COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, February 1, 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  :   211,690:    60,035     25,291     15,970    112,041    158,826    188,046    200,087:    23,644     11,603
Old  :   151,305:    39,351     25,574     10,149     85,246    107,039    134,746    142,762:    16,559      8,543
Other:    60,385:    25,301      4,334      1,204     26,795     51,787     53,300     57,325:     7,085      3,060
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     5,181:     4,071        879        -19       -208      3,472      3,844      4,332:     1,337        849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       11.9        7.5       52.9       75.0       88.8       94.5:      11.2        5.5
Old  :     100.0:      26.0       16.9        6.7       56.3       70.7       89.1       94.4:      10.9        5.6
Other:     100.0:      41.9        7.2        2.0       44.4       85.8       88.3       94.9:      11.7        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:       123         47         67         55         60        208        145:
Old  :       229:       104         53         58         50         55        184        136:
Other:       145:        55         23         11         37         43         99         72:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.3       28.4       31.8       40.0       17.2       17.8       23.7       28.0
Old  :                 25.0       25.4       35.1       37.7       24.5       22.4       33.0       33.5
Other:                 29.4       49.4       41.9       61.0       26.6       48.9       38.9       60.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, February 1, 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  :    31,410:    16,702      2,198        219     10,469     27,992     27,390     30,409:     4,020      1,001
Old  :    31,381:    16,697      2,198        219     10,463     27,970     27,379     30,387:     4,002        994
Other:        29:         5          0          0          6         22         11         22:        18          7
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :      -818:      -883       -163         92        -85       -847       -876       -918:        58        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.2        7.0        0.7       33.3       89.1       87.2       96.8:      12.8        3.2
Old  :     100.0:      53.2        7.0        0.7       33.3       89.1       87.2       96.8:      12.8        3.2
Other:     100.0:      17.2        0.0        0.0       20.7       75.9       37.9       75.9:      62.1       24.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        56         20         16         26         25         91         52:
Old  :       116:        56         20         16         26         25         91         52:
Other:         4:         2          0          0          1          1          3          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  :                 25.0       65.1       40.0       80.0       25.0       60.0       39.8       74.4
Old  :                 25.0       65.1       40.0       80.0       25.0       60.0       39.9       74.4
Other:                 37.9       75.9       37.9       75.9       37.9       75.9       37.9       75.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, February 1, 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  :   166,379:    45,137     23,186     24,212     83,816    113,657    153,165    161,055:    13,214      5,324
Old  :   121,616:    49,894     24,092     11,730     47,694     81,022    109,318    116,844:    12,298      4,772
Other:    44,763:     3,738      7,589      3,987     36,122     32,635     43,847     44,211:       916        552
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    15,299:     3,337        -67      6,248      1,107      6,492     10,692     12,673:     4,607      2,626
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       13.9       14.6       50.4       68.3       92.1       96.8:       7.9        3.2
Old  :     100.0:      41.0       19.8        9.6       39.2       66.6       89.9       96.1:      10.1        3.9
Other:     100.0:       8.4       17.0        8.9       80.7       72.9       98.0       98.8:       2.0        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        84         32         42         54         53        159        112:
Old  :       185:        83         34         42         52         49        157        108:
Other:        59:        11          7          6         25         34         38         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.9       39.8       42.0       52.1       17.2       19.6       24.3       29.7
Old  :                 24.5       36.1       35.2       49.1       21.0       32.7       31.3       44.0
Other:                 61.0       58.1       78.8       76.9       40.2       36.5       49.3       48.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, February 1, 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  :   646,042:   200,514     18,418     56,666    306,716    528,410    563,896    603,494:    82,146     42,548
Old  :   646,042:   200,514     18,418     56,666    306,716    528,410    563,896    603,494:    82,146     42,548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    26,905:    17,529      3,537     -1,446      2,403     24,804     18,486     26,895:     8,419         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        2.9        8.8       47.5       81.8       87.3       93.4:      12.7        6.6
Old  :     100.0:      31.0        2.9        8.8       47.5       81.8       87.3       93.4:      12.7        6.6
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  :       217:        87         26         75         87         91        197        172:
Old  :       217:        87         26         75         87         91        197        172:
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  :                 15.5       25.7       24.8       36.9       13.4       21.9       20.5       32.2
Old  :                 15.5       25.7       24.8       36.9       13.4       21.9       20.5       32.2
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, February 1, 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  :   142,532:    49,875      9,011     15,519     67,284    112,207    132,678    136,737:     9,854      5,795
Old  :   131,270:    49,441      9,820     13,900     58,514    101,965    121,855    125,685:     9,415      5,585
Other:    11,262:     1,856        613        197      8,770     10,242     10,823     11,052:       439        210
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     5,659:     4,348      2,275        445       -258      3,274      4,535      5,994:     1,124       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0        6.3       10.9       47.2       78.7       93.1       95.9:       6.9        4.1
Old  :     100.0:      37.7        7.5       10.6       44.6       77.7       92.8       95.7:       7.2        4.3
Other:     100.0:      16.5        5.4        1.7       77.9       90.9       96.1       98.1:       3.9        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:       161         41         63        109        127        297        211:
Old  :       353:       158         43         59         99        125        282        207:
Other:       105:        22         14          4         45         41         71         55:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       21.0       29.9       32.2       14.1       14.0       23.8       22.5
Old  :                 16.0       21.5       28.4       33.1       15.0       15.2       25.6       24.6
Other:                 63.6       60.2       72.4       76.4       63.2       59.8       70.6       72.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, February 1, 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  :    42,472:    26,115     29,740        717      9,535      7,367     36,367     37,824:     6,105      4,648
Old  :    42,472:    26,115     29,740        717      9,535      7,367     36,367     37,824:     6,105      4,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     3,282:     1,857      6,906         85      1,088     -3,819      3,030      3,172:       252        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.5       70.0        1.7       22.5       17.3       85.6       89.1:      14.4       10.9
Old  :     100.0:      61.5       70.0        1.7       22.5       17.3       85.6       89.1:      14.4       10.9
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  :        97:        36         37          5         14         11         51         53:
Old  :        97:        36         37          5         14         11         51         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  :                 58.8       47.4       67.6       63.1       58.6       47.4       67.2       63.1
Old  :                 58.8       47.4       67.6       63.1       58.6       47.4       67.2       63.1
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 - Futures Only, February 1, 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  :   335,523:    26,783     50,125      5,651    283,245    263,926    315,679    319,702:    19,844     15,821
Old  :   335,523:    26,783     50,125      5,651    283,245    263,926    315,679    319,702:    19,844     15,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     4,833:     8,274      1,489      1,331     -3,982      1,888      5,623      4,708:      -790        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       14.9        1.7       84.4       78.7       94.1       95.3:       5.9        4.7
Old  :     100.0:       8.0       14.9        1.7       84.4       78.7       94.1       95.3:       5.9        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  :       253:        36         41          9         98        108        140        153:
Old  :       253:        36         41          9         98        108        140        153:
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       19.3       50.9       30.2       34.0       17.5       45.5       27.1
Old  :                 39.0       19.3       50.9       30.2       34.0       17.5       45.5       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 4, 2011