```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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  :   239,011:    59,448      8,807     50,918    108,976    170,022    219,342    229,748:    19,669      9,263
Old  :   210,814:    58,353     10,472     41,791     92,521    150,698    192,666    202,960:    18,149      7,854
Other:    28,197:     3,401        642      6,821     16,455     19,325     26,677     26,788:     1,520      1,409
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    -8,027:    -4,050     -1,962        592     -3,713     -7,624     -7,171     -8,994:      -856        967
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        3.7       21.3       45.6       71.1       91.8       96.1:       8.2        3.9
Old  :     100.0:      27.7        5.0       19.8       43.9       71.5       91.4       96.3:       8.6        3.7
Other:     100.0:      12.1        2.3       24.2       58.4       68.5       94.6       95.0:       5.4        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:       124         36         64         68         66        219        145:
Old  :       246:       123         34         62         60         63        208        141:
Other:        91:        20         17         24         32         41         65         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       32.5       30.0       47.1       14.9       24.3       22.4       34.5
Old  :                 16.8       34.4       29.3       49.2       16.2       28.6       24.7       39.2
Other:                 41.8       26.9       54.4       44.0       37.4       24.2       45.1       36.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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  :    46,716:    15,922      1,193     10,300     16,775     33,729     42,997     45,223:     3,719      1,493
Old  :    45,895:    15,915      1,252     10,164     16,129     32,988     42,208     44,405:     3,686      1,490
Other:       821:        74          8         70        645        741        789        818:        32          3
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    -2,431:      -511        201        -83        -82     -1,639       -675     -1,521:    -1,756       -911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        2.6       22.0       35.9       72.2       92.0       96.8:       8.0        3.2
Old  :     100.0:      34.7        2.7       22.1       35.1       71.9       92.0       96.8:       8.0        3.2
Other:     100.0:       9.0        1.0        8.5       78.6       90.2       96.0       99.6:       4.0        0.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        60          8         25         29         23         96         51:
Old  :       104:        60          8         25         29         23         96         51:
Other:        15:         8          2          5          2          4         12          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  :                 24.4       56.0       37.5       70.0       16.0       42.1       26.2       51.9
Old  :                 23.4       57.0       36.7       70.1       16.3       44.2       26.7       53.1
Other:                 92.1       91.9       95.2       99.6       83.1       88.2       84.8       88.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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  :   149,131:    50,478     10,473     27,307     58,077    105,605    135,862    143,385:    13,269      5,746
Old  :   127,524:    53,678      5,705     21,330     39,594     94,948    114,603    121,983:    12,921      5,541
Other:    21,607:     1,392      9,360      1,385     18,482     10,656     21,259     21,401:       347        205
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :     7,581:     4,300     -1,333      2,989     -2,311      4,200      4,978      5,856:     2,603      1,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8        7.0       18.3       38.9       70.8       91.1       96.1:       8.9        3.9
Old  :     100.0:      42.1        4.5       16.7       31.0       74.5       89.9       95.7:      10.1        4.3
Other:     100.0:       6.4       43.3        6.4       85.5       49.3       98.4       99.0:       1.6        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        78         31         49         48         49        153        112:
Old  :       183:        80         32         47         47         47        150        109:
Other:        52:         9         11         14         20         22         37         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  :                 24.7       30.8       36.8       46.5       21.2       22.5       27.6       34.0
Old  :                 23.9       31.8       34.4       46.3       21.3       30.8       29.6       44.5
Other:                 71.3       72.1       83.9       81.1       55.0       61.9       67.5       69.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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  : 1,313,970:   212,333     22,954    397,156    599,421    835,493  1,208,910  1,255,604:   105,060     58,366
Old  : 1,313,970:   212,333     22,954    397,156    599,421    835,493  1,208,910  1,255,604:   105,060     58,366
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    21,954:     8,785      4,867      7,796       -700      6,334     15,881     18,997:     6,073      2,957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        1.7       30.2       45.6       63.6       92.0       95.6:       8.0        4.4
Old  :     100.0:      16.2        1.7       30.2       45.6       63.6       92.0       95.6:       8.0        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  :       264:       105         50         96         93         96        242        200:
Old  :       264:       105         50         96         93         96        242        200:
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  :                 14.0       15.3       22.5       27.2        7.1       10.7       11.3       18.6
Old  :                 14.0       15.3       22.5       27.2        7.1       10.7       11.3       18.6
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 19, 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  :   158,450:    39,452      9,144     35,843     72,420    106,634    147,715    151,621:    10,735      6,829
Old  :   146,661:    41,227     12,731     28,182     67,513     98,992    136,921    139,905:     9,740      6,756
Other:    11,789:     3,794      1,981      2,093      4,907      7,642     10,794     11,716:       995         73
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :     1,721:       221       -192        107      2,035      1,622      2,363      1,537:      -642        185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        5.8       22.6       45.7       67.3       93.2       95.7:       6.8        4.3
Old  :     100.0:      28.1        8.7       19.2       46.0       67.5       93.4       95.4:       6.6        4.6
Other:     100.0:      32.2       16.8       17.8       41.6       64.8       91.6       99.4:       8.4        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       151         68        100        107        116        309        245:
Old  :       365:       149         74         95        107        113        306        239:
Other:       114:        20         18         22         29         64         60         95:
     :----------------------------------------------------------------------------------------------------
     :             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       19.7       29.0       31.5       15.7       17.0       26.7       26.9
Old  :                 16.7       20.8       29.3       32.9       16.6       18.7       28.4       29.5
Other:                 49.8       32.3       61.4       48.4       47.8       25.2       55.4       39.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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  :    50,704:    36,353      6,374      2,924      5,841     38,994     45,118     48,292:     5,586      2,412
Old  :    50,704:    36,353      6,374      2,924      5,841     38,994     45,118     48,292:     5,586      2,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    -2,561:    -3,881       -310        226        839     -2,445     -2,816     -2,529:       255        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.7       12.6        5.8       11.5       76.9       89.0       95.2:      11.0        4.8
Old  :     100.0:      71.7       12.6        5.8       11.5       76.9       89.0       95.2:      11.0        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        35         28          9         10         12         51         46:
Old  :        85:        35         28          9         10         12         51         46:
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  :                 66.5       71.7       76.8       82.8       61.4       65.1       64.9       71.5
Old  :                 66.5       71.7       76.8       82.8       61.4       65.1       64.9       71.5
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 19, 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  :   344,821:    36,497     84,834      1,886    287,811    240,139    326,194    326,859:    18,627     17,961
Old  :   344,821:    36,497     84,834      1,886    287,811    240,139    326,194    326,859:    18,627     17,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :     4,909:     3,088      1,567       -633      2,054      1,005      4,509      1,940:       400      2,969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       24.6        0.5       83.5       69.6       94.6       94.8:       5.4        5.2
Old  :     100.0:      10.6       24.6        0.5       83.5       69.6       94.6       94.8:       5.4        5.2
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  :       238:        31         47         12        101         93        144        140:
Old  :       238:        31         47         12        101         93        144        140:
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  :                 36.1       22.5       47.9       33.4       32.9       22.5       43.2       33.1
Old  :                 36.1       22.5       47.9       33.4       32.9       22.5       43.2       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 22, 2010