COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      219,190
COMMITMENTS
  60,441   10,827   41,146  103,425  158,884  205,013  210,858   14,177    8,332

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:       -663)
     302      -29    1,368      238   -1,223    1,909      116   -2,572     -780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      4.9     18.8     47.2     72.5     93.5     96.2      6.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
     116       42       64       62       68      204      151
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       37,502
COMMITMENTS
  14,708    1,429    6,889   12,979   28,171   34,577   36,490    2,925    1,012

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:       -731)
    -188      -23      -45     -159     -584     -392     -651     -339      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2      3.8     18.4     34.6     75.1     92.2     97.3      7.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      51       17       22       27       25       90       52
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      127,792
COMMITMENTS
  36,434    8,028   22,386   60,681   92,236  119,501  122,649    8,291    5,142

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      4,776)
     748     -948    1,351    2,371    5,175    4,469    5,578      307     -801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5      6.3     17.5     47.5     72.2     93.5     96.0      6.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      66       27       39       48       51      125      107
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      719,854
COMMITMENTS
 145,480   25,979  161,467  352,227  478,215  659,174  665,661   60,680   54,193

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    -35,271)
     -43    5,691     -215  -29,617  -36,971  -29,875  -31,495   -5,396   -3,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      3.6     22.4     48.9     66.4     91.6     92.5      8.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      74       44       80       78       87      180      186
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      234,775
COMMITMENTS
  53,938   14,142   78,836   90,717  133,046  223,491  226,025   11,284    8,750

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      8,933)
   1,343     -686    5,345    3,400    5,944   10,088   10,604   -1,155   -1,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      6.0     33.6     38.6     56.7     95.2     96.3      4.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
     157       92      124      119      153      343      308
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       30,647
COMMITMENTS
  22,450    3,186    1,457    2,690   24,551   26,597   29,194    4,050    1,453

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -1,771)
  -1,513      -67       86      -85   -1,968   -1,511   -1,949     -260      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.3     10.4      4.8      8.8     80.1     86.8     95.3     13.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      31       16        7       13        8       49       27
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      384,974
COMMITMENTS
  21,279   63,109    6,434  341,723  297,006  369,437  366,549   15,537   18,425

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      6,059)
  -1,898   -4,514      352   10,808   10,600    9,262    6,437   -3,203     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     16.4      1.7     88.8     77.1     96.0     95.2      4.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      26       46       16       94      103      131      155
 

Updated July 2, 2010