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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  :   366,170:    59,244      7,475    110,335    176,257    236,142    345,836    353,951:    20,333     12,218
Old  :   297,531:    41,272      6,356     97,053    142,885    184,521    281,210    287,930:    16,321      9,601
Other:    68,639:    19,260      2,407     11,993     33,373     51,621     64,626     66,021:     4,012      2,617
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :       198:       688        603      1,982     -3,527     -3,377       -857       -793:     1,055        991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        2.0       30.1       48.1       64.5       94.4       96.7:       5.6        3.3
Old  :     100.0:      13.9        2.1       32.6       48.0       62.0       94.5       96.8:       5.5        3.2
Other:     100.0:      28.1        3.5       17.5       48.6       75.2       94.2       96.2:       5.8        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:       132         36         88         64         67        223        167:
Old  :       237:       116         41         83         61         64        209        160:
Other:       118:        50         10         27         41         44         96         76:
     :----------------------------------------------------------------------------------------------------
     :             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       26.1       32.9       39.5        8.9       11.6       12.9       17.7
Old  :                 23.7       25.0       34.8       37.4       10.4       13.9       14.9       19.9
Other:                 31.9       42.2       44.3       56.7       24.5       31.3       31.4       41.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  :    37,307:    14,399        391      4,879     13,614     31,120     32,892     36,389:     4,416        918
Old  :    37,251:    14,395        420      4,850     13,608     31,065     32,852     36,335:     4,399        916
Other:        56:        33          0          0          6         54         39         54:        17          2
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :    -4,711:    -1,634         59     -3,380         65     -1,612     -4,948     -4,932:       238        221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6        1.0       13.1       36.5       83.4       88.2       97.5:      11.8        2.5
Old  :     100.0:      38.6        1.1       13.0       36.5       83.4       88.2       97.5:      11.8        2.5
Other:     100.0:      59.2        0.0        0.0       10.6       96.5       69.9       96.5:      30.1        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        57          7         26         28         31         90         60:
Old  :       103:        56          8         26         28         31         90         60:
Other:         5:         2          0          0          1          2          3          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.5       59.9       39.0       72.4       22.4       50.5       34.8       62.8
Old  :                 23.6       60.0       39.1       72.3       22.4       50.5       34.8       62.7
Other:                 69.9       96.5       69.9       96.5       69.9       96.5       69.9       96.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  :   149,065:    40,230     27,230     19,093     80,303     96,586    139,626    142,908:     9,439      6,157
Old  :   120,140:    36,581     30,798     13,690     61,083     69,748    111,355    114,237:     8,785      5,904
Other:    28,925:     7,241         23      1,811     19,220     26,838     28,272     28,672:       654        254
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :     2,188:       623       -676        486      1,468      2,948      2,576      2,758:      -388       -570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       18.3       12.8       53.9       64.8       93.7       95.9:       6.3        4.1
Old  :     100.0:      30.4       25.6       11.4       50.8       58.1       92.7       95.1:       7.3        4.9
Other:     100.0:      25.0        0.1        6.3       66.4       92.8       97.7       99.1:       2.3        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        57         44         42         55         57        133        125:
Old  :       169:        55         47         41         55         53        132        121:
Other:        51:        13          2         10         25         32         40         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.4       31.0       38.6       46.8       19.7       24.0       28.1       33.5
Old  :                 22.5       29.3       33.4       44.6       19.5       22.8       28.9       33.5
Other:                 53.5       60.1       72.5       77.8       43.5       46.4       54.0       60.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  : 1,015,730:   168,715      6,911    327,592    427,225    627,609    923,532    962,112:    92,199     53,618
Old  : 1,015,730:   168,715      6,911    327,592    427,225    627,609    923,532    962,112:    92,199     53,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :    30,452:    13,097     -4,215      4,468      6,081     31,237     23,646     31,490:     6,806     -1,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        0.7       32.3       42.1       61.8       90.9       94.7:       9.1        5.3
Old  :     100.0:      16.6        0.7       32.3       42.1       61.8       90.9       94.7:       9.1        5.3
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  :       216:        79         40         83         81         90        194        181:
Old  :       216:        79         40         83         81         90        194        181:
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  :                 11.2       16.9       19.6       28.0        8.1       12.2       13.4       20.1
Old  :                 11.2       16.9       19.6       28.0        8.1       12.2       13.4       20.1
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, December 21, 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  :   202,098:    45,114      5,465     57,144     89,967    132,790    192,225    195,400:     9,872      6,698
Old  :   193,719:    45,140      6,498     55,351     83,744    125,340    184,235    187,189:     9,484      6,530
Other:     8,378:     1,354        349        412      6,224      7,450      7,990      8,210:       388        168
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :    16,740:       898       -540     10,345      5,076      6,572     16,319     16,377:       421        363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        2.7       28.3       44.5       65.7       95.1       96.7:       4.9        3.3
Old  :     100.0:      23.3        3.4       28.6       43.2       64.7       95.1       96.6:       4.9        3.4
Other:     100.0:      16.2        4.2        4.9       74.3       88.9       95.4       98.0:       4.6        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:       147         57         91        114        134        304        242:
Old  :       358:       147         57         90        111        134        300        242:
Other:        82:        17          6         10         30         42         51         54:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       19.9       31.0       30.5       12.7        9.5       19.3       16.2
Old  :                 18.4       20.7       29.9       31.1       13.2        9.9       20.6       16.6
Other:                 70.9       72.1       78.4       82.0       69.7       72.0       76.5       79.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  :    27,469:    15,864     11,469        770      5,767     12,993     22,401     25,232:     5,068      2,238
Old  :    27,469:    15,864     11,469        770      5,767     12,993     22,401     25,232:     5,068      2,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :     1,902:      -447        288       -279      1,327      1,920        600      1,928:     1,302        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.8       41.8        2.8       21.0       47.3       81.5       91.9:      18.5        8.1
Old  :     100.0:      57.8       41.8        2.8       21.0       47.3       81.5       91.9:      18.5        8.1
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  :        71:        25         26          7         12          9         42         38:
Old  :        71:        25         26          7         12          9         42         38:
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  :                 57.8       57.8       65.9       68.8       55.6       57.8       62.4       67.8
Old  :                 57.8       57.8       65.9       68.8       55.6       57.8       62.4       67.8
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, December 21, 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  :   312,952:    23,029     44,953      5,260    266,057    248,565    294,345    298,778:    18,607     14,174
Old  :   312,952:    23,029     44,953      5,260    266,057    248,565    294,345    298,778:    18,607     14,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :  -109,369:   -11,816     -3,147     -6,610    -88,795    -97,255   -107,221   -107,013:    -2,147     -2,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       14.4        1.7       85.0       79.4       94.1       95.5:       5.9        4.5
Old  :     100.0:       7.4       14.4        1.7       85.0       79.4       94.1       95.5:       5.9        4.5
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  :       233:        28         45         12         96         92        134        139:
Old  :       233:        28         45         12         96         92        134        139:
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  :                 35.5       20.4       49.4       33.5       33.3       19.8       44.8       31.2
Old  :                 35.5       20.4       49.4       33.5       33.3       19.8       44.8       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated December 27, 2010