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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   218,314:    48,303     18,767     53,768    100,305    132,376    202,377    204,911:    15,937     13,403
Old  :   199,989:    45,423     19,721     50,263     90,185    117,664    185,870    187,648:    14,119     12,341
Other:    18,325:     4,907      1,073      1,479     10,120     14,712     16,507     17,264:     1,818      1,062
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :    12,585:       970      1,301      2,610      8,407     10,200     11,987     14,112:       597     -1,527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        8.6       24.6       45.9       60.6       92.7       93.9:       7.3        6.1
Old  :     100.0:      22.7        9.9       25.1       45.1       58.8       92.9       93.8:       7.1        6.2
Other:     100.0:      26.8        5.9        8.1       55.2       80.3       90.1       94.2:       9.9        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        90         73         87         57         72        192        191:
Old  :       245:        93         72         79         54         70        185        185:
Other:        98:        31         15         18         28         37         66         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       19.7       27.9       30.3       12.8       12.8       20.0       19.2
Old  :                 16.9       19.4       28.4       30.1       13.1       11.9       20.7       18.5
Other:                 33.8       50.9       55.4       65.8       33.3       50.0       54.8       65.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :    36,167:    12,370      1,462      6,423     13,841     26,884     32,633     34,769:     3,534      1,398
Old  :    36,158:    12,370      1,462      6,423     13,838     26,875     32,630     34,760:     3,528      1,398
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :    -4,370:    -2,324       -399       -244     -1,452     -3,377     -4,020     -4,020:      -350       -350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        4.0       17.8       38.3       74.3       90.2       96.1:       9.8        3.9
Old  :     100.0:      34.2        4.0       17.8       38.3       74.3       90.2       96.1:       9.8        3.9
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  :        97:        45         19         21         28         25         88         50:
Old  :        97:        45         19         21         28         25         88         50:
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  :                 25.1       55.8       38.7       69.2       17.3       42.2       24.4       50.7
Old  :                 25.1       55.8       38.8       69.2       17.3       42.2       24.4       50.7
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 17, 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  :   193,307:    29,595     40,839     35,321    118,361    106,686    183,277    182,846:    10,030     10,461
Old  :   168,290:    28,872     46,913     27,782    102,244     83,287    158,898    157,982:     9,392     10,308
Other:    25,017:     7,228        431      1,034     16,117     23,399     24,379     24,864:       638        153
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :    -2,928:      -622     -2,337     -1,094        592       -178     -1,124     -3,609:    -1,804        680
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       21.1       18.3       61.2       55.2       94.8       94.6:       5.2        5.4
Old  :     100.0:      17.2       27.9       16.5       60.8       49.5       94.4       93.9:       5.6        6.1
Other:     100.0:      28.9        1.7        4.1       64.4       93.5       97.4       99.4:       2.6        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        45         60         47         55         49        126        134:
Old  :       174:        41         65         45         54         47        123        132:
Other:        56:        11          7          9         31         23         47         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.5       25.8       39.2       41.8       21.8       16.7       30.0       24.1
Old  :                 26.9       26.4       41.4       40.8       25.1       18.8       35.2       27.9
Other:                 42.8       71.2       60.7       83.8       35.0       70.0       50.9       77.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   794,833:   130,002     61,299    184,055    409,288    467,528    723,345    712,883:    71,488     81,950
Old  :   794,833:   130,002     61,299    184,055    409,288    467,528    723,345    712,883:    71,488     81,950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :    23,035:     5,857     -1,301      2,359      9,963     23,203     18,178     24,262:     4,857     -1,227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        7.7       23.2       51.5       58.8       91.0       89.7:       9.0       10.3
Old  :     100.0:      16.4        7.7       23.2       51.5       58.8       91.0       89.7:       9.0       10.3
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  :       235:        72         65         92         86         91        207        201:
Old  :       235:        72         65         92         86         91        207        201:
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  :                 12.9       13.1       23.1       20.8       12.0        9.9       19.3       15.5
Old  :                 12.9       13.1       23.1       20.8       12.0        9.9       19.3       15.5
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 17, 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  :   157,559:    27,951     19,390     46,877     75,479     82,676    150,307    148,942:     7,252      8,617
Old  :   146,764:    27,415     19,302     44,690     67,877     74,464    139,982    138,456:     6,782      8,308
Other:    10,795:     1,175        726      1,548      7,603      8,212     10,326     10,486:       469        309
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :       605:     1,423     -3,750       -405     -1,511      4,177       -493         22:     1,098        583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       12.3       29.8       47.9       52.5       95.4       94.5:       4.6        5.5
Old  :     100.0:      18.7       13.2       30.5       46.2       50.7       95.4       94.3:       4.6        5.7
Other:     100.0:      10.9        6.7       14.3       70.4       76.1       95.7       97.1:       4.3        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:        80         89        112        124        118        269        265:
Old  :       315:        79         90        111        122        116        265        263:
Other:        98:        15         15         16         49         39         73         61:
     :----------------------------------------------------------------------------------------------------
     :             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       12.9       24.1       21.9       10.3        7.3       18.8       12.4
Old  :                 13.1       13.5       24.9       22.3       10.7        8.7       19.7       14.0
Other:                 54.1       51.7       66.8       68.7       50.8       51.4       57.2       63.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :    69,030:    51,869      6,930        818      6,411     58,724     59,098     66,472:     9,932      2,558
Old  :    69,030:    51,869      6,930        818      6,411     58,724     59,098     66,472:     9,932      2,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :      -540:      -805     -1,013          8        249       -644       -548     -1,649:         7      1,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.1       10.0        1.2        9.3       85.1       85.6       96.3:      14.4        3.7
Old  :     100.0:      75.1       10.0        1.2        9.3       85.1       85.6       96.3:      14.4        3.7
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  :       121:        79         12          8         20         11        103         28:
Old  :       121:        79         12          8         20         11        103         28:
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  :                 46.4       82.6       57.3       89.3       46.4       82.5       56.6       89.1
Old  :                 46.4       82.6       57.3       89.3       46.4       82.5       56.6       89.1
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 17, 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  :   405,535:    15,515     39,457      2,026    369,251    346,796    386,791    388,279:    18,744     17,256
Old  :   405,535:    15,515     39,457      2,026    369,251    346,796    386,791    388,279:    18,744     17,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :     4,392:     1,830     -2,374        210       -509      4,288      1,532      2,125:     2,860      2,268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        9.7        0.5       91.1       85.5       95.4       95.7:       4.6        4.3
Old  :     100.0:       3.8        9.7        0.5       91.1       85.5       95.4       95.7:       4.6        4.3
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  :       239:        25         43         14         99        106        134        153:
Old  :       239:        25         43         14         99        106        134        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  :                 31.2       24.8       49.2       36.0       28.7       24.6       43.9       34.0
Old  :                 31.2       24.8       49.2       36.0       28.7       24.6       43.9       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated January 20, 2012