```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   229,807:    46,899     29,474     43,623    123,057    140,398    213,578    213,495:    16,228     16,312
Old  :   198,179:    42,934     33,686     34,306    108,536    115,594    185,777    183,587:    12,402     14,592
Other:    31,628:    10,446      2,269      2,835     14,520     24,804     27,801     29,908:     3,826      1,720
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :   -21,309:       817      9,949    -16,844     -2,046    -15,407    -18,073    -22,301:    -3,236        992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       12.8       19.0       53.5       61.1       92.9       92.9:       7.1        7.1
Old  :     100.0:      21.7       17.0       17.3       54.8       58.3       93.7       92.6:       6.3        7.4
Other:     100.0:      33.0        7.2        9.0       45.9       78.4       87.9       94.6:      12.1        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        81         97         90         63         69        195        212:
Old  :       262:        77         98         80         60         65        185        201:
Other:       127:        39         27         26         34         45         87         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       24.6       31.0       33.2       13.6       13.0       23.0       19.4
Old  :                 20.4       24.0       33.1       32.1       14.7       13.3       24.2       19.5
Other:                 25.1       43.4       42.4       58.9       24.9       42.9       42.2       57.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :    34,028:    11,876        595      7,444     10,824     24,391     30,144     32,429:     3,884      1,599
Old  :    34,004:    11,878        597      7,437     10,811     24,372     30,126     32,405:     3,878      1,599
Other:        24:         5          5          0         13         19         18         24:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    -2,530:    -1,407       -314       -219     -1,079     -1,975     -2,705     -2,508:       175        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        1.7       21.9       31.8       71.7       88.6       95.3:      11.4        4.7
Old  :     100.0:      34.9        1.8       21.9       31.8       71.7       88.6       95.3:      11.4        4.7
Other:     100.0:      20.8       20.8        0.0       54.2       79.2       75.0      100.0:      25.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        44         21         23         26         23         84         53:
Old  :        96:        43         22         23         26         23         84         53:
Other:         4:         1          1          0          1          1          2          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       53.8       35.6       66.9       16.4       42.4       24.0       50.5
Old  :                 21.8       53.7       35.6       66.9       16.5       42.4       24.0       50.5
Other:                 75.0      100.0       75.0      100.0       75.0      100.0       75.0      100.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   173,233:    27,266     39,909     23,738    113,679     99,910    164,682    163,556:     8,551      9,676
Old  :   136,904:    25,134     45,663     15,228     88,913     66,842    129,275    127,734:     7,629      9,170
Other:    36,329:     8,283        397      2,358     24,767     33,068     35,407     35,823:       922        506
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    -6,270:     1,042      4,502     -2,657     -2,658     -6,920     -4,273     -5,075:    -1,996     -1,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       23.0       13.7       65.6       57.7       95.1       94.4:       4.9        5.6
Old  :     100.0:      18.4       33.4       11.1       64.9       48.8       94.4       93.3:       5.6        6.7
Other:     100.0:      22.8        1.1        6.5       68.2       91.0       97.5       98.6:       2.5        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        40         65         44         52         48        116        134:
Old  :       167:        32         71         39         50         45        109        129:
Other:        66:        14          7         11         35         25         54         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.8       24.5       41.7       39.7       24.3       16.4       32.4       24.9
Old  :                 29.8       24.0       44.2       37.7       29.4       17.4       39.2       27.8
Other:                 42.2       54.1       58.2       71.4       39.1       52.9       54.0       68.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   876,017:   145,093     44,278    193,996    460,607    556,911    799,696    795,185:    76,321     80,831
Old  :   876,017:   145,093     44,278    193,996    460,607    556,911    799,696    795,185:    76,321     80,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    10,240:     6,411        521      1,923      1,335      8,195      9,669     10,640:       571       -400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        5.1       22.1       52.6       63.6       91.3       90.8:       8.7        9.2
Old  :     100.0:      16.6        5.1       22.1       52.6       63.6       91.3       90.8:       8.7        9.2
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  :       239:        75         59         94         87         96        213        202:
Old  :       239:        75         59         94         87         96        213        202:
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  :                 13.5       14.8       23.7       23.4       10.5        8.5       17.8       14.5
Old  :                 13.5       14.8       23.7       23.4       10.5        8.5       17.8       14.5
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, February 14, 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  :   166,735:    28,901     30,293     43,792     86,795     84,331    159,488    158,416:     7,248      8,320
Old  :   150,333:    28,418     30,476     38,861     76,317     73,073    143,597    142,410:     6,736      7,923
Other:    16,402:     1,588        922      3,825     10,477     11,258     15,891     16,005:       511        397
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :   -22,099:    -4,026      3,250    -15,637     -1,361     -8,792    -21,024    -21,178:    -1,075       -920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       18.2       26.3       52.1       50.6       95.7       95.0:       4.3        5.0
Old  :     100.0:      18.9       20.3       25.9       50.8       48.6       95.5       94.7:       4.5        5.3
Other:     100.0:       9.7        5.6       23.3       63.9       68.6       96.9       97.6:       3.1        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:        87        125        104        121        119        263        302:
Old  :       353:        85        126        102        117        117        255        300:
Other:       122:        20         18         23         55         56         88         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       15.4       24.5       24.0       10.1        7.0       18.5       11.9
Old  :                 13.2       16.0       24.1       24.6       11.0        7.8       20.3       13.5
Other:                 39.8       36.3       56.1       51.7       36.7       35.2       47.5       46.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :    52,476:    38,334     10,415      1,155      4,150     39,191     43,639     50,760:     8,837      1,716
Old  :    52,476:    38,334     10,415      1,155      4,150     39,191     43,639     50,760:     8,837      1,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    -1,388:    -1,254      3,655          5        636     -1,984       -613      1,675:      -775     -3,063
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.1       19.8        2.2        7.9       74.7       83.2       96.7:      16.8        3.3
Old  :     100.0:      73.1       19.8        2.2        7.9       74.7       83.2       96.7:      16.8        3.3
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  :       103:        53         23          6         17         12         74         38:
Old  :       103:        53         23          6         17         12         74         38:
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  :                 51.4       78.4       59.1       85.9       51.1       78.4       58.7       85.8
Old  :                 51.4       78.4       59.1       85.9       51.1       78.4       58.7       85.8
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, February 14, 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  :   405,849:    32,266     39,952      3,400    349,605    345,186    385,270    388,538:    20,579     17,311
Old  :   405,849:    32,266     39,952      3,400    349,605    345,186    385,270    388,538:    20,579     17,311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    16,419:     5,421      2,167       -188     10,306     14,932     15,539     16,911:       880       -492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        9.8        0.8       86.1       85.1       94.9       95.7:       5.1        4.3
Old  :     100.0:       8.0        9.8        0.8       86.1       85.1       94.9       95.7:       5.1        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  :       253:        38         42         15        102        107        151        153:
Old  :       253:        38         42         15        102        107        151        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  :                 33.8       28.2       45.8       38.1       27.5       26.9       39.0       35.9
Old  :                 33.8       28.2       45.8       38.1       27.5       26.9       39.0       35.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated February 17, 2012