COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :   208,092:    49,693     23,061     48,622     94,976    122,574    193,291    194,257:    14,801     13,835
Old  :   195,753:    47,356     23,626     46,468     88,329    112,670    182,153    182,764:    13,599     12,989
Other:    12,339:     3,681        779        810      6,647      9,904     11,137     11,493:     1,202        846
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     1,585:     4,766     -7,495      1,642     -6,772     10,266       -363      4,412:     1,948     -2,828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       11.1       23.4       45.6       58.9       92.9       93.4:       7.1        6.6
Old  :     100.0:      24.2       12.1       23.7       45.1       57.6       93.1       93.4:       6.9        6.6
Other:     100.0:      29.8        6.3        6.6       53.9       80.3       90.3       93.1:       9.7        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:       102         58         82         60         72        191        187:
Old  :       244:       104         59         76         57         70        186        181:
Other:        88:        26         13         16         29         33         61         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       16.1       28.6       26.4       12.8       10.2       19.1       17.5
Old  :                 17.3       15.9       29.1       25.8       13.3       10.8       20.0       18.1
Other:                 40.5       59.8       58.8       71.2       40.1       59.3       57.7       70.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :    32,677:    12,658      1,216      3,984     12,888     26,191     29,530     31,392:     3,147      1,285
Old  :    32,668:    12,658      1,216      3,984     12,885     26,182     29,527     31,383:     3,141      1,285
Other:         9:         0          0          0          3          9          3          9:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     2,199:     1,127       -162        586        612      1,654      2,325      2,078:      -125        121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        3.7       12.2       39.4       80.2       90.4       96.1:       9.6        3.9
Old  :     100.0:      38.7        3.7       12.2       39.4       80.1       90.4       96.1:       9.6        3.9
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  :        95:        44         15         18         28         24         84         45:
Old  :        95:        44         15         18         28         24         84         45:
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  :                 23.9       65.8       35.2       76.4       21.8       56.4       30.7       65.1
Old  :                 23.9       65.8       35.2       76.4       21.8       56.4       30.7       65.1
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 3, 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  :   199,525:    28,449     39,350     43,538    117,196    105,822    189,183    188,709:    10,342     10,816
Old  :   174,846:    28,099     45,539     35,831    101,243     82,787    165,174    164,158:     9,672     10,688
Other:    24,679:     6,987        449      1,069     15,954     23,034     24,010     24,551:       670        128
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     7,109:       -16        327      3,681      3,015      3,771      6,680      7,778:       430       -669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       19.7       21.8       58.7       53.0       94.8       94.6:       5.2        5.4
Old  :     100.0:      16.1       26.0       20.5       57.9       47.3       94.5       93.9:       5.5        6.1
Other:     100.0:      28.3        1.8        4.3       64.6       93.3       97.3       99.5:       2.7        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        45         61         43         55         47        124        132:
Old  :       178:        42         65         40         55         44        122        128:
Other:        55:        13          5         10         30         22         47         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.5       24.5       38.9       41.4       20.9       16.7       30.0       23.0
Old  :                 24.4       24.6       41.0       40.4       23.9       17.3       35.0       25.6
Other:                 43.6       71.9       61.6       84.6       35.3       70.7       51.2       78.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :   752,852:   131,019     60,726    172,878    380,945    440,699    684,842    674,303:    68,010     78,549
Old  :   752,852:   131,019     60,726    172,878    380,945    440,699    684,842    674,303:    68,010     78,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    23,098:    15,927     -2,444      3,635        262     21,905     19,824     23,095:     3,274          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        8.1       23.0       50.6       58.5       91.0       89.6:       9.0       10.4
Old  :     100.0:      17.4        8.1       23.0       50.6       58.5       91.0       89.6:       9.0       10.4
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  :       234:        75         60         88         87         91        206        196:
Old  :       234:        75         60         88         87         91        206        196:
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  :                 12.3       13.1       22.3       20.9       11.2       10.3       18.5       16.2
Old  :                 12.3       13.1       22.3       20.9       11.2       10.3       18.5       16.2
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 3, 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  :   145,784:    23,262     19,728     43,494     72,579     74,025    139,334    137,246:     6,450      8,538
Old  :   135,500:    22,881     19,699     41,428     65,064     66,008    129,373    127,134:     6,127      8,366
Other:    10,284:       852        500      1,594      7,515      8,017      9,961     10,112:       322        172
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     2,225:     1,523     -1,927      1,368     -1,062      2,176      1,830      1,617:       395        607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       13.5       29.8       49.8       50.8       95.6       94.1:       4.4        5.9
Old  :     100.0:      16.9       14.5       30.6       48.0       48.7       95.5       93.8:       4.5        6.2
Other:     100.0:       8.3        4.9       15.5       73.1       78.0       96.9       98.3:       3.1        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:        75         92        104        128        118        261        264:
Old  :       312:        72         95        103        126        116        257        262:
Other:       102:        20         11         14         51         37         76         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       13.5       23.6       21.6       10.9        7.4       19.1       13.1
Old  :                 13.1       13.3       24.5       21.5       11.4        7.7       20.2       13.9
Other:                 50.7       55.9       63.9       72.4       48.2       55.2       55.6       66.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :    67,118:    50,780      8,387      1,339      6,072     56,012     58,191     65,738:     8,927      1,380
Old  :    67,118:    50,780      8,387      1,339      6,072     56,012     58,191     65,738:     8,927      1,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     1,413:    -1,482       -730         75        364      2,451     -1,042      1,796:     2,455       -383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.7       12.5        2.0        9.0       83.5       86.7       97.9:      13.3        2.1
Old  :     100.0:      75.7       12.5        2.0        9.0       83.5       86.7       97.9:      13.3        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  :       108:        65         12          9         19         13         88         31:
Old  :       108:        65         12          9         19         13         88         31:
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  :                 48.1       81.5       59.7       89.9       48.0       81.4       59.1       89.2
Old  :                 48.1       81.5       59.7       89.9       48.0       81.4       59.1       89.2
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 3, 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  :   404,411:    13,010     45,351      2,978    372,211    341,159    388,199    389,487:    16,212     14,924
Old  :   404,411:    13,010     45,351      2,978    372,211    341,159    388,199    389,487:    16,212     14,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    -6,052:     1,669      1,733        367     -8,623     -7,839     -6,587     -5,739:       536       -312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       11.2        0.7       92.0       84.4       96.0       96.3:       4.0        3.7
Old  :     100.0:       3.2       11.2        0.7       92.0       84.4       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  :       227:        20         39         10         96        103        123        145:
Old  :       227:        20         39         10         96        103        123        145:
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  :                 33.3       25.1       50.1       35.5       31.3       25.0       46.3       34.4
Old  :                 33.3       25.1       50.1       35.5       31.3       25.0       46.3       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 3, 2012