```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  :   213,276:    48,540     16,848     43,666    106,716    142,987    198,922    203,501:    14,354      9,775
Old  :   211,330:    48,481     17,225     43,212    105,413    141,273    197,107    201,710:    14,223      9,620
Other:     1,946:       436          0         77      1,303      1,714      1,815      1,791:       131        155
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :       105:    -2,261      1,951      3,225       -312     -5,801        653       -625:      -548        729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        7.9       20.5       50.0       67.0       93.3       95.4:       6.7        4.6
Old  :     100.0:      22.9        8.2       20.4       49.9       66.8       93.3       95.4:       6.7        4.6
Other:     100.0:      22.4        0.0        3.9       66.9       88.1       93.3       92.0:       6.7        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:       103         51         73         65         66        195        166:
Old  :       232:       101         53         73         62         66        192        166:
Other:        40:        11          2          8         13         17         26         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       25.7       30.3       37.0       16.8       20.7       25.2       28.8
Old  :                 18.4       25.9       30.1       37.2       16.7       21.1       25.4       29.1
Other:                 62.6       67.4       81.1       82.1       60.4       67.4       78.9       82.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  :    36,161:    13,112      1,403      7,995     12,055     25,756     33,162     35,154:     2,999      1,007
Old  :    31,621:    12,474      1,666      6,379      9,936     22,696     28,789     30,741:     2,833        880
Other:     4,540:     1,128        226      1,127      2,119      3,060      4,373      4,413:       167        127
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :    -2,432:    -2,877        420        571        345     -3,609     -1,961     -2,618:      -471        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        3.9       22.1       33.3       71.2       91.7       97.2:       8.3        2.8
Old  :     100.0:      39.4        5.3       20.2       31.4       71.8       91.0       97.2:       9.0        2.8
Other:     100.0:      24.8        5.0       24.8       46.7       67.4       96.3       97.2:       3.7        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        51         18         23         25         21         86         52:
Old  :       100:        46         23         23         25         20         86         51:
Other:        32:        15          3         12          9         11         27         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.4       51.6       38.9       66.7       20.3       41.0       29.8       51.4
Old  :                 23.7       54.1       36.3       67.8       22.7       48.2       33.6       57.4
Other:                 62.8       43.2       76.9       73.6       39.7       35.2       48.6       53.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  :   135,536:    37,677     12,298     26,618     62,770     91,144    127,065    130,059:     8,471      5,477
Old  :    67,121:    39,150     16,056      4,008     17,938     43,083     61,095     63,147:     6,026      3,974
Other:    68,415:    12,756     10,470      8,382     44,833     48,061     65,971     66,913:     2,445      1,503
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :     3,079:      -101      1,955      2,264        689       -662      2,853      3,558:       226       -479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        9.1       19.6       46.3       67.2       93.8       96.0:       6.2        4.0
Old  :     100.0:      58.3       23.9        6.0       26.7       64.2       91.0       94.1:       9.0        5.9
Other:     100.0:      18.6       15.3       12.3       65.5       70.2       96.4       97.8:       3.6        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        57         38         40         51         55        126        117:
Old  :       150:        48         41         29         37         40         98         97:
Other:        97:        30         13         16         38         45         74         68:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.6       31.0       42.3       47.0       20.4       21.0       28.2       30.8
Old  :                 39.5       36.3       49.7       52.2       39.0       36.3       49.1       51.9
Other:                 34.0       40.9       49.3       57.5       29.9       36.6       43.4       52.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  :   750,225:   129,717     15,620    187,993    364,133    490,031    681,843    693,644:    68,382     56,581
Old  :   750,225:   129,717     15,620    187,993    364,133    490,031    681,843    693,644:    68,382     56,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :    28,022:    -2,907     -1,275     11,026      9,625     11,793     17,745     21,544:    10,277      6,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        2.1       25.1       48.5       65.3       90.9       92.5:       9.1        7.5
Old  :     100.0:      17.3        2.1       25.1       48.5       65.3       90.9       92.5:       9.1        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  :       214:        71         43         85         79         83        186        177:
Old  :       214:        71         43         85         79         83        186        177:
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  :                 12.0       17.0       21.6       27.1       11.1       12.4       17.1       21.0
Old  :                 12.0       17.0       21.6       27.1       11.1       12.4       17.1       21.0
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 with Delta-adjusted Options and Futures Combined, July 13, 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  :   231,399:    55,336     12,235     73,606     91,035    137,129    219,977    222,970:    11,422      8,428
Old  :   119,593:    46,644     18,993     21,920     43,607     72,793    112,170    113,706:     7,423      5,888
Other:   111,805:    26,222     10,771     34,157     47,427     64,336    107,806    109,265:     3,999      2,540
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :       212:     1,132       -847     -2,617        108      2,663     -1,377       -800:     1,589      1,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        5.3       31.8       39.3       59.3       95.1       96.4:       4.9        3.6
Old  :     100.0:      39.0       15.9       18.3       36.5       60.9       93.8       95.1:       6.2        4.9
Other:     100.0:      23.5        9.6       30.6       42.4       57.5       96.4       97.7:       3.6        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       414:       154         88        121        120        151        341        301:
Old  :       387:       142         90         87         88        134        275        266:
Other:       290:        83         59         72         94        128        213        225:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       18.9       29.4       30.3       10.9       10.8       17.5       16.5
Old  :                 18.9       20.1       30.2       33.0       18.7       17.7       29.1       29.3
Other:                 29.2       24.8       41.5       38.6       18.3       15.7       27.7       22.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  :    25,915:    19,142      4,848      1,598      1,812     17,564     22,553     24,011:     3,362      1,904
Old  :    25,915:    19,142      4,848      1,598      1,812     17,564     22,553     24,011:     3,362      1,904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :    -2,403:    -2,062         -1        483       -327     -2,658     -1,906     -2,176:      -498       -228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.9       18.7        6.2        7.0       67.8       87.0       92.7:      13.0        7.3
Old  :     100.0:      73.9       18.7        6.2        7.0       67.8       87.0       92.7:      13.0        7.3
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  :        63:        25         22          8         11          8         41         34:
Old  :        63:        25         22          8         11          8         41         34:
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  :                 62.3       69.8       72.2       81.0       61.0       67.2       66.7       76.1
Old  :                 62.3       69.8       72.2       81.0       61.0       67.2       66.7       76.1
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 with Delta-adjusted Options and Futures Combined, July 13, 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  :   406,825:    12,915     84,903      3,673    376,994    300,156    393,583    388,733:    13,242     18,092
Old  :   406,825:    12,915     84,903      3,673    376,994    300,156    393,583    388,733:    13,242     18,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :    14,156:    -3,133      9,495       -831     20,937      5,664     16,973     14,328:    -2,817       -173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       20.9        0.9       92.7       73.8       96.7       95.6:       3.3        4.4
Old  :     100.0:       3.2       20.9        0.9       92.7       73.8       96.7       95.6:       3.3        4.4
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  :       235:        15         50         18         96        106        129        157:
Old  :       235:        15         50         18         96        106        129        157:
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       54.7       29.7       41.7       17.5       51.2       29.5
Old  :                 43.5       17.6       54.7       29.7       41.7       17.5       51.2       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 16, 2010