```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   357,270:    58,050      7,338    108,288    168,247    229,356    334,585    344,982:    22,686     12,288
Old  :   277,178:    38,778      7,202     91,549    130,111    169,091    260,438    267,841:    16,740      9,337
Other:    80,092:    21,772      2,637     14,238     38,136     60,265     74,146     77,141:     5,946      2,951
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    -6,344:        19         38     -2,037     -4,602     -4,177     -6,620     -6,176:       276       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        2.1       30.3       47.1       64.2       93.7       96.6:       6.3        3.4
Old  :     100.0:      14.0        2.6       33.0       46.9       61.0       94.0       96.6:       6.0        3.4
Other:     100.0:      27.2        3.3       17.8       47.6       75.2       92.6       96.3:       7.4        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:       135         28         84         65         73        218        169:
Old  :       234:       117         34         78         64         69        203        162:
Other:       136:        57         17         30         43         47        111         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.8       23.9       32.8       37.3        8.2       11.2       11.7       17.2
Old  :                 24.5       21.7       34.8       33.9       11.6       13.2       15.9       19.2
Other:                 29.1       41.8       40.8       56.3       20.7       32.8       30.1       42.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    42,019:    16,959        814      5,766     15,051     34,383     37,776     40,962:     4,242      1,057
Old  :    41,958:    16,952        843      5,736     15,045     34,323     37,733     40,903:     4,224      1,055
Other:        61:        37          0          0          6         59         43         59:        18          2
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :      -457:       784         77       -140       -749       -414       -105       -477:      -352         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.4        1.9       13.7       35.8       81.8       89.9       97.5:      10.1        2.5
Old  :     100.0:      40.4        2.0       13.7       35.9       81.8       89.9       97.5:      10.1        2.5
Other:     100.0:      60.7        0.0        0.0        9.8       96.7       70.5       96.7:      29.5        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        65         15         26         29         27        103         59:
Old  :       117:        65         15         26         29         27        103         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  :                 25.5       59.1       38.2       70.6       18.3       45.8       29.3       56.9
Old  :                 25.6       59.2       38.3       70.5       18.4       45.9       29.4       56.8
Other:                 70.5       96.7       70.5       96.7       70.5       96.7       70.5       96.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   157,659:    43,262     27,299     22,376     81,435    100,979    147,072    150,654:    10,587      7,005
Old  :   124,881:    38,623     31,157     15,902     60,592     71,090    115,117    118,149:     9,765      6,733
Other:    32,778:     8,544         47      2,568     20,843     29,889     31,956     32,505:       822        273
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :       -59:       673     -1,453        927     -1,358        984        242        457:      -301       -516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       17.3       14.2       51.7       64.0       93.3       95.6:       6.7        4.4
Old  :     100.0:      30.9       24.9       12.7       48.5       56.9       92.2       94.6:       7.8        5.4
Other:     100.0:      26.1        0.1        7.8       63.6       91.2       97.5       99.2:       2.5        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        62         43         48         54         55        140        126:
Old  :       173:        58         47         48         53         50        139        121:
Other:        56:        15          2         12         25         36         42         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  :                 26.0       31.8       36.9       46.2       18.6       24.3       27.3       34.2
Old  :                 21.8       30.9       32.2       44.8       18.9       24.1       28.3       34.0
Other:                 50.3       55.5       69.5       71.1       41.5       41.7       51.2       54.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,022,317:   160,330      5,772    329,784    446,800    632,072    936,914    967,628:    85,403     54,689
Old  : 1,022,317:   160,330      5,772    329,784    446,800    632,072    936,914    967,628:    85,403     54,689
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :   -18,918:    -5,198      1,743    -11,563      1,898     -4,854    -14,863    -14,673:    -4,056     -4,245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        0.6       32.3       43.7       61.8       91.6       94.7:       8.4        5.3
Old  :     100.0:      15.7        0.6       32.3       43.7       61.8       91.6       94.7:       8.4        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  :       215:        72         41         88         83         92        192        186:
Old  :       215:        72         41         88         83         92        192        186:
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       18.2       20.4       28.3        8.9       12.9       14.2       20.2
Old  :                 11.6       18.2       20.4       28.3        8.9       12.9       14.2       20.2
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, 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  :   205,365:    44,697      5,246     58,015     91,589    134,314    194,302    197,576:    11,063      7,790
Old  :   194,593:    44,730      6,322     55,624     83,642    125,076    183,996    187,021:    10,596      7,572
Other:    10,772:     1,416        374        942      7,947      9,239     10,305     10,555:       467        218
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :     2,119:    -2,147        -35     -1,242      4,593      2,894      1,205      1,618:       915        502
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        2.6       28.2       44.6       65.4       94.6       96.2:       5.4        3.8
Old  :     100.0:      23.0        3.2       28.6       43.0       64.3       94.6       96.1:       5.4        3.9
Other:     100.0:      13.1        3.5        8.7       73.8       85.8       95.7       98.0:       4.3        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       363:       141         65         93        119        132        310        246:
Old  :       362:       146         61         92        115        131        305        244:
Other:       100:        18         14         14         42         43         68         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       21.4       30.2       31.2        9.5        9.2       15.7       14.9
Old  :                 19.5       22.5       28.8       32.1        9.8        8.8       16.7       14.9
Other:                 62.2       62.6       70.5       74.2       60.6       62.5       67.7       72.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    33,352:    20,227     14,998        806      6,964     13,865     27,996     29,669:     5,356      3,683
Old  :    33,352:    20,227     14,998        806      6,964     13,865     27,996     29,669:     5,356      3,683
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    -3,502:    -3,714      1,139     -1,316      2,252     -4,981     -2,777     -5,158:      -725      1,656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.6       45.0        2.4       20.9       41.6       83.9       89.0:      16.1       11.0
Old  :     100.0:      60.6       45.0        2.4       20.9       41.6       83.9       89.0:      16.1       11.0
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  :        83:        31         33          6         12          9         47         45:
Old  :        83:        31         33          6         12          9         47         45:
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  :                 52.1       55.0       64.3       67.9       51.8       55.0       62.1       67.7
Old  :                 52.1       55.0       64.3       67.9       51.8       55.0       62.1       67.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   324,724:    17,595     50,918      3,624    283,439    252,538    304,658    307,080:    20,066     17,644
Old  :   324,724:    17,595     50,918      3,624    283,439    252,538    304,658    307,080:    20,066     17,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    -2,880:    -6,325      2,669     -2,340      4,642     -5,006     -4,024     -4,677:     1,144      1,797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       15.7        1.1       87.3       77.8       93.8       94.6:       6.2        5.4
Old  :     100.0:       5.4       15.7        1.1       87.3       77.8       93.8       94.6:       6.2        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  :       240:        28         47         13        101         95        139        145:
Old  :       240:        28         47         13        101         95        139        145:
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  :                 37.6       19.7       50.3       31.8       32.6       18.2       45.2       29.0
Old  :                 37.6       19.7       50.3       31.8       32.6       18.2       45.2       29.0
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