COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      251,116
COMMITMENTS
  46,082   19,524   60,467  125,102  155,805  231,651  235,797   19,465   15,320

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     14,319)
  -1,413    1,318    3,660    7,814    8,492   10,061   13,470    4,258      848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      7.8     24.1     49.8     62.0     92.2     93.9      7.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      91       77      100       62       74      207      204
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       36,558
COMMITMENTS
  13,283      908    7,663   11,903   26,366   32,849   34,938    3,710    1,621

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,692)
      13      156     -372   -1,231   -1,445   -1,591   -1,661     -101      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3      2.5     21.0     32.6     72.1     89.9     95.6     10.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      47       22       22       26       24       88       53
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      179,502
COMMITMENTS
  26,224   35,407   26,394  116,337  106,830  168,955  168,631   10,547   10,871

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -13,208)
  -1,272    2,615   -9,914   -1,608   -4,804  -12,794  -12,103     -414   -1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     19.7     14.7     64.8     59.5     94.1     93.9      5.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      36       57       46       52       52      117      133
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      865,776
COMMITMENTS
 138,682   43,757  192,073  459,272  548,716  790,027  784,546   75,749   81,231

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     20,958)
  -5,736    1,123     -116   24,008   21,978   18,157   22,986    2,801   -2,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      5.1     22.2     53.0     63.4     91.3     90.6      8.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      65       63       92       87       96      207      199
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      188,834
COMMITMENTS
  32,927   27,042   59,429   88,156   93,123  180,512  179,594    8,322    9,240

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     15,160)
   4,385    2,006    5,920    4,714    7,490   15,019   15,416      141     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     14.3     31.5     46.7     49.3     95.6     95.1      4.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      90      113      116      123      123      276      300
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       53,864
COMMITMENTS
  39,588    6,760    1,150    3,514   41,175   44,252   49,085    9,612    4,779

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,656)
  -3,396    2,579     -234       69   -6,845   -3,561   -4,500    1,905    2,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.5     12.6      2.1      6.5     76.4     82.2     91.1     17.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      50       24        7       15       14       68       43
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      389,430
COMMITMENTS
  26,845   37,785    3,588  339,299  330,254  369,731  371,627   19,699   17,803

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -14,068)
   7,408      789   -1,480  -21,641  -14,124  -15,714  -14,815    1,646      748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      9.7      0.9     87.1     84.8     94.9     95.4      5.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      33       43       14       99       99      143      145
 

Updated February 10, 2012