COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      363,614
COMMITMENTS
  58,031    7,300  110,325  172,848  233,533  341,204  351,158   22,410   12,456

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -4,023)
     267      424    1,432   -6,751   -6,604   -5,052   -4,748    1,030      725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      2.0     30.3     47.5     64.2     93.8     96.6      6.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
     126       31       81       64       70      209      164
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       42,476
COMMITMENTS
  16,175      736    5,906   15,800   34,797   37,881   41,438    4,595    1,037

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      1,862)
     363      140      593      653      906    1,609    1,639      253      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1      1.7     13.9     37.2     81.9     89.2     97.6     10.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      61       16       25       28       28       99       59
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      157,718
COMMITMENTS
  42,588   28,752   21,449   82,792   99,995  146,830  150,196   10,888    7,521

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      2,316)
  -1,282    1,260    1,096    1,936   -1,489    1,751      868      564    1,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     18.2     13.6     52.5     63.4     93.1     95.2      6.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      52       51       45       53       54      132      128
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,041,236
COMMITMENTS
 165,528    4,029  341,347  444,902  636,926  951,777  982,301   89,459   58,935

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     25,952)
    -988     -961    6,991   16,774   17,736   22,777   23,765    3,175    2,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      0.4     32.8     42.7     61.2     91.4     94.3      8.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      73       40       85       83       92      194      182
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      203,246
COMMITMENTS
  46,844    5,280   59,257   86,996  131,421  193,097  195,958   10,149    7,288

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -2,369)
   2,201      171     -727   -4,209   -2,206   -2,734   -2,762      365      393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      2.6     29.2     42.8     64.7     95.0     96.4      5.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
     145       68       93      126      135      321      250
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       36,854
COMMITMENTS
  23,940   13,859    2,122    4,711   18,846   30,773   34,827    6,081    2,028

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      8,749)
   5,342   -6,011    1,220      272   14,137    6,834    9,346    1,914     -597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.0     37.6      5.8     12.8     51.1     83.5     94.5     16.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      36       27       10       10       12       54       42
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      327,604
COMMITMENTS
  23,920   48,249    5,964  278,798  257,544  308,682  311,757   18,923   15,847

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      9,199)
      -5    3,918      346    9,086    4,035    9,427    8,300     -228      899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     14.7      1.8     85.1     78.6     94.2     95.2      5.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      31       41       13       98       96      138      141
 

Updated January 14, 2011