```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :   383,620:    61,315      7,264    123,557    174,884    240,159    359,756    370,980:    23,864     12,640
Old  :   295,287:    39,689      7,403    103,912    134,915    174,355    278,515    285,670:    16,771      9,616
Other:    88,333:    24,385      2,620     16,886     39,970     65,804     81,240     85,310:     7,093      3,024
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :    26,350:     3,265        -74     15,268      6,638     10,803     25,171     25,998:     1,179        352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        1.9       32.2       45.6       62.6       93.8       96.7:       6.2        3.3
Old  :     100.0:      13.4        2.5       35.2       45.7       59.0       94.3       96.7:       5.7        3.3
Other:     100.0:      27.6        3.0       19.1       45.2       74.5       92.0       96.6:       8.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:       136         43         90         66         72        231        179:
Old  :       253:       112         58         82         65         68        216        171:
Other:       146:        60         19         36         43         49        118         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.9       23.3       31.5       37.4        7.7       10.7       11.0       16.5
Old  :                 23.7       21.6       33.7       33.8        9.8       11.7       13.7       17.3
Other:                 27.0       40.8       38.1       55.0       18.4       32.1       27.2       42.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    40,265:    17,312      1,001      5,332     13,527     32,947     36,171     39,281:     4,094        984
Old  :    40,206:    17,312      1,037      5,297     13,521     32,890     36,130     39,224:     4,076        982
Other:        59:        35          0          0          6         57         41         57:        18          2
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :    -1,754:       352        188       -433     -1,525     -1,435     -1,605     -1,681:      -148        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.0        2.5       13.2       33.6       81.8       89.8       97.6:      10.2        2.4
Old  :     100.0:      43.1        2.6       13.2       33.6       81.8       89.9       97.6:      10.1        2.4
Other:     100.0:      59.5        0.0        0.0       10.1       96.6       69.6       96.6:      30.4        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        60         21         25         30         29        105         60:
Old  :       120:        60         21         25         30         29        105         60:
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  :                 26.0       58.7       38.3       70.7       19.7       46.0       30.9       57.5
Old  :                 26.0       58.7       38.4       70.7       19.7       46.0       30.9       57.4
Other:                 69.6       96.6       69.6       96.6       69.6       96.6       69.6       96.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :   173,958:    42,911     19,525     31,436     89,677    119,463    164,024    170,425:     9,934      3,533
Old  :   136,540:    42,643     21,645     23,571     61,177     88,269    127,391    133,485:     9,149      3,055
Other:    37,418:     3,179        791      4,955     28,499     31,194     36,633     36,940:       785        478
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :    16,299:      -350     -7,773      9,060      8,242     18,484     16,952     19,771:      -653     -3,472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       11.2       18.1       51.6       68.7       94.3       98.0:       5.7        2.0
Old  :     100.0:      31.2       15.9       17.3       44.8       64.6       93.3       97.8:       6.7        2.2
Other:     100.0:       8.5        2.1       13.2       76.2       83.4       97.9       98.7:       2.1        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        74         44         51         52         54        158        120:
Old  :       182:        73         45         51         50         49        156        115:
Other:        59:        13          6         12         26         36         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  :                 27.0       36.8       36.1       49.2       16.5       21.3       23.7       30.8
Old  :                 20.0       36.1       30.9       48.4       17.4       28.9       26.4       38.8
Other:                 58.6       48.2       75.1       69.4       36.7       30.2       44.0       39.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  : 1,017,632:   161,864      5,032    326,652    445,202    631,833    933,719    963,517:    83,914     54,115
Old  : 1,017,632:   161,864      5,032    326,652    445,202    631,833    933,719    963,517:    83,914     54,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :    -4,685:     1,534       -740     -3,132     -1,597       -239     -3,196     -4,111:    -1,489       -574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        0.5       32.1       43.7       62.1       91.8       94.7:       8.2        5.3
Old  :     100.0:      15.9        0.5       32.1       43.7       62.1       91.8       94.7:       8.2        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  :       219:        73         42         87         87         95        198        188:
Old  :       219:        73         42         87         87         95        198        188:
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  :                 11.4       17.5       20.1       27.6        9.0       12.6       14.2       19.6
Old  :                 11.4       17.5       20.1       27.6        9.0       12.6       14.2       19.6
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, January 25, 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  :    19,622:         0      8,558      2,841     15,455      5,968     18,295     17,367:     1,326      2,255
Old  :    19,622:         0      8,558      2,841     15,455      5,968     18,295     17,367:     1,326      2,255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       43.6       14.5       78.8       30.4       93.2       88.5:       6.8       11.5
Old  :     100.0:       0.0       43.6       14.5       78.8       30.4       93.2       88.5:       6.8       11.5
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  :        21:         0          9          8         10          8         18         17:
Old  :        21:         0          9          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  :                 67.0       46.3       78.5       67.8       52.1       38.5       58.9       50.0
Old  :                 67.0       46.3       78.5       67.8       52.1       38.5       58.9       50.0
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 25, 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  :   203,504:    39,889      5,375     59,339     94,814    131,972    194,042    196,685:     9,462      6,819
Old  :   191,213:    39,558      5,969     56,487     86,227    122,199    182,272    184,655:     8,941      6,557
Other:    12,291:     1,636        711      1,547      8,587      9,772     11,770     12,030:       521        262
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :    -1,861:    -4,808        130      1,323      3,225     -2,343       -259       -890:    -1,602       -971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        2.6       29.2       46.6       64.8       95.4       96.6:       4.6        3.4
Old  :     100.0:      20.7        3.1       29.5       45.1       63.9       95.3       96.6:       4.7        3.4
Other:     100.0:      13.3        5.8       12.6       69.9       79.5       95.8       97.9:       4.2        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:       141         53         97        124        137        306        253:
Old  :       353:       140         52         95        122        137        301        251:
Other:       108:        21         15         16         47         43         76         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       21.6       30.8       31.7        9.5        9.2       15.6       14.6
Old  :                 19.9       22.7       29.4       32.3        9.9        8.9       16.8       14.8
Other:                 55.2       54.8       66.1       67.2       52.8       54.8       58.9       64.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :    39,751:    24,307     22,839        955      8,574     11,331     33,836     35,125:     5,915      4,626
Old  :    39,751:    24,307     22,839        955      8,574     11,331     33,836     35,125:     5,915      4,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :     6,398:     4,081      7,841        149      1,610     -2,534      5,840      5,456:       559        943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.1       57.5        2.4       21.6       28.5       85.1       88.4:      14.9       11.6
Old  :     100.0:      61.1       57.5        2.4       21.6       28.5       85.1       88.4:      14.9       11.6
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  :       100:        38         39          6         13         13         51         58:
Old  :       100:        38         39          6         13         13         51         58:
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  :                 54.4       51.0       64.3       66.1       53.9       51.0       63.2       66.1
Old  :                 54.4       51.0       64.3       66.1       53.9       51.0       63.2       66.1
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 25, 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  :   332,056:    18,605     49,112      4,600    287,855    262,279    311,060    315,991:    20,996     16,064
Old  :   332,056:    18,605     49,112      4,600    287,855    262,279    311,060    315,991:    20,996     16,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :     7,332:     1,010     -1,807        977      4,415      9,741      6,402      8,911:       930     -1,580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       14.8        1.4       86.7       79.0       93.7       95.2:       6.3        4.8
Old  :     100.0:       5.6       14.8        1.4       86.7       79.0       93.7       95.2:       6.3        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  :       242:        33         42         14         95        101        137        148:
Old  :       242:        33         42         14         95        101        137        148:
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  :                 38.9       19.5       52.0       31.1       33.8       18.1       46.4       28.5
Old  :                 38.9       19.5       52.0       31.1       33.8       18.1       46.4       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 28, 2011