```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  :   219,190:    60,441     10,827     41,146    103,425    158,884    205,013    210,858:    14,177      8,332
Old  :     1,022:         0          0          0        868        744        868        744:       154        278
Other:   218,168:    60,441     10,827     41,146    102,557    158,140    204,145    210,114:    14,023      8,054
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :      -663:       302        -29      1,368        238     -1,223      1,909        116:    -2,572       -780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        4.9       18.8       47.2       72.5       93.5       96.2:       6.5        3.8
Old  :     100.0:       0.0        0.0        0.0       84.9       72.8       84.9       72.8:      15.1       27.2
Other:     100.0:      27.7        5.0       18.9       47.0       72.5       93.6       96.3:       6.4        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:       116         42         64         62         68        204        151:
Old  :         8:         0          0          0          4          4          4          4:
Other:       242:       116         42         64         61         68        203        151:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       28.8       29.7       41.3       17.0       23.6       25.4       34.0
Old  :                 84.9       72.8       84.9       72.8       84.9       72.8       84.9       72.8
Other:                 18.1       28.8       29.5       41.2       17.0       23.8       25.5       34.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  :    37,502:    14,708      1,429      6,889     12,979     28,171     34,577     36,490:     2,925      1,012
Old  :    33,554:    14,145      1,755      5,300     11,357     25,593     30,803     32,649:     2,751        906
Other:     3,948:     1,130        241      1,022      1,622      2,578      3,774      3,841:       174        107
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :      -731:      -188        -23        -45       -159       -584       -392       -651:      -339        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2        3.8       18.4       34.6       75.1       92.2       97.3:       7.8        2.7
Old  :     100.0:      42.2        5.2       15.8       33.8       76.3       91.8       97.3:       8.2        2.7
Other:     100.0:      28.6        6.1       25.9       41.1       65.3       95.6       97.3:       4.4        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        51         17         22         27         25         90         52:
Old  :       101:        48         20         21         27         24         90         50:
Other:        32:        16          2         13          9         10         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  :                 23.9       57.7       37.6       71.8       20.1       48.5       30.6       57.0
Old  :                 22.8       60.0       36.1       72.9       22.0       54.2       33.7       62.1
Other:                 59.4       47.9       74.9       79.1       33.8       38.0       43.9       52.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  :   127,792:    36,434      8,028     22,386     60,681     92,236    119,501    122,649:     8,291      5,142
Old  :    66,032:    36,333     12,471      3,530     19,895     45,886     59,757     61,887:     6,274      4,145
Other:    61,760:    12,906      8,362      6,051     40,786     46,350     59,743     60,762:     2,017        998
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :     4,776:       748       -948      1,351      2,371      5,175      4,469      5,578:       307       -801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        6.3       17.5       47.5       72.2       93.5       96.0:       6.5        4.0
Old  :     100.0:      55.0       18.9        5.3       30.1       69.5       90.5       93.7:       9.5        6.3
Other:     100.0:      20.9       13.5        9.8       66.0       75.0       96.7       98.4:       3.3        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        66         27         39         48         51        125        107:
Old  :       147:        57         30         29         36         38        102         88:
Other:        92:        29         11         17         35         42         70         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.5       30.9       41.8       48.5       20.8       23.3       27.9       34.3
Old  :                 33.3       37.5       45.1       53.1       32.8       35.6       44.6       50.2
Other:                 35.6       39.6       52.6       60.4       30.1       36.4       45.6       55.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  :   719,854:   145,480     25,979    161,467    352,227    478,215    659,174    665,661:    60,680     54,193
Old  :   719,854:   145,480     25,979    161,467    352,227    478,215    659,174    665,661:    60,680     54,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :   -35,271:       -43      5,691       -215    -29,617    -36,971    -29,875    -31,495:    -5,396     -3,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        3.6       22.4       48.9       66.4       91.6       92.5:       8.4        7.5
Old  :     100.0:      20.2        3.6       22.4       48.9       66.4       91.6       92.5:       8.4        7.5
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  :       220:        74         44         80         78         87        180        186:
Old  :       220:        74         44         80         78         87        180        186:
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  :                 12.5       16.9       22.6       27.1       11.8       12.4       18.2       20.2
Old  :                 12.5       16.9       22.6       27.1       11.8       12.4       18.2       20.2
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 29, 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  :   234,775:    53,938     14,142     78,836     90,717    133,046    223,491    226,025:    11,284      8,750
Old  :   130,622:    48,528     17,579     30,602     43,796     75,822    122,926    124,002:     7,696      6,620
Other:   104,153:    21,508     12,661     32,137     46,921     57,224    100,565    102,022:     3,588      2,130
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :     8,933:     1,343       -686      5,345      3,400      5,944     10,088     10,604:    -1,155     -1,671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        6.0       33.6       38.6       56.7       95.2       96.3:       4.8        3.7
Old  :     100.0:      37.2       13.5       23.4       33.5       58.0       94.1       94.9:       5.9        5.1
Other:     100.0:      20.6       12.2       30.9       45.0       54.9       96.6       98.0:       3.4        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       420:       157         92        124        119        153        343        308:
Old  :       395:       149         89         93         93        139        290        273:
Other:       273:        65         65         70         90        123        199        216:
     :----------------------------------------------------------------------------------------------------
     :             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       19.7       29.5       30.8       10.6       10.7       17.3       16.0
Old  :                 16.3       20.1       28.4       32.8       15.8       16.5       24.9       27.0
Other:                 30.5       24.6       44.0       39.7       19.6       13.8       29.5       20.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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  :    30,647:    22,450      3,186      1,457      2,690     24,551     26,597     29,194:     4,050      1,453
Old  :    30,647:    22,450      3,186      1,457      2,690     24,551     26,597     29,194:     4,050      1,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :    -1,771:    -1,513        -67         86        -85     -1,968     -1,511     -1,949:      -260        177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.3       10.4        4.8        8.8       80.1       86.8       95.3:      13.2        4.7
Old  :     100.0:      73.3       10.4        4.8        8.8       80.1       86.8       95.3:      13.2        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        31         16          7         13          8         49         27:
Old  :        65:        31         16          7         13          8         49         27:
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  :                 54.7       80.0       65.8       88.7       54.5       79.3       62.5       84.0
Old  :                 54.7       80.0       65.8       88.7       54.5       79.3       62.5       84.0
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, June 29, 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  :   384,974:    21,279     63,109      6,434    341,723    297,006    369,437    366,549:    15,537     18,425
Old  :   384,974:    21,279     63,109      6,434    341,723    297,006    369,437    366,549:    15,537     18,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :     6,059:    -1,898     -4,514        352     10,808     10,600      9,262      6,437:    -3,203       -378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       16.4        1.7       88.8       77.1       96.0       95.2:       4.0        4.8
Old  :     100.0:       5.5       16.4        1.7       88.8       77.1       96.0       95.2:       4.0        4.8
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:        26         46         16         94        103        131        155:
Old  :       241:        26         46         16         94        103        131        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  :                 45.0       18.5       55.7       31.1       42.3       18.5       51.4       30.7
Old  :                 45.0       18.5       55.7       31.1       42.3       18.5       51.4       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 2, 2010