COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      172,686
COMMITMENTS
  48,651   24,657   18,014   91,284  116,377  157,949  159,048   14,737   13,638

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      7,678)
    -937     -714     -923    9,780    8,633    7,920    6,996     -242      682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     14.3     10.4     52.9     67.4     91.5     92.1      8.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      77       75       79       55       66      181      181
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,164
COMMITMENTS
  15,136    2,042      396    6,959   22,354   22,491   24,792    3,673    1,372

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -294)
     150      324      -95     -503     -110     -448      119      154     -413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.9      7.8      1.5     26.6     85.4     86.0     94.8     14.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      51       18       10       23       19       80       41
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      168,576
COMMITMENTS
  28,785   30,958   19,448  109,642  106,526  157,875  156,932   10,701   11,644

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -2,943)
  -2,812   -6,852      -43      -12    2,605   -2,867   -4,290      -76    1,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     18.4     11.5     65.0     63.2     93.7     93.1      6.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      38       56       48       51       48      118      128
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      666,733
COMMITMENTS
 143,389   62,166   76,589  379,773  452,521  599,751  591,276   66,982   75,457

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     29,970)
   4,462   -1,907    5,538   29,261   25,044   39,261   28,675   -9,291    1,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      9.3     11.5     57.0     67.9     90.0     88.7     10.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      57       70       78       78       88      191      184
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      124,356
COMMITMENTS
  33,055   24,414   18,336   65,470   72,602  116,861  115,352    7,495    9,004

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      8,104)
   2,408    2,636    2,750    1,903    1,509    7,061    6,895    1,043    1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     19.6     14.7     52.6     58.4     94.0     92.8      6.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      82       96       91      107      104      234      261
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       54,946
COMMITMENTS
  42,962    4,207    1,151    3,302   47,734   47,415   53,092    7,531    1,854

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -9,202)
  -7,885      283       23   -1,112   -9,703   -8,974   -9,397     -228      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.2      7.7      2.1      6.0     86.9     86.3     96.6     13.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      51       17        5       15       15       67       37
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      401,322
COMMITMENTS
  19,431   36,631    4,865  359,301  343,271  383,597  384,767   17,725   16,555

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -7,311)
  -1,182   -1,904    1,687   -8,348   -7,653   -7,843   -7,870      532      559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      9.1      1.2     89.5     85.5     95.6     95.9      4.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      32       40       16      101      103      142      150
 

Updated February 3, 2012