```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :   405,104:    62,898      8,282    134,538    183,715    250,387    381,151    393,207:    23,954     11,897
Old  :   305,302:    38,671      8,295    111,806    138,724    176,634    289,200    296,735:    16,102      8,567
Other:    99,802:    26,967      2,728     19,992     44,991     73,753     91,950     96,473:     7,852      3,329
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :     7,880:    -3,822        795      6,310      6,766      2,625      9,254      9,731:    -1,374     -1,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        2.0       33.2       45.4       61.8       94.1       97.1:       5.9        2.9
Old  :     100.0:      12.7        2.7       36.6       45.4       57.9       94.7       97.2:       5.3        2.8
Other:     100.0:      27.0        2.7       20.0       45.1       73.9       92.1       96.7:       7.9        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:       137         41         93         64         74        228        184:
Old  :       249:       114         53         84         61         68        208        175:
Other:       159:        67         21         35         47         53        131         95:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       22.6       32.1       36.7        8.7       10.2       12.2       15.9
Old  :                 23.3       21.1       33.7       33.2        9.2       10.8       13.5       16.0
Other:                 25.8       39.5       37.4       54.2       17.7       30.9       26.0       41.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :    40,597:    16,126        741      5,744     14,535     33,205     36,405     39,689:     4,192        908
Old  :    40,498:    16,144        767      5,686     14,492     33,140     36,323     39,593:     4,175        905
Other:        99:        31         23          8         43         65         82         96:        17          3
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :       852:      -270        -67        175        923        916        827      1,024:        25       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7        1.8       14.1       35.8       81.8       89.7       97.8:      10.3        2.2
Old  :     100.0:      39.9        1.9       14.0       35.8       81.8       89.7       97.8:      10.3        2.2
Other:     100.0:      31.6       23.1        7.9       43.3       66.0       82.9       97.0:      17.1        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        64         13         26         34         31        107         63:
Old  :       121:        65         13         26         34         31        107         63:
Other:        11:         3          3          2          2          3          6          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.6       60.4       34.7       72.6       17.9       49.9       30.3       61.6
Old  :                 20.7       60.4       34.8       72.6       17.9       49.9       30.4       61.6
Other:                 77.8       89.3       82.9       97.0       72.9       82.4       75.0       89.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :   171,888:    45,481     19,722     22,905     89,072    122,868    157,457    165,495:    14,431      6,394
Old  :   123,364:    47,945     16,870     11,880     50,175     88,721    110,000    117,471:    13,365      5,893
Other:    48,524:     3,668      8,984      4,893     38,897     34,147     47,458     48,023:     1,066        501
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :   -17,880:       446      1,469    -16,303     -1,880     -2,959    -17,737    -17,793:      -143        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       11.5       13.3       51.8       71.5       91.6       96.3:       8.4        3.7
Old  :     100.0:      38.9       13.7        9.6       40.7       71.9       89.2       95.2:      10.8        4.8
Other:     100.0:       7.6       18.5       10.1       80.2       70.4       97.8       99.0:       2.2        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        75         38         45         54         56        156        114:
Old  :       179:        75         39         45         53         51        155        109:
Other:        64:        16          5         12         28         39         49         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.7       40.6       40.3       54.1       17.4       21.5       24.2       32.0
Old  :                 21.2       40.2       32.1       53.3       19.0       34.3       28.6       46.3
Other:                 56.7       57.3       74.8       74.8       37.1       36.3       48.6       47.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  : 1,056,996:   168,274      5,103    328,463    474,847    668,148    971,585  1,001,714:    85,411     55,282
Old  : 1,056,996:   168,274      5,103    328,463    474,847    668,148    971,585  1,001,714:    85,411     55,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :   -12,156:    -9,715       -405    -13,046     18,663        986     -4,099    -12,466:    -8,058        310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        0.5       31.1       44.9       63.2       91.9       94.8:       8.1        5.2
Old  :     100.0:      15.9        0.5       31.1       44.9       63.2       91.9       94.8:       8.1        5.2
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  :       223:        74         47         91         84         95        201        191:
Old  :       223:        74         47         91         84         95        201        191:
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  :                 12.0       16.5       20.7       26.2        9.2       11.8       14.0       17.9
Old  :                 12.0       16.5       20.7       26.2        9.2       11.8       14.0       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SUGAR NO. 11 OPTS ON FUT SPRDS - ICE FUTURES U.S.                                                       Code-080736
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :    17,139:       212      7,649      2,145     13,317      5,200     15,674     14,993:     1,465      2,146
Old  :    17,139:       212      7,649      2,145     13,317      5,200     15,674     14,993:     1,465      2,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    -2,478:       116       -898       -743     -1,763       -945     -2,389     -2,585:       -89        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2       44.6       12.5       77.7       30.3       91.5       87.5:       8.5       12.5
Old  :     100.0:       1.2       44.6       12.5       77.7       30.3       91.5       87.5:       8.5       12.5
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  :        22:         2          8          8         10          8         19         17:
Old  :        22:         2          8          8         10          8         19         17:
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  :                 70.3       51.5       81.6       69.5       59.0       42.9       62.6       54.2
Old  :                 70.3       51.5       81.6       69.5       59.0       42.9       62.6       54.2
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, February 8, 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  :   227,003:    43,212      5,736     69,472    102,816    144,397    215,500    219,605:    11,503      7,398
Old  :   210,414:    42,942      6,334     65,737     90,905    131,457    199,583    203,528:    10,831      6,886
Other:    16,589:     1,802        933      2,204     11,911     12,940     15,917     16,077:       672        512
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :     6,673:    -2,104       -161        883      5,067      3,307      3,845      4,028:     2,827      2,645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        2.5       30.6       45.3       63.6       94.9       96.7:       5.1        3.3
Old  :     100.0:      20.4        3.0       31.2       43.2       62.5       94.9       96.7:       5.1        3.3
Other:     100.0:      10.9        5.6       13.3       71.8       78.0       96.0       96.9:       4.0        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       363:       156         51        104        121        139        316        260:
Old  :       359:       152         51        100        115        139        304        258:
Other:       124:        24         16         18         56         51         90         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  :                 20.6       21.1       30.4       31.7        8.8        8.9       14.7       13.7
Old  :                 19.8       21.8       29.4       32.0        9.3        8.8       15.9       14.1
Other:                 50.2       43.0       63.2       60.2       46.5       41.1       53.5       52.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :    44,385:    27,141     34,428        902     10,654      4,724     38,698     40,054:     5,687      4,331
Old  :    44,385:    27,141     34,428        902     10,654      4,724     38,698     40,054:     5,687      4,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :     1,415:       906      4,676         -7        995     -2,824      1,894      1,846:      -478       -430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.1       77.6        2.0       24.0       10.6       87.2       90.2:      12.8        9.8
Old  :     100.0:      61.1       77.6        2.0       24.0       10.6       87.2       90.2:      12.8        9.8
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  :       112:        43         43          8         15         13         59         64:
Old  :       112:        43         43          8         15         13         59         64:
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  :                 59.2       52.4       67.3       63.7       58.7       52.4       66.1       63.7
Old  :                 59.2       52.4       67.3       63.7       58.7       52.4       66.1       63.7
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, February 8, 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  :   333,137:    25,493     49,438      4,663    282,655    262,109    312,812    316,209:    20,325     16,928
Old  :   333,137:    25,493     49,438      4,663    282,655    262,109    312,812    316,209:    20,325     16,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    -3,974:    -1,360     -1,035     -1,461     -1,448     -2,197     -4,269     -4,693:       295        719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       14.8        1.4       84.8       78.7       93.9       94.9:       6.1        5.1
Old  :     100.0:       7.7       14.8        1.4       84.8       78.7       93.9       94.9:       6.1        5.1
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  :       250:        31         45         18         98        107        141        158:
Old  :       250:        31         45         18         98        107        141        158:
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  :                 40.4       19.2       52.4       30.1       35.3       17.1       46.9       26.8
Old  :                 40.4       19.2       52.4       30.1       35.3       17.1       46.9       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 11, 2011