```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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  :   229,545:    47,583     15,488     45,725    119,301    158,075    212,609    219,288:    16,936     10,257
Old  :   227,116:    47,503     15,810     45,285    117,599    155,936    210,388    217,031:    16,728     10,085
Other:     2,429:       402          0        118      1,702      2,139      2,221      2,257:       208        172
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    11,152:     2,417     -2,242     -2,264      8,077     16,227      8,230     11,721:     2,922       -569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        6.7       19.9       52.0       68.9       92.6       95.5:       7.4        4.5
Old  :     100.0:      20.9        7.0       19.9       51.8       68.7       92.6       95.6:       7.4        4.4
Other:     100.0:      16.5        0.0        4.8       70.1       88.1       91.4       92.9:       8.6        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        95         57         72         67         67        193        166:
Old  :       230:        95         57         72         65         67        191        166:
Other:        41:        12          1          8         13         19         26         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       31.2       31.7       40.9       15.5       22.6       24.3       29.8
Old  :                 19.2       31.5       31.4       41.2       15.4       23.0       24.5       30.2
Other:                 61.7       70.0       78.7       81.6       60.4       70.0       77.0       81.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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  :    37,370:    14,276        988      8,269     11,622     26,986     34,168     36,243:     3,202      1,127
Old  :    32,493:    13,467      1,311      6,465      9,538     23,720     29,470     31,496:     3,023        997
Other:     4,877:     1,366        233      1,248      2,084      3,266      4,698      4,747:       179        130
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :     1,762:     1,633       -414        385       -598      1,837      1,419      1,808:       343        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2        2.6       22.1       31.1       72.2       91.4       97.0:       8.6        3.0
Old  :     100.0:      41.4        4.0       19.9       29.4       73.0       90.7       96.9:       9.3        3.1
Other:     100.0:      28.0        4.8       25.6       42.7       67.0       96.3       97.3:       3.7        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        50         17         25         24         21         87         50:
Old  :        99:        50         17         25         24         20         87         49:
Other:        32:        13          4         12         10         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  :                 25.0       53.4       38.7       68.8       19.8       43.4       29.5       53.4
Old  :                 23.2       56.1       36.2       70.1       22.0       50.6       33.1       59.4
Other:                 59.0       46.8       75.6       73.5       33.3       32.4       45.8       49.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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  :   138,726:    36,010     13,777     27,128     66,824     91,065    129,961    131,971:     8,765      6,756
Old  :    59,319:    34,768     17,284      3,662     15,591     34,227     54,020     55,173:     5,298      4,146
Other:    79,408:    14,785     10,036      9,924     51,233     56,839     75,941     76,798:     3,466      2,610
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :       263:    -3,039      2,031       -126      3,106     -3,349        -59     -1,444:       323      1,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        9.9       19.6       48.2       65.6       93.7       95.1:       6.3        4.9
Old  :     100.0:      58.6       29.1        6.2       26.3       57.7       91.1       93.0:       8.9        7.0
Other:     100.0:      18.6       12.6       12.5       64.5       71.6       95.6       96.7:       4.4        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        50         36         42         55         58        123        120:
Old  :       138:        38         42         26         36         36         86         92:
Other:       109:        33         18         21         42         50         88         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.4       29.7       41.3       45.8       20.1       21.2       26.8       29.5
Old  :                 43.0       38.8       52.6       54.6       42.5       38.7       51.8       54.0
Other:                 34.7       35.9       48.0       50.8       29.4       31.2       39.3       43.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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  :   797,861:   136,454     15,847    204,217    374,863    516,867    715,534    736,931:    82,328     60,930
Old  :   797,861:   136,454     15,847    204,217    374,863    516,867    715,534    736,931:    82,328     60,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    35,354:     1,626     -1,588      7,417     14,313     24,535     23,356     30,364:    11,998      4,990
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        2.0       25.6       47.0       64.8       89.7       92.4:      10.3        7.6
Old  :     100.0:      17.1        2.0       25.6       47.0       64.8       89.7       92.4:      10.3        7.6
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  :       223:        84         38         87         81         87        196        182:
Old  :       223:        84         38         87         81         87        196        182:
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  :                 11.6       17.3       21.0       28.2       10.7       12.7       16.4       21.9
Old  :                 11.6       17.3       21.0       28.2       10.7       12.7       16.4       21.9
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 27, 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  :   227,651:    54,996     10,039     73,451     88,039    135,560    216,487    219,051:    11,165      8,600
Old  :   111,513:    45,522     16,200     21,240     38,148     68,507    104,909    105,946:     6,603      5,566
Other:   116,139:    24,699      9,064     36,987     49,891     67,054    111,577    113,105:     4,561      3,034
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    -2,486:      -580     -2,394        107     -1,703        209     -2,175     -2,078:      -311       -408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        4.4       32.3       38.7       59.5       95.1       96.2:       4.9        3.8
Old  :     100.0:      40.8       14.5       19.0       34.2       61.4       94.1       95.0:       5.9        5.0
Other:     100.0:      21.3        7.8       31.8       43.0       57.7       96.1       97.4:       3.9        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       399:       142         84        122        117        150        331        294:
Old  :       369:       137         80         84         86        132        263        256:
Other:       290:        80         63         72         95        126        214        223:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       18.1       28.3       29.2       11.3       11.1       18.1       17.3
Old  :                 17.6       18.9       29.1       31.2       17.5       16.6       27.5       28.0
Other:                 26.8       21.6       39.4       34.7       15.7       13.0       24.8       20.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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  :    22,919:    16,519      2,532        784      1,456     17,422     18,759     20,738:     4,159      2,181
Old  :    22,919:    16,519      2,532        784      1,456     17,422     18,759     20,738:     4,159      2,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    -1,644:    -1,207       -695       -640       -169       -472     -2,016     -1,807:       372        163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.1       11.0        3.4        6.4       76.0       81.9       90.5:      18.1        9.5
Old  :     100.0:      72.1       11.0        3.4        6.4       76.0       81.9       90.5:      18.1        9.5
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  :        54:        26         16          9          8          6         37         29:
Old  :        54:        26         16          9          8          6         37         29:
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  :                 58.2       74.5       68.4       82.7       56.8       73.6       64.2       79.1
Old  :                 58.2       74.5       68.4       82.7       56.8       73.6       64.2       79.1
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 27, 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  :   416,000:    13,574     80,299      8,475    381,352    306,910    403,400    395,684:    12,600     20,316
Old  :   416,000:    13,574     80,299      8,475    381,352    306,910    403,400    395,684:    12,600     20,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :     8,292:     2,365     -3,964      4,392      2,405      6,324      9,161      6,751:      -870      1,541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       19.3        2.0       91.7       73.8       97.0       95.1:       3.0        4.9
Old  :     100.0:       3.3       19.3        2.0       91.7       73.8       97.0       95.1:       3.0        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  :       238:        16         52         19         95        106        128        161:
Old  :       238:        16         52         19         95        106        128        161:
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  :                 42.4       17.3       56.3       28.5       41.2       17.0       53.8       28.1
Old  :                 42.4       17.3       56.3       28.5       41.2       17.0       53.8       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated July 30, 2010