```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   207,895:    53,896     26,567     12,226    121,861    159,311    187,983    198,104:    19,912      9,791
Old  :   157,774:    39,628     25,623      7,748     95,225    117,211    142,601    150,582:    15,173      7,192
Other:    50,121:    18,198      4,874        548     26,636     42,100     45,382     47,522:     4,739      2,599
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     6,083:    -1,349       -821      1,872      5,011      4,861      5,534      5,912:       549        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       12.8        5.9       58.6       76.6       90.4       95.3:       9.6        4.7
Old  :     100.0:      25.1       16.2        4.9       60.4       74.3       90.4       95.4:       9.6        4.6
Other:     100.0:      36.3        9.7        1.1       53.1       84.0       90.5       94.8:       9.5        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:       105         43         55         55         59        185        134:
Old  :       214:        96         45         45         51         57        167        129:
Other:       113:        38         18          8         31         40         73         62:
     :----------------------------------------------------------------------------------------------------
     :             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       32.7       39.4       43.6       17.6       18.2       25.6       27.9
Old  :                 28.7       29.9       41.2       41.8       23.3       27.8       34.6       37.4
Other:                 42.8       49.9       54.4       64.7       38.7       48.6       48.5       61.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    32,031:    15,960      1,561        345     11,699     29,422     28,004     31,328:     4,027        703
Old  :    32,008:    15,960      1,561        345     11,693     29,401     27,998     31,307:     4,010        701
Other:        23:         0          0          0          6         21          6         21:        17          2
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     2,849:     1,084        142        -24      1,736      2,824      2,796      2,942:        53        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.8        4.9        1.1       36.5       91.9       87.4       97.8:      12.6        2.2
Old  :     100.0:      49.9        4.9        1.1       36.5       91.9       87.5       97.8:      12.5        2.2
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  :       110:        56         19         13         20         20         82         46:
Old  :       110:        56         19         13         20         20         82         46:
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  :                 26.6       70.1       43.4       84.0       25.9       61.4       40.5       75.2
Old  :                 26.6       70.1       43.4       84.0       25.9       61.4       40.5       75.2
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 - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   143,807:    43,293     28,135     13,943     77,157     96,038    134,393    138,116:     9,414      5,691
Old  :   113,032:    38,842     31,765      8,263     57,105     67,579    104,210    107,607:     8,822      5,425
Other:    30,775:     8,322        241      1,809     20,052     28,459     30,183     30,509:       592        266
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     4,544:     2,157        135        843      2,114      2,730      5,114      3,708:      -570        836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       19.6        9.7       53.7       66.8       93.5       96.0:       6.5        4.0
Old  :     100.0:      34.4       28.1        7.3       50.5       59.8       92.2       95.2:       7.8        4.8
Other:     100.0:      27.0        0.8        5.9       65.2       92.5       98.1       99.1:       1.9        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        57         46         31         52         49        129        112:
Old  :       171:        58         47         31         50         44        127        107:
Other:        54:        12          4          6         26         31         40         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.4       33.1       39.9       49.1       20.4       24.4       28.8       35.1
Old  :                 24.0       31.9       34.7       47.4       20.0       25.2       30.0       35.4
Other:                 51.5       60.8       71.0       77.5       42.0       45.7       54.0       58.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   607,185:   188,617     13,298     58,820    283,723    489,729    531,160    561,847:    76,025     45,338
Old  :   607,185:   188,617     13,298     58,820    283,723    489,729    531,160    561,847:    76,025     45,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :      -122:    -2,956       -823      2,198      9,704       -772      8,946        603:    -9,068       -725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1        2.2        9.7       46.7       80.7       87.5       92.5:      12.5        7.5
Old  :     100.0:      31.1        2.2        9.7       46.7       80.7       87.5       92.5:      12.5        7.5
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  :       204:        80         24         64         81         83        182        154:
Old  :       204:        80         24         64         81         83        182        154:
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  :                 14.8       24.7       24.4       36.7       12.6       21.4       20.3       32.2
Old  :                 14.8       24.7       24.4       36.7       12.6       21.4       20.3       32.2
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 - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   140,740:    44,781      7,245     16,592     70,285    110,943    131,658    134,780:     9,082      5,960
Old  :   132,282:    44,866      8,351     14,983     63,712    103,099    123,561    126,433:     8,721      5,849
Other:     8,458:     1,378        357        146      6,573      7,844      8,097      8,347:       361        111
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     1,112:      -144        256        511        130       -712        497         55:       615      1,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8        5.1       11.8       49.9       78.8       93.5       95.8:       6.5        4.2
Old  :     100.0:      33.9        6.3       11.3       48.2       77.9       93.4       95.6:       6.6        4.4
Other:     100.0:      16.3        4.2        1.7       77.7       92.7       95.7       98.7:       4.3        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:       144         41         58        105        120        272        203:
Old  :       342:       144         42         58         98        118        265        201:
Other:        82:        17          4          2         32         40         50         45:
     :----------------------------------------------------------------------------------------------------
     :             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       19.8       32.6       31.5       18.6       14.7       28.4       24.2
Old  :                 19.7       20.6       31.7       32.2       19.7       16.6       30.7       26.6
Other:                 70.6       72.5       79.5       83.7       68.7       72.4       77.6       82.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    27,677:    18,606     19,874        671      4,292      4,566     23,569     25,111:     4,108      2,566
Old  :    27,677:    18,606     19,874        671      4,292      4,566     23,569     25,111:     4,108      2,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     1,279:     2,523      8,473        120       -930     -7,672      1,713        921:      -434        358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.2       71.8        2.4       15.5       16.5       85.2       90.7:      14.8        9.3
Old  :     100.0:      67.2       71.8        2.4       15.5       16.5       85.2       90.7:      14.8        9.3
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  :        82:        24         35          7         10         13         40         51:
Old  :        82:        24         35          7         10         13         40         51:
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  :                 65.6       49.2       71.4       66.6       63.0       49.2       68.0       65.7
Old  :                 65.6       49.2       71.4       66.6       63.0       49.2       68.0       65.7
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 - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   317,096:    23,871     43,707      5,355    268,979    253,336    298,205    302,398:    18,891     14,698
Old  :   317,096:    23,871     43,707      5,355    268,979    253,336    298,205    302,398:    18,891     14,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     5,896:       669     -1,550      1,130      4,260      5,591      6,059      5,171:      -163        725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       13.8        1.7       84.8       79.9       94.0       95.4:       6.0        4.6
Old  :     100.0:       7.5       13.8        1.7       84.8       79.9       94.0       95.4:       6.0        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  :       234:        29         40          8         94         95        129        138:
Old  :       234:        29         40          8         94         95        129        138:
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  :                 36.2       19.8       49.2       32.5       32.6       18.8       44.1       30.2
Old  :                 36.2       19.8       49.2       32.5       32.6       18.8       44.1       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 7, 2011