COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      164,498
COMMITMENTS
  44,418   31,610    8,146   96,268  115,861  148,832  155,617   15,666    8,881

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      6,735)
   1,293   -1,735   -3,963    6,698   13,321    4,028    7,623    2,707     -888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     19.2      5.0     58.5     70.4     90.5     94.6      9.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      79       59       46       56       59      160      142
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,200
COMMITMENTS
  14,047    4,413      522    8,607   20,322   23,176   25,257    3,024      943

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:        965)
   1,261     -542       15     -658    1,559      618    1,032      347      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.6     16.8      2.0     32.9     77.6     88.5     96.4     11.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      46       18       16       21       17       77       41
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      125,385
COMMITMENTS
  37,482   13,344   18,733   61,175   87,097  117,390  119,174    7,995    6,211

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:       -542)
  -2,712    2,155     -836    2,718   -3,528     -830   -2,209      288    1,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     10.6     14.9     48.8     69.5     93.6     95.0      6.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      48       30       32       54       53      116      104
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      600,855
COMMITMENTS
 142,550   33,547   77,238  310,041  440,347  529,829  551,132   71,026   49,723

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      5,145)
   4,002      -80  -12,090    4,934   16,639   -3,154    4,469    8,299      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      5.6     12.9     51.6     73.3     88.2     91.7     11.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      73       41       61       78       80      175      160
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      166,376
COMMITMENTS
  55,044   11,910   29,873   70,936  117,035  155,853  158,818   10,523    7,558

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     -4,503)
    -678   -2,101   -1,225   -2,240     -677   -4,143   -4,003     -360     -500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1      7.2     18.0     42.6     70.3     93.7     95.5      6.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     137       47       75       94      133      270      229
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       22,557
COMMITMENTS
  16,488    2,536      536    1,440   17,414   18,464   20,486    4,093    2,071

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     -1,619)
  -1,188     -680     -625     -176     -472   -1,989   -1,777      370      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.1     11.2      2.4      6.4     77.2     81.9     90.8     18.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      24       15        4        6        6       32       24
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      413,832
COMMITMENTS
  13,501   80,323    7,500  380,370  306,023  401,371  393,846   12,461   19,986

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      7,559)
   2,379   -3,907    4,013    1,992    5,931    8,384    6,037     -825    1,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     19.4      1.8     91.9     73.9     97.0     95.2      3.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      16       50       14       94      105      122      158
 

Updated July 30, 2010