```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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  :   219,853:    60,139     10,856     39,778    103,188    160,107    203,104    210,741:    16,749      9,112
Old  :     5,084:     1,111        595          1      2,435      3,359      3,547      3,955:     1,537      1,129
Other:   214,769:    59,891     11,124     38,914    100,753    156,748    199,557    206,786:    15,212      7,983
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :    -5,183:     2,315     -1,199       -313     -6,001     -1,929     -3,998     -3,441:    -1,185     -1,742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        4.9       18.1       46.9       72.8       92.4       95.9:       7.6        4.1
Old  :     100.0:      21.9       11.7        0.0       47.9       66.1       69.8       77.8:      30.2       22.2
Other:     100.0:      27.9        5.2       18.1       46.9       73.0       92.9       96.3:       7.1        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:       125         34         63         63         67        210        145:
Old  :        35:         5          2          1         11         20         16         23:
Other:       238:       120         38         62         60         66        205        144:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       29.3       30.1       42.1       17.3       23.2       25.4       35.1
Old  :                 50.4       45.4       65.9       66.0       50.4       45.4       65.8       66.0
Other:                 18.8       29.5       30.0       42.3       17.7       24.1       26.0       36.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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  :    38,233:    14,897      1,452      6,934     13,138     28,755     34,969     37,141:     3,264      1,092
Old  :    34,298:    14,324      1,787      5,355     11,521     26,177     31,200     33,320:     3,098        978
Other:     3,935:     1,148        241      1,003      1,617      2,577      3,769      3,821:       166        114
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :    -2,945:       526        -72     -2,182     -1,402       -654     -3,059     -2,909:       113        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0        3.8       18.1       34.4       75.2       91.5       97.1:       8.5        2.9
Old  :     100.0:      41.8        5.2       15.6       33.6       76.3       91.0       97.1:       9.0        2.9
Other:     100.0:      29.2        6.1       25.5       41.1       65.5       95.8       97.1:       4.2        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        49         14         20         26         26         85         51:
Old  :        97:        44         19         19         26         25         85         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  :                 23.4       57.3       37.8       70.9       20.2       47.8       30.7       56.8
Old  :                 22.6       59.4       36.2       71.8       22.1       53.3       33.8       61.7
Other:                 59.6       48.1       75.2       79.2       34.2       38.1       44.4       52.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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  :   123,015:    35,686      8,976     21,035     58,311     87,061    115,032    117,072:     7,984      5,943
Old  :    63,138:    34,436     11,933      3,317     19,246     43,047     56,999     58,298:     6,138      4,840
Other:    59,878:    13,296      9,088      5,672     39,064     44,014     58,032     58,774:     1,845      1,104
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :      -165:     1,479      2,021     -1,196     -1,122       -692       -839        134:       673       -299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        7.3       17.1       47.4       70.8       93.5       95.2:       6.5        4.8
Old  :     100.0:      54.5       18.9        5.3       30.5       68.2       90.3       92.3:       9.7        7.7
Other:     100.0:      22.2       15.2        9.5       65.2       73.5       96.9       98.2:       3.1        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        56         34         36         49         49        122        104:
Old  :       144:        47         37         27         36         37         97         88:
Other:        89:        28         11         18         36         40         71         63:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       32.1       40.1       48.1       21.7       23.1       28.9       34.7
Old  :                 31.5       35.1       44.8       52.1       30.9       33.9       44.2       50.5
Other:                 33.9       40.2       52.8       61.8       29.5       36.4       44.8       55.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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  :   755,125:   145,523     20,288    161,682    381,844    515,186    689,050    697,156:    66,076     57,969
Old  :   755,125:   145,523     20,288    161,682    381,844    515,186    689,050    697,156:    66,076     57,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :   -34,324:    -4,884     -3,399    -10,613    -13,583    -15,115    -29,080    -29,126:    -5,244     -5,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        2.7       21.4       50.6       68.2       91.2       92.3:       8.8        7.7
Old  :     100.0:      19.3        2.7       21.4       50.6       68.2       91.2       92.3:       8.8        7.7
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  :       228:        72         50         85         86         93        193        195:
Old  :       228:        72         50         85         86         93        193        195:
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  :                 12.3       19.4       22.4       29.7       11.1       13.4       17.3       21.1
Old  :                 12.3       19.4       22.4       29.7       11.1       13.4       17.3       21.1
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 22, 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  :   225,842:    52,595     14,828     73,491     87,317    127,102    213,403    215,421:    12,439     10,421
Old  :   127,569:    48,207     18,969     27,245     43,986     73,882    119,438    120,096:     8,131      7,472
Other:    98,274:    20,907     12,377     29,728     43,331     53,220     93,965     95,324:     4,309      2,949
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :    13,206:     6,132     -3,031      3,086      4,566     16,107     13,784     16,162:      -578     -2,956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        6.6       32.5       38.7       56.3       94.5       95.4:       5.5        4.6
Old  :     100.0:      37.8       14.9       21.4       34.5       57.9       93.6       94.1:       6.4        5.9
Other:     100.0:      21.3       12.6       30.2       44.1       54.2       95.6       97.0:       4.4        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       416:       151         98        123        116        146        338        301:
Old  :       397:       147         94         94         93        134        290        272:
Other:       270:        66         64         68         91        112        202        202:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       18.8       29.4       30.3       11.1       11.1       17.5       16.9
Old  :                 16.3       19.1       28.3       31.3       16.1       15.9       26.4       26.4
Other:                 30.5       25.6       44.4       41.5       19.8       14.9       30.0       21.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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  :    32,418:    23,963      3,253      1,371      2,774     26,519     28,109     31,143:     4,310      1,275
Old  :    32,418:    23,963      3,253      1,371      2,774     26,519     28,109     31,143:     4,310      1,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :      -243:      -929        359        762        164       -773         -3        348:      -240       -591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.9       10.0        4.2        8.6       81.8       86.7       96.1:      13.3        3.9
Old  :     100.0:      73.9       10.0        4.2        8.6       81.8       86.7       96.1:      13.3        3.9
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  :        72:        35         17          8         13          9         54         30:
Old  :        72:        35         17          8         13          9         54         30:
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  :                 50.6       82.3       63.3       89.4       50.4       80.3       61.3       85.2
Old  :                 50.6       82.3       63.3       89.4       50.4       80.3       61.3       85.2
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 22, 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  :   378,915:    23,177     67,623      6,083    330,915    286,407    360,175    360,112:    18,740     18,802
Old  :   378,915:    23,177     67,623      6,083    330,915    286,407    360,175    360,112:    18,740     18,802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :   -63,706:     3,001     -9,629     -4,719    -56,725    -43,051    -58,443    -57,399:    -5,263     -6,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       17.8        1.6       87.3       75.6       95.1       95.0:       4.9        5.0
Old  :     100.0:       6.1       17.8        1.6       87.3       75.6       95.1       95.0:       4.9        5.0
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  :       231:        27         40         14         92        102        130        145:
Old  :       231:        27         40         14         92        102        130        145:
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  :                 45.1       18.1       56.4       31.4       42.2       18.0       51.9       30.8
Old  :                 45.1       18.1       56.4       31.4       42.2       18.0       51.9       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated June 25, 2010