COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      202,337
COMMITMENTS
  57,316   25,544   10,506  115,850  157,176  183,672  193,226   18,665    9,111

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     -2,182)
      60      952       73   -3,313   -3,218   -3,180   -2,193      998       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     12.6      5.2     57.3     77.7     90.8     95.5      9.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
     111       47       58       56       57      192      140
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,451
COMMITMENTS
  14,513    1,403      278   10,471   26,939   25,262   28,620    4,189      831

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     -1,560)
  -1,657   -1,644     -685      660      511   -1,682   -1,818      122      258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.3      4.8      0.9     35.6     91.5     85.8     97.2     14.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      47       16        9       22       24       75       44
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      137,878
COMMITMENTS
  40,076   28,427   12,541   76,474   91,228  129,091  132,196    8,787    5,682

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,905)
     862     -288       -1    1,404    2,614    2,265    2,325     -360     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     20.6      9.1     55.5     66.2     93.6     95.9      6.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      53       41       30       53       53      123      112
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      606,435
COMMITMENTS
 188,930   14,174   54,994  280,842  495,794  524,766  564,962   81,669   41,473

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     20,692)
  13,634   -8,630    2,981   -2,823   27,750   13,792   22,101    6,900   -1,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2      2.3      9.1     46.3     81.8     86.5     93.2     13.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      88       25       62       78       84      183      156
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      137,925
COMMITMENTS
  44,842    6,728   15,497   68,887  110,408  129,226  132,633    8,699    5,292

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      4,787)
     468      341    2,204    2,117    2,472    4,789    5,017       -2     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5      4.9     11.2     49.9     80.0     93.7     96.2      6.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     141       44       58       94      121      258      205
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       27,089
COMMITMENTS
  15,938   11,464      546    5,633   12,895   22,117   24,905    4,972    2,184

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,887)
    -384      255     -303    1,290    1,948      603    1,900    1,284      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.8     42.3      2.0     20.8     47.6     81.6     91.9     18.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      24       24        5       11        9       39       35
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 12/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      312,016
COMMITMENTS
  22,983   44,537    5,054  265,457  248,504  293,494  298,095   18,522   13,921

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:   -108,493)
 -11,769   -3,593   -5,985  -88,650  -96,731 -106,404 -106,309   -2,089   -2,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     14.3      1.6     85.1     79.6     94.1     95.5      5.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      28       44        9       96       91      131      137
 

Updated December 27, 2010