```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      205,729
COMMITMENTS
  47,333   17,466   51,158   91,899  122,176  190,389  190,800   15,340   14,929

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -2,363)
  -2,360   -5,595    2,536   -3,077     -398   -2,901   -3,457      539    1,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      8.5     24.9     44.7     59.4     92.5     92.7      7.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      88       70       87       57       71      189      190
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       40,537
COMMITMENTS
  14,693    1,861    6,667   15,293   30,262   36,653   38,790    3,884    1,747

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      7,860)
   2,035      645    2,683    2,405    4,070    7,123    7,398      737      462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2      4.6     16.4     37.7     74.7     90.4     95.7      9.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      54       18       20       27       27       92       54
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      196,235
COMMITMENTS
  30,217   43,176   36,415  117,769  106,864  184,402  186,455   11,834    9,780

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -3,290)
   1,768    3,826   -7,123      573    1,042   -4,782   -2,254    1,492   -1,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     22.0     18.6     60.0     54.5     94.0     95.0      6.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      48       67       47       55       48      130      138
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      771,798
COMMITMENTS
 124,145   62,600  181,696  399,326  444,325  705,167  688,621   66,631   83,177

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     18,946)
  -6,874    1,874    8,818   18,381    3,626   20,325   14,319   -1,379    4,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      8.1     23.5     51.7     57.6     91.4     89.2      8.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      74       56       90       87       92      200      200
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      156,954
COMMITMENTS
  26,528   23,140   47,281   76,990   78,499  150,800  148,920    6,154    8,034

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     11,170)
   3,267    3,412    3,788    4,412    4,474   11,466   11,674     -296     -504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     14.7     30.1     49.1     50.0     96.1     94.9      3.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      82       94      108      130      122      266      281
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       69,570
COMMITMENTS
  52,674    7,944      810    6,162   59,368   59,646   68,121    9,925    1,449

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      2,452)
   1,894     -444     -529       89    3,355    1,454    2,383      998       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.7     11.4      1.2      8.9     85.3     85.7     97.9     14.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      77       12        7       18       10       99       26
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      401,143
COMMITMENTS
  13,684   41,831    1,815  369,759  342,508  385,259  386,154   15,884   14,989

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -3,269)
     674   -3,520   -1,163   -2,452    1,349   -2,940   -3,333     -328       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     10.4      0.5     92.2     85.4     96.0     96.3      4.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      24       41       15       97      103      131      149
```

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Updated January 13, 2012