COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      236,798
COMMITMENTS
  47,495   18,206   56,807  117,288  147,313  221,591  222,326   15,207   14,471

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      7,385)
  -2,324    2,783   -2,044   12,334    6,003    7,966    6,742     -580      643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      7.7     24.0     49.5     62.2     93.6     93.9      6.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      96       79       99       62       74      209      206
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       38,250
COMMITMENTS
  13,270      752    8,036   13,134   27,811   34,440   36,599    3,811    1,651

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:         97)
      34       -0      345     -419      162      -40      507      137     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7      2.0     21.0     34.3     72.7     90.0     95.7     10.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      56       16       21       26       24       90       53
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      192,710
COMMITMENTS
  27,496   32,792   36,308  117,945  111,634  181,749  180,735   10,961   11,976

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -1,580)
  -2,401   -5,849      976      390    2,151   -1,036   -2,722     -545    1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     17.0     18.8     61.2     57.9     94.3     93.8      5.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      41       56       54       53       50      126      133
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      844,819
COMMITMENTS
 144,417   42,633  192,189  435,264  526,738  771,870  761,560   72,949   83,259

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     25,256)
   1,530    4,191    3,247   30,000   17,164   34,777   24,603   -9,520      654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      5.0     22.7     51.5     62.3     91.4     90.1      8.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      76       57       93       85       94      210      198
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      173,674
COMMITMENTS
  28,542   25,036   53,509   83,442   85,633  165,492  164,178    8,182    9,497

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     10,553)
     793    3,220    5,451    3,325      840    9,569    9,511      983    1,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     14.4     30.8     48.0     49.3     95.3     94.5      4.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
      85      107      113      117      116      263      289
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       55,521
COMMITMENTS
  42,985    4,181    1,384    3,445   48,020   47,814   53,585    7,707    1,936

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -9,147)
  -7,873      359       -9   -1,087   -9,695   -8,970   -9,345     -177      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.4      7.5      2.5      6.2     86.5     86.1     96.5     13.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      53       17        8       15       15       69       40
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      403,498
COMMITMENTS
  19,437   36,995    5,068  360,940  344,379  385,445  386,442   18,053   17,055

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -7,004)
  -1,176   -1,869    1,731   -8,145   -7,524   -7,590   -7,661      586      657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      9.2      1.3     89.5     85.3     95.5     95.8      4.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      32       40       19      103      104      147      151
 

Updated February 3, 2012