COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      147,317
COMMITMENTS
  47,988   29,317   13,397   71,595   90,680  132,980  133,394   14,337   13,923

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -4,762)
  -2,856   -6,174    1,942   -4,350   -1,532   -5,264   -5,764      502    1,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     19.9      9.1     48.6     61.6     90.3     90.5      9.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      67       73       56       49       61      153      159
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,479
COMMITMENTS
  16,080    1,711      555    9,054   25,333   25,689   27,599    3,790    1,880

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      2,514)
   2,608      850     -177     -642    1,108    1,789    1,781      725      733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.5      5.8      1.9     30.7     85.9     87.1     93.6     12.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      56       15        7       24       24       84       42
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      173,305
COMMITMENTS
  33,456   43,176   19,369  109,835  101,121  162,660  163,666   10,645    9,639

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        -77)
    -833    1,144   -1,035      881      655     -987      764      910     -841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     24.9     11.2     63.4     58.3     93.9     94.4      6.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      44       68       41       53       46      122      133
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      583,648
COMMITMENTS
 124,090   77,019   62,451  336,685  368,660  523,226  508,130   60,422   75,518

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     16,049)
  -4,179     -946    5,577   15,639    6,440   17,037   11,071     -988    4,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     13.2     10.7     57.7     63.2     89.6     87.1     10.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      57       67       74       79       85      179      186
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      111,501
COMMITMENTS
  28,714   23,404   15,199   62,025   65,565  105,938  104,168    5,563    7,333

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      6,086)
   3,799    2,894    1,489    1,136    2,264    6,424    6,647     -338     -561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     21.0     13.6     55.6     58.8     95.0     93.4      5.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      71       93       89      121      110      242      253
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       69,024
COMMITMENTS
  52,644    8,057      554    6,061   59,023   59,259   67,634    9,765    1,390

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      2,971)
   1,882     -868      -25      156    3,792    2,013    2,899      958       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.3     11.7      0.8      8.8     85.5     85.9     98.0     14.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      76       11        3       17       10       94       24
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      399,326
COMMITMENTS
  13,690   41,513    1,667  368,296  341,533  383,653  384,713   15,673   14,613

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -3,274)
     680   -3,518   -1,214   -2,458    1,391   -2,992   -3,341     -282       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     10.4      0.4     92.2     85.5     96.1     96.3      3.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      24       41       10       96      102      126      147
 

Updated January 13, 2012