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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :   218,393:    45,166     17,730     47,988    111,225    141,848    204,379    207,567:    14,014     10,826
Old  :   216,260:    45,113     18,083     47,553    109,760    139,953    202,426    205,589:    13,834     10,671
Other:     2,133:       406          0         82      1,465      1,895      1,953      1,977:       180        156
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     5,117:    -3,374        881      4,323      4,508     -1,139      5,457      4,066:      -340      1,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        8.1       22.0       50.9       65.0       93.6       95.0:       6.4        5.0
Old  :     100.0:      20.9        8.4       22.0       50.8       64.7       93.6       95.1:       6.4        4.9
Other:     100.0:      19.0        0.0        3.8       68.7       88.9       91.6       92.7:       8.4        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        92         62         73         70         69        196        172:
Old  :       236:        91         63         73         68         69        194        172:
Other:        41:        13          0          8         14         18         27         26:
     :----------------------------------------------------------------------------------------------------
     :             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       24.8       30.3       35.5       16.4       19.2       24.7       26.8
Old  :                 18.4       25.0       30.1       35.8       16.4       19.5       24.8       27.0
Other:                 57.3       68.1       79.1       81.5       55.8       68.1       77.2       81.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :    35,607:    12,644      1,402      7,884     12,221     25,149     32,748     34,435:     2,859      1,172
Old  :    30,816:    12,033      1,851      6,037     10,076     21,888     28,145     29,776:     2,671      1,040
Other:     4,792:     1,277        217      1,181      2,145      3,261      4,603      4,659:       189        132
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :      -554:      -469         -1       -111        166       -607       -413       -719:      -140        165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5        3.9       22.1       34.3       70.6       92.0       96.7:       8.0        3.3
Old  :     100.0:      39.0        6.0       19.6       32.7       71.0       91.3       96.6:       8.7        3.4
Other:     100.0:      26.6        4.5       24.7       44.8       68.1       96.1       97.2:       3.9        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        47         17         23         26         21         84         50:
Old  :        96:        41         23         23         25         20         83         49:
Other:        32:        16          2         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  :                 26.2       51.4       40.2       66.8       20.9       40.3       30.5       50.8
Old  :                 24.2       53.7       37.2       67.7       23.6       47.5       34.7       56.8
Other:                 62.9       45.4       76.5       74.1       36.2       33.7       45.2       51.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :   138,463:    39,049     11,746     27,254     63,718     94,415    130,021    133,415:     8,442      5,048
Old  :    64,810:    39,275     16,546      3,823     16,276     40,939     59,375     61,309:     5,435      3,501
Other:    73,653:    14,810     10,236      8,395     47,442     53,476     70,646     72,106:     3,007      1,547
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :     2,927:     1,371       -552        636        947      3,271      2,955      3,356:       -28       -428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2        8.5       19.7       46.0       68.2       93.9       96.4:       6.1        3.6
Old  :     100.0:      60.6       25.5        5.9       25.1       63.2       91.6       94.6:       8.4        5.4
Other:     100.0:      20.1       13.9       11.4       64.4       72.6       95.9       97.9:       4.1        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        60         33         46         51         57        130        121:
Old  :       146:        51         36         25         36         40         95         93:
Other:       110:        33         20         18         39         48         84         75:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       30.4       40.0       46.4       20.0       21.5       27.3       32.0
Old  :                 41.1       39.0       50.0       54.3       40.7       39.0       49.4       54.2
Other:                 32.9       38.5       46.8       53.4       28.2       34.6       40.5       48.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :   762,507:   134,828     17,435    196,800    360,550    492,331    692,178    706,566:    70,330     55,941
Old  :   762,507:   134,828     17,435    196,800    360,550    492,331    692,178    706,566:    70,330     55,941
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    12,282:     5,111      1,815      8,807     -3,583      2,301     10,334     12,923:     1,948       -640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        2.3       25.8       47.3       64.6       90.8       92.7:       9.2        7.3
Old  :     100.0:      17.7        2.3       25.8       47.3       64.6       90.8       92.7:       9.2        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  :       219:        72         46         86         81         84        193        178:
Old  :       219:        72         46         86         81         84        193        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  :                 12.1       17.5       22.1       27.5       11.2       13.5       17.1       22.3
Old  :                 12.1       17.5       22.1       27.5       11.2       13.5       17.1       22.3
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 20, 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  :   230,138:    55,576     12,433     73,344     89,742    135,352    218,662    221,129:    11,475      9,009
Old  :   117,809:    47,197     18,807     21,485     41,890     71,447    110,572    111,739:     7,237      6,070
Other:   112,328:    25,792     11,040     34,446     47,852     63,904    108,090    109,389:     4,238      2,939
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    -1,261:       240        198       -262     -1,292     -1,777     -1,314     -1,841:        53        580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        5.4       31.9       39.0       58.8       95.0       96.1:       5.0        3.9
Old  :     100.0:      40.1       16.0       18.2       35.6       60.6       93.9       94.8:       6.1        5.2
Other:     100.0:      23.0        9.8       30.7       42.6       56.9       96.2       97.4:       3.8        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       416:       148         94        125        117        151        339        306:
Old  :       386:       144         88         88         86        133        272        267:
Other:       294:        83         64         72         90        128        211        227:
     :----------------------------------------------------------------------------------------------------
     :             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       18.3       28.9       30.0       11.2       11.1       17.7       17.2
Old  :                 18.5       19.2       30.0       31.6       18.3       16.7       28.9       28.4
Other:                 28.2       23.5       40.4       37.6       17.1       15.2       26.3       22.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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  :    24,562:    17,726      3,227      1,424      1,625     17,893     20,775     22,545:     3,787      2,018
Old  :    24,562:    17,726      3,227      1,424      1,625     17,893     20,775     22,545:     3,787      2,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :    -1,353:    -1,416     -1,621       -174       -187        329     -1,777     -1,466:       425        113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.2       13.1        5.8        6.6       72.8       84.6       91.8:      15.4        8.2
Old  :     100.0:      72.2       13.1        5.8        6.6       72.8       84.6       91.8:      15.4        8.2
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  :        60:        23         20         11          9         11         38         37:
Old  :        60:        23         20         11          9         11         38         37:
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  :                 62.7       69.6       72.0       79.7       61.3       69.3       66.8       76.0
Old  :                 62.7       69.6       72.0       79.7       61.3       69.3       66.8       76.0
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 20, 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  :   407,708:    11,209     84,263      4,083    378,947    300,586    394,239    388,933:    13,470     18,776
Old  :   407,708:    11,209     84,263      4,083    378,947    300,586    394,239    388,933:    13,470     18,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 13, 2010                        :
     :       883:    -1,706       -640        410      1,952        430        656        199:       228        684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       20.7        1.0       92.9       73.7       96.7       95.4:       3.3        4.6
Old  :     100.0:       2.7       20.7        1.0       92.9       73.7       96.7       95.4:       3.3        4.6
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  :       231:        15         48         20         95        104        127        156:
Old  :       231:        15         48         20         95        104        127        156:
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  :                 43.7       18.0       56.8       29.9       41.7       17.9       53.3       29.7
Old  :                 43.7       18.0       56.8       29.9       41.7       17.9       53.3       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 23, 2010