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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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  :   327,205:    53,599      5,359     86,386    166,925    224,013    306,911    315,758:    20,294     11,446
Old  :   278,718:    43,335      5,987     77,009    141,212    186,048    261,556    269,044:    17,162      9,674
Other:    48,487:    11,625        733      8,016     25,714     37,965     45,355     46,714:     3,132      1,773
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :    -3,801:    -3,060       -838      4,290     -4,712     -6,609     -3,482     -3,156:      -319       -645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        1.6       26.4       51.0       68.5       93.8       96.5:       6.2        3.5
Old  :     100.0:      15.5        2.1       27.6       50.7       66.8       93.8       96.5:       6.2        3.5
Other:     100.0:      24.0        1.5       16.5       53.0       78.3       93.5       96.3:       6.5        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:       117         35         68         67         73        212        151:
Old  :       227:       107         38         67         66         71        203        149:
Other:       110:        28         24         23         37         45         84         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  :                 24.1       28.5       34.2       41.6       10.0       12.2       14.7       18.3
Old  :                 24.9       27.6       35.9       40.3       11.3       14.3       16.6       21.3
Other:                 35.6       45.1       46.7       58.0       24.7       33.5       32.5       43.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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  :    37,142:    15,208        436      6,010     12,352     30,103     33,570     36,549:     3,572        593
Old  :    37,119:    15,208        436      6,010     12,346     30,082     33,564     36,528:     3,555        591
Other:        23:         0          0          0          6         21          6         21:        17          2
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :       325:      -195        -52        191        179        540        176        680:       149       -355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        1.2       16.2       33.3       81.0       90.4       98.4:       9.6        1.6
Old  :     100.0:      41.0        1.2       16.2       33.3       81.0       90.4       98.4:       9.6        1.6
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  :       107:        55         12         22         30         30         94         56:
Old  :       107:        55         12         22         30         30         94         56:
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  :                 24.0       60.2       36.8       73.2       23.0       52.5       33.9       64.2
Old  :                 24.0       60.2       36.9       73.2       23.0       52.5       33.9       64.1
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 with Delta-adjusted Options and Futures Combined, November 23, 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  :   137,381:    34,597     34,731     16,305     77,432     79,035    128,334    130,071:     9,047      7,310
Old  :   112,047:    32,487     39,429      9,872     61,027     55,731    103,386    105,032:     8,661      7,015
Other:    25,334:     6,840         32      1,703     16,405     23,305     24,948     25,039:       386        295
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :    -2,625:     2,294     -5,302        477     -6,267      2,796     -3,496     -2,029:       871       -595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       25.3       11.9       56.4       57.5       93.4       94.7:       6.6        5.3
Old  :     100.0:      29.0       35.2        8.8       54.5       49.7       92.3       93.7:       7.7        6.3
Other:     100.0:      27.0        0.1        6.7       64.8       92.0       98.5       98.8:       1.5        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        49         50         35         52         53        120        120:
Old  :       162:        47         52         35         50         50        118        117:
Other:        49:         8          5          7         23         29         35         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.2       30.2       40.6       46.7       21.9       23.7       30.1       32.9
Old  :                 23.7       26.9       35.1       43.2       22.3       22.2       31.9       33.9
Other:                 60.1       64.8       79.7       78.8       49.3       52.3       62.2       61.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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  :   942,668:   153,293     15,621    302,668    409,813    572,317    865,774    890,605:    76,894     52,063
Old  :   942,668:   153,293     15,621    302,668    409,813    572,317    865,774    890,605:    76,894     52,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :    16,751:    -3,341        347     17,363      7,096      2,852     21,118     20,562:    -4,367     -3,812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        1.7       32.1       43.5       60.7       91.8       94.5:       8.2        5.5
Old  :     100.0:      16.3        1.7       32.1       43.5       60.7       91.8       94.5:       8.2        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  :       216:        81         38         83         82         87        195        177:
Old  :       216:        81         38         83         82         87        195        177:
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  :                 11.6       17.3       20.0       28.3        8.5       13.6       14.0       20.7
Old  :                 11.6       17.3       20.0       28.3        8.5       13.6       14.0       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, November 23, 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  :   180,798:    42,229      7,040     45,609     85,200    122,264    173,037    174,912:     7,761      5,886
Old  :   173,499:    42,340      7,838     44,298     79,282    115,549    165,920    167,685:     7,579      5,814
Other:     7,299:       942        255        258      5,918      6,715      7,117      7,227:       182         72
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :       546:       704        198       -595     -1,004       -530       -894       -927:     1,440      1,473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        3.9       25.2       47.1       67.6       95.7       96.7:       4.3        3.3
Old  :     100.0:      24.4        4.5       25.5       45.7       66.6       95.6       96.6:       4.4        3.4
Other:     100.0:      12.9        3.5        3.5       81.1       92.0       97.5       99.0:       2.5        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:       132         63         82        111        135        285        240:
Old  :       350:       132         63         81        109        134        282        239:
Other:        66:        11          7         10         24         33         39         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       18.8       32.3       29.3       14.2       10.8       21.8       18.2
Old  :                 18.5       19.5       30.9       29.9       14.8       11.1       23.1       18.8
Other:                 79.0       78.6       86.5       87.3       78.3       78.5       85.7       85.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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  :    34,670:    22,207     10,193      1,445      5,909     19,867     29,560     31,505:     5,109      3,165
Old  :    34,670:    22,207     10,193      1,445      5,909     19,867     29,560     31,505:     5,109      3,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :     1,002:       813       -631        -23        212      1,835      1,002      1,181:        -1       -179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.1       29.4        4.2       17.0       57.3       85.3       90.9:      14.7        9.1
Old  :     100.0:      64.1       29.4        4.2       17.0       57.3       85.3       90.9:      14.7        9.1
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  :        81:        39         23          8         13          9         54         39:
Old  :        81:        39         23          8         13          9         54         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  :                 53.8       65.9       64.5       76.1       52.4       65.9       60.7       75.5
Old  :                 53.8       65.9       64.5       76.1       52.4       65.9       60.7       75.5
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, November 23, 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  :   406,532:    36,277     73,594      5,301    344,284    312,116    385,862    391,011:    20,670     15,521
Old  :   406,532:    36,277     73,594      5,301    344,284    312,116    385,862    391,011:    20,670     15,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :     4,742:     1,583     -6,531      1,797       -527     10,826      2,852      6,092:     1,890     -1,349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       18.1        1.3       84.7       76.8       94.9       96.2:       5.1        3.8
Old  :     100.0:       8.9       18.1        1.3       84.7       76.8       94.9       96.2:       5.1        3.8
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  :       259:        30         53         16        105        105        148        161:
Old  :       259:        30         53         16        105        105        148        161:
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  :                 42.1       19.3       53.3       29.9       41.6       19.3       52.7       29.9
Old  :                 42.1       19.3       53.3       29.9       41.6       19.3       52.7       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated November 29, 2010