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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  :   250,681:    59,610     13,461     50,729    120,630    177,298    230,969    241,487:    19,712      9,194
Old  :   247,989:    59,524     13,776     50,293    118,692    174,907    228,509    238,976:    19,480      9,013
Other:     2,692:       402          1        120      1,938      2,391      2,460      2,511:       232        181
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :    21,136:    12,027     -2,027      5,004      1,329     19,223     18,360     22,199:     2,776     -1,063
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        5.4       20.2       48.1       70.7       92.1       96.3:       7.9        3.7
Old  :     100.0:      24.0        5.6       20.3       47.9       70.5       92.1       96.4:       7.9        3.6
Other:     100.0:      14.9        0.0        4.4       72.0       88.8       91.4       93.3:       8.6        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:       118         43         74         66         72        217        159:
Old  :       245:       118         43         74         64         71        215        158:
Other:        44:        12          2          8         13         21         27         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       33.2       29.4       43.0       14.1       24.4       22.4       31.9
Old  :                 18.1       33.6       29.1       43.4       13.9       24.9       22.3       32.1
Other:                 63.6       66.9       79.0       80.0       62.3       66.9       77.3       80.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  :    40,811:    15,891        915      8,487     12,884     30,202     37,263     39,605:     3,548      1,206
Old  :    34,677:    14,988      1,142      6,727      9,652     25,796     31,367     33,666:     3,310      1,011
Other:     6,134:     1,364        234      1,300      3,233      4,406      5,896      5,939:       238        195
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :     3,441:     1,615        -72        218      1,262      3,216      3,095      3,362:       346         79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9        2.2       20.8       31.6       74.0       91.3       97.0:       8.7        3.0
Old  :     100.0:      43.2        3.3       19.4       27.8       74.4       90.5       97.1:       9.5        2.9
Other:     100.0:      22.2        3.8       21.2       52.7       71.8       96.1       96.8:       3.9        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        60         10         21         24         24         90         50:
Old  :       102:        56         15         20         24         22         89         48:
Other:        34:        13          4         12         10         13         27         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.0       53.0       38.4       68.2       18.5       40.7       28.2       51.5
Old  :                 22.2       57.3       35.4       71.5       21.0       51.9       32.3       60.8
Other:                 62.6       47.4       78.0       71.9       41.6       38.7       53.1       56.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  :   136,696:    36,575     13,378     27,899     62,802     89,256    127,276    130,533:     9,420      6,163
Old  :    49,481:    31,147     18,268      3,018     10,643     24,515     44,808     45,801:     4,674      3,680
Other:    87,215:    19,971      9,653     10,338     52,159     64,741     82,468     84,732:     4,747      2,483
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :    -2,030:       565       -399        771     -4,022     -1,809     -2,686     -1,437:       655       -593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        9.8       20.4       45.9       65.3       93.1       95.5:       6.9        4.5
Old  :     100.0:      62.9       36.9        6.1       21.5       49.5       90.6       92.6:       9.4        7.4
Other:     100.0:      22.9       11.1       11.9       59.8       74.2       94.6       97.2:       5.4        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        60         32         41         51         57        126        116:
Old  :       133:        41         36         24         32         38         83         88:
Other:       122:        42         19         23         43         50         96         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.4       29.0       40.6       46.3       19.9       21.5       26.5       30.3
Old  :                 45.4       35.2       55.3       53.7       44.5       33.2       54.0       51.6
Other:                 29.8       34.6       42.9       52.4       23.9       29.6       33.1       41.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  :   813,510:   139,825     15,636    204,995    386,863    533,702    731,684    754,333:    81,827     59,177
Old  :   813,510:   139,825     15,636    204,995    386,863    533,702    731,684    754,333:    81,827     59,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :    15,649:     3,372       -211        778     12,000     16,835     16,150     17,402:      -501     -1,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        1.9       25.2       47.6       65.6       89.9       92.7:      10.1        7.3
Old  :     100.0:      17.2        1.9       25.2       47.6       65.6       89.9       92.7:      10.1        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  :       227:        88         40         86         80         88        200        183:
Old  :       227:        88         40         86         80         88        200        183:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.5       18.2       20.9       29.8       10.4       13.6       16.0       23.0
Old  :                 11.5       18.2       20.9       29.8       10.4       13.6       16.0       23.0
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 3, 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  :   233,834:    56,865     10,587     76,697     89,305    138,491    222,868    225,776:    10,966      8,058
Old  :   104,876:    41,534     14,660     21,592     35,329     63,604     98,455     99,856:     6,421      5,020
Other:   128,958:    27,241      7,837     43,196     53,976     74,887    124,413    125,920:     4,545      3,038
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :     6,183:     1,869        548      3,246      1,266      2,931      6,381      6,725:      -198       -542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        4.5       32.8       38.2       59.2       95.3       96.6:       4.7        3.4
Old  :     100.0:      39.6       14.0       20.6       33.7       60.6       93.9       95.2:       6.1        4.8
Other:     100.0:      21.1        6.1       33.5       41.9       58.1       96.5       97.6:       3.5        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       415:       157         87        125        119        151        344        302:
Old  :       370:       136         86         80         88        125        264        251:
Other:       314:       103         60         85         97        132        241        237:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       18.1       28.0       29.4       11.1       11.4       17.8       17.5
Old  :                 16.6       19.8       27.8       32.2       16.2       17.4       25.7       28.4
Other:                 24.0       20.1       37.0       33.2       13.6       13.4       22.3       19.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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  :    23,230:    15,704      3,261        816      2,604     16,681     19,124     20,758:     4,106      2,472
Old  :    23,230:    15,704      3,261        816      2,604     16,681     19,124     20,758:     4,106      2,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :       312:      -815        729         32      1,148       -740        365         20:       -53        291
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.6       14.0        3.5       11.2       71.8       82.3       89.4:      17.7       10.6
Old  :     100.0:      67.6       14.0        3.5       11.2       71.8       82.3       89.4:      17.7       10.6
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  :        63:        30         17          9         11          9         44         32:
Old  :        63:        30         17          9         11          9         44         32:
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  :                 56.1       71.6       66.4       80.5       54.5       70.8       62.1       76.4
Old  :                 56.1       71.6       66.4       80.5       54.5       70.8       62.1       76.4
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 3, 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  :   420,821:    17,900     79,650      4,765    381,813    318,481    404,477    402,896:    16,344     17,925
Old  :   420,821:    17,900     79,650      4,765    381,813    318,481    404,477    402,896:    16,344     17,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2010                        :
     :     4,821:     4,326       -649     -3,710        461     11,571      1,077      7,212:     3,744     -2,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       18.9        1.1       90.7       75.7       96.1       95.7:       3.9        4.3
Old  :     100.0:       4.3       18.9        1.1       90.7       75.7       96.1       95.7:       3.9        4.3
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  :       241:        22         51         19         99        108        137        162:
Old  :       241:        22         51         19         99        108        137        162:
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  :                 42.0       18.3       55.9       28.6       40.7       18.2       53.9       28.6
Old  :                 42.0       18.3       55.9       28.6       40.7       18.2       53.9       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated August 6, 2010