```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, December 28, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   201,812:    55,245     27,388     10,354    116,850    154,450    182,449    192,192:    19,363      9,620
Old  :   155,870:    40,155     26,137      6,658     93,910    115,849    140,723    148,644:    15,147      7,226
Other:    45,942:    18,184      4,345        602     22,940     38,601     41,726     43,548:     4,216      2,394
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :      -525:    -2,071      1,844       -152      1,000     -2,726     -1,223     -1,034:       698        509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       13.6        5.1       57.9       76.5       90.4       95.2:       9.6        4.8
Old  :     100.0:      25.8       16.8        4.3       60.2       74.3       90.3       95.4:       9.7        4.6
Other:     100.0:      39.6        9.5        1.3       49.9       84.0       90.8       94.8:       9.2        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:       104         46         58         55         57        185        138:
Old  :       214:        90         50         47         51         56        163        134:
Other:       110:        40         15          8         31         38         74         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.9       31.7       39.0       43.2       17.3       19.1       25.4       28.9
Old  :                 29.4       28.8       42.1       41.8       22.9       26.2       34.4       37.1
Other:                 40.5       49.1       52.7       65.1       36.9       47.4       47.1       60.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, December 28, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    29,182:    14,876      1,419        369      9,963     26,598     25,208     28,386:     3,974        796
Old  :    29,159:    14,876      1,419        369      9,957     26,577     25,202     28,365:     3,957        794
Other:        23:         0          0          0          6         21          6         21:        17          2
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :      -269:       363         16         91       -508       -341        -54       -234:      -215        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.0        4.9        1.3       34.1       91.1       86.4       97.3:      13.6        2.7
Old  :     100.0:      51.0        4.9        1.3       34.1       91.1       86.4       97.3:      13.6        2.7
Other:     100.0:       0.0        0.0        0.0       26.1       91.3       26.1       91.3:      73.9        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        51         15          9         23         22         79         42:
Old  :       102:        51         15          9         23         22         79         42:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.3       68.5       45.3       83.8       29.3       63.8       45.3       78.8
Old  :                 29.4       68.5       45.4       83.8       29.4       63.7       45.4       78.8
Other:                 26.1       91.3       26.1       91.3       26.1       91.3       26.1       91.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, December 28, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   139,263:    41,136     28,000     13,100     75,043     93,308    129,279    134,408:     9,984      4,855
Old  :   110,453:    37,373     31,434      7,794     55,939     66,550    101,106    105,778:     9,347      4,675
Other:    28,810:     7,446        249      1,623     19,104     26,758     28,173     28,630:       637        180
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :     1,385:     1,060       -427        559     -1,431      2,080        188      2,212:     1,197       -827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       20.1        9.4       53.9       67.0       92.8       96.5:       7.2        3.5
Old  :     100.0:      33.8       28.5        7.1       50.6       60.3       91.5       95.8:       8.5        4.2
Other:     100.0:      25.8        0.9        5.6       66.3       92.9       97.8       99.4:       2.2        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        59         42         34         52         52        132        113:
Old  :       171:        58         44         34         51         49        131        110:
Other:        53:        12          4          5         25         30         38         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.1       31.8       40.2       48.2       20.9       24.4       29.8       35.3
Old  :                 23.7       30.5       34.8       46.2       20.9       25.0       31.1       35.3
Other:                 54.3       60.7       73.3       78.4       44.5       46.8       54.8       60.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, December 28, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   607,307:   191,573     14,121     56,622    274,019    490,501    522,214    561,244:    85,093     46,063
Old  :   607,307:   191,573     14,121     56,622    274,019    490,501    522,214    561,244:    85,093     46,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :       872:     2,643        -53      1,628     -6,823     -5,293     -2,552     -3,718:     3,424      4,590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        2.3        9.3       45.1       80.8       86.0       92.4:      14.0        7.6
Old  :     100.0:      31.5        2.3        9.3       45.1       80.8       86.0       92.4:      14.0        7.6
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  :       208:        91         22         65         78         83        184        157:
Old  :       208:        91         22         65         78         83        184        157:
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  :                 14.8       25.1       24.2       36.6       12.4       22.0       20.1       32.7
Old  :                 14.8       25.1       24.2       36.6       12.4       22.0       20.1       32.7
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 - Futures Only, December 28, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   139,628:    44,925      6,989     16,081     70,155    111,655    131,161    134,725:     8,467      4,903
Old  :   131,295:    45,002      8,143     14,361     63,771    103,990    123,134    126,494:     8,161      4,801
Other:     8,333:     1,441        364        202      6,384      7,665      8,027      8,231:       306        102
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :     1,703:        83        261        584      1,268      1,247      1,935      2,092:      -232       -389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        5.0       11.5       50.2       80.0       93.9       96.5:       6.1        3.5
Old  :     100.0:      34.3        6.2       10.9       48.6       79.2       93.8       96.3:       6.2        3.7
Other:     100.0:      17.3        4.4        2.4       76.6       92.0       96.3       98.8:       3.7        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:       149         39         56        101        125        269        207:
Old  :       345:       149         40         55         95        124        262        206:
Other:        83:        18          4          2         32         40         51         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       20.0       33.2       31.8       18.8       14.7       28.7       24.3
Old  :                 19.8       20.9       32.0       32.5       19.8       16.5       31.2       26.4
Other:                 71.5       72.9       80.8       84.9       70.0       72.8       78.8       82.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, December 28, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    26,398:    16,083     11,401        551      5,222     12,238     21,856     24,190:     4,542      2,208
Old  :    26,398:    16,083     11,401        551      5,222     12,238     21,856     24,190:     4,542      2,208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :      -691:       145        -63          5       -411       -657       -261       -715:      -430         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.9       43.2        2.1       19.8       46.4       82.8       91.6:      17.2        8.4
Old  :     100.0:      60.9       43.2        2.1       19.8       46.4       82.8       91.6:      17.2        8.4
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  :        70:        23         27          5         12          8         39         37:
Old  :        70:        23         27          5         12          8         39         37:
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  :                 59.7       57.4       67.5       68.7       57.7       57.4       64.4       67.9
Old  :                 59.7       57.4       67.5       68.7       57.7       57.4       64.4       67.9
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 - Futures Only, December 28, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   311,200:    23,202     45,257      4,225    264,719    247,745    292,146    297,227:    19,054     13,973
Old  :   311,200:    23,202     45,257      4,225    264,719    247,745    292,146    297,227:    19,054     13,973
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :      -816:       219        720       -829       -738       -759     -1,348       -868:       532         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       14.5        1.4       85.1       79.6       93.9       95.5:       6.1        4.5
Old  :     100.0:       7.5       14.5        1.4       85.1       79.6       93.9       95.5:       6.1        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  :       230:        27         40          7         95         95        129        135:
Old  :       230:        27         40          7         95         95        129        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  :                 35.9       20.5       50.0       33.7       33.4       19.7       45.0       31.3
Old  :                 35.9       20.5       50.0       33.7       33.4       19.7       45.0       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 3, 2011