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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   361,915:    58,221      7,573    108,650    174,388    234,788    341,260    351,011:    20,655     10,904
Old  :   293,101:    40,567      6,197     95,673    140,629    182,985    276,869    284,855:    16,232      8,246
Other:    68,814:    18,898      2,620     11,734     33,759     51,803     64,391     66,156:     4,423      2,658
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :    -4,254:    -1,023         98     -1,685     -1,869     -1,354     -4,576     -2,940:       322     -1,314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        2.1       30.0       48.2       64.9       94.3       97.0:       5.7        3.0
Old  :     100.0:      13.8        2.1       32.6       48.0       62.4       94.5       97.2:       5.5        2.8
Other:     100.0:      27.5        3.8       17.1       49.1       75.3       93.6       96.1:       6.4        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:       125         35         82         63         66        211        161:
Old  :       227:       110         40         77         60         64        196        156:
Other:       117:        53          8         26         40         42         94         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.4       26.4       34.3       39.8        8.9       11.7       13.0       17.6
Old  :                 24.8       25.5       36.2       37.6       11.5       14.4       16.7       20.5
Other:                 33.4       43.3       45.8       57.6       25.1       31.6       32.2       41.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    37,049:    14,771        412      4,944     13,095     30,806     32,811     36,163:     4,238        886
Old  :    36,991:    14,770        445      4,911     13,089     30,751     32,771     36,107:     4,221        884
Other:        58:        35          0          0          6         56         41         56:        17          2
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :      -259:       372         21         66       -518       -314        -81       -227:      -178        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9        1.1       13.3       35.3       83.2       88.6       97.6:      11.4        2.4
Old  :     100.0:      39.9        1.2       13.3       35.4       83.1       88.6       97.6:      11.4        2.4
Other:     100.0:      60.0        0.0        0.0       10.4       96.5       70.5       96.5:      29.5        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        53         13         26         31         29         95         58:
Old  :       105:        52         14         26         31         29         95         58:
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  :                 24.4       60.9       38.7       73.5       22.5       52.0       35.1       64.5
Old  :                 24.5       60.9       38.8       73.5       22.5       52.1       35.1       64.4
Other:                 70.5       96.5       70.5       96.5       70.5       96.5       70.5       96.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   151,552:    41,566     26,508     20,491     78,962     99,213    141,018    146,211:    10,534      5,341
Old  :   122,150:    37,981     30,346     14,672     59,602     71,973    112,255    116,991:     9,895      5,159
Other:    29,402:     7,493         70      1,910     19,359     27,239     28,762     29,220:       639        182
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :     2,486:     1,335       -722      1,398     -1,342      2,627      1,391      3,303:     1,095       -816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       17.5       13.5       52.1       65.5       93.0       96.5:       7.0        3.5
Old  :     100.0:      31.1       24.8       12.0       48.8       58.9       91.9       95.8:       8.1        4.2
Other:     100.0:      25.5        0.2        6.5       65.8       92.6       97.8       99.4:       2.2        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        61         47         48         54         56        143        128:
Old  :       177:        58         51         48         54         52        143        124:
Other:        53:        14          2         10         25         33         40         44:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.3       30.9       37.3       46.6       19.2       23.9       27.3       34.0
Old  :                 21.5       29.5       31.7       44.3       18.9       23.2       28.2       33.7
Other:                 53.5       60.0       72.2       77.3       43.6       46.1       53.7       59.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,035,783:   171,944      5,980    342,452    425,500    627,968    939,896    976,400:    95,887     59,383
Old  : 1,035,783:   171,944      5,980    342,452    425,500    627,968    939,896    976,400:    95,887     59,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :    20,053:     3,229       -931     14,860     -1,724        359     16,364     14,288:     3,689      5,764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        0.6       33.1       41.1       60.6       90.7       94.3:       9.3        5.7
Old  :     100.0:      16.6        0.6       33.1       41.1       60.6       90.7       94.3:       9.3        5.7
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  :       217:        80         40         83         82         90        197        180:
Old  :       217:        80         40         83         82         90        197        180:
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  :                 11.1       16.8       19.6       26.7        7.9       12.0       13.2       18.8
Old  :                 11.1       16.8       19.6       26.7        7.9       12.0       13.2       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 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  :   206,312:    44,772      4,906     60,802     91,585    134,720    197,159    200,429:     9,152      5,883
Old  :   197,485:    44,819      6,018     58,736     85,139    126,996    188,694    191,750:     8,790      5,734
Other:     8,827:     1,438        374        580      6,447      7,724      8,465      8,678:       362        149
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :     4,214:      -342       -559      3,657      1,618      1,930      4,934      5,029:      -720       -815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        2.4       29.5       44.4       65.3       95.6       97.1:       4.4        2.9
Old  :     100.0:      22.7        3.0       29.7       43.1       64.3       95.5       97.1:       4.5        2.9
Other:     100.0:      16.3        4.2        6.6       73.0       87.5       95.9       98.3:       4.1        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:       147         59         93        120        137        311        249:
Old  :       365:       149         57         92        118        136        308        248:
Other:        89:        20          6         11         34         43         58         56:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.0       19.8       30.6       30.4       12.5        9.5       19.2       16.0
Old  :                 18.5       20.7       29.5       31.2       13.0       10.0       20.5       16.6
Other:                 67.5       68.8       76.3       80.2       66.1       68.8       74.4       78.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    26,794:    16,034     11,415        766      5,362     12,354     22,162     24,535:     4,632      2,259
Old  :    26,794:    16,034     11,415        766      5,362     12,354     22,162     24,535:     4,632      2,259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :      -675:       170        -54         -4       -406       -639       -239       -696:      -437         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.8       42.6        2.9       20.0       46.1       82.7       91.6:      17.3        8.4
Old  :     100.0:      59.8       42.6        2.9       20.0       46.1       82.7       91.6:      17.3        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  :        74:        24         30          7         13          8         42         41:
Old  :        74:        24         30          7         13          8         42         41:
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  :                 59.2       56.6       66.9       67.9       56.6       56.6       63.2       66.9
Old  :                 59.2       56.6       66.9       67.9       56.6       56.6       63.2       66.9
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 with Delta-adjusted Options and Futures Combined, 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  :   312,184:    23,246     45,653      4,449    265,309    247,827    293,005    297,929:    19,179     14,255
Old  :   312,184:    23,246     45,653      4,449    265,309    247,827    293,005    297,929:    19,179     14,255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :      -768:       218        700       -811       -747       -738     -1,341       -848:       573         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       14.6        1.4       85.0       79.4       93.9       95.4:       6.1        4.6
Old  :     100.0:       7.4       14.6        1.4       85.0       79.4       93.9       95.4:       6.1        4.6
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  :       231:        27         41         10         95         96        132        137:
Old  :       231:        27         41         10         95         96        132        137:
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  :                 35.8       20.4       49.8       33.6       33.3       19.7       44.9       31.2
Old  :                 35.8       20.4       49.8       33.6       33.3       19.7       44.9       31.2
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