COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, 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  :   163,979:    57,251     31,615      7,237     86,376    118,072    150,864    156,924:    13,115      7,055
Old  :     1,022:         0          0          0        868        744        868        744:       154        278
Other:   162,957:    57,251     31,615      7,237     85,508    117,328    149,996    156,180:    12,961      6,777
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :    -1,169:     1,322        746         19         16     -1,195      1,357       -430:    -2,526       -739
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       19.3        4.4       52.7       72.0       92.0       95.7:       8.0        4.3
Old  :     100.0:       0.0        0.0        0.0       84.9       72.8       84.9       72.8:      15.1       27.2
Other:     100.0:      35.1       19.4        4.4       52.5       72.0       92.0       95.8:       8.0        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        95         53         37         51         61        167        134:
Old  :         8:         0          0          0          4          4          4          4:
Other:       227:        95         53         37         50         61        166        134:
     :----------------------------------------------------------------------------------------------------
     :             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       33.8       34.8       44.9       22.6       31.4       33.7       42.4
Old  :                 84.9       72.8       84.9       72.8       84.9       72.8       84.9       72.8
Other:                 23.1       33.9       35.0       45.0       22.8       31.8       33.9       42.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, 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  :    28,112:    14,497      4,665        560     10,267     22,041     25,324     27,266:     2,788        846
Old  :    26,260:    13,985      4,592        261      9,367     20,601     23,613     25,454:     2,647        806
Other:     1,852:       716        277         95        900      1,440      1,711      1,812:       141         40
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :    -1,099:      -165         53       -380       -211       -694       -756     -1,021:      -343        -78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.6       16.6        2.0       36.5       78.4       90.1       97.0:       9.9        3.0
Old  :     100.0:      53.3       17.5        1.0       35.7       78.5       89.9       96.9:      10.1        3.1
Other:     100.0:      38.7       15.0        5.1       48.6       77.8       92.4       97.8:       7.6        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        47         20         12         24         19         79         43:
Old  :        99:        46         21          6         22         18         72         41:
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  :                 26.8       58.5       41.2       72.3       26.8       54.6       40.4       67.7
Old  :                 28.1       61.2       42.7       73.3       28.1       60.2       42.7       71.6
Other:                 66.7       75.0       83.1       93.0       66.7       74.9       81.9       90.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, 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  :   118,192:    35,922      8,043     16,426     58,180     88,933    110,528    113,402:     7,664      4,790
Old  :    60,269:    35,704     11,626        556     18,184     44,158     54,444     56,340:     5,825      3,929
Other:    57,923:    12,719      8,918      3,369     39,996     44,775     56,084     57,062:     1,839        861
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :     3,274:       270     -1,138        864      1,665      4,244      2,799      3,970:       475       -696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        6.8       13.9       49.2       75.2       93.5       95.9:       6.5        4.1
Old  :     100.0:      59.2       19.3        0.9       30.2       73.3       90.3       93.5:       9.7        6.5
Other:     100.0:      22.0       15.4        5.8       69.1       77.3       96.8       98.5:       3.2        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        61         25         31         48         47        119         94:
Old  :       143:        53         31         12         34         35         91         74:
Other:        87:        27          9         13         35         40         67         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.9       33.1       43.0       50.3       22.5       25.1       30.1       37.1
Old  :                 34.9       39.0       47.8       56.2       34.9       38.3       47.8       55.0
Other:                 37.1       42.2       55.1       64.3       32.7       38.8       49.9       58.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, 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  :   566,822:   143,511     42,871     69,198    300,858    406,817    513,567    518,886:    53,255     47,936
Old  :   566,822:   143,511     42,871     69,198    300,858    406,817    513,567    518,886:    53,255     47,936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :   -39,228:    -1,314      3,212        788    -32,469    -39,538    -32,995    -35,538:    -6,233     -3,690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        7.6       12.2       53.1       71.8       90.6       91.5:       9.4        8.5
Old  :     100.0:      25.3        7.6       12.2       53.1       71.8       90.6       91.5:       9.4        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  :       213:        56         56         59         73         82        161        170:
Old  :       213:        56         56         59         73         82        161        170:
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  :                 15.4       20.3       27.2       31.7       15.0       16.4       23.2       25.4
Old  :                 15.4       20.3       27.2       31.7       15.0       16.4       23.2       25.4
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 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  :   165,410:    53,040     15,837     30,446     71,572    112,136    155,058    158,419:    10,352      6,991
Old  :    93,903:    52,294     20,894      1,676     32,943     66,061     86,913     88,631:     6,990      5,272
Other:    71,507:    23,606     17,803      5,910     38,629     46,075     68,145     69,788:     3,362      1,719
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :     3,824:     1,449       -335      1,502      2,047      4,170      4,998      5,337:    -1,174     -1,513
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        9.6       18.4       43.3       67.8       93.7       95.8:       6.3        4.2
Old  :     100.0:      55.7       22.3        1.8       35.1       70.4       92.6       94.4:       7.4        5.6
Other:     100.0:      33.0       24.9        8.3       54.0       64.4       95.3       97.6:       4.7        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:       144         60         73         92        134        276        234:
Old  :       350:       141         60         17         54        114        205        181:
Other:       239:        61         42         29         65        111        143        167:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       18.7       31.5       31.1       15.3       15.4       24.9       22.8
Old  :                 22.0       25.5       34.8       39.9       22.0       24.9       34.6       39.2
Other:                 35.9       24.4       53.2       38.2       34.3       22.2       49.5       33.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, 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  :    30,261:    22,235      2,998      1,338      2,682     24,544     26,255     28,880:     4,006      1,381
Old  :    30,261:    22,235      2,998      1,338      2,682     24,544     26,255     28,880:     4,006      1,381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :    -1,792:    -1,529        -85         85        -85     -1,968     -1,529     -1,968:      -263        176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.5        9.9        4.4        8.9       81.1       86.8       95.4:      13.2        4.6
Old  :     100.0:      73.5        9.9        4.4        8.9       81.1       86.8       95.4:      13.2        4.6
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  :        64:        30         16          4         11          8         44         26:
Old  :        64:        30         16          4         11          8         44         26:
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  :                 54.5       81.0       65.8       89.3       54.5       80.2       62.6       84.4
Old  :                 54.5       81.0       65.8       89.3       54.5       80.2       62.6       84.4
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 - Futures Only, 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  :   383,080:    21,117     62,546      5,862    340,957    296,518    367,936    364,926:    15,144     18,154
Old  :   383,080:    21,117     62,546      5,862    340,957    296,518    367,936    364,926:    15,144     18,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 22, 2010                        :
     :     5,293:    -1,981     -4,828        111     10,524     10,433      8,654      5,716:    -3,361       -423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       16.3        1.5       89.0       77.4       96.0       95.3:       4.0        4.7
Old  :     100.0:       5.5       16.3        1.5       89.0       77.4       96.0       95.3:       4.0        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  :       241:        24         46         14         93        102        128        154:
Old  :       241:        24         46         14         93        102        128        154:
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       18.6       55.9       31.3       42.5       18.6       51.6       30.8
Old  :                 45.2       18.6       55.9       31.3       42.5       18.6       51.6       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 2, 2010