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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :   442,630:    71,597      6,655    131,277    216,493    288,712    419,367    426,644:    23,262     15,986
Old  :   422,397:    65,880      6,695    129,604    205,225    271,134    400,709    407,433:    21,688     14,964
Other:    20,233:     5,894        137      1,496     11,268     17,578     18,659     19,211:     1,575      1,022
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :    34,577:     4,026      1,542     13,095     15,913     16,157     33,034     30,794:     1,543      3,783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        1.5       29.7       48.9       65.2       94.7       96.4:       5.3        3.6
Old  :     100.0:      15.6        1.6       30.7       48.6       64.2       94.9       96.5:       5.1        3.5
Other:     100.0:      29.1        0.7        7.4       55.7       86.9       92.2       95.0:       7.8        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:       150         39         95         72         85        252        194:
Old  :       281:       143         44         94         69         84        246        193:
Other:        86:        26          9         14         26         38         61         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.3       28.6       31.8       40.7        7.7       14.5       11.3       19.0
Old  :                 22.6       28.3       32.2       40.4        7.7       13.5       11.3       18.1
Other:                 39.1       44.7       53.2       62.3       35.0       36.9       47.1       53.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :    32,471:    13,871        614      4,668     10,948     26,324     29,487     31,606:     2,985        865
Old  :     2,334:       605         92          0      1,291      2,036      1,896      2,128:       438        206
Other:    30,137:    13,293        549      4,641      9,657     24,288     27,591     29,478:     2,547        659
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :      -421:    -1,059        -40        325        481       -571       -253       -286:      -168       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7        1.9       14.4       33.7       81.1       90.8       97.3:       9.2        2.7
Old  :     100.0:      25.9        3.9        0.0       55.3       87.2       81.2       91.2:      18.8        8.8
Other:     100.0:      44.1        1.8       15.4       32.0       80.6       91.5       97.8:       8.5        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        49         15         19         26         25         85         49:
Old  :        28:         6          5          0         10          8         16         13:
Other:        94:        46         14         19         22         25         77         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.9       58.5       38.9       71.6       24.9       50.5       36.8       62.5
Old  :                 53.0       79.3       70.8       88.6       53.0       79.3       70.8       88.2
Other:                 26.7       58.1       41.1       72.0       25.9       49.5       38.7       61.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :   151,576:    30,280     37,684     22,847     90,240     86,255    143,367    146,785:     8,209      4,791
Old  :   126,536:    30,168     44,143     14,483     73,989     63,320    118,640    121,946:     7,896      4,590
Other:    25,040:     6,703        132      1,772     16,251     22,934     24,727     24,839:       313        201
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :      -745:       -55     -1,323     -1,049       -753      3,152     -1,857        779:     1,112     -1,524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       24.9       15.1       59.5       56.9       94.6       96.8:       5.4        3.2
Old  :     100.0:      23.8       34.9       11.4       58.5       50.0       93.8       96.4:       6.2        3.6
Other:     100.0:      26.8        0.5        7.1       64.9       91.6       98.7       99.2:       1.3        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        54         57         46         56         55        134        138:
Old  :       177:        53         59         46         56         50        134        133:
Other:        42:         6          5          8         21         27         31         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.3       29.7       36.2       44.4       16.4       21.6       23.6       30.1
Old  :                 21.3       28.8       30.4       43.9       19.2       22.8       27.5       34.0
Other:                 62.7       60.0       81.9       79.4       37.1       43.3       48.0       49.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :   901,073:   165,775      5,338    251,492    395,182    591,432    812,448    848,262:    88,625     52,811
Old  :   901,073:   165,775      5,338    251,492    395,182    591,432    812,448    848,262:    88,625     52,811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :    15,920:    -1,830     -1,265      4,804     12,162     11,589     15,135     15,128:       784        792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        0.6       27.9       43.9       65.6       90.2       94.1:       9.8        5.9
Old  :     100.0:      18.4        0.6       27.9       43.9       65.6       90.2       94.1:       9.8        5.9
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  :       211:        89         28         79         81         87        192        172:
Old  :       211:        89         28         79         81         87        192        172:
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  :                 11.1       20.5       20.2       33.4        8.7       16.6       13.9       25.5
Old  :                 11.1       20.5       20.2       33.4        8.7       16.6       13.9       25.5
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, October 26, 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  :   225,783:    52,132      9,762     74,128     89,527    133,974    215,786    217,863:     9,997      7,920
Old  :   222,344:    52,162     10,522     72,994     87,365    130,991    212,522    214,507:     9,823      7,837
Other:     3,438:       865        136        238      2,162      2,983      3,264      3,356:       174         82
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :    19,225:     6,002      1,004      8,712      4,315      9,901     19,029     19,617:       196       -392
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        4.3       32.8       39.7       59.3       95.6       96.5:       4.4        3.5
Old  :     100.0:      23.5        4.7       32.8       39.3       58.9       95.6       96.5:       4.4        3.5
Other:     100.0:      25.2        4.0        6.9       62.9       86.7       94.9       97.6:       5.1        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       396:       152         79        103        122        148        327        279:
Old  :       395:       153         78        102        121        146        325        277:
Other:        59:         7          7          9         21         33         34         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       20.6       30.9       30.2       11.1        9.4       18.1       15.7
Old  :                 20.6       20.9       31.3       30.3       11.2        9.1       18.3       15.2
Other:                 65.6       66.2       80.3       78.5       64.7       65.6       77.2       74.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :    39,153:    23,995     18,184      1,059      9,506     16,442     34,560     35,685:     4,593      3,469
Old  :    39,153:    23,995     18,184      1,059      9,506     16,442     34,560     35,685:     4,593      3,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :       906:     1,247     -1,438         55       -580      2,337        721        953:       185        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.3       46.4        2.7       24.3       42.0       88.3       91.1:      11.7        8.9
Old  :     100.0:      61.3       46.4        2.7       24.3       42.0       88.3       91.1:      11.7        8.9
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  :        88:        34         31          5         11         15         46         51:
Old  :        88:        34         31          5         11         15         46         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  :                 63.3       51.5       72.5       68.0       62.5       51.5       70.4       68.0
Old  :                 63.3       51.5       72.5       68.0       62.5       51.5       70.4       68.0
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, October 26, 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  :   404,001:    43,013     77,855      3,960    339,206    307,295    386,179    389,110:    17,822     14,891
Old  :   404,001:    43,013     77,855      3,960    339,206    307,295    386,179    389,110:    17,822     14,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :     7,919:     6,427     -2,279        892       -273      9,092      7,045      7,705:       874        214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       19.3        1.0       84.0       76.1       95.6       96.3:       4.4        3.7
Old  :     100.0:      10.6       19.3        1.0       84.0       76.1       95.6       96.3:       4.4        3.7
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  :       257:        35         52         14        100        106        144        163:
Old  :       257:        35         52         14        100        106        144        163:
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  :                 42.3       19.6       53.5       30.4       41.8       19.6       53.0       30.4
Old  :                 42.3       19.6       53.5       30.4       41.8       19.6       53.0       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated October 29, 2010