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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :   225,036:    57,823     12,055     40,091    109,188    162,037    207,102    214,182:    17,934     10,854
Old  :    23,677:     7,820      5,182        245     10,861     16,316     18,926     21,743:     4,751      1,934
Other:   201,359:    53,313     10,183     36,536     98,327    145,721    188,176    192,439:    13,183      8,920
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :   -30,085:    10,950     -4,651    -25,009    -17,194      2,329    -31,253    -27,331:     1,167     -2,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        5.4       17.8       48.5       72.0       92.0       95.2:       8.0        4.8
Old  :     100.0:      33.0       21.9        1.0       45.9       68.9       79.9       91.8:      20.1        8.2
Other:     100.0:      26.5        5.1       18.1       48.8       72.4       93.5       95.6:       6.5        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:       123         37         74         64         67        215        156:
Old  :       106:        38         15          3         25         33         65         49:
Other:       234:       111         41         67         62         64        202        146:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       28.3       30.2       41.4       16.4       22.5       24.6       33.0
Old  :                 32.5       38.5       42.8       57.9       32.5       38.2       42.8       57.6
Other:                 19.5       29.2       30.9       42.8       18.1       23.2       26.7       36.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :    41,178:    14,370      1,524      9,116     14,541     29,409     38,027     40,050:     3,151      1,128
Old  :    37,279:    13,832      1,831      7,557     12,889     26,882     34,277     36,270:     3,002      1,009
Other:     3,899:     1,088        243      1,010      1,651      2,527      3,750      3,781:       149        119
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :       479:     1,111          5        350     -1,026        387        435        743:        43       -264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        3.7       22.1       35.3       71.4       92.3       97.3:       7.7        2.7
Old  :     100.0:      37.1        4.9       20.3       34.6       72.1       91.9       97.3:       8.1        2.7
Other:     100.0:      27.9        6.2       25.9       42.3       64.8       96.2       97.0:       3.8        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        51         13         20         29         27         89         51:
Old  :        98:        45         19         19         29         26         89         49:
Other:        30:        14          2         12          9         10         25         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.7       54.1       39.9       70.0       18.7       42.4       28.5       50.8
Old  :                 23.0       55.8       38.1       70.6       20.3       47.0       31.1       54.9
Other:                 61.0       48.9       75.5       78.6       34.2       36.3       44.1       51.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :   123,180:    34,207      6,955     22,231     59,433     87,753    115,870    116,938:     7,310      6,242
Old  :    65,363:    34,661     11,269      3,596     21,341     45,294     59,598     60,158:     5,765      5,204
Other:    57,818:    13,130      9,270      5,050     38,091     42,459     56,272     56,780:     1,545      1,038
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    -7,108:    -1,835       -154     -1,593     -2,447     -3,914     -5,874     -5,661:    -1,234     -1,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        5.6       18.0       48.2       71.2       94.1       94.9:       5.9        5.1
Old  :     100.0:      53.0       17.2        5.5       32.7       69.3       91.2       92.0:       8.8        8.0
Other:     100.0:      22.7       16.0        8.7       65.9       73.4       97.3       98.2:       2.7        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        57         29         38         51         49        123        103:
Old  :       137:        50         28         26         41         38         99         84:
Other:        88:        22         16         18         36         40         69         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.2       32.2       41.8       48.9       21.4       22.8       28.7       33.8
Old  :                 33.4       37.6       46.6       53.6       32.9       34.7       46.1       50.4
Other:                 34.7       40.3       53.9       60.9       28.9       36.6       44.7       54.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :   789,449:   150,408     23,687    172,295    395,427    530,300    718,129    726,282:    71,319     63,167
Old  :   789,449:   150,408     23,687    172,295    395,427    530,300    718,129    726,282:    71,319     63,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :  -129,268:     3,662    -10,952    -78,980    -49,619    -40,057   -124,938   -129,990:    -4,330        722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        3.0       21.8       50.1       67.2       91.0       92.0:       9.0        8.0
Old  :     100.0:      19.1        3.0       21.8       50.1       67.2       91.0       92.0:       9.0        8.0
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  :       237:        73         53         85         89         93        199        198:
Old  :       237:        73         53         85         89         93        199        198:
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  :                 12.7       18.7       22.2       28.5       10.4       12.2       16.4       19.7
Old  :                 12.7       18.7       22.2       28.5       10.4       12.2       16.4       19.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :   212,636:    46,463     17,859     70,405     82,751    110,995    199,619    199,259:    13,017     13,377
Old  :   125,394:    42,621     23,750     25,029     49,088     66,698    116,739    115,478:     8,655      9,916
Other:    87,242:    22,040     12,307     27,177     33,663     44,297     82,880     83,781:     4,362      3,461
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    21,852:    13,662     -6,729      9,735     -3,479     15,545     19,919     18,551:     1,933      3,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        8.4       33.1       38.9       52.2       93.9       93.7:       6.1        6.3
Old  :     100.0:      34.0       18.9       20.0       39.1       53.2       93.1       92.1:       6.9        7.9
Other:     100.0:      25.3       14.1       31.2       38.6       50.8       95.0       96.0:       5.0        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       404:       141         99        112        121        145        321        301:
Old  :       388:       139         93         88        101        135        280        276:
Other:       259:        59         65         63         91        105        193        190:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       16.9       29.1       28.8       12.2       11.7       18.5       17.7
Old  :                 18.0       17.1       30.7       27.7       16.2       16.4       27.0       25.9
Other:                 25.1       27.7       39.7       45.1       19.9       15.5       29.7       24.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :    32,662:    24,892      2,895        609      2,611     27,291     28,112     30,795:     4,550      1,867
Old  :    32,662:    24,892      2,895        609      2,611     27,291     28,112     30,795:     4,550      1,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    -5,970:      -701     -1,945     -2,671     -1,581       -465     -4,953     -5,080:    -1,018       -890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.2        8.9        1.9        8.0       83.6       86.1       94.3:      13.9        5.7
Old  :     100.0:      76.2        8.9        1.9        8.0       83.6       86.1       94.3:      13.9        5.7
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  :        68:        38         14          5         10          8         51         25:
Old  :        68:        38         14          5         10          8         51         25:
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  :                 52.6       82.4       63.9       88.9       52.6       82.3       61.9       86.7
Old  :                 52.6       82.4       63.9       88.9       52.6       82.3       61.9       86.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :   442,620:    20,176     77,251     10,802    387,640    329,458    418,618    417,512:    24,002     25,109
Old  :   442,620:    20,176     77,251     10,802    387,640    329,458    418,618    417,512:    24,002     25,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2010                         :
     :    29,030:      -761     -2,532      2,558     25,605     26,673     27,401     26,698:     1,629      2,332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       17.5        2.4       87.6       74.4       94.6       94.3:       5.4        5.7
Old  :     100.0:       4.6       17.5        2.4       87.6       74.4       94.6       94.3:       5.4        5.7
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  :       230:        23         40         16        105        109        138        155:
Old  :       230:        23         40         16        105        109        138        155:
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  :                 41.3       16.2       53.9       28.8       36.7       15.0       47.2       26.6
Old  :                 41.3       16.2       53.9       28.8       36.7       15.0       47.2       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated June 18, 2010