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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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  :   365,971:    58,556      6,872    108,353    179,784    239,519    346,693    354,744:    19,278     11,227
Old  :   302,593:    42,877      5,578     95,680    148,483    192,677    287,040    293,934:    15,554      8,659
Other:    63,378:    16,845      2,461     11,507     31,301     46,843     59,653     60,810:     3,725      2,568
     :          :                                                                            :
     :          :          Changes in Commitments from: December 7, 2010                     :
     :    15,263:     1,295      1,469      9,611      5,248      4,811     16,155     15,891:      -892       -629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        1.9       29.6       49.1       65.4       94.7       96.9:       5.3        3.1
Old  :     100.0:      14.2        1.8       31.6       49.1       63.7       94.9       97.1:       5.1        2.9
Other:     100.0:      26.6        3.9       18.2       49.4       73.9       94.1       95.9:       5.9        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:       126         31         78         64         66        212        156:
Old  :       226:       113         33         74         62         63        200        150:
Other:       118:        44         17         26         42         42         95         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.9       28.0       33.2       41.0        8.8       12.0       13.0       18.0
Old  :                 24.4       27.3       35.1       39.3       10.1       13.3       14.9       19.2
Other:                 32.2       42.8       44.6       56.8       24.6       32.7       31.5       42.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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  :    42,018:    16,033        331      8,258     13,549     32,732     37,840     41,321:     4,178        697
Old  :    41,961:    16,033        365      8,225     13,543     32,677     37,801     41,267:     4,161        695
Other:        56:        33          0          0          6         54         39         54:        17          2
     :          :                                                                            :
     :          :          Changes in Commitments from: December 7, 2010                     :
     :     1,312:      -589        -52        966        799        647      1,176      1,560:       136       -248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2        0.8       19.7       32.2       77.9       90.1       98.3:       9.9        1.7
Old  :     100.0:      38.2        0.9       19.6       32.3       77.9       90.1       98.3:       9.9        1.7
Other:     100.0:      59.3        0.0        0.0       10.6       96.5       69.9       96.5:      30.1        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        58         13         25         32         32        102         59:
Old  :       111:        58         13         25         32         32        102         59:
Other:         5:         2          0          0          1          2          3          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.0       55.6       35.2       68.0       19.4       46.2       29.5       57.3
Old  :                 23.0       55.6       35.2       67.9       19.4       46.2       29.6       57.3
Other:                 69.9       96.5       69.9       96.5       69.9       96.5       69.9       96.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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  :   146,877:    39,608     27,905     18,607     78,836     93,637    137,051    140,150:     9,827      6,727
Old  :   118,473:    36,913     32,526     12,175     60,184     67,452    109,271    112,152:     9,202      6,321
Other:    28,404:     7,317          2      1,810     18,652     26,186     27,780     27,998:       625        407
     :          :                                                                            :
     :          :          Changes in Commitments from: December 7, 2010                     :
     :       391:    -1,069     -2,804       -282      1,739      3,192        388        105:         3        285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       19.0       12.7       53.7       63.8       93.3       95.4:       6.7        4.6
Old  :     100.0:      31.2       27.5       10.3       50.8       56.9       92.2       94.7:       7.8        5.3
Other:     100.0:      25.8        0.0        6.4       65.7       92.2       97.8       98.6:       2.2        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        60         46         42         52         57        134        125:
Old  :       172:        59         48         42         52         53        134        121:
Other:        49:        11          3         10         25         31         39         41:
     :----------------------------------------------------------------------------------------------------
     :             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       30.9       38.5       46.6       20.3       24.6       28.5       34.1
Old  :                 22.3       28.1       33.4       44.1       20.8       22.9       30.3       34.2
Other:                 56.0       60.0       75.3       77.7       45.2       47.3       56.6       60.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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  :   985,279:   155,619     11,126    323,124    421,143    596,372    899,886    930,622:    85,393     54,657
Old  :   985,279:   155,619     11,126    323,124    421,143    596,372    899,886    930,622:    85,393     54,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 7, 2010                     :
     :    34,765:     1,155     -2,596     17,716      8,715     16,463     27,586     31,583:     7,180      3,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        1.1       32.8       42.7       60.5       91.3       94.5:       8.7        5.5
Old  :     100.0:      15.8        1.1       32.8       42.7       60.5       91.3       94.5:       8.7        5.5
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  :       212:        83         31         81         83         87        195        172:
Old  :       212:        83         31         81         83         87        195        172:
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  :                 11.3       16.9       19.9       28.0        8.1       12.5       13.1       19.6
Old  :                 11.3       16.9       19.9       28.0        8.1       12.5       13.1       19.6
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 14, 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  :   185,357:    44,215      6,006     46,799     84,892    126,218    175,906    179,023:     9,451      6,335
Old  :   177,560:    44,172      6,808     45,390     78,896    119,157    168,458    171,355:     9,102      6,205
Other:     7,798:     1,067        221        386      5,996      7,061      7,448      7,668:       349        130
     :          :                                                                            :
     :          :          Changes in Commitments from: December 7, 2010                     :
     :     4,857:     1,986        250        642      1,403      3,523      4,031      4,415:       825        442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        3.2       25.2       45.8       68.1       94.9       96.6:       5.1        3.4
Old  :     100.0:      24.9        3.8       25.6       44.4       67.1       94.9       96.5:       5.1        3.5
Other:     100.0:      13.7        2.8        4.9       76.9       90.5       95.5       98.3:       4.5        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:       145         64         87        114        135        304        243:
Old  :       365:       145         64         87        111        134        301        242:
Other:        73:        15          7         10         26         37         46         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       19.6       31.2       30.1       13.5       10.5       20.6       17.4
Old  :                 18.0       20.5       29.9       30.7       14.0       10.6       22.0       17.9
Other:                 74.1       75.7       82.1       84.4       73.2       75.6       80.3       82.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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  :    25,567:    16,310     11,181      1,049      4,441     11,073     21,800     23,303:     3,766      2,264
Old  :    25,567:    16,310     11,181      1,049      4,441     11,073     21,800     23,303:     3,766      2,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 7, 2010                     :
     :    -9,840:    -3,695        593     -1,044     -3,147     -8,495     -7,886     -8,946:    -1,954       -894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.8       43.7        4.1       17.4       43.3       85.3       91.1:      14.7        8.9
Old  :     100.0:      63.8       43.7        4.1       17.4       43.3       85.3       91.1:      14.7        8.9
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  :        69:        25         27          9         11          7         41         39:
Old  :        69:        25         27          9         11          7         41         39:
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  :                 63.4       57.9       69.9       69.2       60.6       57.9       65.3       67.5
Old  :                 63.4       57.9       69.9       69.2       60.6       57.9       65.3       67.5
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 14, 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  :   422,321:    34,845     48,100     11,870    354,852    345,820    401,567    405,790:    20,754     16,531
Old  :   422,321:    34,845     48,100     11,870    354,852    345,820    401,567    405,790:    20,754     16,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 7, 2010                     :
     :    15,884:    -4,403    -10,984      7,537     10,170     19,038     13,305     15,592:     2,579        292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       11.4        2.8       84.0       81.9       95.1       96.1:       4.9        3.9
Old  :     100.0:       8.3       11.4        2.8       84.0       81.9       95.1       96.1:       4.9        3.9
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  :       249:        33         44         19        106        110        152        160:
Old  :       249:        33         44         19        106        110        152        160:
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  :                 37.9       16.1       49.5       27.6       35.2       16.1       46.4       26.7
Old  :                 37.9       16.1       49.5       27.6       35.2       16.1       46.4       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated December 17, 2010