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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   251,292:    73,726      9,167     45,612    111,339    189,063    230,677    243,842:    20,614      7,450
Old  :   228,204:    72,446     10,934     38,794     97,734    172,197    208,974    221,925:    19,230      6,279
Other:    23,088:     3,144         97      4,954     13,605     16,866     21,703     21,917:     1,384      1,171
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :     3,864:     2,733       -295        270        947      4,021      3,950      3,996:       -86       -132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        3.6       18.2       44.3       75.2       91.8       97.0:       8.2        3.0
Old  :     100.0:      31.7        4.8       17.0       42.8       75.5       91.6       97.2:       8.4        2.8
Other:     100.0:      13.6        0.4       21.5       58.9       73.1       94.0       94.9:       6.0        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:       140         35         57         63         63        228        133:
Old  :       256:       130         43         54         58         62        219        131:
Other:        83:        28          5         22         24         38         55         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       36.5       28.5       49.4       15.8       29.7       23.4       40.1
Old  :                 17.1       38.6       28.2       51.2       16.8       33.2       25.4       43.7
Other:                 44.3       30.0       57.2       48.1       41.3       28.4       50.6       43.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    47,203:    18,488      1,362      9,103     15,522     35,277     43,113     45,742:     4,090      1,460
Old  :    46,897:    18,491      1,415      8,985     15,363     35,038     42,839     45,438:     4,058      1,459
Other:       306:        57          7         58        159        239        274        305:        32          1
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :     1,944:       323        -25        762      1,004      1,169      2,089      1,906:      -145         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2        2.9       19.3       32.9       74.7       91.3       96.9:       8.7        3.1
Old  :     100.0:      39.4        3.0       19.2       32.8       74.7       91.3       96.9:       8.7        3.1
Other:     100.0:      18.6        2.4       19.1       51.9       78.2       89.5       99.7:      10.5        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        65         12         22         26         23        100         48:
Old  :       112:        64         13         22         26         23        100         48:
Other:         9:         4          1          3          2          3          7          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       59.2       33.6       70.7       15.8       46.6       25.5       55.4
Old  :                 20.9       59.5       33.5       71.0       15.9       47.2       25.7       56.0
Other:                 80.0       88.0       89.5       99.7       52.5       67.9       57.8       67.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   138,563:    48,863     10,582     21,326     58,185    101,881    128,373    133,789:    10,190      4,774
Old  :   118,590:    50,402      4,842     17,326     40,929     91,841    108,657    114,009:     9,933      4,581
Other:    19,973:     1,563      8,843        897     17,255     10,039     19,716     19,780:       257        193
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :      -972:      -634       -375       -288        456       -269       -466       -932:      -506        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3        7.6       15.4       42.0       73.5       92.6       96.6:       7.4        3.4
Old  :     100.0:      42.5        4.1       14.6       34.5       77.4       91.6       96.1:       8.4        3.9
Other:     100.0:       7.8       44.3        4.5       86.4       50.3       98.7       99.0:       1.3        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        72         31         43         47         49        143        104:
Old  :       170:        75         30         41         45         47        139        101:
Other:        47:        10          9          9         15         22         30         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.8       32.0       40.4       49.7       24.7       23.9       31.5       37.3
Old  :                 26.7       33.2       37.8       48.5       25.4       31.4       33.5       45.9
Other:                 76.1       78.0       87.9       86.3       58.4       66.6       70.2       73.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,269,415:   199,402     20,485    370,543    598,592    826,164  1,168,537  1,217,193:   100,878     52,222
Old  : 1,269,415:   199,402     20,485    370,543    598,592    826,164  1,168,537  1,217,193:   100,878     52,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :    -1,262:    -4,462      3,968     -2,641      6,650     -1,824       -453       -497:      -809       -765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        1.6       29.2       47.2       65.1       92.1       95.9:       7.9        4.1
Old  :     100.0:      15.7        1.6       29.2       47.2       65.1       92.1       95.9:       7.9        4.1
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  :       253:       101         44         92         90         97        231        195:
Old  :       253:       101         44         92         90         97        231        195:
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  :                 14.0       17.3       23.0       29.4        8.1       11.0       12.7       18.8
Old  :                 14.0       17.3       23.0       29.4        8.1       11.0       12.7       18.8
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, December 29, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   150,969:    36,150      7,552     32,876     70,265    103,010    139,292    143,438:    11,677      7,531
Old  :   139,771:    37,622     10,922     25,784     65,890     95,788    129,297    132,494:    10,474      7,277
Other:    11,198:     3,599      1,700      2,022      4,374      7,222      9,995     10,943:     1,203        255
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :    -8,103:    -7,850     -1,378     -1,610      1,412     -5,404     -8,048     -8,393:       -55        290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        5.0       21.8       46.5       68.2       92.3       95.0:       7.7        5.0
Old  :     100.0:      26.9        7.8       18.4       47.1       68.5       92.5       94.8:       7.5        5.2
Other:     100.0:      32.1       15.2       18.1       39.1       64.5       89.3       97.7:      10.7        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:       140         66         93        109        110        299        228:
Old  :       350:       138         72         89        109        108        296        225:
Other:       101:        18         14         18         22         60         48         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       20.2       30.7       32.5       17.9       17.9       28.3       27.8
Old  :                 18.8       21.3       31.0       34.0       18.8       19.2       30.0       30.3
Other:                 49.7       31.1       61.9       49.1       47.4       25.2       55.2       37.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    64,713:    51,079     11,991      2,869      6,074     47,241     60,022     62,101:     4,692      2,613
Old  :    64,713:    51,079     11,991      2,869      6,074     47,241     60,022     62,101:     4,692      2,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :     3,442:     5,078        180     -1,072         11      5,006      4,017      4,115:      -575       -673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.9       18.5        4.4        9.4       73.0       92.7       96.0:       7.3        4.0
Old  :     100.0:      78.9       18.5        4.4        9.4       73.0       92.7       96.0:       7.3        4.0
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  :        78:        37         24          8          8         11         51         38:
Old  :        78:        37         24          8          8         11         51         38:
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  :                 71.7       68.1       81.4       84.6       69.9       64.1       73.8       75.8
Old  :                 71.7       68.1       81.4       84.6       69.9       64.1       73.8       75.8
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, December 29, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   340,405:    35,636     87,028      3,062    285,618    236,556    324,316    326,646:    16,089     13,759
Old  :   340,405:    35,636     87,028      3,062    285,618    236,556    324,316    326,646:    16,089     13,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 22, 2009                    :
     :     5,378:      -792        924        980      5,330      4,691      5,518      6,596:      -141     -1,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       25.6        0.9       83.9       69.5       95.3       96.0:       4.7        4.0
Old  :     100.0:      10.5       25.6        0.9       83.9       69.5       95.3       96.0:       4.7        4.0
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  :       224:        23         46         14         95         92        131        139:
Old  :       224:        23         46         14         95         92        131        139:
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  :                 36.3       21.2       47.9       33.2       32.7       21.2       43.1       32.4
Old  :                 36.3       21.2       47.9       33.2       32.7       21.2       43.1       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated January 7, 2010