.2       41.4       39.0       25.0       17.8       33.9       27.0
Other:                 42.8       66.9       59.2       79.9       37.1       65.4       52.0       75.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   844,819:   144,417     42,633    192,189    435,264    526,738    771,870    761,560:    72,949     83,259
Old  :   844,819:   144,417     42,633    192,189    435,264    526,738    771,870    761,560:    72,949     83,259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    25,256:     1,530      4,191      3,247     30,000     17,164     34,777     24,603:    -9,520        654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        5.0       22.7       51.5       62.3       91.4       90.1:       8.6        9.9
Old  :     100.0:      17.1        5.0       22.7       51.5       62.3       91.4       90.1:       8.6        9.9
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  :       234:        76         57         93         85         94        210        198:
Old  :       234:        76         57         93         85         94        210        198:
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  :                 12.5       13.9       23.3       22.6       11.2        9.7       18.5       16.0
Old  :                 12.5       13.9       23.3       22.6       11.2        9.7       18.5       16.0
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, January 31, 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  :   173,674:    28,542     25,036     53,509     83,442     85,633    165,492    164,178:     8,182      9,497
Old  :   161,491:    28,025     25,200     50,502     75,314     76,629    153,842    152,331:     7,649      9,160
Other:    12,184:     1,293        613      2,230      8,127      9,004     11,650     11,847:       533        337
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    10,553:       793      3,220      5,451      3,325        840      9,569      9,511:       983      1,042
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       14.4       30.8       48.0       49.3       95.3       94.5:       4.7        5.5
Old  :     100.0:      17.4       15.6       31.3       46.6       47.5       95.3       94.3:       4.7        5.7
Other:     100.0:      10.6        5.0       18.3       66.7       73.9       95.6       97.2:       4.4        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       340:        85        107        113        117        116        263        289:
Old  :       337:        85        107        112        115        114        259        287:
Other:       103:        14         19         16         49         45         74         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       13.0       24.9       22.6        9.3        6.3       17.2       11.0
Old  :                 13.5       13.7       24.6       23.3        9.7        7.7       18.2       12.5
Other:                 50.0       46.9       64.0       63.2       47.7       46.3       54.5       57.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :    55,521:    42,985      4,181      1,384      3,445     48,020     47,814     53,585:     7,707      1,936
Old  :    55,521:    42,985      4,181      1,384      3,445     48,020     47,814     53,585:     7,707      1,936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    -9,147:    -7,873        359         -9     -1,087     -9,695     -8,970     -9,345:      -177        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.4        7.5        2.5        6.2       86.5       86.1       96.5:      13.9        3.5
Old  :     100.0:      77.4        7.5        2.5        6.2       86.5       86.1       96.5:      13.9        3.5
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  :        98:        53         17          8         15         15         69         40:
Old  :        98:        53         17          8         15         15         69         40:
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  :                 51.7       85.7       61.6       89.1       51.3       85.7       60.6       88.2
Old  :                 51.7       85.7       61.6       89.1       51.3       85.7       60.6       88.2
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 with Delta-adjusted Options and Futures Combined, January 31, 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  :   403,498:    19,437     36,995      5,068    360,940    344,379    385,445    386,442:    18,053     17,055
Old  :   403,498:    19,437     36,995      5,068    360,940    344,379    385,445    386,442:    18,053     17,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    -7,004:    -1,176     -1,869      1,731     -8,145     -7,524     -7,590     -7,661:       586        657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        9.2        1.3       89.5       85.3       95.5       95.8:       4.5        4.2
Old  :     100.0:       4.8        9.2        1.3       89.5       85.3       95.5       95.8:       4.5        4.2
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  :       244:        32         40         19        103        104        147        151:
Old  :       244:        32         40         19        103        104        147        151:
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  :                 29.2       26.6       44.6       37.5       24.7       24.3       37.8       33.1
Old  :                 29.2       26.6       44.6       37.5       24.7       24.3       37.8       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated February 3, 2012