COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      184,215
COMMITMENTS
  64,818   21,308    9,259   90,964  147,095  165,041  177,662   19,174    6,553

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -417)
  -2,002   -1,029     -774    3,266      594      490   -1,209     -907      792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     11.6      5.0     49.4     79.8     89.6     96.4     10.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
     122       41       32       50       58      190      116
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,557
COMMITMENTS
  19,984    1,213      939    9,607   31,217   30,530   33,369    4,027    1,188

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -686)
   1,398   -1,650   -1,352     -666    2,636     -620     -366      -66     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.8      3.5      2.7     27.8     90.3     88.3     96.6     11.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      65        5       12       21       21       88       36
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      129,980
COMMITMENTS
  50,951   10,882   13,946   54,962  100,933  119,859  125,761   10,121    4,219

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        341)
  -2,137     -998    3,380      468   -1,386    1,711      996   -1,370     -655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2      8.4     10.7     42.3     77.7     92.2     96.8      7.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      77       21       32       45       46      137       89
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      836,284
COMMITMENTS
 229,929   39,126   89,206  429,887  668,290  749,022  796,622   87,262   39,662

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     17,144)
   9,415    3,816    5,576    2,483   10,052   17,474   19,444     -330   -2,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      4.7     10.7     51.4     79.9     89.6     95.3     10.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
     115       30       69       78       85      218      163
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      130,027
COMMITMENTS
  45,380    9,390   13,849   61,614  101,617  120,843  124,856    9,184    5,171

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      2,332)
    -296      515     -263    1,599      797    1,040    1,049    1,292    1,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9      7.2     10.7     47.4     78.2     92.9     96.0      7.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     137       44       50       85      105      252      180
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       59,792
COMMITMENTS
  45,973   11,843    3,094    5,748   41,744   54,815   56,681    4,977    3,111

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      8,521)
   8,394       34     -207      311    9,015    8,498    8,842       23     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.9     19.8      5.2      9.6     69.8     91.7     94.8      8.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      34       26        4        8       10       45       38
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      334,281
COMMITMENTS
  36,412   85,938    1,903  279,893  231,782  318,208  319,623   16,073   14,658

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -93,759)
 -10,123  -14,827   -4,737  -67,546  -63,019  -82,406  -82,583  -11,353  -11,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     25.7      0.6     83.7     69.3     95.2     95.6      4.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      25       43       11       96       87      130      132
 

Updated December 28, 2009