```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   397,224:    66,720      7,487    128,227    176,949    247,762    371,896    383,477:    25,328     13,747
Old  :   303,406:    41,063      7,601    108,203    136,227    177,356    285,493    293,160:    17,913     10,246
Other:    93,818:    27,947      2,176     17,735     40,722     70,406     86,403     90,317:     7,415      3,501
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    13,604:     5,405        223      4,671      2,065      7,603     12,140     12,497:     1,463      1,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        1.9       32.3       44.5       62.4       93.6       96.5:       6.4        3.5
Old  :     100.0:      13.5        2.5       35.7       44.9       58.5       94.1       96.6:       5.9        3.4
Other:     100.0:      29.8        2.3       18.9       43.4       75.0       92.1       96.3:       7.9        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:       146         35         86         64         71        230        173:
Old  :       247:       123         46         79         62         66        212        164:
Other:       149:        67         14         34         46         49        124         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       22.7       30.3       36.9        7.8       10.4       11.3       16.8
Old  :                 22.1       21.1       32.4       33.2        8.4       11.2       12.7       16.8
Other:                 25.8       40.0       36.9       54.7       17.0       31.5       25.5       41.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    39,745:    16,396        808      5,568     13,613     32,289     35,577     38,665:     4,167      1,080
Old  :    39,681:    16,384        835      5,541     13,607     32,233     35,532     38,609:     4,149      1,073
Other:        63:        39          0          0          6         56         45         56:        18          7
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :      -520:      -916       -194        236         86       -658       -594       -616:        73         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3        2.0       14.0       34.3       81.2       89.5       97.3:      10.5        2.7
Old  :     100.0:      41.3        2.1       14.0       34.3       81.2       89.5       97.3:      10.5        2.7
Other:     100.0:      62.1        0.0        0.0        9.5       89.0       71.6       89.0:      28.4       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        58         19         25         33         30        104         61:
Old  :       118:        58         19         25         33         30        104         61:
Other:         7:         4          0          0          1          2          5          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  :                 22.7       59.2       35.7       72.0       19.5       48.7       31.2       60.7
Old  :                 22.7       59.3       35.8       72.0       19.5       48.8       31.2       60.6
Other:                 68.4       89.0       71.6       89.0       68.4       89.0       71.6       89.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   189,768:    45,035     18,253     39,208     90,951    125,827    175,194    183,287:    14,574      6,481
Old  :   143,512:    48,621     17,576     27,359     53,882     92,655    129,862    137,590:    13,650      5,922
Other:    46,256:     3,362      7,625      4,901     37,069     33,172     45,332     45,698:       924        559
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    15,810:     2,124     -1,273      7,771      1,275      6,364     11,170     12,863:     4,640      2,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        9.6       20.7       47.9       66.3       92.3       96.6:       7.7        3.4
Old  :     100.0:      33.9       12.2       19.1       37.5       64.6       90.5       95.9:       9.5        4.1
Other:     100.0:       7.3       16.5       10.6       80.1       71.7       98.0       98.8:       2.0        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        80         41         55         54         57        167        125:
Old  :       189:        80         42         55         52         53        165        121:
Other:        60:        14          5         13         25         38         44         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  :                 28.5       39.0       37.6       50.1       15.4       20.3       21.7       29.6
Old  :                 20.9       35.7       30.3       47.1       16.8       32.0       25.7       41.6
Other:                 60.7       56.6       78.0       74.8       40.2       35.3       49.0       46.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  : 1,069,152:   177,989      5,508    341,510    456,184    667,162    975,684  1,014,181:    93,469     54,972
Old  : 1,069,152:   177,989      5,508    341,510    456,184    667,162    975,684  1,014,181:    93,469     54,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    51,520:    16,125        477     14,858     10,982     35,329     41,965     50,664:     9,555        856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        0.5       31.9       42.7       62.4       91.3       94.9:       8.7        5.1
Old  :     100.0:      16.6        0.5       31.9       42.7       62.4       91.3       94.9:       8.7        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  :       226:        80         40         95         89         97        207        197:
Old  :       226:        80         40         95         89         97        207        197:
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  :                 11.2       17.1       19.7       26.7        8.8       12.7       13.8       19.5
Old  :                 11.2       17.1       19.7       26.7        8.8       12.7       13.8       19.5
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 1, 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  :    19,617:        96      8,547      2,887     15,080      6,145     18,064     17,579:     1,554      2,039
Old  :    19,617:        96      8,547      2,887     15,080      6,145     18,064     17,579:     1,554      2,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :        -4:        96        -11         47       -374        176       -232        212:       228       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5       43.6       14.7       76.9       31.3       92.1       89.6:       7.9       10.4
Old  :     100.0:       0.5       43.6       14.7       76.9       31.3       92.1       89.6:       7.9       10.4
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  :        21:         1          8          8         10          8         18         17:
Old  :        21:         1          8          8         10          8         18         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  :                 66.8       51.2       78.2       71.4       49.6       41.0       56.4       51.6
Old  :                 66.8       51.2       78.2       71.4       49.6       41.0       56.4       51.6
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 1, 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  :   220,330:    45,316      5,897     68,590     97,749    141,091    211,655    215,577:     8,675      4,753
Old  :   206,256:    44,988      6,516     65,238     87,804    129,956    198,030    201,710:     8,226      4,547
Other:    14,073:     1,828        881      1,852      9,945     11,135     13,625     13,867:       449        206
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    16,826:     5,427        522      9,251      2,935      9,119     17,612     18,891:      -787     -2,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        2.7       31.1       44.4       64.0       96.1       97.8:       3.9        2.2
Old  :     100.0:      21.8        3.2       31.6       42.6       63.0       96.0       97.8:       4.0        2.2
Other:     100.0:      13.0        6.3       13.2       70.7       79.1       96.8       98.5:       3.2        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       379:       160         59        105        120        141        327        263:
Old  :       375:       157         60        102        116        140        318        260:
Other:       116:        28         15         17         48         45         83         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       21.6       30.3       31.8        8.9        9.2       14.8       14.2
Old  :                 19.4       22.6       29.0       32.4        9.3        9.1       15.9       14.7
Other:                 52.9       48.2       64.8       64.7       50.6       47.9       56.5       58.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    42,970:    26,235     29,752        909      9,660      7,548     36,804     38,209:     6,166      4,761
Old  :    42,970:    26,235     29,752        909      9,660      7,548     36,804     38,209:     6,166      4,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     3,219:     1,928      6,913        -46      1,085     -3,783      2,968      3,084:       251        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.1       69.2        2.1       22.5       17.6       85.7       88.9:      14.3       11.1
Old  :     100.0:      61.1       69.2        2.1       22.5       17.6       85.7       88.9:      14.3       11.1
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  :       101:        37         40          8         14         12         52         60:
Old  :       101:        37         40          8         14         12         52         60:
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  :                 58.5       46.8       67.1       62.3       58.1       46.8       66.5       62.3
Old  :                 58.5       46.8       67.1       62.3       58.1       46.8       66.5       62.3
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 1, 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  :   337,111:    26,854     50,472      6,124    284,103    264,305    317,081    320,902:    20,030     16,209
Old  :   337,111:    26,854     50,472      6,124    284,103    264,305    317,081    320,902:    20,030     16,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     5,055:     8,249      1,360      1,524     -3,752      2,026      6,021      4,910:      -966        145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       15.0        1.8       84.3       78.4       94.1       95.2:       5.9        4.8
Old  :     100.0:       8.0       15.0        1.8       84.3       78.4       94.1       95.2:       5.9        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  :       254:        36         43         13         99        110        145        156:
Old  :       254:        36         43         13         99        110        145        156:
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  :                 38.8       19.2       50.7       30.1       33.8       17.4       45.3       27.0
Old  :                 38.8       19.2       50.7       30.1       33.8       17.4       45.3       27.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 4, 2011