I've been known to say "Why yes I am, how about you?" to witch they always say yes then I usually reply "With me it's only my knees that are cold" If I get another comment after that it normally something like "Well that makes sense" or something like that, or "I wish it as only my knees that were cold".

The other day a woman said "You must be cold in in that" to which I replied "You must be mistaken." So it varies depending on the situation.