COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   379,775:    44,733     31,361    125,969    186,898    207,266    357,600    364,596:    22,175     15,178
Old  :   369,267:    43,691     32,164    121,629    182,766    200,645    348,086    354,438:    21,181     14,829
Other:    10,508:     3,355      1,510      2,026      4,132      6,622      9,514     10,158:       994        350
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     1,460:       887     -1,218        795        519      2,241      2,201      1,818:      -742       -358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        8.3       33.2       49.2       54.6       94.2       96.0:       5.8        4.0
Old  :     100.0:      11.8        8.7       32.9       49.5       54.3       94.3       96.0:       5.7        4.0
Other:     100.0:      31.9       14.4       19.3       39.3       63.0       90.5       96.7:       9.5        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:       129         79        116         72         71        240        230:
Old  :       298:       120         86        114         72         70        238        228:
Other:        54:        20          7         17         16         20         42         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.5       24.1       31.9       34.6       15.3       13.5       23.0       21.0
Old  :                 20.6       24.3       32.2       34.7       15.9       13.5       23.9       21.0
Other:                 33.1       48.5       52.4       68.2       25.1       34.3       36.7       46.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    45,796:     8,431      4,960     11,401     20,173     25,995     40,005     42,356:     5,791      3,440
Old  :    32,413:     8,684      4,893      5,393     14,448     18,960     28,524     29,246:     3,889      3,167
Other:    13,383:       869      1,189      4,886      5,725      7,035     11,480     13,110:     1,903        273
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :       173:       -27      2,379       -124        422     -2,612        271       -357:       -98        530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       10.8       24.9       44.0       56.8       87.4       92.5:      12.6        7.5
Old  :     100.0:      26.8       15.1       16.6       44.6       58.5       88.0       90.2:      12.0        9.8
Other:     100.0:       6.5        8.9       36.5       42.8       52.6       85.8       98.0:      14.2        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        35         35         23         26         14         73         61:
Old  :        97:        40         29         21         24         13         68         59:
Other:        41:        10         11         12         13         14         33         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.1       52.8       43.3       65.6       17.9       35.7       28.8       41.9
Old  :                 27.1       51.5       44.6       61.6       25.2       44.1       38.1       53.0
Other:                 48.6       62.0       63.5       78.1       11.6       20.2       16.2       26.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   168,374:    50,320     32,055     22,111     82,481    108,793    154,913    162,960:    13,461      5,414
Old  :    68,703:    26,974     18,397      8,202     26,710     39,146     61,885     65,744:     6,818      2,959
Other:    99,671:    28,816     19,127      8,441     55,771     69,648     93,027     97,215:     6,643      2,455
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     2,319:    -5,517       -251       -534      7,667      3,649      1,616      2,864:       703       -546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       19.0       13.1       49.0       64.6       92.0       96.8:       8.0        3.2
Old  :     100.0:      39.3       26.8       11.9       38.9       57.0       90.1       95.7:       9.9        4.3
Other:     100.0:      28.9       19.2        8.5       56.0       69.9       93.3       97.5:       6.7        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        57         25         46         52         47        140        100:
Old  :       134:        46         32         20         39         31         96         73:
Other:       124:        40         20         27         48         41        103         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.9       39.9       42.0       52.1       26.3       31.4       35.5       42.7
Old  :                 26.1       48.5       40.0       63.3       20.5       38.2       31.3       50.7
Other:                 45.8       37.3       56.4       52.8       41.7       33.0       49.7       46.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,117,624:   186,279     75,136    254,973    587,767    725,426  1,029,020  1,055,536:    88,605     62,089
Old  : 1,117,624:   186,279     75,136    254,973    587,767    725,426  1,029,020  1,055,536:    88,605     62,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    -6,011:    -2,721      3,497      5,186     -1,771     -6,596        694      2,087:    -6,705     -8,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        6.7       22.8       52.6       64.9       92.1       94.4:       7.9        5.6
Old  :     100.0:      16.7        6.7       22.8       52.6       64.9       92.1       94.4:       7.9        5.6
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  :       241:        72         60         78         88         91        204        191:
Old  :       241:        72         60         78         88         91        204        191:
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  :                 17.7       20.1       30.3       34.5       13.4       16.0       22.9       25.9
Old  :                 17.7       20.1       30.3       34.5       13.4       16.0       22.9       25.9
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 with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   201,013:    32,407     12,724     65,379     94,352    116,338    192,138    194,441:     8,875      6,573
Old  :    92,395:    23,680     17,564     16,852     46,762     54,504     87,293     88,920:     5,102      3,475
Other:   108,618:    19,778      6,210     37,477     47,590     61,834    104,845    105,521:     3,774      3,098
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     1,125:    -2,905      3,504      2,246      2,169     -5,244      1,510        505:      -384        620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        6.3       32.5       46.9       57.9       95.6       96.7:       4.4        3.3
Old  :     100.0:      25.6       19.0       18.2       50.6       59.0       94.5       96.2:       5.5        3.8
Other:     100.0:      18.2        5.7       34.5       43.8       56.9       96.5       97.1:       3.5        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       384:       146         78        115        122        123        318        277:
Old  :       345:       123         83         86         95         95        256        226:
Other:       283:        86         57         69        103        109        215        211:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       24.8       31.3       35.1       14.2       14.9       22.9       22.0
Old  :                 22.8       32.8       34.7       42.7       22.8       31.5       33.9       41.0
Other:                 26.7       21.8       38.1       33.0       19.5       15.9       28.7       23.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    37,948:    21,695     10,759      3,146      8,198     20,398     33,039     34,303:     4,909      3,645
Old  :    37,948:    21,695     10,759      3,146      8,198     20,398     33,039     34,303:     4,909      3,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    -1,223:    -2,020     -6,800        413        316      6,403     -1,291         16:        69     -1,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.2       28.4        8.3       21.6       53.8       87.1       90.4:      12.9        9.6
Old  :     100.0:      57.2       28.4        8.3       21.6       53.8       87.1       90.4:      12.9        9.6
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  :        78:        36         28          8          7          8         46         42:
Old  :        78:        36         28          8          7          8         46         42:
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  :                 51.0       62.7       65.9       76.9       50.2       59.1       60.2       68.6
Old  :                 51.0       62.7       65.9       76.9       50.2       59.1       60.2       68.6
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 with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 1000 IND X $100.00)                                               :
     :          :                                                                            :
All  :    20,619:     1,482      2,420        138     18,857     16,886     20,477     19,443:       142      1,176
Old  :    20,619:     1,482      2,420        138     18,857     16,886     20,477     19,443:       142      1,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :      -180:      -939       -333          5      1,054         92        121       -236:      -300         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       11.7        0.7       91.5       81.9       99.3       94.3:       0.7        5.7
Old  :     100.0:       7.2       11.7        0.7       91.5       81.9       99.3       94.3:       0.7        5.7
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  :        20:         3          4          2          9         13         13         18:
Old  :        20:         3          4          2          9         13         13         18:
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  :                 87.7       58.3       97.8       79.9       68.9       53.3       77.4       69.6
Old  :                 87.7       58.3       97.8       79.9       68.9       53.3       77.4       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 1, 2008