```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, January 11, 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  :   203,598:    52,886     27,073     13,016    116,251    152,642    182,153    192,731:    21,445     10,867
Old  :   151,199:    37,963     26,581      8,418     89,071    108,039    135,452    143,038:    15,747      8,161
Other:    52,399:    18,621      4,190        900     27,180     44,603     46,701     49,693:     5,698      2,706
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    -4,297:    -1,010        506        790     -5,610     -6,669     -5,830     -5,373:     1,533      1,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       13.3        6.4       57.1       75.0       89.5       94.7:      10.5        5.3
Old  :     100.0:      25.1       17.6        5.6       58.9       71.5       89.6       94.6:      10.4        5.4
Other:     100.0:      35.5        8.0        1.7       51.9       85.1       89.1       94.8:      10.9        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:       103         45         61         57         60        190        138:
Old  :       214:        92         48         52         54         57        173        132:
Other:       120:        45         16          6         33         42         80         62:
     :----------------------------------------------------------------------------------------------------
     :             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       30.9       37.9       41.5       18.3       17.9       25.5       27.4
Old  :                 29.3       27.0       40.5       38.8       26.4       26.2       36.5       36.3
Other:                 38.8       50.6       52.2       64.0       34.9       50.1       48.3       62.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, January 11, 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  :    32,846:    16,522      1,935        198     11,817     29,864     28,537     31,997:     4,309        849
Old  :    32,822:    16,522      1,935        198     11,811     29,842     28,531     31,975:     4,291        847
Other:        24:         0          0          0          6         22          6         22:        18          2
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :       815:       562        374       -147        118        442        533        669:       282        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3        5.9        0.6       36.0       90.9       86.9       97.4:      13.1        2.6
Old  :     100.0:      50.3        5.9        0.6       36.0       90.9       86.9       97.4:      13.1        2.6
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  :       110:        54         21         12         20         22         80         49:
Old  :       110:        54         21         12         20         22         80         49:
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       68.8       42.7       82.3       25.6       60.2       39.8       73.6
Old  :                 26.4       68.8       42.7       82.3       25.6       60.2       39.8       73.6
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 11, 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  :   145,419:    42,362     29,082     14,667     78,536     94,545    135,565    138,294:     9,854      7,125
Old  :   114,549:    37,795     32,796      9,033     58,436     65,832    105,264    107,661:     9,285      6,888
Other:    30,870:     8,405        124      1,796     20,100     28,713     30,301     30,633:       569        237
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     1,612:      -931        947        724      1,379     -1,493      1,172        178:       440      1,434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       20.0       10.1       54.0       65.0       93.2       95.1:       6.8        4.9
Old  :     100.0:      33.0       28.6        7.9       51.0       57.5       91.9       94.0:       8.1        6.0
Other:     100.0:      27.2        0.4        5.8       65.1       93.0       98.2       99.2:       1.8        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        56         42         31         53         50        126        111:
Old  :       164:        57         44         30         51         44        124        104:
Other:        56:        13          5          7         26         32         42         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.0       32.6       39.8       48.0       19.6       23.5       28.7       34.1
Old  :                 24.4       31.5       35.5       47.1       20.0       25.1       29.7       33.9
Other:                 51.4       60.7       70.9       77.4       41.8       45.7       53.8       58.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, January 11, 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  :   617,471:   187,151     12,796     57,896    294,066    500,255    539,113    570,947:    78,358     46,524
Old  :   617,471:   187,151     12,796     57,896    294,066    500,255    539,113    570,947:    78,358     46,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    10,286:    -1,466       -502       -924     10,343     10,526      7,953      9,100:     2,333      1,186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        2.1        9.4       47.6       81.0       87.3       92.5:      12.7        7.5
Old  :     100.0:      30.3        2.1        9.4       47.6       81.0       87.3       92.5:      12.7        7.5
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  :       207:        86         22         66         80         85        187        155:
Old  :       207:        86         22         66         80         85        187        155:
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  :                 15.1       26.4       24.7       37.6       13.1       22.4       20.7       32.8
Old  :                 15.1       26.4       24.7       37.6       13.1       22.4       20.7       32.8
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 11, 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  :   138,452:    47,061      7,464     15,953     65,911    108,679    128,925    132,096:     9,527      6,356
Old  :   129,114:    47,072      8,612     14,389     58,511     99,897    119,972    122,898:     9,142      6,216
Other:     9,338:     1,409        272        144      7,400      8,782      8,953      9,198:       385        140
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    -2,288:     2,280        219       -639     -4,374     -2,264     -2,733     -2,684:       445        396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0        5.4       11.5       47.6       78.5       93.1       95.4:       6.9        4.6
Old  :     100.0:      36.5        6.7       11.1       45.3       77.4       92.9       95.2:       7.1        4.8
Other:     100.0:      15.1        2.9        1.5       79.2       94.0       95.9       98.5:       4.1        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       344:       152         39         57        107        120        278        203:
Old  :       344:       153         39         57        101        118        272        201:
Other:        85:        17          6          2         34         39         52         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  :                 18.5       20.2       30.7       30.6       16.1       13.8       25.6       22.8
Old  :                 17.1       20.4       29.0       30.8       17.0       14.9       27.7       24.6
Other:                 71.5       71.8       79.7       84.2       69.8       71.8       78.0       82.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, January 11, 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  :    36,538:    23,937     13,880      1,971      4,622     18,718     30,530     34,569:     6,008      1,969
Old  :    36,538:    23,937     13,880      1,971      4,622     18,718     30,530     34,569:     6,008      1,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     8,861:     5,331     -5,994      1,300        330     14,152      6,961      9,458:     1,900       -597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.5       38.0        5.4       12.6       51.2       83.6       94.6:      16.4        5.4
Old  :     100.0:      65.5       38.0        5.4       12.6       51.2       83.6       94.6:      16.4        5.4
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:        35         25          7          9         12         50         39:
Old  :        80:        35         25          7          9         12         50         39:
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  :                 57.4       56.1       66.0       72.0       54.9       55.6       61.8       71.2
Old  :                 57.4       56.1       66.0       72.0       54.9       55.6       61.8       71.2
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 11, 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  :   326,128:    23,899     47,728      5,565    277,990    257,379    307,454    310,672:    18,674     15,456
Old  :   326,128:    23,899     47,728      5,565    277,990    257,379    307,454    310,672:    18,674     15,456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     9,032:        28      4,021        210      9,011      4,043      9,249      8,274:      -217        758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       14.6        1.7       85.2       78.9       94.3       95.3:       5.7        4.7
Old  :     100.0:       7.3       14.6        1.7       85.2       78.9       94.3       95.3:       5.7        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  :       237:        31         40         10         97         94        135        138:
Old  :       237:        31         40         10         97         94        135        138:
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  :                 37.4       19.8       49.7       32.2       32.3       18.3       44.5       29.4
Old  :                 37.4       19.8       49.7       32.2       32.3       18.3       44.5       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 14, 2011