```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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  :   237,225:    48,692     15,275     53,196    116,065    156,482    217,953    224,953:    19,272     12,271
Old  :   201,819:    45,012     16,372     42,917     96,789    131,750    184,718    191,039:    17,102     10,780
Other:    35,405:     5,426        649      8,533     19,276     24,732     33,236     33,914:     2,170      1,491
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :     2,195:    -2,687      4,516        -20      4,210     -4,205      1,503        291:       692      1,904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        6.4       22.4       48.9       66.0       91.9       94.8:       8.1        5.2
Old  :     100.0:      22.3        8.1       21.3       48.0       65.3       91.5       94.7:       8.5        5.3
Other:     100.0:      15.3        1.8       24.1       54.4       69.9       93.9       95.8:       6.1        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:       110         48         64         73         69        212        158:
Old  :       245:       104         51         61         65         66        200        153:
Other:        95:        28         11         23         34         46         70         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       28.2       33.2       41.8       14.6       17.5       21.6       27.0
Old  :                 18.5       30.9       32.6       44.6       16.5       23.2       24.4       32.0
Other:                 39.3       27.8       53.1       43.2       36.0       25.0       44.8       35.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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  :    49,072:    15,866      1,215     11,749     16,573     34,403     44,188     47,366:     4,884      1,706
Old  :    48,183:    15,855      1,329     11,548     15,932     33,631     43,334     46,508:     4,849      1,676
Other:       889:       135          9         77        641        772        853        859:        36         30
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :      -913:        20       -228       -469       -561       -487     -1,010     -1,184:        96        270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        2.5       23.9       33.8       70.1       90.0       96.5:      10.0        3.5
Old  :     100.0:      32.9        2.8       24.0       33.1       69.8       89.9       96.5:      10.1        3.5
Other:     100.0:      15.2        1.1        8.7       72.1       86.9       96.0       96.6:       4.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        58         15         28         30         26        101         57:
Old  :       109:        56         17         28         30         26        101         57:
Other:        16:        10          1          5          2          4         13          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.3       54.5       35.3       68.5       14.3       40.2       23.1       49.6
Old  :                 21.3       55.4       34.5       68.6       14.6       42.1       23.6       50.7
Other:                 90.3       88.5       94.2       96.6       78.5       83.0       81.2       83.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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  :   148,316:    47,852      7,215     30,174     59,524    102,371    137,550    139,760:    10,766      8,556
Old  :   125,232:    56,816      7,550     18,705     39,443     90,736    114,964    116,991:    10,268      8,241
Other:    23,084:     1,396     10,025      1,109     20,081     11,635     22,586     22,768:       497        315
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :    -4,254:    -1,055      1,691     -3,176        769     -4,844     -3,462     -6,330:      -792      2,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        4.9       20.3       40.1       69.0       92.7       94.2:       7.3        5.8
Old  :     100.0:      45.4        6.0       14.9       31.5       72.5       91.8       93.4:       8.2        6.6
Other:     100.0:       6.0       43.4        4.8       87.0       50.4       97.8       98.6:       2.2        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        63         33         46         52         52        140        111:
Old  :       165:        67         31         45         50         49        137        108:
Other:        56:         8         15         11         21         24         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  :                 30.7       30.7       43.5       45.6       21.6       22.2       31.0       34.3
Old  :                 32.5       32.1       42.8       46.8       31.3       31.3       39.4       45.8
Other:                 68.6       71.0       81.5       80.2       53.3       61.6       65.9       68.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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  : 1,358,236:   219,292     24,589    388,901    654,963    886,969  1,263,156  1,300,459:    95,080     57,777
Old  : 1,358,236:   219,292     24,589    388,901    654,963    886,969  1,263,156  1,300,459:    95,080     57,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :    36,811:     5,735        353      7,926     26,621     28,174     40,282     36,453:    -3,470        358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        1.8       28.6       48.2       65.3       93.0       95.7:       7.0        4.3
Old  :     100.0:      16.1        1.8       28.6       48.2       65.3       93.0       95.7:       7.0        4.3
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  :       266:       118         37        100         95         99        244        207:
Old  :       266:       118         37        100         95         99        244        207:
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  :                 16.9       16.2       25.0       29.1        9.9       13.0       13.9       20.7
Old  :                 16.9       16.2       25.0       29.1        9.9       13.0       13.9       20.7
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 with Delta-adjusted Options and Futures Combined, February 2, 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  :   160,748:    32,035     14,260     40,795     79,932     99,742    152,762    154,798:     7,985      5,950
Old  :   147,269:    32,923     17,675     33,571     73,926     90,464    140,420    141,710:     6,848      5,558
Other:    13,479:     3,689      1,163      2,646      6,007      9,278     12,342     13,087:     1,137        392
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :     3,599:    -4,892      3,642      4,032      5,802     -4,564      4,942      3,110:    -1,343        490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        8.9       25.4       49.7       62.0       95.0       96.3:       5.0        3.7
Old  :     100.0:      22.4       12.0       22.8       50.2       61.4       95.3       96.2:       4.7        3.8
Other:     100.0:      27.4        8.6       19.6       44.6       68.8       91.6       97.1:       8.4        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:       132         79        107        120        117        302        260:
Old  :       357:       131         82        104        120        113        300        254:
Other:       107:        20         16         23         29         61         59         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       18.6       29.9       31.4       15.3       15.7       24.7       23.8
Old  :                 16.8       19.4       31.2       32.0       16.3       17.5       27.0       26.8
Other:                 46.9       28.3       62.6       46.4       46.3       21.0       52.6       32.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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  :    69,674:    53,635     11,359      2,696      7,238     53,545     63,569     67,600:     6,105      2,074
Old  :    69,674:    53,635     11,359      2,696      7,238     53,545     63,569     67,600:     6,105      2,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :     8,231:     9,191      4,341         30        413      4,924      9,634      9,295:    -1,402     -1,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.0       16.3        3.9       10.4       76.9       91.2       97.0:       8.8        3.0
Old  :     100.0:      77.0       16.3        3.9       10.4       76.9       91.2       97.0:       8.8        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        44         20          6         10         11         60         33:
Old  :        84:        44         20          6         10         11         60         33:
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  :                 64.7       72.4       77.4       86.3       64.5       66.8       70.3       77.9
Old  :                 64.7       72.4       77.4       86.3       64.5       66.8       70.3       77.9
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, February 2, 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  :   366,057:    25,566     76,868      2,575    319,535    270,432    347,676    349,876:    18,381     16,181
Old  :   366,057:    25,566     76,868      2,575    319,535    270,432    347,676    349,876:    18,381     16,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :     4,467:   -10,020       -586       -579     14,746      2,973      4,148      1,808:       319      2,659
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       21.0        0.7       87.3       73.9       95.0       95.6:       5.0        4.4
Old  :     100.0:       7.0       21.0        0.7       87.3       73.9       95.0       95.6:       5.0        4.4
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  :       230:        27         39         14         99        100        135        144:
Old  :       230:        27         39         14         99        100        135        144:
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       22.3       48.9       34.3       32.7       22.3       44.2       32.8
Old  :                 35.8       22.3       48.9       34.3       32.7       22.3       44.2       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 5, 2010