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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   367,637:    57,764      6,875    108,894    179,599    240,137    346,257    355,906:    21,380     11,731
Old  :   293,697:    40,639      5,746     94,737    141,925    184,408    277,300    284,891:    16,397      8,806
Other:    73,940:    18,807      2,811     12,475     37,674     55,729     68,956     71,015:     4,983      2,925
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     5,722:      -457       -698        244      5,211      5,349      4,997      4,895:       725        827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        1.9       29.6       48.9       65.3       94.2       96.8:       5.8        3.2
Old  :     100.0:      13.8        2.0       32.3       48.3       62.8       94.4       97.0:       5.6        3.0
Other:     100.0:      25.4        3.8       16.9       51.0       75.4       93.3       96.0:       6.7        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:       129         29         81         62         68        211        159:
Old  :       228:       117         34         75         59         65        198        153:
Other:       118:        48         12         27         39         44         92         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.2       26.8       34.2       40.0        8.9       11.2       12.8       16.9
Old  :                 24.5       25.8       35.4       37.4       11.3       14.7       16.5       20.5
Other:                 34.7       43.9       47.1       57.3       26.7       32.6       34.0       42.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    40,614:    15,812        597      5,312     15,147     33,891     36,272     39,800:     4,342        814
Old  :    40,553:    15,805        626      5,282     15,141     33,833     36,228     39,741:     4,325        812
Other:        60:        37          0          0          6         58         43         58:        17          2
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     3,565:     1,041        185        368      2,052      3,084      3,460      3,637:       104        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9        1.5       13.1       37.3       83.4       89.3       98.0:      10.7        2.0
Old  :     100.0:      39.0        1.5       13.0       37.3       83.4       89.3       98.0:      10.7        2.0
Other:     100.0:      61.8        0.0        0.0       10.0       96.7       71.8       96.7:      28.2        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        63         15         26         30         27        103         58:
Old  :       115:        63         15         26         30         27        103         58:
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  :                 25.8       61.6       39.2       73.3       19.5       48.7       31.0       60.1
Old  :                 25.8       61.7       39.3       73.3       19.5       48.7       31.0       60.1
Other:                 71.8       96.7       71.8       96.7       71.8       96.7       71.8       96.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   155,402:    43,870     27,491     20,353     80,856    101,484    145,079    149,328:    10,323      6,074
Old  :   124,031:    38,745     30,625     15,040     60,517     72,560    114,302    118,225:     9,728      5,805
Other:    31,372:     8,331         71      2,107     20,339     28,924     30,777     31,103:       595        269
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     3,850:     2,304        984       -138      1,895      2,271      4,061      3,117:      -211        733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       17.7       13.1       52.0       65.3       93.4       96.1:       6.6        3.9
Old  :     100.0:      31.2       24.7       12.1       48.8       58.5       92.2       95.3:       7.8        4.7
Other:     100.0:      26.6        0.2        6.7       64.8       92.2       98.1       99.1:       1.9        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        59         50         47         52         53        138        128:
Old  :       176:        59         51         47         51         47        137        122:
Other:        54:        11          5         11         26         34         42         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       32.3       37.9       47.7       19.3       24.0       27.2       33.8
Old  :                 22.7       31.1       32.8       45.6       18.3       23.5       27.4       33.8
Other:                 50.9       60.1       70.0       76.4       41.2       45.0       53.0       57.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,015,284:   166,516      4,990    334,356    428,128    619,190    929,000    958,536:    86,283     56,748
Old  : 1,015,284:   166,516      4,990    334,356    428,128    619,190    929,000    958,536:    86,283     56,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :   -20,500:    -5,428       -990     -8,096      2,628     -8,778    -10,896    -17,864:    -9,604     -2,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        0.5       32.9       42.2       61.0       91.5       94.4:       8.5        5.6
Old  :     100.0:      16.4        0.5       32.9       42.2       61.0       91.5       94.4:       8.5        5.6
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  :       213:        67         44         82         84         91        193        179:
Old  :       213:        67         44         82         84         91        193        179:
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       16.6       19.5       26.7        8.0       11.9       13.4       19.0
Old  :                 11.1       16.6       19.5       26.7        8.0       11.9       13.4       19.0
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 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  :   205,615:    44,643      5,109     59,984     91,205    133,627    195,831    198,720:     9,784      6,895
Old  :   196,665:    44,701      6,174     58,028     84,568    125,724    187,297    189,926:     9,367      6,739
Other:     8,950:     1,373        367        524      6,637      7,902      8,534      8,794:       416        157
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :      -697:      -129        203       -818       -380     -1,094     -1,328     -1,709:       631      1,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        2.5       29.2       44.4       65.0       95.2       96.6:       4.8        3.4
Old  :     100.0:      22.7        3.1       29.5       43.0       63.9       95.2       96.6:       4.8        3.4
Other:     100.0:      15.3        4.1        5.9       74.2       88.3       95.4       98.3:       4.6        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:       146         57         93        122        132        312        243:
Old  :       361:       145         58         93        120        131        310        242:
Other:        88:        19          6         11         34         43         57         56:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       19.7       30.2       30.2       12.6        9.6       19.3       16.1
Old  :                 18.4       20.5       29.1       30.9       13.1       10.2       20.5       16.9
Other:                 66.7       68.6       75.1       79.2       64.9       68.4       73.3       77.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    28,106:    18,598     19,870        901      4,439      4,709     23,939     25,481:     4,167      2,625
Old  :    28,106:    18,598     19,870        901      4,439      4,709     23,939     25,481:     4,167      2,625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     1,312:     2,564      8,455        135       -922     -7,645      1,777        946:      -465        366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.2       70.7        3.2       15.8       16.8       85.2       90.7:      14.8        9.3
Old  :     100.0:      66.2       70.7        3.2       15.8       16.8       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  :        86:        26         38          9         11         13         42         56:
Old  :        86:        26         38          9         11         13         42         56:
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  :                 64.9       48.4       70.7       65.6       61.9       48.4       66.9       64.7
Old  :                 64.9       48.4       70.7       65.6       61.9       48.4       66.9       64.7
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 with Delta-adjusted Options and Futures Combined, 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  :   318,405:    23,925     44,332      5,617    269,712    253,508    299,254    303,457:    19,151     14,948
Old  :   318,405:    23,925     44,332      5,617    269,712    253,508    299,254    303,457:    19,151     14,948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     6,221:       679     -1,322      1,168      4,402      5,682      6,250      5,528:       -28        693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       13.9        1.8       84.7       79.6       94.0       95.3:       6.0        4.7
Old  :     100.0:       7.5       13.9        1.8       84.7       79.6       94.0       95.3:       6.0        4.7
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  :       234:        30         40         11         95         96        133        139:
Old  :       234:        30         40         11         95         96        133        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  :                 36.1       19.7       49.0       32.4       32.5       18.8       44.0       30.1
Old  :                 36.1       19.7       49.0       32.4       32.5       18.8       44.0       30.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated January 7, 2011