```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   185,460:    54,124     30,886     17,003     98,777    127,412    169,904    175,301:    15,556     10,159
Old  :    87,312:    32,674     22,385        807     45,275     57,630     78,756     80,822:     8,556      6,490
Other:    98,148:    34,115     21,166      3,531     53,502     69,782     91,148     94,479:     7,000      3,669
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -4,513:    -6,903      1,085        928      2,570     -8,373     -3,405     -6,360:    -1,108      1,847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       16.7        9.2       53.3       68.7       91.6       94.5:       8.4        5.5
Old  :     100.0:      37.4       25.6        0.9       51.9       66.0       90.2       92.6:       9.8        7.4
Other:     100.0:      34.8       21.6        3.6       54.5       71.1       92.9       96.3:       7.1        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:       111         57         65         53         65        201        160:
Old  :       231:        89         65         11         34         50        130        119:
Other:       196:        85         40         17         46         52        140        101:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.6       27.6       31.9       38.0       19.3       26.3       27.7       36.0
Old  :                 31.0       33.6       42.6       47.5       30.8       33.5       42.4       47.4
Other:                 21.6       30.9       33.6       45.8       21.6       28.8       33.5       43.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    29,737:    14,080      5,791        779     11,783     22,143     26,642     28,713:     3,095      1,024
Old  :    28,394:    13,875      5,848        559     10,963     20,999     25,397     27,406:     2,997        988
Other:     1,343:       389        127         36        820      1,144      1,245      1,307:        98         36
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       -84:    -1,590        398        -16      1,518       -286        -88         96:         4       -180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.3       19.5        2.6       39.6       74.5       89.6       96.6:      10.4        3.4
Old  :     100.0:      48.9       20.6        2.0       38.6       74.0       89.4       96.5:      10.6        3.5
Other:     100.0:      29.0        9.5        2.7       61.1       85.2       92.7       97.3:       7.3        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        41         19         13         24         22         74         45:
Old  :        96:        40         20          7         23         21         68         43:
Other:        21:         7          4          4          5          7         14         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.5       53.3       43.2       68.2       25.7       45.5       38.8       60.5
Old  :                 27.3       55.4       42.6       69.2       26.9       50.2       40.6       64.0
Other:                 75.8       82.7       89.8       94.6       75.8       80.4       85.5       90.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   127,382:    40,758     15,297     15,748     62,456     88,864    118,962    119,909:     8,420      7,473
Old  :    78,490:    36,834     13,259      7,363     26,945     51,142     71,142     71,764:     7,348      6,726
Other:    48,892:    10,167      8,281      2,142     35,511     37,722     47,820     48,145:     1,072        747
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -3,518:    -1,758     -1,100        138     -2,675     -2,311     -4,295     -3,273:       777       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       12.0       12.4       49.0       69.8       93.4       94.1:       6.6        5.9
Old  :     100.0:      46.9       16.9        9.4       34.3       65.2       90.6       91.4:       9.4        8.6
Other:     100.0:      20.8       16.9        4.4       72.6       77.2       97.8       98.5:       2.2        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        51         28         39         52         50        123        103:
Old  :       142:        50         29         27         41         41        107         85:
Other:        74:        17         10         11         36         36         58         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.4       32.8       39.4       50.2       22.0       24.6       30.4       36.6
Old  :                 25.7       35.2       37.1       50.9       23.4       32.0       33.3       46.3
Other:                 39.7       43.6       61.3       65.0       33.3       40.2       52.4       59.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   684,786:   155,675     59,196    113,960    346,951    452,460    616,586    625,616:    68,200     59,170
Old  :   684,786:   155,675     59,196    113,960    346,951    452,460    616,586    625,616:    68,200     59,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     9,184:      -906      1,755      6,947      2,002     -1,276      8,043      7,426:     1,141      1,758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        8.6       16.6       50.7       66.1       90.0       91.4:      10.0        8.6
Old  :     100.0:      22.7        8.6       16.6       50.7       66.1       90.0       91.4:      10.0        8.6
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  :       236:        59         67         81         78         88        184        197:
Old  :       236:        59         67         81         78         88        184        197:
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       20.3       26.2       31.2       12.7       13.8       20.5       22.0
Old  :                 15.5       20.3       26.2       31.2       12.7       13.8       20.5       22.0
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, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   137,543:    37,516     22,660     22,443     69,774     83,733    129,733    128,836:     7,810      8,707
Old  :   100,976:    40,177     27,115      5,310     50,104     61,604     95,591     94,029:     5,385      6,947
Other:    36,567:    11,329      9,535      3,143     19,670     22,129     34,142     34,807:     2,425      1,760
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -1,430:     1,648     -4,127      1,246     -4,433      1,725     -1,539     -1,156:       109       -274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       16.5       16.3       50.7       60.9       94.3       93.7:       5.7        6.3
Old  :     100.0:      39.8       26.9        5.3       49.6       61.0       94.7       93.1:       5.3        6.9
Other:     100.0:      31.0       26.1        8.6       53.8       60.5       93.4       95.2:       6.6        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:       108         73         71        109        116        252        238:
Old  :       335:       116         72         42         94         98        224        200:
Other:       194:        38         43         17         61         84        110        133:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       15.9       31.6       27.4       18.8       15.6       28.5       25.4
Old  :                 22.5       18.2       35.5       31.6       21.5       18.1       33.2       30.2
Other:                 28.0       27.7       45.0       40.5       25.4       22.9       39.6       34.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    36,277:    23,334      4,162      3,361      5,044     26,962     31,739     34,485:     4,538      1,792
Old  :    36,277:    23,334      4,162      3,361      5,044     26,962     31,739     34,485:     4,538      1,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -1,675:    -1,149      1,024        219         95     -2,696       -835     -1,453:      -840       -222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.3       11.5        9.3       13.9       74.3       87.5       95.1:      12.5        4.9
Old  :     100.0:      64.3       11.5        9.3       13.9       74.3       87.5       95.1:      12.5        4.9
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  :        72:        39         15          5         12         10         54         28:
Old  :        72:        39         15          5         12         10         54         28:
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  :                 46.3       74.2       61.8       86.8       44.8       67.8       55.4       74.8
Old  :                 46.3       74.2       61.8       86.8       44.8       67.8       55.4       74.8
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, June 1, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   388,537:    15,766     81,015      4,552    347,542    280,808    367,860    366,375:    20,677     22,162
Old  :   388,537:    15,766     81,015      4,552    347,542    280,808    367,860    366,375:    20,677     22,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     7,802:   -12,746      4,058       -695     20,616      1,524      7,175      4,887:       627      2,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       20.9        1.2       89.4       72.3       94.7       94.3:       5.3        5.7
Old  :     100.0:       4.1       20.9        1.2       89.4       72.3       94.7       94.3:       5.3        5.7
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  :       231:        21         42         14         97        103        129        149:
Old  :       231:        21         42         14         97        103        129        149:
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  :                 43.8       17.7       55.4       29.1       41.2       17.6       51.3       28.7
Old  :                 43.8       17.7       55.4       29.1       41.2       17.6       51.3       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 4, 2010