COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      189,435
COMMITMENTS
  47,524   27,451   21,692  101,248  124,757  170,464  173,900   18,971   15,535

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     16,749)
  -1,127    2,794    3,678    9,964    8,380   12,515   14,852    4,234    1,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     14.5     11.5     53.4     65.9     90.0     91.8     10.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      72       73       84       53       66      180      180
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       25,588
COMMITMENTS
  15,006    1,993      404    6,577   21,799   21,987   24,196    3,601    1,392

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -576)
    -130      -49        8     -382     -555     -504     -596      -72       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.6      7.8      1.6     25.7     85.2     85.9     94.6     14.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      48       18       10       23       19       76       42
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      171,438
COMMITMENTS
  27,062   35,731   20,818  113,262  104,256  161,142  160,805   10,296   10,633

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      2,862)
  -1,723    4,773    1,370    3,620   -2,270    3,267    3,873     -405   -1,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     20.8     12.1     66.1     60.8     94.0     93.8      6.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      36       56       45       51       50      114      131
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      696,054
COMMITMENTS
 137,104   69,068   80,283  408,717  473,286  626,104  622,637   69,950   73,417

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     29,321)
  -6,285    6,902    3,694   28,944   20,765   26,353   31,361    2,968   -2,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      9.9     11.5     58.7     68.0     90.0     89.5     10.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      55       65       75       80       92      187      184
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      136,418
COMMITMENTS
  37,328   26,881   21,760   69,632   79,201  128,720  127,842    7,698    8,576

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     12,062)
   4,273    2,467    3,424    4,162    6,599   11,859   12,490      203     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     19.7     16.0     51.0     58.1     94.4     93.7      5.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      90       99       93      111      112      247      269
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       53,362
COMMITMENTS
  39,631    6,834      873    3,372   40,942   43,876   48,649    9,486    4,713

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,584)
  -3,331    2,627     -278       70   -6,792   -3,539   -4,443    1,955    2,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.3     12.8      1.6      6.3     76.7     82.2     91.2     17.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      50       23        5       14       14       67       40
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      386,636
COMMITMENTS
  26,838   37,482    3,179  337,247  328,876  367,264  369,537   19,372   17,099

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -14,686)
   7,407      851   -1,686  -22,054  -14,395  -16,333  -15,230    1,647      544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      9.7      0.8     87.2     85.1     95.0     95.6      5.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      33       43       10       97       98      137      144
 

Updated February 10, 2012