COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      229,545
COMMITMENTS
  47,583   15,488   45,725  119,301  158,075  212,609  219,288   16,936   10,257

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     11,152)
   2,417   -2,242   -2,264    8,077   16,227    8,230   11,721    2,922     -569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      6.7     19.9     52.0     68.9     92.6     95.5      7.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      95       57       72       67       67      193      166
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       37,370
COMMITMENTS
  14,276      988    8,269   11,622   26,986   34,168   36,243    3,202    1,127

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      1,762)
   1,633     -414      385     -598    1,837    1,419    1,808      343      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.2      2.6     22.1     31.1     72.2     91.4     97.0      8.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      50       17       25       24       21       87       50
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      138,726
COMMITMENTS
  36,010   13,777   27,128   66,824   91,065  129,961  131,971    8,765    6,756

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:        263)
  -3,039    2,031     -126    3,106   -3,349      -59   -1,444      323    1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      9.9     19.6     48.2     65.6     93.7     95.1      6.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      50       36       42       55       58      123      120
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      797,861
COMMITMENTS
 136,454   15,847  204,217  374,863  516,867  715,534  736,931   82,328   60,930

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     35,354)
   1,626   -1,588    7,417   14,313   24,535   23,356   30,364   11,998    4,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      2.0     25.6     47.0     64.8     89.7     92.4     10.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      84       38       87       81       87      196      182
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      227,651
COMMITMENTS
  54,996   10,039   73,451   88,039  135,560  216,487  219,051   11,165    8,600

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     -2,486)
    -580   -2,394      107   -1,703      209   -2,175   -2,078     -311     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      4.4     32.3     38.7     59.5     95.1     96.2      4.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     142       84      122      117      150      331      294
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       22,919
COMMITMENTS
  16,519    2,532      784    1,456   17,422   18,759   20,738    4,159    2,181

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     -1,644)
  -1,207     -695     -640     -169     -472   -2,016   -1,807      372      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.1     11.0      3.4      6.4     76.0     81.9     90.5     18.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      26       16        9        8        6       37       29
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      416,000
COMMITMENTS
  13,574   80,299    8,475  381,352  306,910  403,400  395,684   12,600   20,316

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      8,292)
   2,365   -3,964    4,392    2,405    6,324    9,161    6,751     -870    1,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     19.3      2.0     91.7     73.8     97.0     95.1      3.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      16       52       19       95      106      128      161
 

Updated July 30, 2010