```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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  :   247,038:    63,498     10,769     50,326    112,690    177,647    226,513    238,742:    20,525      8,296
Old  :   219,690:    62,076     12,363     41,803     96,802    158,606    200,680    212,772:    19,010      6,919
Other:    27,348:     3,348        332      6,597     15,888     19,041     25,833     25,970:     1,515      1,378
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    -4,189:    -4,665        845        697       -357     -5,947     -4,325     -4,405:       136        217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        4.4       20.4       45.6       71.9       91.7       96.6:       8.3        3.4
Old  :     100.0:      28.3        5.6       19.0       44.1       72.2       91.3       96.9:       8.7        3.1
Other:     100.0:      12.2        1.2       24.1       58.1       69.6       94.5       95.0:       5.5        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:       130         40         59         67         65        223        142:
Old  :       252:       127         40         56         60         62        212        137:
Other:        88:        18         16         22         30         42         62         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       33.4       29.2       47.4       15.0       25.6       22.4       35.6
Old  :                 16.8       35.2       28.9       49.4       16.2       29.5       24.8       40.0
Other:                 40.8       27.2       53.5       44.5       37.2       25.0       45.1       37.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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  :    49,147:    16,433        993     10,383     16,857     35,368     43,672     46,744:     5,475      2,404
Old  :    48,340:    16,433      1,043     10,254     16,211     34,643     42,897     45,940:     5,442      2,400
Other:       808:        55          4         75        645        725        775        804:        33          4
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :       287:      -938       -159       -304        552       -248       -689       -710:       976        998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        2.0       21.1       34.3       72.0       88.9       95.1:      11.1        4.9
Old  :     100.0:      34.0        2.2       21.2       33.5       71.7       88.7       95.0:      11.3        5.0
Other:     100.0:       6.8        0.5        9.3       79.9       89.8       96.0       99.5:       4.0        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        64          8         24         27         21         99         47:
Old  :       106:        64          8         24         27         21         99         47:
Other:        12:         5          2          5          2          4          9          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  :                 24.0       56.5       36.5       69.9       14.7       41.3       22.9       50.7
Old  :                 23.0       57.4       35.7       70.0       15.0       43.3       23.3       51.8
Other:                 93.4       92.5       95.9       99.5       84.5       88.7       85.2       88.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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  :   141,550:    46,178     11,806     24,318     60,388    101,404    130,884    137,529:    10,666      4,021
Old  :   120,524:    49,084      6,990     18,712     42,428     90,968    110,223    116,670:    10,301      3,855
Other:    21,025:     1,428      9,150      1,272     17,960     10,437     20,661     20,859:       365        166
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :     2,296:       115      1,445        841      1,965        441      2,922      2,727:      -626       -432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6        8.3       17.2       42.7       71.6       92.5       97.2:       7.5        2.8
Old  :     100.0:      40.7        5.8       15.5       35.2       75.5       91.5       96.8:       8.5        3.2
Other:     100.0:       6.8       43.5        6.1       85.4       49.6       98.3       99.2:       1.7        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        70         32         46         51         48        147        107:
Old  :       175:        69         34         44         50         46        144        104:
Other:        48:         9          9         12         19         19         34         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.6       30.0       39.7       47.2       23.5       20.8       30.1       33.3
Old  :                 26.0       31.0       36.9       46.8       24.1       28.9       32.7       44.0
Other:                 73.3       74.1       85.3       82.9       56.5       63.3       68.5       70.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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  : 1,292,016:   203,548     18,087    389,361    600,120    829,160  1,193,029  1,236,607:    98,987     55,409
Old  : 1,292,016:   203,548     18,087    389,361    600,120    829,160  1,193,029  1,236,607:    98,987     55,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    -6,077:     4,440       -896      5,538    -16,452    -14,684     -6,473    -10,042:       396      3,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        1.4       30.1       46.4       64.2       92.3       95.7:       7.7        4.3
Old  :     100.0:      15.8        1.4       30.1       46.4       64.2       92.3       95.7:       7.7        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  :       269:       109         48        100         94         99        249        204:
Old  :       269:       109         48        100         94         99        249        204:
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  :                 13.8       15.8       22.4       27.3        7.5       10.7       11.5       18.2
Old  :                 13.8       15.8       22.4       27.3        7.5       10.7       11.5       18.2
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 12, 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  :   156,729:    39,231      9,336     35,737     70,385    105,013    145,352    150,085:    11,377      6,644
Old  :   145,318:    40,799     12,932     28,281     65,829     97,536    134,909    138,749:    10,409      6,569
Other:    11,411:     3,810      1,782      2,077      4,556      7,477     10,443     11,336:       968         75
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :     2,116:     2,954     -1,062        321     -1,195      3,284      2,080      2,543:        36       -427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        6.0       22.8       44.9       67.0       92.7       95.8:       7.3        4.2
Old  :     100.0:      28.1        8.9       19.5       45.3       67.1       92.8       95.5:       7.2        4.5
Other:     100.0:      33.4       15.6       18.2       39.9       65.5       91.5       99.3:       8.5        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:       148         64         96        102        110        301        230:
Old  :       353:       155         64         91        102        107        297        225:
Other:       107:        18         17         20         25         63         54         90:
     :----------------------------------------------------------------------------------------------------
     :             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       19.9       28.7       31.5       16.2       17.1       26.3       26.8
Old  :                 17.0       20.9       29.1       32.8       17.0       18.7       27.9       29.2
Other:                 49.0       31.3       61.3       48.2       48.1       24.9       55.9       38.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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  :    53,265:    40,234      6,684      2,699      5,001     41,439     47,934     50,821:     5,331      2,444
Old  :    53,265:    40,234      6,684      2,699      5,001     41,439     47,934     50,821:     5,331      2,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :   -10,247:    -8,408     -2,540       -186     -1,628     -7,070    -10,221     -9,796:       -25       -451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.5       12.5        5.1        9.4       77.8       90.0       95.4:      10.0        4.6
Old  :     100.0:      75.5       12.5        5.1        9.4       77.8       90.0       95.4:      10.0        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  :        80:        35         28          9          6         11         47         45:
Old  :        80:        35         28          9          6         11         47         45:
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  :                 67.4       73.4       79.4       83.9       64.5       67.8       69.0       73.8
Old  :                 67.4       73.4       79.4       83.9       64.5       67.8       69.0       73.8
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 12, 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  :   339,912:    33,409     83,267      2,519    285,757    239,134    321,685    324,920:    18,227     14,992
Old  :   339,912:    33,409     83,267      2,519    285,757    239,134    321,685    324,920:    18,227     14,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :     5,044:    -1,990      3,888     -1,238     10,647      4,466      7,418      7,116:    -2,374     -2,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       24.5        0.7       84.1       70.4       94.6       95.6:       5.4        4.4
Old  :     100.0:       9.8       24.5        0.7       84.1       70.4       94.6       95.6:       5.4        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  :       235:        25         54         17         95         92        136        147:
Old  :       235:        25         54         17         95         92        136        147:
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  :                 36.5       22.7       48.7       34.3       33.6       22.7       44.1       33.5
Old  :                 36.5       22.7       48.7       34.3       33.6       22.7       44.1       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated January 15, 2010