```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      229,412
COMMITMENTS
  49,819   15,423   58,852  104,955  141,309  213,625  215,584   15,787   13,828

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     11,099)
   1,516   -3,344    5,083    4,649    8,934   11,248   10,673     -150      426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      6.7     25.7     45.7     61.6     93.1     94.0      6.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      98       70       99       57       72      204      197
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       38,154
COMMITMENTS
  13,237      752    7,690   13,553   27,649   34,480   36,092    3,673    2,062

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,987)
     867     -710    1,267     -288      765    1,847    1,322      140      664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7      2.0     20.2     35.5     72.5     90.4     94.6      9.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      55       11       21       26       23       89       48
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      194,290
COMMITMENTS
  29,897   38,641   35,332  117,555  109,483  182,785  183,457   11,506   10,834

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        983)
     302   -2,198       11     -806    2,798     -493      611    1,476      373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     19.9     18.2     60.5     56.4     94.1     94.4      5.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      48       57       50       56       48      128      136
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      819,562
COMMITMENTS
 142,887   38,442  188,941  405,264  509,574  737,093  736,957   82,469   82,605

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     24,729)
  12,886  -22,858    4,886   -4,024   42,045   13,748   24,074   10,981      655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      4.7     23.1     49.4     62.2     89.9     89.9     10.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      81       52       91       85       91      208      195
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      163,122
COMMITMENTS
  27,749   21,816   48,057   80,116   84,793  155,923  154,667    7,199    8,455

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      5,562)
    -202    2,426    1,181    4,637    2,117    5,616    5,725      -53     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     13.4     29.5     49.1     52.0     95.6     94.8      4.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      89       92      111      118      113      260      274
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       64,667
COMMITMENTS
  50,858    3,822    1,393    4,533   57,715   56,783   62,930    7,884    1,737

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -4,363)
  -1,011   -3,108      575   -1,878   -1,009   -2,315   -3,542   -2,048     -821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.6      5.9      2.2      7.0     89.2     87.8     97.3     12.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      71       13        9       17       12       90       33
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      410,502
COMMITMENTS
  20,613   38,864    3,337  369,085  351,903  393,035  394,104   17,466   16,398

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      4,967)
   5,098     -594    1,311     -165    5,107    6,244    5,825   -1,277     -858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      9.5      0.8     89.9     85.7     95.7     96.0      4.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      30       45       14      103      105      144      153
```

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Updated January 27, 2012