COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      219,853
COMMITMENTS
  60,139   10,856   39,778  103,188  160,107  203,104  210,741   16,749    9,112

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -5,183)
   2,315   -1,199     -313   -6,001   -1,929   -3,998   -3,441   -1,185   -1,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      4.9     18.1     46.9     72.8     92.4     95.9      7.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
     125       34       63       63       67      210      145
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       38,233
COMMITMENTS
  14,897    1,452    6,934   13,138   28,755   34,969   37,141    3,264    1,092

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -2,945)
     526      -72   -2,182   -1,402     -654   -3,059   -2,909      113      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0      3.8     18.1     34.4     75.2     91.5     97.1      8.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      49       14       20       26       26       85       51
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      123,015
COMMITMENTS
  35,686    8,976   21,035   58,311   87,061  115,032  117,072    7,984    5,943

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:       -165)
   1,479    2,021   -1,196   -1,122     -692     -839      134      673     -299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      7.3     17.1     47.4     70.8     93.5     95.2      6.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      56       34       36       49       49      122      104
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      755,125
COMMITMENTS
 145,523   20,288  161,682  381,844  515,186  689,050  697,156   66,076   57,969

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -34,324)
  -4,884   -3,399  -10,613  -13,583  -15,115  -29,080  -29,126   -5,244   -5,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      2.7     21.4     50.6     68.2     91.2     92.3      8.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      72       50       85       86       93      193      195
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      225,842
COMMITMENTS
  52,595   14,828   73,491   87,317  127,102  213,403  215,421   12,439   10,421

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     13,206)
   6,132   -3,031    3,086    4,566   16,107   13,784   16,162     -578   -2,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      6.6     32.5     38.7     56.3     94.5     95.4      5.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     151       98      123      116      146      338      301
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       32,418
COMMITMENTS
  23,963    3,253    1,371    2,774   26,519   28,109   31,143    4,310    1,275

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:       -243)
    -929      359      762      164     -773       -3      348     -240     -591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.9     10.0      4.2      8.6     81.8     86.7     96.1     13.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      35       17        8       13        9       54       30
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      378,915
COMMITMENTS
  23,177   67,623    6,083  330,915  286,407  360,175  360,112   18,740   18,802

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -63,706)
   3,001   -9,629   -4,719  -56,725  -43,051  -58,443  -57,399   -5,263   -6,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     17.8      1.6     87.3     75.6     95.1     95.0      4.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      27       40       14       92      102      130      145
 

Updated June 25, 2010