COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, 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  :   165,148:    55,929     30,869      7,218     86,360    119,267    149,507    157,354:    15,641      7,794
Old  :     5,084:     1,111        595          1      2,435      3,359      3,547      3,955:     1,537      1,129
Other:   160,064:    55,604     31,060      6,431     83,925    115,908    145,960    153,399:    14,104      6,665
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :    -6,980:     2,075       -628     -1,771     -6,030     -2,825     -5,726     -5,224:    -1,254     -1,756
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       18.7        4.4       52.3       72.2       90.5       95.3:       9.5        4.7
Old  :     100.0:      21.9       11.7        0.0       47.9       66.1       69.8       77.8:      30.2       22.2
Other:     100.0:      34.7       19.4        4.0       52.4       72.4       91.2       95.8:       8.8        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:       100         49         36         52         58        173        126:
Old  :        35:         5          2          1         11         20         16         23:
Other:       222:        96         52         34         48         57        166        125:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.0       33.1       35.0       44.2       22.8       30.2       33.5       41.3
Old  :                 50.4       45.4       65.9       66.0       50.4       45.4       65.8       66.0
Other:                 23.7       33.7       36.1       45.1       23.5       31.7       34.6       43.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, 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  :    29,211:    14,662      4,612        940     10,478     22,735     26,080     28,287:     3,131        924
Old  :    27,378:    14,157      4,558        638      9,579     21,304     24,374     26,500:     3,004        878
Other:     1,833:       719        268         88        899      1,431      1,706      1,787:       127         46
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :       114:       679     -1,426        374     -1,064      1,204        -11        152:       125        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.2       15.8        3.2       35.9       77.8       89.3       96.8:      10.7        3.2
Old  :     100.0:      51.7       16.6        2.3       35.0       77.8       89.0       96.8:      11.0        3.2
Other:     100.0:      39.2       14.6        4.8       49.0       78.1       93.1       97.5:       6.9        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        43         19         13         23         19         76         42:
Old  :        95:        42         20          7         22         18         70         40:
Other:        23:         7          6          7          6          6         18         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.5       57.6       41.4       71.2       26.5       53.0       39.9       66.4
Old  :                 27.7       60.0       42.0       72.1       27.7       58.2       42.0       70.0
Other:                 67.4       75.3       84.0       93.1       67.4       75.2       82.8       90.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, 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  :   114,918:    35,652      9,181     15,562     56,515     84,689    107,729    109,432:     7,189      5,486
Old  :    58,676:    34,314     11,565        560     18,274     42,018     53,148     54,143:     5,528      4,533
Other:    56,242:    13,065      9,343      3,275     38,241     42,671     54,581     55,289:     1,661        953
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :      -378:     1,154      1,870     -1,040     -1,055       -798       -941         32:       563       -410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        8.0       13.5       49.2       73.7       93.7       95.2:       6.3        4.8
Old  :     100.0:      58.5       19.7        1.0       31.1       71.6       90.6       92.3:       9.4        7.7
Other:     100.0:      23.2       16.6        5.8       68.0       75.9       97.0       98.3:       3.0        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        55         28         30         49         46        119         91:
Old  :       140:        49         32         11         34         34         88         73:
Other:        85:        25         10         15         36         39         69         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.0       34.1       41.5       49.8       23.2       24.8       30.6       37.1
Old  :                 33.4       36.8       47.0       55.1       33.4       36.8       47.0       54.7
Other:                 35.1       42.7       54.3       65.3       31.4       38.9       47.7       59.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, 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  :   606,050:   144,825     39,659     68,410    333,327    446,355    546,562    554,424:    59,488     51,626
Old  :   606,050:   144,825     39,659     68,410    333,327    446,355    546,562    554,424:    59,488     51,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :   -35,959:    -1,611     -1,424    -12,488    -16,407    -16,038    -30,506    -29,950:    -5,453     -6,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        6.5       11.3       55.0       73.6       90.2       91.5:       9.8        8.5
Old  :     100.0:      23.9        6.5       11.3       55.0       73.6       90.2       91.5:       9.8        8.5
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:        54         60         63         80         88        169        181:
Old  :       220:        54         60         63         80         88        169        181:
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  :                 14.8       23.4       26.1       35.1       13.8       17.5       21.6       26.4
Old  :                 14.8       23.4       26.1       35.1       13.8       17.5       21.6       26.4
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 - Futures Only, 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  :   161,586:    51,591     16,172     28,944     69,525    107,966    150,060    153,082:    11,526      8,504
Old  :    93,921:    51,077     21,289      1,359     34,053     65,347     86,489     87,995:     7,432      5,926
Other:    67,665:    22,650     17,019      5,449     35,472     42,619     63,571     65,087:     4,094      2,578
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :    10,369:     5,528     -2,177      1,052      4,346     13,995     10,926     12,870:      -557     -2,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       10.0       17.9       43.0       66.8       92.9       94.7:       7.1        5.3
Old  :     100.0:      54.4       22.7        1.4       36.3       69.6       92.1       93.7:       7.9        6.3
Other:     100.0:      33.5       25.2        8.1       52.4       63.0       93.9       96.2:       6.1        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:       145         61         72         89        130        273        230:
Old  :       351:       139         66         17         55        112        203        186:
Other:       233:        65         38         29         65        105        148        157:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       18.1       31.8       30.3       15.8       15.5       24.6       23.7
Old  :                 22.0       24.2       35.9       37.8       21.8       23.9       35.6       37.5
Other:                 35.6       26.1       53.5       39.9       34.8       23.8       49.9       34.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, 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  :    32,053:    23,764      3,083      1,253      2,767     26,512     27,784     30,848:     4,269      1,205
Old  :    32,053:    23,764      3,083      1,253      2,767     26,512     27,784     30,848:     4,269      1,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :      -276:      -936        345        747        157       -774        -32        318:      -244       -594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.1        9.6        3.9        8.6       82.7       86.7       96.2:      13.3        3.8
Old  :     100.0:      74.1        9.6        3.9        8.6       82.7       86.7       96.2:      13.3        3.8
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  :        71:        34         17          5         11          9         49         29:
Old  :        71:        34         17          5         11          9         49         29:
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  :                 50.4       83.2       63.3       89.8       50.4       81.1       61.4       85.6
Old  :                 50.4       83.2       63.3       89.8       50.4       81.1       61.4       85.6
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 - Futures Only, 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  :   377,787:    23,098     67,374      5,751    330,433    286,085    359,282    359,210:    18,505     18,577
Old  :   377,787:    23,098     67,374      5,751    330,433    286,085    359,282    359,210:    18,505     18,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2010                        :
     :   -62,539:     2,799     -9,909     -4,167    -56,109    -42,600    -57,477    -56,676:    -5,062     -5,863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       17.8        1.5       87.5       75.7       95.1       95.1:       4.9        4.9
Old  :     100.0:       6.1       17.8        1.5       87.5       75.7       95.1       95.1:       4.9        4.9
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  :       230:        26         40         11         91        101        126        143:
Old  :       230:        26         40         11         91        101        126        143:
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  :                 45.2       18.2       56.6       31.5       42.3       18.1       52.0       30.9
Old  :                 45.2       18.2       56.6       31.5       42.3       18.1       52.0       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 25, 2010