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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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  :   302,375:    86,497     11,756     62,979    131,279    217,627    280,755    292,362:    21,620     10,013
Old  :   297,646:    85,939     11,828     62,647    127,741    213,402    276,327    287,877:    21,318      9,768
Other:     4,730:       637          7        254      3,538      4,225      4,428      4,485:       302        245
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :     5,610:     4,330       -653     -1,571      3,194      6,901      5,952      4,676:      -342        934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        3.9       20.8       43.4       72.0       92.8       96.7:       7.2        3.3
Old  :     100.0:      28.9        4.0       21.0       42.9       71.7       92.8       96.7:       7.2        3.3
Other:     100.0:      13.5        0.1        5.4       74.8       89.3       93.6       94.8:       6.4        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:       153         38         76         64         69        248        155:
Old  :       272:       151         40         75         63         68        246        154:
Other:        47:        11          4         10         16         24         30         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       33.6       25.8       44.8       12.5       24.5       19.9       33.4
Old  :                 16.7       33.8       25.3       45.0       12.4       25.2       19.9       34.1
Other:                 69.5       54.1       81.6       76.7       68.8       53.6       76.7       72.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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  :    34,331:    11,985      1,506      6,702     13,039     24,117     31,726     32,326:     2,605      2,005
Old  :    24,888:     7,954      1,651      3,991     10,555     17,552     22,500     23,194:     2,388      1,693
Other:     9,443:     4,530        353      2,213      2,484      6,566      9,226      9,132:       217        312
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :    -4,591:    -1,052       -295     -1,865     -1,361     -2,490     -4,278     -4,650:      -312         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        4.4       19.5       38.0       70.2       92.4       94.2:       7.6        5.8
Old  :     100.0:      32.0        6.6       16.0       42.4       70.5       90.4       93.2:       9.6        6.8
Other:     100.0:      48.0        3.7       23.4       26.3       69.5       97.7       96.7:       2.3        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        49         16         22         28         23         84         54:
Old  :        94:        39         21         21         28         20         78         51:
Other:        42:        19          3         13         12         13         33         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  :                 23.6       50.6       38.8       65.4       22.0       40.5       32.1       52.0
Old  :                 24.9       55.5       37.7       66.7       24.8       49.1       35.8       57.4
Other:                 45.5       51.7       70.7       73.5       43.8       43.6       57.4       58.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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  :   124,416:    28,344     23,419     21,199     67,074     70,950    116,617    115,569:     7,798      8,847
Old  :       111:         0          0          0        111         25        111         25:         0         86
Other:   124,305:    28,344     23,419     21,199     66,963     70,925    116,506    115,544:     7,798      8,761
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :      -625:    -1,799      4,076     -1,227      2,806     -4,943       -220     -2,094:      -405      1,469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       18.8       17.0       53.9       57.0       93.7       92.9:       6.3        7.1
Old  :     100.0:       0.0        0.0        0.0      100.0       22.5      100.0       22.5:       0.0       77.5
Other:     100.0:      22.8       18.8       17.1       53.9       57.1       93.7       93.0:       6.3        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        51         38         32         55         48        118        107:
Old  :         3:         0          0          0          2          1          2          1:
Other:       153:        51         38         32         55         48        118        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.5       29.2       41.0       46.0       18.5       23.7       25.6       32.3
Old  :                100.0       22.5      100.0       22.5      100.0       22.5      100.0       22.5
Other:                 29.5       29.3       41.0       46.0       18.5       23.8       25.7       32.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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  :   871,381:   145,207     14,585    229,137    408,675    566,928    783,019    810,650:    88,361     60,731
Old  :   871,381:   145,207     14,585    229,137    408,675    566,928    783,019    810,650:    88,361     60,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :    35,941:    -2,653        263      6,444     26,996     23,566     30,787     30,273:     5,154      5,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        1.7       26.3       46.9       65.1       89.9       93.0:      10.1        7.0
Old  :     100.0:      16.7        1.7       26.3       46.9       65.1       89.9       93.0:      10.1        7.0
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  :       227:        86         42         93         81         87        200        190:
Old  :       227:        86         42         93         81         87        200        190:
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  :                 10.9       18.6       20.0       31.3        9.7       12.2       15.1       21.4
Old  :                 10.9       18.6       20.0       31.3        9.7       12.2       15.1       21.4
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, August 24, 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  :   196,426:    50,769      9,827     58,132     78,698    119,800    187,599    187,758:     8,827      8,668
Old  :       887:         0         42          0        873        630        873        672:        14        215
Other:   195,539:    50,801      9,817     58,100     77,825    119,170    186,726    187,086:     8,813      8,453
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :   -12,639:    -7,644       -512     -2,584     -2,071    -10,880    -12,299    -13,975:      -341      1,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        5.0       29.6       40.1       61.0       95.5       95.6:       4.5        4.4
Old  :     100.0:       0.0        4.7        0.0       98.4       71.0       98.4       75.8:       1.6       24.2
Other:     100.0:      26.0        5.0       29.7       39.8       60.9       95.5       95.7:       4.5        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       376:       146         69         92        111        140        299        261:
Old  :        34:         0          5          0          8         21          8         26:
Other:       376:       147         69         92        111        140        299        261:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       18.3       30.2       30.1       12.7       11.3       20.9       17.7
Old  :                 97.7       54.3       98.4       64.0       97.7       54.3       98.4       64.0
Other:                 18.2       18.4       30.2       30.2       12.8       11.3       21.0       17.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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  :    29,335:    21,388      5,691        761      1,727     20,659     23,876     27,110:     5,459      2,225
Old  :    29,335:    21,388      5,691        761      1,727     20,659     23,876     27,110:     5,459      2,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :    -2,957:    -4,133     -1,085       -170        214     -1,704     -4,089     -2,958:     1,132          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.9       19.4        2.6        5.9       70.4       81.4       92.4:      18.6        7.6
Old  :     100.0:      72.9       19.4        2.6        5.9       70.4       81.4       92.4:      18.6        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  :        64:        37         15         10          8          6         51         26:
Old  :        64:        37         15         10          8          6         51         26:
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  :                 59.3       72.6       66.6       84.8       57.8       72.5       63.5       82.8
Old  :                 59.3       72.6       66.6       84.8       57.8       72.5       63.5       82.8
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 with Delta-adjusted Options and Futures Combined, August 24, 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  :   455,226:    10,020     87,157      6,656    424,321    339,870    440,997    433,683:    14,229     21,542
Old  :   455,226:    10,020     87,157      6,656    424,321    339,870    440,997    433,683:    14,229     21,542
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 17, 2010                      :
     :    22,384:    -3,875      7,067     -1,348     29,292     13,739     24,069     19,458:    -1,685      2,926
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       19.1        1.5       93.2       74.7       96.9       95.3:       3.1        4.7
Old  :     100.0:       2.2       19.1        1.5       93.2       74.7       96.9       95.3:       3.1        4.7
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  :       257:        20         57         18        105        117        139        178:
Old  :       257:        20         57         18        105        117        139        178:
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  :                 42.9       17.9       62.0       29.1       40.8       17.9       58.9       29.1
Old  :                 42.9       17.9       62.0       29.1       40.8       17.9       58.9       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated August 27, 2010