COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY 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:      165,008
COMMITMENTS
  49,588   25,371   18,937   81,504  107,744  150,029  152,052   14,979   12,956

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      9,846)
   2,376   -4,580    4,101    3,294    9,853    9,771    9,374       75      472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     15.4     11.5     49.4     65.3     90.9     92.1      9.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      77       71       75       47       63      172      170
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY 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:       26,458
COMMITMENTS
  14,986    1,718      491    7,462   22,464   22,939   24,673    3,519    1,785

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:       -233)
   1,356       96     -105   -1,576     -794     -325     -803       92      570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.6      6.5      1.9     28.2     84.9     86.7     93.3     13.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      50       15       15       24       18       84       39
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY 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:      171,519
COMMITMENTS
  31,597   37,810   19,491  109,654  103,921  160,742  161,222   10,777   10,297

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,520)
    -373   -2,122      736     -199    2,665      164    1,279    1,356      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     22.0     11.4     63.9     60.6     93.7     94.0      6.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      39       62       43       54       46      120      130
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY 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:      636,763
COMMITMENTS
 138,927   64,073   71,051  350,512  427,477  560,490  562,601   76,273   74,162

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     23,604)
   8,744  -18,116    5,332   -1,072   36,769   13,004   23,985   10,600     -381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     10.1     11.2     55.0     67.1     88.0     88.4     12.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      59       68       76       77       84      188      180
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY 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:      116,252
COMMITMENTS
  30,647   21,778   15,586   63,567   71,093  109,800  108,457    6,452    7,795

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      3,596)
     531    2,056      231    2,882    1,450    3,644    3,737      -48     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     18.7     13.4     54.7     61.2     94.4     93.3      5.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      78       90       87      109      100      234      243
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY 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:       64,148
COMMITMENTS
  50,847    3,924    1,128    4,414   57,437   56,389   62,489    7,759    1,659

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -4,335)
    -989   -3,154      597   -1,907     -935   -2,299   -3,492   -2,036     -843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.3      6.1      1.8      6.9     89.5     87.9     97.4     12.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      69       13        5       17       12       87       30
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY 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:      408,633
COMMITMENTS
  20,613   38,535    3,178  367,649  350,924  391,440  392,637   17,193   15,996

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      5,019)
   5,103     -590    1,313     -104    5,155    6,312    5,878   -1,293     -859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      9.4      0.8     90.0     85.9     95.8     96.1      4.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      30       45       11      102      104      140      152
 

Updated January 27, 2012