COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      198,387
COMMITMENTS
  53,144   24,661   13,690  110,494  149,766  177,328  188,117   21,059   10,270

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     -5,211)
     258   -2,412      674   -5,757   -2,876   -4,825   -4,614     -386     -597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     12.4      6.9     55.7     75.5     89.4     94.8     10.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
     108       42       63       57       62      196      141
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       33,027
COMMITMENTS
  17,195    2,148      224   11,574   29,752   28,993   32,124    4,034      903

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        181)
     673      213       26     -243     -112      456      127     -275       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.1      6.5      0.7     35.0     90.1     87.8     97.3     12.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      56       21       13       20       21       83       48
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      143,808
COMMITMENTS
  43,664   28,189   14,305   76,263   94,824  134,232  137,318    9,576    6,490

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     -1,611)
   1,302     -893     -362   -2,273      279   -1,333     -976     -278     -635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     19.6      9.9     53.0     65.9     93.3     95.5      6.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      58       41       33       54       52      132      110
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      620,918
COMMITMENTS
 179,366   13,954   60,916  305,020  502,453  545,302  577,323   75,616   43,595

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      3,447)
  -7,785    1,158    3,020   10,954    2,198    6,189    6,376   -2,742   -2,929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      2.2      9.8     49.1     80.9     87.8     93.0     12.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      80       26       72       81       86      185      163
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      138,410
COMMITMENTS
  49,321    6,897   13,215   65,630  111,329  128,166  131,441   10,244    6,969

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        -42)
   2,260     -567   -2,738     -281    2,650     -759     -655      717      613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6      5.0      9.5     47.4     80.4     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     149       38       60      106      119      280      202
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       33,014
COMMITMENTS
  20,226   15,016      631    6,858   13,759   27,715   29,406    5,299    3,608

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     -3,524)
  -3,711    1,136   -1,340    2,236   -4,959   -2,815   -5,163     -709    1,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3     45.5      1.9     20.8     41.7     83.9     89.1     16.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      30       31        4       11        9       44       42
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      323,131
COMMITMENTS
  17,584   50,426    3,141  282,548  252,362  303,273  305,929   19,858   17,202

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     -2,997)
  -6,315    2,698   -2,424    4,558   -5,017   -4,181   -4,743    1,184    1,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     15.6      1.0     87.4     78.1     93.9     94.7      6.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      29       46        9      100       93      135      142
 

Updated January 21, 2011