```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :   247,428:    70,993      9,462     45,342    110,392    185,042    226,727    239,846:    20,700      7,582
Old  :   225,435:    69,963     11,177     38,819     97,384    169,016    206,166    219,011:    19,270      6,424
Other:    21,992:     2,894        149      4,659     13,009     16,026     20,562     20,835:     1,430      1,158
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :       783:    -2,738       -101       -795      5,194        867      1,661        -29:      -878        812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        3.8       18.3       44.6       74.8       91.6       96.9:       8.4        3.1
Old  :     100.0:      31.0        5.0       17.2       43.2       75.0       91.5       97.2:       8.5        2.8
Other:     100.0:      13.2        0.7       21.2       59.2       72.9       93.5       94.7:       6.5        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:       136         35         56         63         63        223        132:
Old  :       251:       132         37         53         58         62        214        130:
Other:        83:        24          9         23         24         37         56         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  :                 18.0       36.0       28.6       48.9       16.0       29.4       23.9       39.6
Old  :                 17.2       38.0       28.5       50.6       17.1       32.7       25.9       43.0
Other:                 44.7       29.5       57.9       48.2       41.4       29.1       51.0       44.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :    45,259:    18,165      1,387      8,341     14,518     34,108     41,024     43,836:     4,235      1,423
Old  :    44,960:    18,173      1,439      8,229     14,356     33,870     40,757     43,538:     4,202      1,422
Other:       300:        52          8         54        161        237        267        299:        33          1
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -5,877:       252       -156     -4,315     -1,466       -934     -5,529     -5,405:      -349       -473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1        3.1       18.4       32.1       75.4       90.6       96.9:       9.4        3.1
Old  :     100.0:      40.4        3.2       18.3       31.9       75.3       90.7       96.8:       9.3        3.2
Other:     100.0:      17.2        2.5       17.9       53.9       79.2       89.0       99.7:      11.0        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        64          9         20         25         22         97         43:
Old  :       107:        64          9         20         25         22         97         43:
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  :                 20.5       59.8       32.9       70.9       16.5       48.5       26.0       57.6
Old  :                 20.3       60.1       32.8       71.2       16.6       49.1       26.2       58.3
Other:                 78.9       88.9       89.0       99.7       52.9       68.6       57.9       68.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :   139,535:    49,497     10,957     21,614     57,729    102,149    128,840    134,721:    10,696      4,814
Old  :   119,666:    50,310      4,557     18,323     40,568     92,125    109,201    115,005:    10,465      4,661
Other:    19,869:     1,585      8,799        892     17,161     10,024     19,638     19,716:       231        153
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :       872:    -2,207       -897      3,802        528     -1,432      2,123      1,472:    -1,252       -601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5        7.9       15.5       41.4       73.2       92.3       96.5:       7.7        3.5
Old  :     100.0:      42.0        3.8       15.3       33.9       77.0       91.3       96.1:       8.7        3.9
Other:     100.0:       8.0       44.3        4.5       86.4       50.5       98.8       99.2:       1.2        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        75         27         42         45         49        140        103:
Old  :       168:        77         26         40         44         47        137        100:
Other:        46:        10          8         11         14         21         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  :                 27.3       31.7       39.7       49.1       24.2       23.5       30.9       37.0
Old  :                 26.1       32.0       37.1       47.5       24.9       30.2       32.7       44.9
Other:                 76.0       78.1       87.9       86.4       58.3       66.6       70.1       72.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  : 1,270,677:   203,864     16,518    373,184    591,942    827,988  1,168,990  1,217,690:   101,687     52,987
Old  : 1,270,677:   203,864     16,518    373,184    591,942    827,988  1,168,990  1,217,690:   101,687     52,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    43,101:    13,321      2,326     19,063     10,072     22,995     42,456     44,384:       646     -1,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        1.3       29.4       46.6       65.2       92.0       95.8:       8.0        4.2
Old  :     100.0:      16.0        1.3       29.4       46.6       65.2       92.0       95.8:       8.0        4.2
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  :       258:       113         39         91         88         94        237        191:
Old  :       258:       113         39         91         88         94        237        191:
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  :                 13.9       17.8       22.9       29.8        8.1       10.9       12.8       18.6
Old  :                 13.9       17.8       22.9       29.8        8.1       10.9       12.8       18.6
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 22, 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  :   159,072:    44,000      8,930     34,487     68,853    108,414    147,340    151,831:    11,732      7,241
Old  :   148,127:    45,335     12,251     27,400     64,593    101,309    137,328    140,960:    10,799      7,168
Other:    10,945:     3,607      1,622      2,144      4,261      7,105     10,012     10,871:       933         74
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :       773:    -1,561        294       -708      2,150        521       -119        108:       892        665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        5.6       21.7       43.3       68.2       92.6       95.4:       7.4        4.6
Old  :     100.0:      30.6        8.3       18.5       43.6       68.4       92.7       95.2:       7.3        4.8
Other:     100.0:      33.0       14.8       19.6       38.9       64.9       91.5       99.3:       8.5        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:       145         69         92        106        112        306        228:
Old  :       359:       148         72         88        106        110        303        225:
Other:       102:        17         14         17         25         59         52         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.9       19.4       29.2       31.6       16.9       17.1       26.7       26.9
Old  :                 17.8       20.3       29.6       32.8       17.8       18.3       28.2       29.2
Other:                 52.0       32.3       64.8       49.5       48.1       24.7       56.0       36.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :    61,272:    46,001     11,810      3,940      6,064     42,235     56,005     57,986:     5,267      3,286
Old  :    61,272:    46,001     11,810      3,940      6,064     42,235     56,005     57,986:     5,267      3,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :     8,692:     8,415        -49        -67        348      9,138      8,695      9,021:        -3       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.1       19.3        6.4        9.9       68.9       91.4       94.6:       8.6        5.4
Old  :     100.0:      75.1       19.3        6.4        9.9       68.9       91.4       94.6:       8.6        5.4
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  :        79:        36         27          8          8         10         50         40:
Old  :        79:        36         27          8          8         10         50         40:
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  :                 71.3       63.9       80.2       80.5       66.3       58.8       70.2       71.0
Old  :                 71.3       63.9       80.2       80.5       66.3       58.8       70.2       71.0
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 22, 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  :   335,027:    36,429     86,104      2,081    280,288    231,865    318,798    320,050:    16,230     14,977
Old  :   335,027:    36,429     86,104      2,081    280,288    231,865    318,798    320,050:    16,230     14,977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -94,529:   -10,124    -14,824     -5,260    -67,720    -63,373    -83,104    -83,458:   -11,425    -11,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       25.7        0.6       83.7       69.2       95.2       95.5:       4.8        4.5
Old  :     100.0:      10.9       25.7        0.6       83.7       69.2       95.2       95.5:       4.8        4.5
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  :       221:        25         45         16         96         87        134        135:
Old  :       221:        25         45         16         96         87        134        135:
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  :                 35.5       22.2       47.7       33.6       31.7       22.2       42.6       31.8
Old  :                 35.5       22.2       47.7       33.6       31.7       22.2       42.6       31.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated December 28, 2009