```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   239,186:    63,087      7,586     49,105    106,437    174,251    218,629    230,943:    20,557      8,243
Old  :   189,608:    57,131      8,803     34,538     80,351    139,929    172,020    183,270:    17,589      6,338
Other:    49,577:     8,053        881     12,470     26,086     34,322     46,609     47,673:     2,968      1,904
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :    11,641:    10,388     -3,690      6,338     -6,860      9,419      9,867     12,067:     1,774       -426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        3.2       20.5       44.5       72.9       91.4       96.6:       8.6        3.4
Old  :     100.0:      30.1        4.6       18.2       42.4       73.8       90.7       96.7:       9.3        3.3
Other:     100.0:      16.2        1.8       25.2       52.6       69.2       94.0       96.2:       6.0        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:       130         28         58         60         63        210        133:
Old  :       234:       125         31         52         50         58        192        127:
Other:       112:        46          8         26         38         45         91         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  :                 18.6       32.9       30.8       46.2       14.7       23.7       22.3       34.4
Old  :                 17.4       37.8       29.3       51.5       16.9       33.3       25.4       44.3
Other:                 33.4       26.9       46.9       40.7       32.0       23.3       41.5       34.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :    40,955:    16,168      1,402      6,725     13,432     31,020     36,325     39,147:     4,631      1,808
Old  :    39,566:    16,018      1,388      6,415     12,561     30,037     34,994     37,840:     4,572      1,726
Other:     1,390:       169         34        291        871        983      1,331      1,308:        59         82
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :    -6,829:       218        -73     -5,261     -2,062     -1,810     -7,105     -7,143:       276        314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5        3.4       16.4       32.8       75.7       88.7       95.6:      11.3        4.4
Old  :     100.0:      40.5        3.5       16.2       31.7       75.9       88.4       95.6:      11.6        4.4
Other:     100.0:      12.2        2.5       20.9       62.7       70.7       95.8       94.1:       4.2        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        59         10         23         27         23         95         49:
Old  :       105:        55         14         23         27         23         95         49:
Other:        16:        10          2          9          1          4         13         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       58.0       35.3       71.3       17.8       47.1       28.2       58.3
Old  :                 22.0       59.4       34.2       71.7       18.5       50.3       29.2       60.7
Other:                 76.5       75.4       91.1       89.8       55.0       55.9       57.7       56.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   131,183:    38,534     10,559     23,483     60,331     89,410    122,349    123,452:     8,834      7,731
Old  :   104,214:    47,323     11,046     11,399     37,254     74,290     95,976     96,734:     8,239      7,480
Other:    26,968:     1,717     10,019      1,579     23,077     15,120     26,373     26,717:       596        251
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :    -1,105:      -719       -705        521     -1,521     -1,577     -1,719     -1,760:       614        655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        8.0       17.9       46.0       68.2       93.3       94.1:       6.7        5.9
Old  :     100.0:      45.4       10.6       10.9       35.7       71.3       92.1       92.8:       7.9        7.2
Other:     100.0:       6.4       37.2        5.9       85.6       56.1       97.8       99.1:       2.2        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        45         32         37         55         49        120        103:
Old  :       147:        50         30         36         53         46        118         99:
Other:        57:         6         15         13         28         25         46         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  :                 32.6       31.9       47.8       46.3       23.6       21.3       33.5       32.1
Old  :                 37.9       34.2       48.5       47.1       37.1       32.3       46.1       44.4
Other:                 57.4       60.4       76.8       75.4       43.8       54.2       63.2       63.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  : 1,008,982:   177,397     15,353    228,018    539,111    724,714    944,526    968,085:    64,456     40,897
Old  : 1,008,982:   177,397     15,353    228,018    539,111    724,714    944,526    968,085:    64,456     40,897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :   -79,733:   -14,102      2,123    -13,862    -40,490    -62,709    -68,454    -74,448:   -11,280     -5,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        1.5       22.6       53.4       71.8       93.6       95.9:       6.4        4.1
Old  :     100.0:      17.6        1.5       22.6       53.4       71.8       93.6       95.9:       6.4        4.1
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  :       237:        91         43         86         87         89        217        180:
Old  :       237:        91         43         86         87         89        217        180:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       19.3       27.2       34.2       11.8       14.4       17.2       23.4
Old  :                 17.7       19.3       27.2       34.2       11.8       14.4       17.2       23.4
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 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  :   147,548:    30,843     19,471     31,184     76,465     89,701    138,492    140,356:     9,056      7,192
Old  :   130,972:    32,374     22,385     22,791     68,284     79,154    123,450    124,330:     7,522      6,642
Other:    16,576:     3,817      2,435      3,044      8,181     10,547     15,042     16,026:     1,534        549
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :    -2,729:    -1,599      1,363      1,142     -2,917     -4,769     -3,375     -2,265:       645       -465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       13.2       21.1       51.8       60.8       93.9       95.1:       6.1        4.9
Old  :     100.0:      24.7       17.1       17.4       52.1       60.4       94.3       94.9:       5.7        5.1
Other:     100.0:      23.0       14.7       18.4       49.4       63.6       90.7       96.7:       9.3        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:       120         76         89        119        114        277        246:
Old  :       338:       120         79         83        115        106        271        233:
Other:       129:        27         16         24         41         70         77        102:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       19.4       33.1       31.5       16.3       16.0       27.4       24.8
Old  :                 20.2       20.3       35.0       31.8       18.2       18.5       31.1       28.8
Other:                 46.0       31.6       58.9       46.9       46.0       25.2       52.8       35.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :    60,454:    43,461      4,985      3,524      7,718     49,378     54,703     57,888:     5,751      2,567
Old  :    60,454:    43,461      4,985      3,524      7,718     49,378     54,703     57,888:     5,751      2,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :      -769:    -1,953     -2,934         54      1,079      1,771       -820     -1,109:        51        341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.9        8.2        5.8       12.8       81.7       90.5       95.8:       9.5        4.2
Old  :     100.0:      71.9        8.2        5.8       12.8       81.7       90.5       95.8:       9.5        4.2
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  :        89:        48         22          8         14         10         67         36:
Old  :        89:        48         22          8         14         10         67         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  :                 58.4       78.6       71.4       86.3       57.3       73.7       63.9       78.1
Old  :                 58.4       78.6       71.4       86.3       57.3       73.7       63.9       78.1
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 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  :   391,816:    31,046     85,290      2,818    341,188    287,528    375,052    375,636:    16,765     16,180
Old  :   391,816:    31,046     85,290      2,818    341,188    287,528    375,052    375,636:    16,765     16,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :     1,523:    13,401     -3,314        -40    -11,559      7,446      1,802      4,091:      -279     -2,569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       21.8        0.7       87.1       73.4       95.7       95.9:       4.3        4.1
Old  :     100.0:       7.9       21.8        0.7       87.1       73.4       95.7       95.9:       4.3        4.1
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  :       230:        27         46         18         91         98        131        150:
Old  :       230:        27         46         18         91         98        131        150:
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  :                 39.1       23.2       52.8       35.8       36.4       23.0       48.8       35.7
Old  :                 39.1       23.2       52.8       35.8       36.4       23.0       48.8       35.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated February 26, 2010