```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   264,894:    55,469     10,790     66,608    125,273    175,047    247,350    252,445:    17,543     12,448
Old  :   120,577:    29,629     17,847     23,933     57,262     71,085    110,824    112,865:     9,753      7,712
Other:   144,316:    37,840      4,943     30,675     68,011    103,962    136,526    139,580:     7,790      4,736
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -5,768:    -9,397      4,129        740      3,689    -12,961     -4,969     -8,092:      -799      2,324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        4.1       25.1       47.3       66.1       93.4       95.3:       6.6        4.7
Old  :     100.0:      24.6       14.8       19.8       47.5       59.0       91.9       93.6:       8.1        6.4
Other:     100.0:      26.2        3.4       21.3       47.1       72.0       94.6       96.7:       5.4        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:       132         51         91         70         72        242        182:
Old  :       246:        93         72         49         52         62        174        154:
Other:       211:       104         30         48         61         61        185        120:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       26.2       27.8       37.2       13.7       18.7       20.1       28.0
Old  :                 24.0       28.1       36.1       39.7       20.6       23.1       28.9       31.9
Other:                 17.1       29.6       26.7       44.2       14.7       25.9       22.8       37.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    40,541:    14,369      1,478      8,389     14,513     29,402     37,271     39,270:     3,270      1,271
Old  :    37,517:    14,145      1,828      7,142     13,089     27,378     34,376     36,349:     3,141      1,169
Other:     3,024:       730        156        741      1,423      2,024      2,895      2,921:       129        103
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :       512:    -1,517        256        425      1,609          4        517        686:        -5       -174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4        3.6       20.7       35.8       72.5       91.9       96.9:       8.1        3.1
Old  :     100.0:      37.7        4.9       19.0       34.9       73.0       91.6       96.9:       8.4        3.1
Other:     100.0:      24.1        5.2       24.5       47.1       66.9       95.7       96.6:       4.3        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        49         12         20         29         28         86         52:
Old  :        98:        44         17         19         29         27         86         50:
Other:        29:        13          2         12          8         11         22         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.3       53.9       38.5       68.4       19.0       42.8       28.9       52.0
Old  :                 22.2       55.7       36.8       69.0       20.5       47.3       31.2       56.0
Other:                 67.0       53.8       79.6       77.3       34.4       39.5       44.1       48.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   139,697:    39,727     14,644     24,727     66,213     92,712    130,667    132,083:     9,030      7,614
Old  :    87,227:    35,864     13,088     13,731     29,834     53,661     79,429     80,480:     7,798      6,748
Other:    52,470:    10,255      7,948      4,605     36,379     39,051     51,238     51,604:     1,231        866
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -3,145:      -958     -1,085        121     -2,742     -1,545     -3,580     -2,510:       434       -636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       10.5       17.7       47.4       66.4       93.5       94.5:       6.5        5.5
Old  :     100.0:      41.1       15.0       15.7       34.2       61.5       91.1       92.3:       8.9        7.7
Other:     100.0:      19.5       15.1        8.8       69.3       74.4       97.7       98.3:       2.3        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        54         32         48         52         53        127        118:
Old  :       146:        51         31         41         44         44        113        102:
Other:        78:        16         15         18         36         39         62         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.7       31.7       39.7       47.6       19.9       22.2       27.8       32.8
Old  :                 25.2       32.9       38.1       47.5       20.0       27.7       29.4       40.3
Other:                 38.2       40.6       60.0       61.8       31.1       37.3       50.0       55.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   903,800:   154,654     37,734    250,016    421,644    548,182    826,314    835,932:    77,486     67,868
Old  :   903,800:   154,654     37,734    250,016    421,644    548,182    826,314    835,932:    77,486     67,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     4,647:    -3,765      1,908      5,587      2,294     -3,770      4,116      3,725:       531        922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        4.2       27.7       46.7       60.7       91.4       92.5:       8.6        7.5
Old  :     100.0:      17.1        4.2       27.7       46.7       60.7       91.4       92.5:       8.6        7.5
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  :       244:        69         63        100         85         94        206        213:
Old  :       244:        69         63        100         85         94        206        213:
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  :                 12.5       17.1       21.9       26.6        9.7       10.1       15.4       16.2
Old  :                 12.5       17.1       21.9       26.6        9.7       10.1       15.4       16.2
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 with Delta-adjusted Options and Futures Combined, 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  :   185,142:    35,377     21,823     54,349     85,705     98,548    175,430    174,721:     9,712     10,421
Old  :   132,090:    37,193     26,668     27,063     60,715     69,855    124,971    123,585:     7,119      8,505
Other:    53,051:    11,337      8,309     14,132     24,989     28,693     50,459     51,135:     2,592      1,916
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     1,333:     2,294     -4,594      2,970     -4,194      2,902      1,070      1,278:       263         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       11.8       29.4       46.3       53.2       94.8       94.4:       5.2        5.6
Old  :     100.0:      28.2       20.2       20.5       46.0       52.9       94.6       93.6:       5.4        6.4
Other:     100.0:      21.4       15.7       26.6       47.1       54.1       95.1       96.4:       4.9        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       400:       115        119        124        123        128        309        312:
Old  :       391:       122        116        106        115        117        287        290:
Other:       226:        51         54         53         78         91        155        172:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       17.5       30.6       28.0       14.0       11.6       21.4       19.1
Old  :                 19.2       15.2       31.7       26.8       16.4       13.9       25.4       23.5
Other:                 26.1       32.2       40.4       44.3       18.3       17.3       28.6       26.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    39,512:    23,421      2,981      5,308      6,132     29,261     34,861     37,550:     4,651      1,962
Old  :    39,512:    23,421      2,981      5,308      6,132     29,261     34,861     37,550:     4,651      1,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :    -1,568:    -2,004         92      1,160        106     -2,593       -738     -1,342:      -829       -226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.3        7.5       13.4       15.5       74.1       88.2       95.0:      11.8        5.0
Old  :     100.0:      59.3        7.5       13.4       15.5       74.1       88.2       95.0:      11.8        5.0
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  :        75:        40         17          6         13         11         57         31:
Old  :        75:        40         17          6         13         11         57         31:
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  :                 43.6       73.7       59.8       85.6       41.1       65.5       50.8       69.9
Old  :                 43.6       73.7       59.8       85.6       41.1       65.5       50.8       69.9
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 with Delta-adjusted Options and Futures Combined, 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  :   391,014:    15,962     81,275      5,330    348,519    281,891    369,810    368,495:    21,204     22,519
Old  :   391,014:    15,962     81,275      5,330    348,519    281,891    369,810    368,495:    21,204     22,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 25, 2010                         :
     :     7,862:   -12,779      4,045       -642     20,625      1,525      7,204      4,928:       658      2,935
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       20.8        1.4       89.1       72.1       94.6       94.2:       5.4        5.8
Old  :     100.0:       4.1       20.8        1.4       89.1       72.1       94.6       94.2:       5.4        5.8
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  :       232:        21         43         18         98        104        133        152:
Old  :       232:        21         43         18         98        104        133        152:
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  :                 43.5       17.6       55.0       28.9       41.0       17.4       51.0       28.6
Old  :                 43.5       17.6       55.0       28.9       41.0       17.4       51.0       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated June 4, 2010