COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      135,230
COMMITMENTS
  38,422   17,687    9,180   74,524  101,197  122,126  128,064   13,104    7,166

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     -2,057)
  -2,743     -240      360      930   -2,693   -1,453   -2,573     -604      516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     13.1      6.8     55.1     74.8     90.3     94.7      9.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      82       40       39       42       49      149      107
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,423
COMMITMENTS
  12,727    2,505    1,900   12,248   24,907   26,875   29,312    3,548    1,111

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        537)
     325       21       32      190      525      547      578      -10      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8      8.2      6.2     40.3     81.9     88.3     96.3     11.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      45       19       15       19       14       74       39
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      121,437
COMMITMENTS
  28,787   18,803   14,482   69,953   81,167  113,222  114,452    8,215    6,985

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,631)
     693    2,612      361    1,217      -12    2,271    2,961      360     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     15.5     11.9     57.6     66.8     93.2     94.2      6.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      34       30       28       49       37       99       86
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      736,002
COMMITMENTS
 218,839   34,299   87,774  344,037  569,740  650,650  691,813   85,352   44,189

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     27,353)
  14,404    1,342    3,341    7,990   21,944   25,735   26,627    1,618      726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      4.7     11.9     46.7     77.4     88.4     94.0     11.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      89       35       69       75       84      197      161
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      141,549
COMMITMENTS
  40,792   12,324   23,423   66,992   97,903  131,207  133,650   10,342    7,899

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      4,536)
   3,817      -36      685      713    3,944    5,215    4,593     -679      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      8.7     16.5     47.3     69.2     92.7     94.4      7.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
     129       56       57       87      107      255      191
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       37,046
COMMITMENTS
  13,789   14,740    2,077   19,821   16,063   35,687   32,880    1,359    4,166

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      6,715)
   4,041    5,926       76    2,641      601    6,758    6,603      -43      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     39.8      5.6     53.5     43.4     96.3     88.8      3.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      13       37        2        8        9       21       48
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      429,595
COMMITMENTS
  32,182   90,748    5,836  376,976  315,174  414,994  411,758   14,601   17,837

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     -2,335)
  -1,338    2,229    1,725    4,836   -3,749    5,223      205   -7,558   -2,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     21.1      1.4     87.8     73.4     96.6     95.8      3.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      29       48       10       85       98      121      149
 

Updated May 29, 2009