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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   229,412:    49,819     15,423     58,852    104,955    141,309    213,625    215,584:    15,787     13,828
Old  :   209,067:    46,360     16,310     54,683     94,313    125,281    195,355    196,274:    13,712     12,793
Other:    20,346:     5,496      1,150      2,132     10,642     16,028     18,270     19,311:     2,076      1,035
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :    11,099:     1,516     -3,344      5,083      4,649      8,934     11,248     10,673:      -150        426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        6.7       25.7       45.7       61.6       93.1       94.0:       6.9        6.0
Old  :     100.0:      22.2        7.8       26.2       45.1       59.9       93.4       93.9:       6.6        6.1
Other:     100.0:      27.0        5.7       10.5       52.3       78.8       89.8       94.9:      10.2        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        98         70         99         57         72        204        197:
Old  :       251:       100         69         92         55         70        197        192:
Other:       105:        35         18         22         28         37         72         68:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       21.9       28.3       32.5       11.6       14.4       19.0       20.5
Old  :                 17.2       22.0       29.5       32.7       12.4       13.6       19.7       20.2
Other:                 32.1       48.2       52.5       62.6       31.8       47.8       51.8       61.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :    38,154:    13,237        752      7,690     13,553     27,649     34,480     36,092:     3,673      2,062
Old  :    38,145:    13,237        752      7,690     13,550     27,640     34,477     36,083:     3,667      2,062
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :     1,987:       867       -710      1,267       -288        765      1,847      1,322:       140        664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        2.0       20.2       35.5       72.5       90.4       94.6:       9.6        5.4
Old  :     100.0:      34.7        2.0       20.2       35.5       72.5       90.4       94.6:       9.6        5.4
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  :       100:        55         11         21         26         23         89         48:
Old  :       100:        55         11         21         26         23         89         48:
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  :                 24.9       53.3       37.7       66.8       16.1       37.7       22.7       46.6
Old  :                 24.9       53.3       37.7       66.8       16.1       37.7       22.7       46.6
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 24, 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  :   194,290:    29,897     38,641     35,332    117,555    109,483    182,785    183,457:    11,506     10,834
Old  :   168,508:    29,296     44,847     27,852    100,639     85,229    157,787    157,928:    10,721     10,581
Other:    25,782:     7,221        413        862     16,915     24,255     24,998     25,529:       784        253
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :       983:       302     -2,198         11       -806      2,798       -493        611:     1,476        373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       19.9       18.2       60.5       56.4       94.1       94.4:       5.9        5.6
Old  :     100.0:      17.4       26.6       16.5       59.7       50.6       93.6       93.7:       6.4        6.3
Other:     100.0:      28.0        1.6        3.3       65.6       94.1       97.0       99.0:       3.0        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        48         57         50         56         48        128        136:
Old  :       175:        44         62         48         55         46        125        134:
Other:        57:        10          7          8         31         25         45         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  :                 25.7       25.6       38.8       41.2       21.9       16.0       29.3       24.1
Old  :                 26.9       26.5       41.1       40.1       24.7       18.1       34.4       27.6
Other:                 43.3       69.4       60.7       81.1       37.4       67.8       52.5       76.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   819,562:   142,887     38,442    188,941    405,264    509,574    737,093    736,957:    82,469     82,605
Old  :   819,562:   142,887     38,442    188,941    405,264    509,574    737,093    736,957:    82,469     82,605
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :    24,729:    12,886    -22,858      4,886     -4,024     42,045     13,748     24,074:    10,981        655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        4.7       23.1       49.4       62.2       89.9       89.9:      10.1       10.1
Old  :     100.0:      17.4        4.7       23.1       49.4       62.2       89.9       89.9:      10.1       10.1
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:        81         52         91         85         91        208        195:
Old  :       233:        81         52         91         85         91        208        195:
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  :                 12.8       14.2       23.0       22.8       11.6       10.6       18.8       17.0
Old  :                 12.8       14.2       23.0       22.8       11.6       10.6       18.8       17.0
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 24, 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  :   163,122:    27,749     21,816     48,057     80,116     84,793    155,923    154,667:     7,199      8,455
Old  :   151,669:    27,257     22,055     45,573     72,191     75,947    145,022    143,575:     6,647      8,094
Other:    11,453:     1,332        602      1,644      7,925      8,846     10,901     11,092:       551        361
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :     5,562:      -202      2,426      1,181      4,637      2,117      5,616      5,725:       -53       -162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       13.4       29.5       49.1       52.0       95.6       94.8:       4.4        5.2
Old  :     100.0:      18.0       14.5       30.0       47.6       50.1       95.6       94.7:       4.4        5.3
Other:     100.0:      11.6        5.3       14.4       69.2       77.2       95.2       96.9:       4.8        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       325:        89         92        111        118        113        260        274:
Old  :       322:        86         95        110        114        111        254        272:
Other:        98:        13         18         15         47         42         70         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       13.3       24.8       23.0        9.9        7.0       18.5       11.9
Old  :                 14.0       14.0       25.3       23.8       10.3        8.5       19.6       13.6
Other:                 52.1       49.5       65.3       66.0       49.5       48.9       56.8       60.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :    64,667:    50,858      3,822      1,393      4,533     57,715     56,783     62,930:     7,884      1,737
Old  :    64,667:    50,858      3,822      1,393      4,533     57,715     56,783     62,930:     7,884      1,737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :    -4,363:    -1,011     -3,108        575     -1,878     -1,009     -2,315     -3,542:    -2,048       -821
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.6        5.9        2.2        7.0       89.2       87.8       97.3:      12.2        2.7
Old  :     100.0:      78.6        5.9        2.2        7.0       89.2       87.8       97.3:      12.2        2.7
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  :       111:        71         13          9         17         12         90         33:
Old  :       111:        71         13          9         17         12         90         33:
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  :                 49.7       85.9       60.2       89.9       49.6       85.9       58.7       89.5
Old  :                 49.7       85.9       60.2       89.9       49.6       85.9       58.7       89.5
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 24, 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  :   410,502:    20,613     38,864      3,337    369,085    351,903    393,035    394,104:    17,466     16,398
Old  :   410,502:    20,613     38,864      3,337    369,085    351,903    393,035    394,104:    17,466     16,398
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :     4,967:     5,098       -594      1,311       -165      5,107      6,244      5,825:    -1,277       -858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        9.5        0.8       89.9       85.7       95.7       96.0:       4.3        4.0
Old  :     100.0:       5.0        9.5        0.8       89.9       85.7       95.7       96.0:       4.3        4.0
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  :       249:        30         45         14        103        105        144        153:
Old  :       249:        30         45         14        103        105        144        153:
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  :                 30.0       25.9       47.1       36.8       26.8       24.0       40.5       33.0
Old  :                 30.0       25.9       47.1       36.8       26.8       24.0       40.5       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated January 27, 2012