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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :   213,171:    50,801     14,898     40,440    107,028    148,788    198,270    204,126:    14,902      9,046
Old  :   211,271:    50,723     15,246     39,994    105,862    147,141    196,579    202,381:    14,692      8,890
Other:     1,900:       451         25         73      1,166      1,647      1,690      1,745:       210        155
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    -6,018:    -9,640      4,071       -706      3,603    -10,096     -6,743     -6,732:       725        714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        7.0       19.0       50.2       69.8       93.0       95.8:       7.0        4.2
Old  :     100.0:      24.0        7.2       18.9       50.1       69.6       93.0       95.8:       7.0        4.2
Other:     100.0:      23.7        1.3        3.8       61.4       86.7       88.9       91.8:      11.1        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:       103         44         65         63         68        190        155:
Old  :       227:        97         50         65         61         68        188        155:
Other:        39:        12          1          8         12         17         24         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       25.7       30.7       37.3       17.1       21.5       25.8       30.4
Old  :                 18.2       25.9       30.5       37.5       17.0       21.9       25.9       30.7
Other:                 65.4       65.4       80.6       80.5       63.2       65.4       78.4       80.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :    38,593:    15,990        983      7,424     11,710     29,365     35,123     37,772:     3,470        821
Old  :    34,323:    15,481      1,300      5,812      9,745     26,495     31,038     33,608:     3,285        716
Other:     4,270:     1,072        246      1,049      1,965      2,870      4,085      4,165:       185        105
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     1,091:     1,281       -446        535     -1,270      1,193        546      1,282:       545       -191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4        2.5       19.2       30.3       76.1       91.0       97.9:       9.0        2.1
Old  :     100.0:      45.1        3.8       16.9       28.4       77.2       90.4       97.9:       9.6        2.1
Other:     100.0:      25.1        5.8       24.6       46.0       67.2       95.7       97.5:       4.3        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        57         17         21         24         25         93         51:
Old  :       106:        53         21         20         24         24         93         49:
Other:        30:        14          3         13          8         11         25         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.2       56.0       37.1       70.1       19.4       46.2       29.0       55.8
Old  :                 22.7       58.5       35.0       71.6       21.4       53.0       32.2       61.7
Other:                 62.9       45.3       77.4       74.5       38.9       35.3       48.1       52.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :   132,457:    37,778     10,343     24,353     62,081     91,805    124,212    126,502:     8,244      5,955
Old  :    67,497:    39,222     14,099      3,747     18,453     45,198     61,422     63,044:     6,075      4,453
Other:    64,960:    12,426     10,115      6,736     43,628     46,607     62,790     63,458:     2,169      1,502
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     4,665:     1,344      2,316      1,968      1,400       -431      4,712      3,852:       -46        813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        7.8       18.4       46.9       69.3       93.8       95.5:       6.2        4.5
Old  :     100.0:      58.1       20.9        5.6       27.3       67.0       91.0       93.4:       9.0        6.6
Other:     100.0:      19.1       15.6       10.4       67.2       71.7       96.7       97.7:       3.3        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        59         32         40         51         53        124        113:
Old  :       147:        53         32         28         38         39         98         92:
Other:        96:        25         17         16         39         43         74         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.6       30.6       42.0       47.1       19.9       22.2       28.1       31.8
Old  :                 38.6       37.2       48.5       52.0       38.2       37.2       48.1       51.2
Other:                 35.6       39.3       51.3       58.6       31.9       36.8       46.1       54.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :   722,203:   132,624     16,895    176,967    354,508    478,238    664,098    672,100:    58,105     50,103
Old  :   722,203:   132,624     16,895    176,967    354,508    478,238    664,098    672,100:    58,105     50,103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     2,349:   -12,856     -9,084     15,500      2,281         23      4,924      6,439:    -2,575     -4,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        2.3       24.5       49.1       66.2       92.0       93.1:       8.0        6.9
Old  :     100.0:      18.4        2.3       24.5       49.1       66.2       92.0       93.1:       8.0        6.9
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  :       213:        79         34         84         78         85        183        179:
Old  :       213:        79         34         84         78         85        183        179:
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       17.4       22.6       26.9       11.8       13.2       18.2       21.5
Old  :                 12.5       17.4       22.6       26.9       11.8       13.2       18.2       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :   231,186:    54,205     13,082     76,223     90,926    134,465    221,354    223,770:     9,833      7,416
Old  :   124,822:    45,175     16,459     29,445     44,040     73,712    118,661    119,617:     6,161      5,205
Other:   106,365:    23,165     10,759     32,642     46,886     60,753    102,693    104,154:     3,672      2,211
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    -3,589:       266     -1,060     -2,613        210      1,419     -2,137     -2,254:    -1,451     -1,334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        5.7       33.0       39.3       58.2       95.7       96.8:       4.3        3.2
Old  :     100.0:      36.2       13.2       23.6       35.3       59.1       95.1       95.8:       4.9        4.2
Other:     100.0:      21.8       10.1       30.7       44.1       57.1       96.5       97.9:       3.5        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       419:       143        101        122        124        156        344        309:
Old  :       393:       138         95         92         95        140        287        273:
Other:       282:        72         62         70         90        128        203        222:
     :----------------------------------------------------------------------------------------------------
     :             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       19.4       29.8       31.2       10.6       10.6       17.4       16.2
Old  :                 18.3       20.0       30.9       32.8       18.0       17.9       27.9       28.9
Other:                 29.9       25.9       42.7       39.8       20.2       16.0       29.9       22.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :    28,318:    21,204      4,849      1,115      2,140     20,222     24,458     26,187:     3,860      2,132
Old  :    28,318:    21,204      4,849      1,115      2,140     20,222     24,458     26,187:     3,860      2,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :    -2,329:    -1,247      1,663       -342       -550     -4,328     -2,139     -3,008:      -190        679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.9       17.1        3.9        7.6       71.4       86.4       92.5:      13.6        7.5
Old  :     100.0:      74.9       17.1        3.9        7.6       71.4       86.4       92.5:      13.6        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  :        64:        26         21          6         11          9         41         33:
Old  :        64:        26         21          6         11          9         41         33:
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  :                 57.2       71.5       67.8       82.3       57.0       69.9       65.5       79.1
Old  :                 57.2       71.5       67.8       82.3       57.0       69.9       65.5       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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  :   392,669:    16,048     75,408      4,504    356,058    294,492    376,610    374,405:    16,059     18,265
Old  :   392,669:    16,048     75,408      4,504    356,058    294,492    376,610    374,405:    16,059     18,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2010                        :
     :     7,695:    -5,231     12,300     -1,930     14,335     -2,514      7,173      7,855:       522       -160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       19.2        1.1       90.7       75.0       95.9       95.3:       4.1        4.7
Old  :     100.0:       4.1       19.2        1.1       90.7       75.0       95.9       95.3:       4.1        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  :       235:        21         46         17         96        102        130        153:
Old  :       235:        21         46         17         96        102        130        153:
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  :                 44.4       19.0       55.6       31.6       42.4       19.0       51.7       31.5
Old  :                 44.4       19.0       55.6       31.6       42.4       19.0       51.7       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated July 9, 2010