COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 30, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   108,256:    27,421     18,112      3,785     66,894     77,730     98,100     99,627:    10,156      8,629
Old  :       227:         0          0          0        227        165        227        165:         0         62
Other:   108,029:    27,421     18,112      3,785     66,667     77,565     97,873     99,462:    10,156      8,567
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :     2,062:     2,011      1,757        514       -856        166      1,669      2,437:       393       -375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       16.7        3.5       61.8       71.8       90.6       92.0:       9.4        8.0
Old  :     100.0:       0.0        0.0        0.0      100.0       72.7      100.0       72.7:       0.0       27.3
Other:     100.0:      25.4       16.8        3.5       61.7       71.8       90.6       92.1:       9.4        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        68         47         26         39         45        121        107:
Old  :         4:         0          0          0          2          2          2          2:
Other:       181:        68         47         26         39         45        121        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.6       35.9       47.7       50.1       30.4       33.7       47.5       46.8
Old  :                100.0       72.7      100.0       72.7      100.0       72.7      100.0       72.7
Other:                 30.7       35.9       47.8       50.2       30.5       33.9       47.6       47.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 30, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    31,285:    13,124      9,426        752     13,874     18,482     27,750     28,660:     3,535      2,625
Old  :    28,729:    11,824      9,440        615     12,979     16,064     25,418     26,119:     3,311      2,610
Other:     2,556:     1,421        107         16        895      2,418      2,332      2,541:       224         15
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :       -27:     1,048      2,311       -303       -615     -1,950        130         58:      -157        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9       30.1        2.4       44.3       59.1       88.7       91.6:      11.3        8.4
Old  :     100.0:      41.2       32.9        2.1       45.2       55.9       88.5       90.9:      11.5        9.1
Other:     100.0:      55.6        4.2        0.6       35.0       94.6       91.2       99.4:       8.8        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        42         32         13         30         11         75         55:
Old  :       111:        43         33          7         29         11         73         50:
Other:        33:        19          4          3          7          5         26         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.7       59.6       37.7       70.9       24.7       58.6       37.5       69.8
Old  :                 26.9       57.6       40.2       69.6       26.9       57.1       39.9       69.2
Other:                 37.8       94.1       66.0       98.4       37.8       85.8       62.1       90.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 30, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   107,388:    34,812     15,763      6,077     59,337     81,579    100,226    103,419:     7,162      3,969
Old  :    47,956:    24,866      7,938        248     17,520     36,798     42,634     44,984:     5,322      2,972
Other:    59,432:    14,193     12,072      1,582     41,817     44,781     57,592     58,435:     1,840        997
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :    -1,734:    -2,207        573        333        849     -1,784     -1,025       -878:      -709       -856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       14.7        5.7       55.3       76.0       93.3       96.3:       6.7        3.7
Old  :     100.0:      51.9       16.6        0.5       36.5       76.7       88.9       93.8:      11.1        6.2
Other:     100.0:      23.9       20.3        2.7       70.4       75.3       96.9       98.3:       3.1        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        49         20         22         43         44        105         77:
Old  :       126:        44         23          6         31         32         79         57:
Other:        90:        25          7         11         36         36         66         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.3       35.7       52.1       51.1       34.5       30.2       46.6       45.2
Old  :                 36.0       38.1       49.6       52.8       36.0       37.7       49.3       52.2
Other:                 42.8       40.2       60.0       60.4       35.9       37.1       51.8       51.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 30, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   743,415:   206,503     26,705     82,643    375,849    590,659    664,995    700,007:    78,420     43,408
Old  :   743,415:   206,503     26,705     82,643    375,849    590,659    664,995    700,007:    78,420     43,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :   -17,338:    10,890     -2,260      6,793    -34,996    -19,230    -17,313    -14,697:       -25     -2,641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        3.6       11.1       50.6       79.5       89.5       94.2:      10.5        5.8
Old  :     100.0:      27.8        3.6       11.1       50.6       79.5       89.5       94.2:      10.5        5.8
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  :       227:        97         31         67         69         83        193        158:
Old  :       227:        97         31         67         69         83        193        158:
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  :                 16.8       28.6       28.1       40.1       12.1       17.9       20.0       27.1
Old  :                 16.8       28.6       28.1       40.1       12.1       17.9       20.0       27.1
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 - Futures Only, June 30, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   111,402:    27,620     13,872     13,187     63,293     77,651    104,100    104,710:     7,302      6,692
Old  :    67,355:    26,411     17,006        448     35,511     45,729     62,370     63,183:     4,985      4,172
Other:    44,047:    11,358      7,015      2,590     27,782     31,922     41,730     41,527:     2,317      2,520
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :    -1,051:       488      3,338       -565       -897     -3,233       -974       -460:       -77       -591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       12.5       11.8       56.8       69.7       93.4       94.0:       6.6        6.0
Old  :     100.0:      39.2       25.2        0.7       52.7       67.9       92.6       93.8:       7.4        6.2
Other:     100.0:      25.8       15.9        5.9       63.1       72.5       94.7       94.3:       5.3        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:       111         47         41         97         95        225        173:
Old  :       284:       108         51          8         74         67        185        123:
Other:       189:        44         31         13         68         85        116        127:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.1       28.4       38.5       40.2       20.6       20.1       29.1       31.1
Old  :                 28.4       42.0       42.2       56.0       28.4       41.2       42.2       55.0
Other:                 39.6       27.1       54.2       41.9       35.1       27.1       49.7       40.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 30, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    20,118:     4,637     10,954      2,196     11,274      3,593     18,107     16,743:     2,011      3,375
Old  :    20,118:     4,637     10,954      2,196     11,274      3,593     18,107     16,743:     2,011      3,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :      -414:      -233     -1,053         34       -192        463       -391       -556:       -23        142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       54.4       10.9       56.0       17.9       90.0       83.2:      10.0       16.8
Old  :     100.0:      23.0       54.4       10.9       56.0       17.9       90.0       83.2:      10.0       16.8
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  :        60:        12         31          6          8         10         23         45:
Old  :        60:        12         31          6          8         10         23         45:
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  :                 68.8       46.7       83.2       59.7       63.8       38.1       71.8       48.8
Old  :                 68.8       46.7       83.2       59.7       63.8       38.1       71.8       48.8
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 - Futures Only, June 30, 2009                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   346,662:    24,774     97,628      1,979    304,087    232,715    330,840    332,322:    15,822     14,340
Old  :   346,662:    24,774     97,628      1,979    304,087    232,715    330,840    332,322:    15,822     14,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :    -8,477:    -9,025     -2,174        744       -784     -9,265     -9,065    -10,695:       588      2,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       28.2        0.6       87.7       67.1       95.4       95.9:       4.6        4.1
Old  :     100.0:       7.1       28.2        0.6       87.7       67.1       95.4       95.9:       4.6        4.1
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  :       208:        17         44          4         85         91        105        136:
Old  :       208:        17         44          4         85         91        105        136:
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  :                 44.2       24.8       56.1       36.9       41.4       24.8       52.4       35.0
Old  :                 44.2       24.8       56.1       36.9       41.4       24.8       52.4       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 6, 2009