COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, 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  :   206,509:    55,964     24,412     15,989    112,249    155,354    184,202    195,755:    22,307     10,754
Old  :   149,773:    38,576     24,783     10,122     85,420    106,674    134,118    141,579:    15,655      8,194
Other:    56,736:    22,247      4,488      1,008     26,829     48,680     50,084     54,176:     6,652      2,560
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :     8,122:     2,820       -249      2,299      1,755      5,588      6,874      7,638:     1,248        484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       11.8        7.7       54.4       75.2       89.2       94.8:      10.8        5.2
Old  :     100.0:      25.8       16.5        6.8       57.0       71.2       89.5       94.5:      10.5        5.5
Other:     100.0:      39.2        7.9        1.8       47.3       85.8       88.3       95.5:      11.7        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:       118         49         72         57         62        210        152:
Old  :       236:       103         55         61         53         58        189        144:
Other:       141:        53         22         12         35         44         95         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.2       29.7       33.9       40.2       17.4       17.9       23.3       27.8
Old  :                 27.5       25.6       37.5       37.6       25.9       23.3       34.3       33.8
Other:                 32.0       50.9       44.2       62.9       28.7       50.4       40.9       62.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, 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  :    32,228:    17,585      2,361        127     10,554     28,839     28,266     31,327:     3,962        901
Old  :    32,204:    17,585      2,361        127     10,548     28,817     28,260     31,305:     3,944        899
Other:        24:         0          0          0          6         22          6         22:        18          2
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :      -799:       390        213        -97     -1,020       -913       -727       -797:       -72         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.6        7.3        0.4       32.7       89.5       87.7       97.2:      12.3        2.8
Old  :     100.0:      54.6        7.3        0.4       32.8       89.5       87.8       97.2:      12.2        2.8
Other:     100.0:       0.0        0.0        0.0       25.0       91.7       25.0       91.7:      75.0        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        59         21         12         23         23         90         48:
Old  :       118:        59         21         12         23         23         90         48:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       64.9       41.9       78.9       25.2       56.6       39.2       70.2
Old  :                 26.5       64.9       41.9       78.9       25.2       56.5       39.2       70.2
Other:                 25.0       91.7       25.0       91.7       25.0       91.7       25.0       91.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, January 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  :   151,080:    41,800     23,253     17,964     82,709    107,165    142,473    148,382:     8,607      2,698
Old  :   115,153:    41,688     25,948     10,474     55,165     76,507    107,327    112,929:     7,826      2,224
Other:    35,927:     3,572        765      4,030     27,544     30,658     35,146     35,453:       781        474
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :     7,272:    -1,864     -4,936      3,659      6,446     12,341      8,241     11,064:      -969     -3,792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       15.4       11.9       54.7       70.9       94.3       98.2:       5.7        1.8
Old  :     100.0:      36.2       22.5        9.1       47.9       66.4       93.2       98.1:       6.8        1.9
Other:     100.0:       9.9        2.1       11.2       76.7       85.3       97.8       98.7:       2.2        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        76         36         39         52         52        151        108:
Old  :       177:        76         36         39         50         46        149        102:
Other:        58:        11          7          6         26         33         40         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.4       37.3       40.6       51.1       18.5       20.8       26.9       31.0
Old  :                 23.7       36.2       36.4       50.7       20.6       29.1       31.3       40.6
Other:                 58.9       49.7       76.1       71.8       36.6       31.5       44.1       40.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, 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  :   619,137:   182,985     14,881     58,112    304,313    503,606    545,410    576,599:    73,727     42,538
Old  :   619,137:   182,985     14,881     58,112    304,313    503,606    545,410    576,599:    73,727     42,538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :    -1,781:     3,619        927     -2,804       -707      1,153        108       -724:    -1,889     -1,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        2.4        9.4       49.2       81.3       88.1       93.1:      11.9        6.9
Old  :     100.0:      29.6        2.4        9.4       49.2       81.3       88.1       93.1:      11.9        6.9
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  :       209:        82         25         67         84         89        186        163:
Old  :       209:        82         25         67         84         89        186        163:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       26.1       25.7       37.6       13.7       21.8       21.1       32.3
Old  :                 15.9       26.1       25.7       37.6       13.7       21.8       21.1       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, January 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  :   136,873:    45,527      6,736     15,074     67,542    108,933    128,143    130,743:     8,730      6,130
Old  :   126,791:    45,016      7,535     13,615     59,898     99,733    118,529    120,883:     8,262      5,908
Other:    10,082:     1,718        408        252      7,644      9,200      9,614      9,860:       468        222
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :    -1,537:    -3,794       -161      1,859      1,912     -2,396        -23       -698:    -1,514       -839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3        4.9       11.0       49.3       79.6       93.6       95.5:       6.4        4.5
Old  :     100.0:      35.5        5.9       10.7       47.2       78.7       93.5       95.3:       6.5        4.7
Other:     100.0:      17.0        4.0        2.5       75.8       91.3       95.4       97.8:       4.6        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:       140         39         64        111        123        275        209:
Old  :       333:       138         40         61        107        121        268        205:
Other:        99:        20         10          4         42         39         65         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  :                 18.6       20.9       31.0       32.3       14.4       13.7       24.0       22.2
Old  :                 16.3       21.7       29.1       32.8       15.3       14.2       25.9       23.7
Other:                 66.2       66.8       74.1       78.9       64.4       66.8       71.8       77.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, 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  :    39,190:    24,258     22,834        632      8,447     11,186     33,337     34,652:     5,853      4,538
Old  :    39,190:    24,258     22,834        632      8,447     11,186     33,337     34,652:     5,853      4,538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :     6,176:     4,032      7,818          1      1,589     -2,573      5,622      5,246:       554        930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.9       58.3        1.6       21.6       28.5       85.1       88.4:      14.9       11.6
Old  :     100.0:      61.9       58.3        1.6       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  :        96:        35         37          4         13         12         49         53:
Old  :        96:        35         37          4         13         12         49         53:
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  :                 55.0       51.8       65.0       67.0       54.8       51.8       64.3       67.0
Old  :                 55.0       51.8       65.0       67.0       54.8       51.8       64.3       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, January 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  :   330,690:    18,509     48,636      4,320    287,227    262,038    310,056    314,994:    20,634     15,696
Old  :   330,690:    18,509     48,636      4,320    287,227    262,038    310,056    314,994:    20,634     15,696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :     7,559:       925     -1,790      1,179      4,679      9,676      6,783      9,065:       776     -1,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       14.7        1.3       86.9       79.2       93.8       95.3:       6.2        4.7
Old  :     100.0:       5.6       14.7        1.3       86.9       79.2       93.8       95.3:       6.2        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        32         41         11         94        100        133        146:
Old  :       241:        32         41         11         94        100        133        146:
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  :                 39.0       19.6       52.2       31.2       33.9       18.2       46.6       28.7
Old  :                 39.0       19.6       52.2       31.2       33.9       18.2       46.6       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 28, 2011