COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   205,729:    47,333     17,466     51,158     91,899    122,176    190,389    190,800:    15,340     14,929
Old  :   190,282:    44,498     18,181     48,342     83,462    109,641    176,302    176,164:    13,980     14,117
Other:    15,447:     4,531        980      1,120      8,437     12,535     14,087     14,635:     1,360        812
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    -2,363:    -2,360     -5,595      2,536     -3,077       -398     -2,901     -3,457:       539      1,094
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        8.5       24.9       44.7       59.4       92.5       92.7:       7.5        7.3
Old  :     100.0:      23.4        9.6       25.4       43.9       57.6       92.7       92.6:       7.3        7.4
Other:     100.0:      29.3        6.3        7.3       54.6       81.1       91.2       94.7:       8.8        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        88         70         87         57         71        189        190:
Old  :       242:        92         69         80         54         69        183        184:
Other:        95:        27         16         18         29         36         63         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.0       17.6       27.4       27.9       13.1       12.0       20.3       19.2
Old  :                 16.8       17.1       28.0       27.3       13.6       11.2       21.3       17.9
Other:                 36.9       55.1       59.3       69.4       36.6       54.7       58.6       68.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :    40,537:    14,693      1,861      6,667     15,293     30,262     36,653     38,790:     3,884      1,747
Old  :    40,528:    14,693      1,861      6,667     15,290     30,253     36,650     38,781:     3,878      1,747
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :     7,860:     2,035        645      2,683      2,405      4,070      7,123      7,398:       737        462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2        4.6       16.4       37.7       74.7       90.4       95.7:       9.6        4.3
Old  :     100.0:      36.3        4.6       16.5       37.7       74.6       90.4       95.7:       9.6        4.3
Other:     100.0:       0.0        0.0        0.0       33.3      100.0       33.3      100.0:      66.7        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        54         18         20         27         27         92         54:
Old  :       109:        54         18         20         27         27         92         54:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.8       54.9       36.8       68.4       14.4       40.6       20.8       47.3
Old  :                 25.8       54.9       36.8       68.4       14.4       40.6       20.8       47.3
Other:                 33.3      100.0       33.3      100.0       33.3      100.0       33.3      100.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   196,235:    30,217     43,176     36,415    117,769    106,864    184,402    186,455:    11,834      9,780
Old  :   171,417:    29,565     49,277     28,807    101,889     83,687    160,260    161,771:    11,157      9,646
Other:    24,818:     7,238        484      1,023     15,880     23,177     24,141     24,684:       677        134
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    -3,290:     1,768      3,826     -7,123        573      1,042     -4,782     -2,254:     1,492     -1,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       22.0       18.6       60.0       54.5       94.0       95.0:       6.0        5.0
Old  :     100.0:      17.2       28.7       16.8       59.4       48.8       93.5       94.4:       6.5        5.6
Other:     100.0:      29.2        2.0        4.1       64.0       93.4       97.3       99.5:       2.7        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        48         67         47         55         48        130        138:
Old  :       186:        46         69         45         55         46        128        136:
Other:        55:        11          6          9         31         22         47         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.3       25.5       38.0       40.9       21.5       16.8       30.4       24.4
Old  :                 25.5       26.0       39.9       39.8       24.7       18.9       35.6       27.7
Other:                 43.1       71.6       61.1       84.2       35.2       70.3       51.1       77.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   771,798:   124,145     62,600    181,696    399,326    444,325    705,167    688,621:    66,631     83,177
Old  :   771,798:   124,145     62,600    181,696    399,326    444,325    705,167    688,621:    66,631     83,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    18,946:    -6,874      1,874      8,818     18,381      3,626     20,325     14,319:    -1,379      4,628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        8.1       23.5       51.7       57.6       91.4       89.2:       8.6       10.8
Old  :     100.0:      16.1        8.1       23.5       51.7       57.6       91.4       89.2:       8.6       10.8
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  :       229:        74         56         90         87         92        200        200:
Old  :       229:        74         56         90         87         92        200        200:
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  :                 12.5       13.1       22.5       20.9       11.6        9.7       19.0       15.3
Old  :                 12.5       13.1       22.5       20.9       11.6        9.7       19.0       15.3
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, January 10, 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  :   156,954:    26,528     23,140     47,281     76,990     78,499    150,800    148,920:     6,154      8,034
Old  :   146,467:    26,154     23,173     45,165     69,364     70,306    140,683    138,644:     5,784      7,823
Other:    10,487:       948        539      1,544      7,626      8,193     10,117     10,276:       370        211
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    11,170:     3,267      3,412      3,788      4,412      4,474     11,466     11,674:      -296       -504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       14.7       30.1       49.1       50.0       96.1       94.9:       3.9        5.1
Old  :     100.0:      17.9       15.8       30.8       47.4       48.0       96.1       94.7:       3.9        5.3
Other:     100.0:       9.0        5.1       14.7       72.7       78.1       96.5       98.0:       3.5        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:        82         94        108        130        122        266        281:
Old  :       328:        79         99        107        127        120        261        279:
Other:       105:        19         14         15         51         39         77         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       13.3       23.7       21.5       10.1        7.2       18.4       12.5
Old  :                 13.2       13.3       24.8       21.6       10.5        7.7       19.3       13.3
Other:                 50.8       54.8       63.8       71.8       48.3       54.2       55.0       65.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :    69,570:    52,674      7,944        810      6,162     59,368     59,646     68,121:     9,925      1,449
Old  :    69,570:    52,674      7,944        810      6,162     59,368     59,646     68,121:     9,925      1,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :     2,452:     1,894       -444       -529         89      3,355      1,454      2,383:       998         69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.7       11.4        1.2        8.9       85.3       85.7       97.9:      14.3        2.1
Old  :     100.0:      75.7       11.4        1.2        8.9       85.3       85.7       97.9:      14.3        2.1
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  :       116:        77         12          7         18         10         99         26:
Old  :       116:        77         12          7         18         10         99         26:
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  :                 46.7       83.2       57.4       91.2       46.7       83.1       56.6       90.9
Old  :                 46.7       83.2       57.4       91.2       46.7       83.1       56.6       90.9
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, January 10, 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  :   401,143:    13,684     41,831      1,815    369,759    342,508    385,259    386,154:    15,884     14,989
Old  :   401,143:    13,684     41,831      1,815    369,759    342,508    385,259    386,154:    15,884     14,989
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    -3,269:       674     -3,520     -1,163     -2,452      1,349     -2,940     -3,333:      -328         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       10.4        0.5       92.2       85.4       96.0       96.3:       4.0        3.7
Old  :     100.0:       3.4       10.4        0.5       92.2       85.4       96.0       96.3:       4.0        3.7
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  :       233:        24         41         15         97        103        131        149:
Old  :       233:        24         41         15         97        103        131        149:
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  :                 31.7       25.0       50.0       36.2       29.3       24.9       44.9       34.3
Old  :                 31.7       25.0       50.0       36.2       29.3       24.9       44.9       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 13, 2012