COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, July 27, 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  :   164,498:    44,418     31,610      8,146     96,268    115,861    148,832    155,617:    15,666      8,881
Old  :   162,204:    44,344     31,826      7,827     94,566    113,809    146,737    153,462:    15,467      8,742
Other:     2,294:       383         93         10      1,702      2,052      2,095      2,155:       199        139
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :     6,735:     1,293     -1,735     -3,963      6,698     13,321      4,028      7,623:     2,707       -888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       19.2        5.0       58.5       70.4       90.5       94.6:       9.5        5.4
Old  :     100.0:      27.3       19.6        4.8       58.3       70.2       90.5       94.6:       9.5        5.4
Other:     100.0:      16.7        4.1        0.4       74.2       89.5       91.3       93.9:       8.7        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        79         59         46         56         59        160        142:
Old  :       214:        79         59         46         53         59        157        142:
Other:        41:         7          6          1         13         19         20         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  :                 22.0       35.2       36.9       45.2       21.7       30.6       32.8       39.8
Old  :                 21.9       35.7       36.6       45.3       21.6       31.5       32.9       40.3
Other:                 65.3       74.1       83.3       83.2       63.9       74.1       81.5       83.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, July 27, 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  :    26,200:    14,047      4,413        522      8,607     20,322     23,176     25,257:     3,024        943
Old  :    23,883:    13,244      4,243        264      7,484     18,495     20,992     23,002:     2,891        881
Other:     2,317:     1,019        386         42      1,123      1,827      2,184      2,255:       133         62
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :       965:     1,261       -542         15       -658      1,559        618      1,032:       347        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.6       16.8        2.0       32.9       77.6       88.5       96.4:      11.5        3.6
Old  :     100.0:      55.5       17.8        1.1       31.3       77.4       87.9       96.3:      12.1        3.7
Other:     100.0:      44.0       16.7        1.8       48.5       78.9       94.3       97.3:       5.7        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        46         18         16         21         17         77         41:
Old  :        95:        45         19         10         19         15         69         39:
Other:        26:         7          8          4          7          8         18         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       55.6       42.7       70.8       28.3       51.6       42.1       66.5
Old  :                 30.0       59.0       45.2       71.7       29.9       59.0       45.1       71.5
Other:                 71.1       64.7       88.6       90.5       71.0       64.4       88.3       89.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, July 27, 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  :   125,385:    37,482     13,344     18,733     61,175     87,097    117,390    119,174:     7,995      6,211
Old  :    54,250:    34,522     16,798        501     14,058     32,972     49,081     50,271:     5,169      3,979
Other:    71,135:    16,755     10,341      4,437     47,117     54,125     68,309     68,903:     2,826      2,232
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :      -542:    -2,712      2,155       -836      2,718     -3,528       -830     -2,209:       288      1,667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       10.6       14.9       48.8       69.5       93.6       95.0:       6.4        5.0
Old  :     100.0:      63.6       31.0        0.9       25.9       60.8       90.5       92.7:       9.5        7.3
Other:     100.0:      23.6       14.5        6.2       66.2       76.1       96.0       96.9:       4.0        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        48         30         32         54         53        116        104:
Old  :       131:        39         35          7         32         31         73         71:
Other:       105:        38         10         15         42         45         85         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  :                 29.8       32.3       42.9       50.0       19.9       23.4       27.3       32.5
Old  :                 45.9       42.4       56.4       59.1       45.9       42.3       56.0       59.0
Other:                 34.8       39.9       49.6       56.6       29.4       35.0       40.4       48.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, July 27, 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  :   600,855:   142,550     33,547     77,238    310,041    440,347    529,829    551,132:    71,026     49,723
Old  :   600,855:   142,550     33,547     77,238    310,041    440,347    529,829    551,132:    71,026     49,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :     5,145:     4,002        -80    -12,090      4,934     16,639     -3,154      4,469:     8,299        676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        5.6       12.9       51.6       73.3       88.2       91.7:      11.8        8.3
Old  :     100.0:      23.7        5.6       12.9       51.6       73.3       88.2       91.7:      11.8        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        73         41         61         78         80        175        160:
Old  :       214:        73         41         61         78         80        175        160:
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       21.8       26.1       34.7       14.2       18.3       21.8       29.6
Old  :                 14.8       21.8       26.1       34.7       14.2       18.3       21.8       29.6
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, July 27, 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  :   166,376:    55,044     11,910     29,873     70,936    117,035    155,853    158,818:    10,523      7,558
Old  :    85,628:    47,771     19,147        973     30,618     60,536     79,362     80,656:     6,266      4,972
Other:    80,748:    28,841     14,331      7,332     40,318     56,499     76,491     78,162:     4,257      2,586
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    -4,503:      -678     -2,101     -1,225     -2,240       -677     -4,143     -4,003:      -360       -500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        7.2       18.0       42.6       70.3       93.7       95.5:       6.3        4.5
Old  :     100.0:      55.8       22.4        1.1       35.8       70.7       92.7       94.2:       7.3        5.8
Other:     100.0:      35.7       17.7        9.1       49.9       70.0       94.7       96.8:       5.3        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:       137         47         75         94        133        270        229:
Old  :       333:       126         60         13         47        110        178        179:
Other:       256:        73         42         35         71        113        163        172:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       16.9       30.9       29.8       15.6       15.4       25.0       23.8
Old  :                 22.9       22.7       35.5       37.8       22.8       22.7       35.5       37.5
Other:                 30.9       22.0       46.7       34.8       26.8       19.6       42.4       31.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, July 27, 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  :    22,557:    16,488      2,536        536      1,440     17,414     18,464     20,486:     4,093      2,071
Old  :    22,557:    16,488      2,536        536      1,440     17,414     18,464     20,486:     4,093      2,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :    -1,619:    -1,188       -680       -625       -176       -472     -1,989     -1,777:       370        158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.1       11.2        2.4        6.4       77.2       81.9       90.8:      18.1        9.2
Old  :     100.0:      73.1       11.2        2.4        6.4       77.2       81.9       90.8:      18.1        9.2
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  :        51:        24         15          4          6          6         32         24:
Old  :        51:        24         15          4          6          6         32         24:
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  :                 58.7       75.7       69.1       84.0       57.7       74.8       65.2       80.3
Old  :                 58.7       75.7       69.1       84.0       57.7       74.8       65.2       80.3
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, July 27, 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  :   413,832:    13,501     80,323      7,500    380,370    306,023    401,371    393,846:    12,461     19,986
Old  :   413,832:    13,501     80,323      7,500    380,370    306,023    401,371    393,846:    12,461     19,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2010                        :
     :     7,559:     2,379     -3,907      4,013      1,992      5,931      8,384      6,037:      -825      1,522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       19.4        1.8       91.9       73.9       97.0       95.2:       3.0        4.8
Old  :     100.0:       3.3       19.4        1.8       91.9       73.9       97.0       95.2:       3.0        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  :       236:        16         50         14         94        105        122        158:
Old  :       236:        16         50         14         94        105        122        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       17.4       56.5       28.7       41.4       17.1       54.1       28.3
Old  :                 42.6       17.4       56.5       28.7       41.4       17.1       54.1       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 30, 2010