```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :   235,030:    51,379     10,760     53,216    111,855    160,687    216,450    224,663:    18,580     10,368
Old  :   203,584:    48,240     11,635     44,357     94,285    138,599    186,882    194,591:    16,702      8,993
Other:    31,446:     4,591        577      7,407     17,570     22,088     29,568     30,071:     1,878      1,374
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    -3,981:    -8,069      1,952      2,298      2,879     -9,335     -2,892     -5,086:    -1,089      1,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        4.6       22.6       47.6       68.4       92.1       95.6:       7.9        4.4
Old  :     100.0:      23.7        5.7       21.8       46.3       68.1       91.8       95.6:       8.2        4.4
Other:     100.0:      14.6        1.8       23.6       55.9       70.2       94.0       95.6:       6.0        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:       117         35         60         72         65        211        147:
Old  :       244:       115         38         57         65         62        200        143:
Other:        92:        26         11         23         32         44         65         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.5       29.7       31.9       44.2       14.7       20.0       21.7       30.2
Old  :                 17.8       31.9       31.0       46.9       16.4       25.5       24.2       34.9
Other:                 42.7       28.7       55.9       44.9       38.4       25.9       47.0       37.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :    49,985:    15,846      1,443     12,217     17,134     34,890     45,198     48,550:     4,788      1,436
Old  :    49,105:    15,823      1,537     12,039     16,492     34,112     44,354     47,688:     4,751      1,417
Other:       880:       120          2         82        642        778        844        861:        37         19
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :     3,270:       -76        250      1,917        359      1,160      2,200      3,327:     1,069        -57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        2.9       24.4       34.3       69.8       90.4       97.1:       9.6        2.9
Old  :     100.0:      32.2        3.1       24.5       33.6       69.5       90.3       97.1:       9.7        2.9
Other:     100.0:      13.6        0.2        9.3       73.0       88.3       95.8       97.8:       4.2        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        56         16         28         29         24         98         57:
Old  :       108:        55         17         28         29         24         98         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  :                 23.6       54.1       36.5       68.7       14.5       38.9       23.2       48.1
Old  :                 22.7       55.0       35.8       68.9       14.8       40.8       23.6       49.2
Other:                 89.7       89.3       93.8       97.8       76.9       83.2       79.7       83.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :   152,570:    48,907      5,524     33,350     58,755    107,215    141,012    146,089:    11,558      6,481
Old  :   130,865:    57,049      5,604     22,487     40,174     96,553    119,710    124,644:    11,155      6,221
Other:    21,705:     1,374      9,436      1,347     18,581     10,662     21,302     21,446:       403        259
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :     3,439:    -1,571     -4,949      6,043        678      1,611      5,150      2,705:    -1,711        735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        3.6       21.9       38.5       70.3       92.4       95.8:       7.6        4.2
Old  :     100.0:      43.6        4.3       17.2       30.7       73.8       91.5       95.2:       8.5        4.8
Other:     100.0:       6.3       43.5        6.2       85.6       49.1       98.1       98.8:       1.9        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        79         28         51         52         50        160        112:
Old  :       185:        81         29         50         50         47        157        109:
Other:        53:         9         11         13         21         22         39         38:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       31.5       39.0       46.8       20.6       22.6       27.3       33.5
Old  :                 26.9       31.6       37.7       46.3       23.9       30.9       32.8       45.1
Other:                 70.9       72.7       83.8       81.5       54.7       63.0       67.4       69.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  : 1,321,425:   213,557     24,236    380,975    628,342    858,795  1,222,874  1,264,006:    98,551     57,419
Old  : 1,321,425:   213,557     24,236    380,975    628,342    858,795  1,222,874  1,264,006:    98,551     57,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :     7,455:     1,225      1,282    -16,181     28,921     23,302     13,965      8,403:    -6,510       -947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        1.8       28.8       47.6       65.0       92.5       95.7:       7.5        4.3
Old  :     100.0:      16.2        1.8       28.8       47.6       65.0       92.5       95.7:       7.5        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  :       261:       111         39         93         94         99        239        199:
Old  :       261:       111         39         93         94         99        239        199:
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  :                 15.9       15.7       24.3       28.6        9.7       12.7       13.8       20.5
Old  :                 15.9       15.7       24.3       28.6        9.7       12.7       13.8       20.5
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, January 26, 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  :   157,148:    36,927     10,618     36,763     74,130    104,307    147,820    151,688:     9,328      5,460
Old  :   144,233:    38,256     13,958     28,827     68,870     96,109    135,953    138,895:     8,280      5,338
Other:    12,915:     3,783      1,771      2,825      5,260      8,197     11,867     12,793:     1,048        122
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    -1,302:    -2,525      1,474        920      1,710     -2,328        105         67:    -1,407     -1,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        6.8       23.4       47.2       66.4       94.1       96.5:       5.9        3.5
Old  :     100.0:      26.5        9.7       20.0       47.7       66.6       94.3       96.3:       5.7        3.7
Other:     100.0:      29.3       13.7       21.9       40.7       63.5       91.9       99.1:       8.1        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:       151         67        105        114        120        309        258:
Old  :       368:       147         76        100        113        116        305        251:
Other:       115:        21         18         24         31         65         63         97:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       19.8       29.4       31.5       16.0       16.9       27.0       26.4
Old  :                 17.2       21.0       30.3       33.0       17.1       19.0       29.0       29.2
Other:                 50.0       32.0       62.7       49.1       44.3       22.3       52.5       35.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :    61,443:    44,444      7,018      2,667      6,825     48,620     53,936     58,305:     7,507      3,138
Old  :    61,443:    44,444      7,018      2,667      6,825     48,620     53,936     58,305:     7,507      3,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    10,739:     8,091        644       -258        984      9,627      8,817     10,013:     1,922        726
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.3       11.4        4.3       11.1       79.1       87.8       94.9:      12.2        5.1
Old  :     100.0:      72.3       11.4        4.3       11.1       79.1       87.8       94.9:      12.2        5.1
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  :        78:        40         19          7          7         13         52         36:
Old  :        78:        40         19          7          7         13         52         36:
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  :                 59.0       74.2       73.0       86.1       58.9       68.0       64.6       75.5
Old  :                 59.0       74.2       73.0       86.1       58.9       68.0       64.6       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, January 26, 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  :   361,590:    35,585     77,454      3,154    304,788    267,459    343,528    348,068:    18,062     13,522
Old  :   361,590:    35,585     77,454      3,154    304,788    267,459    343,528    348,068:    18,062     13,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    16,769:      -911     -7,380      1,268     16,977     27,320     17,334     21,208:      -565     -4,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       21.4        0.9       84.3       74.0       95.0       96.3:       5.0        3.7
Old  :     100.0:       9.8       21.4        0.9       84.3       74.0       95.0       96.3:       5.0        3.7
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  :       241:        35         42         14         98         99        142        146:
Old  :       241:        35         42         14         98         99        142        146:
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  :                 35.1       22.3       48.5       33.0       32.0       22.3       43.8       31.4
Old  :                 35.1       22.3       48.5       33.0       32.0       22.3       43.8       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 29, 2010