COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      201,812
COMMITMENTS
  55,245   27,388   10,354  116,850  154,450  182,449  192,192   19,363    9,620

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:       -525)
  -2,071    1,844     -152    1,000   -2,726   -1,223   -1,034      698      509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     13.6      5.1     57.9     76.5     90.4     95.2      9.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
     104       46       58       55       57      185      138
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,182
COMMITMENTS
  14,876    1,419      369    9,963   26,598   25,208   28,386    3,974      796

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:       -269)
     363       16       91     -508     -341      -54     -234     -215      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.0      4.9      1.3     34.1     91.1     86.4     97.3     13.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      51       15        9       23       22       79       42
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      139,263
COMMITMENTS
  41,136   28,000   13,100   75,043   93,308  129,279  134,408    9,984    4,855

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      1,385)
   1,060     -427      559   -1,431    2,080      188    2,212    1,197     -827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     20.1      9.4     53.9     67.0     92.8     96.5      7.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      59       42       34       52       52      132      113
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      607,307
COMMITMENTS
 191,573   14,121   56,622  274,019  490,501  522,214  561,244   85,093   46,063

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:        872)
   2,643      -53    1,628   -6,823   -5,293   -2,552   -3,718    3,424    4,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5      2.3      9.3     45.1     80.8     86.0     92.4     14.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      91       22       65       78       83      184      157
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      139,628
COMMITMENTS
  44,925    6,989   16,081   70,155  111,655  131,161  134,725    8,467    4,903

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      1,703)
      83      261      584    1,268    1,247    1,935    2,092     -232     -389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      5.0     11.5     50.2     80.0     93.9     96.5      6.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
     149       39       56      101      125      269      207
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       26,398
COMMITMENTS
  16,083   11,401      551    5,222   12,238   21,856   24,190    4,542    2,208

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:       -691)
     145      -63        5     -411     -657     -261     -715     -430       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.9     43.2      2.1     19.8     46.4     82.8     91.6     17.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      23       27        5       12        8       39       37
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      311,200
COMMITMENTS
  23,202   45,257    4,225  264,719  247,745  292,146  297,227   19,054   13,973

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:       -816)
     219      720     -829     -738     -759   -1,348     -868      532       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     14.5      1.4     85.1     79.6     93.9     95.5      6.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      27       40        7       95       95      129      135
 

Updated January 3, 2011