COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 06/29/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      163,979
COMMITMENTS
  57,251   31,615    7,237   86,376  118,072  150,864  156,924   13,115    7,055

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -1,169)
   1,322      746       19       16   -1,195    1,357     -430   -2,526     -739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     19.3      4.4     52.7     72.0     92.0     95.7      8.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      95       53       37       51       61      167      134
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 06/29/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       28,112
COMMITMENTS
  14,497    4,665      560   10,267   22,041   25,324   27,266    2,788      846

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -1,099)
    -165       53     -380     -211     -694     -756   -1,021     -343      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.6     16.6      2.0     36.5     78.4     90.1     97.0      9.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      47       20       12       24       19       79       43
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 06/29/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      118,192
COMMITMENTS
  35,922    8,043   16,426   58,180   88,933  110,528  113,402    7,664    4,790

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      3,274)
     270   -1,138      864    1,665    4,244    2,799    3,970      475     -696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      6.8     13.9     49.2     75.2     93.5     95.9      6.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      61       25       31       48       47      119       94
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 06/29/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      566,822
COMMITMENTS
 143,511   42,871   69,198  300,858  406,817  513,567  518,886   53,255   47,936

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -39,228)
  -1,314    3,212      788  -32,469  -39,538  -32,995  -35,538   -6,233   -3,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      7.6     12.2     53.1     71.8     90.6     91.5      9.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      56       56       59       73       82      161      170
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 06/29/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      165,410
COMMITMENTS
  53,040   15,837   30,446   71,572  112,136  155,058  158,419   10,352    6,991

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      3,824)
   1,449     -335    1,502    2,047    4,170    4,998    5,337   -1,174   -1,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      9.6     18.4     43.3     67.8     93.7     95.8      6.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
     144       60       73       92      134      276      234
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 06/29/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       30,261
COMMITMENTS
  22,235    2,998    1,338    2,682   24,544   26,255   28,880    4,006    1,381

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -1,792)
  -1,529      -85       85      -85   -1,968   -1,529   -1,968     -263      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.5      9.9      4.4      8.9     81.1     86.8     95.4     13.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      30       16        4       11        8       44       26
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 06/29/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      383,080
COMMITMENTS
  21,117   62,546    5,862  340,957  296,518  367,936  364,926   15,144   18,154

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      5,293)
  -1,981   -4,828      111   10,524   10,433    8,654    5,716   -3,361     -423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     16.3      1.5     89.0     77.4     96.0     95.3      4.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      24       46       14       93      102      128      154
 

Updated July 2, 2010