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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   363,614:    58,031      7,300    110,325    172,848    233,533    341,204    351,158:    22,410     12,456
Old  :   284,041:    39,196      6,703     94,575    133,874    173,406    267,645    274,684:    16,396      9,357
Other:    79,573:    21,010      2,772     13,575     38,975     60,127     73,560     76,474:     6,014      3,100
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    -4,023:       267        424      1,432     -6,751     -6,604     -5,052     -4,748:     1,030        725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        2.0       30.3       47.5       64.2       93.8       96.6:       6.2        3.4
Old  :     100.0:      13.8        2.4       33.3       47.1       61.0       94.2       96.7:       5.8        3.3
Other:     100.0:      26.4        3.5       17.1       49.0       75.6       92.4       96.1:       7.6        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:       126         31         81         64         70        209        164:
Old  :       226:       108         40         75         63         67        196        158:
Other:       129:        55         14         28         41         46        102         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       24.9       33.4       38.5        8.6       11.2       12.5       17.3
Old  :                 24.4       23.5       35.1       35.6       11.1       13.8       15.8       19.7
Other:                 31.3       42.3       43.5       56.5       23.3       32.7       32.9       43.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    42,476:    16,175        736      5,906     15,800     34,797     37,881     41,438:     4,595      1,037
Old  :    42,413:    16,140        740      5,902     15,794     34,736     37,836     41,378:     4,577      1,035
Other:        63:        39          0          0          6         61         45         61:        18          2
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     1,862:       363        140        593        653        906      1,609      1,639:       253        223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1        1.7       13.9       37.2       81.9       89.2       97.6:      10.8        2.4
Old  :     100.0:      38.1        1.7       13.9       37.2       81.9       89.2       97.6:      10.8        2.4
Other:     100.0:      61.8        0.0        0.0        9.5       96.8       71.4       96.8:      28.6        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        61         16         25         28         28         99         59:
Old  :       113:        60         17         25         28         28         99         59:
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  :                 25.9       59.0       38.9       70.2       18.8       45.1       29.3       56.1
Old  :                 25.9       59.1       39.0       70.2       18.8       45.2       29.3       56.0
Other:                 71.4       96.8       71.4       96.8       71.4       96.8       71.4       96.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   157,718:    42,588     28,752     21,449     82,792     99,995    146,830    150,196:    10,888      7,521
Old  :   125,952:    37,353     31,711     16,138     62,146     70,822    115,636    118,670:    10,316      7,282
Other:    31,765:     8,326        131      2,221     20,647     29,174     31,194     31,526:       572        240
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     2,316:    -1,282      1,260      1,096      1,936     -1,489      1,751        868:       564      1,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       18.2       13.6       52.5       63.4       93.1       95.2:       6.9        4.8
Old  :     100.0:      29.7       25.2       12.8       49.3       56.2       91.8       94.2:       8.2        5.8
Other:     100.0:      26.2        0.4        7.0       65.0       91.8       98.2       99.2:       1.8        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        52         51         45         53         54        132        128:
Old  :       169:        53         53         45         52         47        131        121:
Other:        57:        12          7         13         26         35         44         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.9       31.8       38.0       46.4       18.9       23.2       27.3       32.9
Old  :                 22.5       30.6       33.4       45.2       18.4       22.8       27.3       32.3
Other:                 51.1       59.4       70.1       75.6       41.5       44.5       53.2       57.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,041,236:   165,528      4,029    341,347    444,902    636,926    951,777    982,301:    89,459     58,935
Old  : 1,041,236:   165,528      4,029    341,347    444,902    636,926    951,777    982,301:    89,459     58,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    25,952:      -988       -961      6,991     16,774     17,736     22,777     23,765:     3,175      2,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        0.4       32.8       42.7       61.2       91.4       94.3:       8.6        5.7
Old  :     100.0:      15.9        0.4       32.8       42.7       61.2       91.4       94.3:       8.6        5.7
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  :       214:        73         40         85         83         92        194        182:
Old  :       214:        73         40         85         83         92        194        182:
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  :                 11.6       17.7       20.3       27.6        8.3       12.5       13.5       19.4
Old  :                 11.6       17.7       20.3       27.6        8.3       12.5       13.5       19.4
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 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  :   203,246:    46,844      5,280     59,257     86,996    131,421    193,097    195,958:    10,149      7,288
Old  :   193,264:    46,851      6,361     57,215     79,486    122,580    183,551    186,156:     9,712      7,108
Other:     9,982:     1,397        322        639      7,510      8,841      9,546      9,802:       436        180
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    -2,369:     2,201        171       -727     -4,209     -2,206     -2,734     -2,762:       365        393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        2.6       29.2       42.8       64.7       95.0       96.4:       5.0        3.6
Old  :     100.0:      24.2        3.3       29.6       41.1       63.4       95.0       96.3:       5.0        3.7
Other:     100.0:      14.0        3.2        6.4       75.2       88.6       95.6       98.2:       4.4        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:       145         68         93        126        135        321        250:
Old  :       369:       148         64         93        125        135        320        249:
Other:        92:        16         12         12         36         42         60         58:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       20.2       29.4       30.0       10.8        9.4       17.1       15.3
Old  :                 18.1       21.1       28.1       30.6       11.2        9.4       18.3       15.7
Other:                 66.9       67.2       74.6       78.8       65.3       67.2       73.0       77.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    36,854:    23,940     13,859      2,122      4,711     18,846     30,773     34,827:     6,081      2,028
Old  :    36,854:    23,940     13,859      2,122      4,711     18,846     30,773     34,827:     6,081      2,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     8,749:     5,342     -6,011      1,220        272     14,137      6,834      9,346:     1,914       -597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.0       37.6        5.8       12.8       51.1       83.5       94.5:      16.5        5.5
Old  :     100.0:      65.0       37.6        5.8       12.8       51.1       83.5       94.5:      16.5        5.5
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  :        83:        36         27         10         10         12         54         42:
Old  :        83:        36         27         10         10         12         54         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  :                 56.9       55.9       65.5       71.6       54.4       55.2       61.2       70.5
Old  :                 56.9       55.9       65.5       71.6       54.4       55.2       61.2       70.5
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 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  :   327,604:    23,920     48,249      5,964    278,798    257,544    308,682    311,757:    18,923     15,847
Old  :   327,604:    23,920     48,249      5,964    278,798    257,544    308,682    311,757:    18,923     15,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     9,199:        -5      3,918        346      9,086      4,035      9,427      8,300:      -228        899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       14.7        1.8       85.1       78.6       94.2       95.2:       5.8        4.8
Old  :     100.0:       7.3       14.7        1.8       85.1       78.6       94.2       95.2:       5.8        4.8
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  :       237:        31         41         13         98         96        138        141:
Old  :       237:        31         41         13         98         96        138        141:
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  :                 37.2       19.7       49.5       32.1       32.2       18.2       44.3       29.3
Old  :                 37.2       19.7       49.5       32.1       32.2       18.2       44.3       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 14, 2011