COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      155,162
COMMITMENTS
  47,212   29,951   14,836   78,210   97,891  140,258  142,678   14,904   12,484

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      7,845)
    -776      634    1,439    6,615    7,211    7,278    9,284      567   -1,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     19.3      9.6     50.4     63.1     90.4     92.0      9.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      69       76       61       47       61      158      161
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,691
COMMITMENTS
  13,630    1,622      596    9,038   23,258   23,264   25,476    3,427    1,215

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     -2,788)
  -2,450      -89       41      -16   -2,075   -2,425   -2,123     -363     -665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1      6.1      2.2     33.9     87.1     87.2     95.4     12.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      50       13       13       24       21       80       41
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      169,999
COMMITMENTS
  31,970   39,932   18,755  109,853  101,256  160,578  159,943    9,421   10,056

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     -3,306)
  -1,486   -3,244     -614       18      135   -2,082   -3,723   -1,224      417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     23.5     11.0     64.6     59.6     94.5     94.1      5.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      38       63       41       53       47      118      128
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      613,159
COMMITMENTS
 130,183   82,189   65,719  351,584  390,708  547,486  538,616   65,673   74,543

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     29,511)
   6,093    5,170    3,268   14,899   22,048   24,260   30,486    5,251     -975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     13.4     10.7     57.3     63.7     89.3     87.8     10.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      61       71       76       79       84      187      186
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      112,656
COMMITMENTS
  30,116   19,722   15,355   60,685   69,643  106,156  104,720    6,500    7,936

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      1,155)
   1,402   -3,682      156   -1,340    4,078      218      552      937      603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     17.5     13.6     53.9     61.8     94.2     93.0      5.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      77       82       89      116      106      248      233
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       68,483
COMMITMENTS
  51,836    7,078      531    6,321   58,372   58,688   65,981    9,795    2,502

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:       -541)
    -808     -979      -23      260     -651     -571   -1,653       30    1,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.7     10.3      0.8      9.2     85.2     85.7     96.3     14.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      78       11        3       19       11       98       25
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      403,614
COMMITMENTS
  15,510   39,125    1,865  367,753  345,769  385,128  386,759   18,486   16,855

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      4,288)
   1,820   -2,388      198     -543    4,236    1,475    2,046    2,813    2,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      9.7      0.5     91.1     85.7     95.4     95.8      4.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      25       43        9       98      105      130      150
 

Updated January 20, 2012