COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      177,290
COMMITMENTS
  34,828    5,621   39,138   90,255  126,099  164,221  170,859   13,069    6,431

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -9,260)
  -3,473    1,425   -1,564   -1,637   -9,430   -6,674   -9,570   -2,587      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      3.2     22.1     50.9     71.1     92.6     96.4      7.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
     100       33       48       56       53      178      116
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       47,872
COMMITMENTS
  14,440    2,651   12,541   16,501   30,600   43,481   45,792    4,390    2,080

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -2,099)
     555      106   -1,487     -953     -721   -1,886   -2,103     -213        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2      5.5     26.2     34.5     63.9     90.8     95.7      9.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      48       20       21       26       18       85       49
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      130,384
COMMITMENTS
  39,695   16,984   14,668   65,687   93,166  120,049  124,818   10,335    5,566

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      3,079)
   2,951   -1,046    1,479     -384    2,727    4,046    3,160     -967      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4     13.0     11.2     50.4     71.5     92.1     95.7      7.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      63       24       31       49       50      130       90
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,091,083
COMMITMENTS
 216,606   10,749  279,226  497,047  743,727  992,879  1033702   98,203   57,380

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     58,567)
  16,009     -974   14,259   25,235   49,507   55,502   62,791    3,065   -4,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      1.0     25.6     45.6     68.2     91.0     94.7      9.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      98       43       82       78       89      215      179
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      133,484
COMMITMENTS
  21,272   15,057   34,635   67,082   75,011  122,990  124,702   10,494    8,782

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -2,998)
    -253   -1,373      -38   -2,736   -1,740   -3,027   -3,150       29      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     11.3     25.9     50.3     56.2     92.1     93.4      7.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
     118       79       97      109      106      273      243
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       27,294
COMMITMENTS
   5,992   16,125    2,948   16,288    3,275   25,228   22,349    2,066    4,945

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -1,333)
  -1,710   -1,489      214      -34     -296   -1,530   -1,571      197      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     59.1     10.8     59.7     12.0     92.4     81.9      7.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      11       47        6       10        6       26       55
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      369,354
COMMITMENTS
  33,146   98,936    4,774  314,059  248,224  351,979  351,933   17,375   17,420

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      8,969)
   3,083    1,602    3,157    1,942    4,287    8,182    9,046      787      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     26.8      1.3     85.0     67.2     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      21       50       15       89      102      124      153
 

Updated July 31, 2009