Page No.     1                                                COTTON NO. 2, INDEX TRADER 
 01-27-2012 
                                                          COMMITMENTS OF TRADERS DATA ANALYSIS 
  
 <----D TE--->| <------- -COMMERC CONTRACT ---INDEX TRADR->| <----NON -COMMERC CONTRACT ---INDEX  TRAD->| <--SMALL    INDEX   TRADER ------ ---->|       |        | 
 WEEKS  DAY   |        |        | NET    |        |        |        |        | NET    |        |        |        |        | NET    |      |      | OPEN  | OPEN   | 
 FR LAS MOS   | NET QTY| NET CHG| COMM   | QTY    | QTY    | NET QTY| NET CHG| NONCOMM| QTY    |  QTY   | NET QTY| NET CHG| SMALL  | QTY  | QTY  | INTER-| INT CHG| FUTUR 
 JAN 01 YEAR  | LNG-SHT| FR PREV| INDEX  | LONG   | SHORT  | LNG-SHT| FR PREV| INDEX  | LONG   |  SHORT | LNG-SHT| FR PREV| INDEX  | LONG | SHORT| EST   | FR PREV| PRICE 
  
  
   3.00 24Jan12   -80462    -5539       63    53792   134254    19516     4805       24    34939    15423     1959     -575       49  15787  13828  229412    11098  9818 
   2.00 17Jan12   -74923    -4752       67    50045   124968    14711    -1124       18    33478    18767     2534     2123       52  15937  13403  218314    12585  9819 
   1.00 10Jan12   -70171    -6706       71    45999   116170    15835     1722       19    33301    17466      411     -555       43  15340  14929  205729    -2363  9696 
   0.00  3Jan12   -63465   -13970       77    49100   112565    14113    12084       17    37174    23061      966     4776       45  14801  13835  208092     1585  9478 
  -1.00 27Dec11   -49495     -774       89    55420   104915     2029    -1125        0    32585    30556    -3810     2092       26  12853  16663  206507      900  8791 
  -2.00 20Dec11   -48721    -2065       89    56408   105129     3154    -1855        2    32904    29750    -5902     3793       17  11480  17382  205607     1236  8680 
  -3.00 13Dec11   -46656     7341       91    58110   104766     5009    -5457        4    32899    27890    -9695    -2075        2   9652  19347  204371    16721  8731 
  -4.00  6Dec11   -53997    -5365       85    43732    97729    10466     3197       12    33970    23504    -7620     2476       10  10549  18169  187650     2393  9381 
  -5.00 29Nov11   -48632     2767       89    47101    95733     7269     2628        7    30245    22976   -10096    -4205        0  10068  20164  185257     2957  9269 
  -6.00 22Nov11   -51399    10707       87    47594    98993     4641    -8730        4    28525    23884    -5891    -2654       17   9773  15664  182300     1997  8995 
  -7.00 15Nov11   -62106    -7947       78    45612   107718    13371     2411       16    30045    16674    -3237     1695       28  12700  15937  180303   -79246 10266 
  -8.00  8Nov11   -54159     3686       85    80378   134537    10960    -3126       12    29998    19038    -4932    -1601       21  18708  23640  259549    -3355  9762 
  -9.00  1Nov11   -57845    -7017       82    76855   134700    14086     3876       17    30323    16237    -3331     1981       28  12974  16305  262904      274  9954 
 -10.00 25Oct11   -50828     7060       88    76936   127764    10210    -4189       11    30220    20010    -5312    -1499       20  12282  17594  262630     6330  9968 
 -11.00 18Oct11   -57888     4313       82    73753   131641    14399    -3242       17    30074    15675    -3813    -1357       26  11076  14889  256300     -849  9972 
 -12.00 11Oct11   -62201     -418       78    74022   136223    17641      568       22    31440    13799    -2456       73       31  12160  14616  257149    -1137 10347 
 -13.00  4Oct11   -61783     3122       78    74731   136514    17073      178       21    31400    14327    -2529    -2253       31  11835  14364  258286     5184 10177 
 -14.00 27Sep11   -64905    17132       76    70094   134999    16895   -10042       21    30096    13201     -276    -4721       40  12232  12508  253102    -2717  9885 
 -15.00 20Sep11   -82037    10003       62    61719   143756    26937    -6196       35    34773     7836     4445    -2762       60  15854  11409  255819    -6405 10381 
 -16.00 13Sep11   -92040    -5237       53    57715   149755    33133     1074       44    40067     6934     7207     4107       71  18127  10920  262224    11838 11334 
 Page No.     2                                                COTTON NO. 2, INDEX TRADER 
 01-27-2012 
                                                          COMMITMENTS OF TRADERS DATA ANALYSIS 
  
 <----D TE--->| <------- -COMMERC CONTRACT ---INDEX TRADR->| <----NON -COMMERC CONTRACT ---INDEX  TRAD->| <--SMALL    INDEX   TRADER ------ ---->|       |        | 
 WEEKS  DAY   |        |        | NET    |        |        |        |        | NET    |        |        |        |        | NET    |      |      | OPEN  | OPEN   | 
 FR LAS MOS   | NET QTY| NET CHG| COMM   | QTY    | QTY    | NET QTY| NET CHG| NONCOMM| QTY    |  QTY   | NET QTY| NET CHG| SMALL  | QTY  | QTY  | INTER-| INT CHG| FUTUR 
 JAN 01 YEAR  | LNG-SHT| FR PREV| INDEX  | LONG   | SHORT  | LNG-SHT| FR PREV| INDEX  | LONG   |  SHORT | LNG-SHT| FR PREV| INDEX  | LONG | SHORT| EST   | FR PREV| PRICE 
  
  
 -17.00  6Sep11   -86803     2807       58    51986   138789    32059    -2154       42    41796     9737     3100     -499       54  15780  12680  250386     -190 10624 
 -18.00 30Aug11   -89610     2341       55    51734   141344    34213    -2234       45    43913     9700     3599      314       56  15398  11799  250576     1241 10491 
 -19.00 23Aug11   -91951    -5156       53    49940   141891    36447     4508       48    45949     9502     3285       -5       55  15217  11932  249335     3250 10514 
 -20.00 16Aug11   -86795     -786       58    51406   138201    31939      412       42    41966    10027     3290     1193       55  15325  12035  246085    -2537 10462 
 -21.00  9Aug11   -86009     6463       58    52087   138096    31527    -2022       41    43160    11633     2097    -1138       50  14559  12462  248622     4718  9726 
 -22.00  2Aug11   -92472    -2209       53    48138   140610    33549     -199       44    44722    11173     3235     -828       55  15334  12099  243904     7790 10717 
 -23.00 26Jul11   -90263    -4403       55    47576   137839    33748     2937       44    44229    10481     4063      421       58  15427  11364  236114     5942 10208 
 -24.00 19Jul11   -85860    -3616       58    47885   133745    30811     2484       40    41407    10596     3642     1072       56  14731  11089  230172     2493 10195 
 -25.00 12Jul11   -82244     -382       61    52604   134848    28327      248       37    38754    10427     2570     1016       52  13832  11262  227679     9872 10785 
 -26.00  5Jul11   -81862     1030       62    50779   132641    28079      831       36    37037     8958     1554    -1406       48  13178  11624  217807      903 11895 
 -27.00 28Jun11   -82892     2301       61    48743   131635    27248     -520       35    35347     8099     2960    -1423       54  14219  11259  216904    -8548 16091 
 -28.00 21Jun11   -85193     2160       59    55355   140548    27768    -2779       36    34694     6926     4383     -781       59  15974  11591  225452    -5142 15472 
 -29.00 14Jun11   -87353    -3670       57    53391   140744    30547     4085       40    38003     7456     5164    -2222       63  18365  13201  230594   -76991 15554 
 -30.00  7Jun11   -83683     2089       60    85397   169080    26462    -5339       34    33334     6872     7386     1576       72  22094  14708  307585     3329 14863 
 -31.00 31May11   -85772    -3924       58    80608   166380    31801     4546       42    38114     6313     5810      385       65  20281  14471  304256     1787 15866 
 -32.00 24May11   -81848      111       62    83281   165129    27255     -305       35    35769     8514     5425      153       64  19516  14091  302469     4795 15388 
 -33.00 17May11   -81959    -1373       62    79619   161578    27560     1929       36    35747     8187     5272       73       63  19074  13802  297674      767 15719 
 -34.00 10May11   -80586     -999       63    79622   160208    25631     1822       33    34295     8664     5199     -693       63  20079  14880  296907     6527 15140 
 -35.00  3May11   -79587     -999       64    78441   158028    23809     2347       30    32841     9032     5892    -1074       66  20884  14992  290380    -1650 15751 
 -36.00 26Apr11   -78588     1376       64    81986   160574    21462    -1048       27    31545    10083     6966      196       70  20666  13700  292030   -14591 18184 
 Page No.     3                                                COTTON NO. 2, INDEX TRADER 
 01-27-2012 
                                                          COMMITMENTS OF TRADERS DATA ANALYSIS 
  
 <----D TE--->| <------- -COMMERC CONTRACT ---INDEX TRADR->| <----NON -COMMERC CONTRACT ---INDEX  TRAD->| <--SMALL    INDEX   TRADER ------ ---->|       |        | 
 WEEKS  DAY   |        |        | NET    |        |        |        |        | NET    |        |        |        |        | NET    |      |      | OPEN  | OPEN   | 
 FR LAS MOS   | NET QTY| NET CHG| COMM   | QTY    | QTY    | NET QTY| NET CHG| NONCOMM| QTY    |  QTY   | NET QTY| NET CHG| SMALL  | QTY  | QTY  | INTER-| INT CHG| FUTUR 
 JAN 01 YEAR  | LNG-SHT| FR PREV| INDEX  | LONG   | SHORT  | LNG-SHT| FR PREV| INDEX  | LONG   |  SHORT | LNG-SHT| FR PREV| INDEX  | LONG | SHORT| EST   | FR PREV| PRICE 
  
  
 -37.00 19Apr11   -79964      269       63    91993   171957    22510    -4223       29    32337     9827     6770    -1595       69  20896  14126  306621   -24067 19310 
 -38.00 12Apr11   -80233    -2246       63   113707   193940    26733      395       35    35793     9060     8365     2175       76  23349  14984  330688   -14967 19973 
 -39.00  5Apr11   -77987     -150       65   112223   190210    26338      838       34    35430     9092     6190      -15       67  22498  16308  345655    19345 20106 
 -40.00 29Mar11   -77837     4550       65   100149   177986    25500    -2688       33    33546     8046     6205    -1926       67  21626  15421  326310     6915 19488 
 -41.00 22Mar11   -82387      930       61    94593   176980    28188    -1075       37    35069     6881     8131     1269       75  23408  15277  319395      101 20870 
 -42.00 15Mar11   -83317     4320       61    92891   176208    29263    -1399       38    37562     8299     6862    -2892       70  22620  15758  319294     2463 19628 
 -43.00  8Mar11   -87637   -51247       57    88867   176504    30662     3954       40    40549     9887     9754       72       81  22101  12347  316831   141425 20714 
 -44.00  1Mar11   -36390    61962      100    93509   129899    26708   -11471       35    49148    22440     9682    -2851       81  20416  10734  175406  -140758 19587 
 -45.00 22Feb11   -98352    -2303       48    83991   182343    38179    -4595       51    46189     8010    12533     1940       93  24469  11936  316164   -10648 18794 
 -46.00 15Feb11   -96049     7818       50    92602   188651    42774    -4587       57    48472     5698    10593    -1464       85  24281  13688  326812   -78292 18600 
 -47.00  8Feb11  -103867     2988       43   124297   228164    47361    -4512       63    53663     6302    12057      476       91  23954  11897  405104     7880 17446 
 -48.00  1Feb11  -106855    -5257       41   122363   229218    51873     4334       70    57638     5765    11581      357       89  25328  13747  397224    13604 17222 
 -49.00 25Jan11  -101598    -3879       45   122907   224505    47539     3316       64    52824     5285    11224      826       88  23864  12640  383620    26350 16183 
 -50.00 18Jan11   -97719     7013       49   117579   215298    44223      631       59    49583     5360    10398      444       84  22686  12288  357270    -6344 15224 
 -51.00 11Jan11  -104732     4925       43   115873   220605    43592     1020       58    48915     5323     9954      305       82  22410  12456  363614    -4023 14725 
 -52.00  4Jan11  -109657      916       39   117668   227325    42572      194       57    47471     4899     9649     -102       81  21380  11731  367637     5722 14378 
 -53.00 28Dec10  -110573     -357       38   111717   222290    42378    -1090       56    47974     5596     9751     1636       81  20655  10904  361915    -4255 14172 
 -54.00 21Dec10  -110216     1805       38   113486   223702    43468      116       58    48964     5496     8115       64       75  20333  12218  366170      199 15912 
 -55.00 14Dec10  -112021       25       37   114955   226976    43352      822       58    48245     4893     8051     -264       75  19278  11227  365971    15262 14449 
 -56.00  7Dec10  -112046     -133       37   109878   221924    42530     1746       57    46955     4425     8315     -910       76  20171  11856  350709    16919 13037 
 Page No.     4                                                COTTON NO. 2, INDEX TRADER 
 01-27-2012 
                                                          COMMITMENTS OF TRADERS DATA ANALYSIS 
  
 <----D TE--->| <------- -COMMERC CONTRACT ---INDEX TRADR->| <----NON -COMMERC CONTRACT ---INDEX  TRAD->| <--SMALL    INDEX   TRADER ------ ---->|       |        | 
 WEEKS  DAY   |        |        | NET    |        |        |        |        | NET    |        |        |        |        | NET    |      |      | OPEN  | OPEN   | 
 FR LAS MOS   | NET QTY| NET CHG| COMM   | QTY    | QTY    | NET QTY| NET CHG| NONCOMM| QTY    |  QTY   | NET QTY| NET CHG| SMALL  | QTY  | QTY  | INTER-| INT CHG| FUTUR 
 JAN 01 YEAR  | LNG-SHT| FR PREV| INDEX  | LONG   | SHORT  | LNG-SHT| FR PREV| INDEX  | LONG   |  SHORT | LNG-SHT| FR PREV| INDEX  | LONG | SHORT| EST   | FR PREV| PRICE 
  
  
 -57.00 30Nov10  -111913    -2595       37   103096   215009    40784     2032       54    45567     4783     9225      377       79  20564  11339  333790     6585 12623 
 -58.00 23Nov10  -109318     -194       39   103854   213172    38752    -2182       51    44111     5359     8848      325       78  20294  11446  327205    -3801 11309 
 -59.00 16Nov10  -109124    12153       39   109489   218613    40934   -10222       54    47131     6197     8523    -2513       76  20614  12091  331006  -128685 13375 
 -60.00  9Nov10  -121277    -1539       29   154078   275355    51156    -3418       69    58029     6873    11036     2833       87  23149  12113  459691    10280 15122 
 -61.00  2Nov10  -119738     2018       30   154741   274479    54574     -267       73    61661     7087     8203      927       75  22875  14672  449411     6781 13740 
 -62.00 26Oct10  -121756     -231       29   150302   272058    54841     2549       74    61496     6655     7276    -2241       71  23262  15986  442630    34577 12959 
 -63.00 19Oct10  -121525     8632       29   134241   255766    52292    -4443       70    57404     5112     9517    -1699       81  21719  12202  408053    -2048 11026 
 -64.00 12Oct10  -130157      681       22   128521   258678    56735     1088       77    62453     5718    11216      279       87  22111  10895  410101    18566 10958 
 -65.00  5Oct10  -130838     9943       21   122834   253672    55647    -8274       75    61704     6057    10937    -1217       86  21647  10710  391535    -6722 10143 
 -66.00 28Sep10  -140781     4851       13   124854   265635    63921    -2591       87    70002     6081    12154    -1507       91  23777  11623  398257    16557 10814 
 -67.00 21Sep10  -145632    11082        9   112629   258261    66512    -7027       90    72944     6432    13661     -380       98  24189  10528  381700    24315 10169 
 -68.00 14Sep10  -156714    -1323        0    93702   250416    73539     1809      100    79526     5987    14041     -223       99  24284  10243  357385    12847  9379 
 -69.00  7Sep10  -155391    -5185        1    84721   240112    71730     4324       97    79455     7725    14264     1921      100  24196   9932  344538    25642  9132 
 -70.00 31Aug10  -150206      -86        5    71061   221267    67406     3615       91    78975    11569    12343      736       92  21957   9614  318896    16521  8908 
 -71.00 24Aug10  -150120    -3514        5    62026   212146    63791     4964       86    75547    11756    11607    -1276       89  21620  10013  302375     5610  8842 
 -72.00 17Aug10  -146606   -13196        8    58989   205595    58827    10701       79    71237    12410    12883     1553       94  21962   9079  296765    29424  8773 
 -73.00 10Aug10  -133410   -15225       19    53514   186924    48126    13000       64    60356    12230    11330      812       88  19999   8669  267341    16660  8438 
 -74.00  3Aug10  -118185   -18438       32    54251   172436    35126    13640       46    48587    13461    10518     3839       85  19712   9194  250681    21136  8451 
 -75.00 27Jul10   -99747        0       47    53569   153316    21486        0       27    36974    15488     6679        0       69  16936  10257  229545        0  8145 
 Page No.     5                                                COTTON NO. 2, INDEX TRADER 
 01-27-2012 
                                                          COMMITMENTS OF TRADERS DATA ANALYSIS 
  
 <----D TE--->| <------- -COMMERC CONTRACT ---INDEX TRADR->| <----NON -COMMERC CONTRACT ---INDEX  TRAD->| <--SMALL    INDEX   TRADER ------ ---->|       |        | 
 WEEKS  DAY   |        |        | NET    |        |        |        |        | NET    |        |        |        |        | NET    |      |      | OPEN  | OPEN   | 
 FR LAS MOS   | NET QTY| NET CHG| COMM   | QTY    | QTY    | NET QTY| NET CHG| NONCOMM| QTY    |  QTY   | NET QTY| NET CHG| SMALL  | QTY  | QTY  | INTER-| INT CHG| FUTUR 
 JAN 01 YEAR  | LNG-SHT| FR PREV| INDEX  | LONG   | SHORT  | LNG-SHT| FR PREV| INDEX  | LONG   |  SHORT | LNG-SHT| FR PREV| INDEX  | LONG | SHORT| EST   | FR PREV| PRICE 
  
  
 


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