```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      366,170
COMMITMENTS
  59,244    7,475  110,335  176,257  236,142  345,836  353,951   20,333   12,218

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        198)
     688      603    1,982   -3,527   -3,377     -857     -793    1,055      991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      2.0     30.1     48.1     64.5     94.4     96.7      5.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
     132       36       88       64       67      223      167
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       37,307
COMMITMENTS
  14,399      391    4,879   13,614   31,120   32,892   36,389    4,416      918

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     -4,711)
  -1,634       59   -3,380       65   -1,612   -4,948   -4,932      238      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6      1.0     13.1     36.5     83.4     88.2     97.5     11.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      57        7       26       28       31       90       60
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      149,065
COMMITMENTS
  40,230   27,230   19,093   80,303   96,586  139,626  142,908    9,439    6,157

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      2,188)
     623     -676      486    1,468    2,948    2,576    2,758     -388     -570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     18.3     12.8     53.9     64.8     93.7     95.9      6.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      57       44       42       55       57      133      125
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,015,730
COMMITMENTS
 168,715    6,911  327,592  427,225  627,609  923,532  962,112   92,199   53,618

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     30,452)
  13,097   -4,215    4,468    6,081   31,237   23,646   31,490    6,806   -1,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      0.7     32.3     42.1     61.8     90.9     94.7      9.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      79       40       83       81       90      194      181
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      202,098
COMMITMENTS
  45,114    5,465   57,144   89,967  132,790  192,225  195,400    9,872    6,698

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     16,740)
     898     -540   10,345    5,076    6,572   16,319   16,377      421      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      2.7     28.3     44.5     65.7     95.1     96.7      4.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     147       57       91      114      134      304      242
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       27,469
COMMITMENTS
  15,864   11,469      770    5,767   12,993   22,401   25,232    5,068    2,238

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,902)
    -447      288     -279    1,327    1,920      600    1,928    1,302      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.8     41.8      2.8     21.0     47.3     81.5     91.9     18.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      25       26        7       12        9       42       38
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      312,952
COMMITMENTS
  23,029   44,953    5,260  266,057  248,565  294,345  298,778   18,607   14,174

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:   -109,369)
 -11,816   -3,147   -6,610  -88,795  -97,255 -107,221 -107,013   -2,147   -2,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     14.4      1.7     85.0     79.4     94.1     95.5      5.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      28       45       12       96       92      134      139
```

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Updated December 27, 2010