```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, January 18, 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  :   198,387:    53,144     24,661     13,690    110,494    149,766    177,328    188,117:    21,059     10,270
Old  :   145,998:    37,375     24,666      8,763     84,356    104,828    130,494    138,257:    15,504      7,741
Other:    52,389:    19,679      3,905      1,017     26,138     44,938     46,834     49,860:     5,555      2,529
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    -5,211:       258     -2,412        674     -5,757     -2,876     -4,825     -4,614:      -386       -597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       12.4        6.9       55.7       75.5       89.4       94.8:      10.6        5.2
Old  :     100.0:      25.6       16.9        6.0       57.8       71.8       89.4       94.7:      10.6        5.3
Other:     100.0:      37.6        7.5        1.9       49.9       85.8       89.4       95.2:      10.6        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:       108         42         63         57         62        196        141:
Old  :       218:        93         46         53         53         59        174        136:
Other:       128:        48         19          8         35         41         87         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.5       30.1       36.4       40.8       18.2       18.1       24.3       27.8
Old  :                 29.6       26.2       39.4       38.5       27.9       25.2       36.6       35.8
Other:                 35.8       51.1       48.7       64.1       31.7       50.6       44.6       63.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, January 18, 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  :    33,027:    17,195      2,148        224     11,574     29,752     28,993     32,124:     4,034        903
Old  :    33,003:    17,195      2,148        224     11,568     29,730     28,987     32,102:     4,016        901
Other:        24:         0          0          0          6         22          6         22:        18          2
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :       181:       673        213         26       -243       -112        456        127:      -275         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.1        6.5        0.7       35.0       90.1       87.8       97.3:      12.2        2.7
Old  :     100.0:      52.1        6.5        0.7       35.1       90.1       87.8       97.3:      12.2        2.7
Other:     100.0:       0.0        0.0        0.0       25.0       91.7       25.0       91.7:      75.0        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        56         21         13         20         21         83         48:
Old  :       113:        56         21         13         20         21         83         48:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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       67.2       42.0       80.9       24.6       58.5       38.7       71.9
Old  :                 26.3       67.2       42.0       80.9       24.6       58.5       38.7       71.9
Other:                 25.0       91.7       25.0       91.7       25.0       91.7       25.0       91.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, January 18, 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  :   143,808:    43,664     28,189     14,305     76,263     94,824    134,232    137,318:     9,576      6,490
Old  :   112,367:    38,810     32,284      8,459     56,340     65,403    103,609    106,146:     8,758      6,221
Other:    31,441:     8,999         50      1,701     19,923     29,421     30,623     31,172:       818        269
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    -1,611:     1,302       -893       -362     -2,273        279     -1,333       -976:      -278       -635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       19.6        9.9       53.0       65.9       93.3       95.5:       6.7        4.5
Old  :     100.0:      34.5       28.7        7.5       50.1       58.2       92.2       94.5:       7.8        5.5
Other:     100.0:      28.6        0.2        5.4       63.4       93.6       97.4       99.1:       2.6        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        58         41         33         54         52        132        110:
Old  :       167:        57         42         32         52         46        130        103:
Other:        54:        13          2          5         25         33         38         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  :                 27.4       32.6       39.2       47.6       19.8       24.4       29.1       35.3
Old  :                 24.0       31.5       35.4       46.3       20.7       25.2       31.2       35.0
Other:                 50.0       57.3       70.0       73.6       41.2       43.2       51.3       56.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, January 18, 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  :   620,918:   179,366     13,954     60,916    305,020    502,453    545,302    577,323:    75,616     43,595
Old  :   620,918:   179,366     13,954     60,916    305,020    502,453    545,302    577,323:    75,616     43,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :     3,447:    -7,785      1,158      3,020     10,954      2,198      6,189      6,376:    -2,742     -2,929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        2.2        9.8       49.1       80.9       87.8       93.0:      12.2        7.0
Old  :     100.0:      28.9        2.2        9.8       49.1       80.9       87.8       93.0:      12.2        7.0
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  :       207:        80         26         72         81         86        185        163:
Old  :       207:        80         26         72         81         86        185        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  :                 15.7       27.3       25.5       38.4       13.6       22.8       21.2       33.3
Old  :                 15.7       27.3       25.5       38.4       13.6       22.8       21.2       33.3
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 - Futures Only, January 18, 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  :   138,410:    49,321      6,897     13,215     65,630    111,329    128,166    131,441:    10,244      6,969
Old  :   128,698:    49,278      8,017     11,586     58,004    102,302    118,868    121,905:     9,830      6,793
Other:     9,712:     1,478        315        194      7,626      9,027      9,298      9,536:       414        176
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :       -42:     2,260       -567     -2,738       -281      2,650       -759       -655:       717        613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6        5.0        9.5       47.4       80.4       92.6       95.0:       7.4        5.0
Old  :     100.0:      38.3        6.2        9.0       45.1       79.5       92.4       94.7:       7.6        5.3
Other:     100.0:      15.2        3.2        2.0       78.5       92.9       95.7       98.2:       4.3        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:       149         38         60        106        119        280        202:
Old  :       342:       152         37         58         99        117        272        199:
Other:        92:        20          8          3         39         39         61         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.8       21.2       31.1       32.2       14.4       13.7       24.1       22.5
Old  :                 16.0       21.7       29.2       32.8       15.1       14.4       25.6       23.8
Other:                 69.0       69.4       77.4       81.2       67.2       69.4       75.1       80.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, January 18, 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  :    33,014:    20,226     15,016        631      6,858     13,759     27,715     29,406:     5,299      3,608
Old  :    33,014:    20,226     15,016        631      6,858     13,759     27,715     29,406:     5,299      3,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    -3,524:    -3,711      1,136     -1,340      2,236     -4,959     -2,815     -5,163:      -709      1,639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.3       45.5        1.9       20.8       41.7       83.9       89.1:      16.1       10.9
Old  :     100.0:      61.3       45.5        1.9       20.8       41.7       83.9       89.1:      16.1       10.9
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  :        80:        30         31          4         11          9         44         42:
Old  :        80:        30         31          4         11          9         44         42:
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  :                 52.4       55.6       64.7       68.5       52.3       55.6       62.7       68.4
Old  :                 52.4       55.6       64.7       68.5       52.3       55.6       62.7       68.4
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 - Futures Only, January 18, 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  :   323,131:    17,584     50,426      3,141    282,548    252,362    303,273    305,929:    19,858     17,202
Old  :   323,131:    17,584     50,426      3,141    282,548    252,362    303,273    305,929:    19,858     17,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    -2,997:    -6,315      2,698     -2,424      4,558     -5,017     -4,181     -4,743:     1,184      1,746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       15.6        1.0       87.4       78.1       93.9       94.7:       6.1        5.3
Old  :     100.0:       5.4       15.6        1.0       87.4       78.1       93.9       94.7:       6.1        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  :       240:        29         46          9        100         93        135        142:
Old  :       240:        29         46          9        100         93        135        142:
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  :                 37.8       19.8       50.6       32.0       32.7       18.3       45.5       29.2
Old  :                 37.8       19.8       50.6       32.0       32.7       18.3       45.5       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 21, 2011