```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   151,430:    25,367      8,530     32,361     82,489    100,942    140,216    141,833:    11,214      9,597
Old  :     1,673:        26          0          0      1,601      1,412      1,627      1,412:        46        261
Other:   149,757:    25,343      8,532     32,359     80,888     99,530    138,589    140,421:    11,168      9,336
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :   -10,190:    -4,488      2,483       -629     -1,578    -11,167     -6,695     -9,314:    -3,495       -877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        5.6       21.4       54.5       66.7       92.6       93.7:       7.4        6.3
Old  :     100.0:       1.6        0.0        0.0       95.7       84.4       97.3       84.4:       2.7       15.6
Other:     100.0:      16.9        5.7       21.6       54.0       66.5       92.5       93.8:       7.5        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        77         37         41         53         53        149        114:
Old  :        13:         2          0          0          4          7          6          7:
Other:       184:        77         37         41         53         51        149        112:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.3       28.8       35.8       42.9       20.9       22.6       33.2       34.1
Old  :                 96.7       81.8       97.3       84.4       96.7       81.8       97.3       84.4
Other:                 21.5       28.9       36.2       42.6       21.1       22.7       33.6       35.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :    40,135:    10,415      7,237      7,151     18,103     22,601     35,669     36,988:     4,466      3,146
Old  :    35,953:     9,777      7,167      5,725     16,399     19,998     31,901     32,891:     4,051      3,062
Other:     4,182:       929        361      1,134      1,704      2,602      3,767      4,098:       414         84
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    -2,364:       661      3,360     -2,038     -1,028     -3,929     -2,405     -2,608:        42        244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       18.0       17.8       45.1       56.3       88.9       92.2:      11.1        7.8
Old  :     100.0:      27.2       19.9       15.9       45.6       55.6       88.7       91.5:      11.3        8.5
Other:     100.0:      22.2        8.6       27.1       40.7       62.2       90.1       98.0:       9.9        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        37         36         22         32         15         79         65:
Old  :       107:        42         31         20         31         14         77         62:
Other:        37:         8         15         15         11          8         33         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       55.5       35.9       64.6       17.8       43.9       27.9       50.2
Old  :                 21.6       55.1       37.9       64.9       19.9       44.3       29.4       51.2
Other:                 32.9       63.8       54.2       78.1       26.5       46.6       42.7       51.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :   120,153:    34,718     14,183     13,007     64,141     87,718    111,865    114,909:     8,287      5,244
Old  :    54,205:    27,289      6,649      2,143     18,620     41,954     48,053     50,747:     6,152      3,458
Other:    65,948:    10,623     10,729      7,668     45,521     45,764     63,813     64,162:     2,135      1,786
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    -5,252:    -7,435     -4,731      1,160      2,137     -2,846     -4,139     -6,417:    -1,113      1,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       11.8       10.8       53.4       73.0       93.1       95.6:       6.9        4.4
Old  :     100.0:      50.3       12.3        4.0       34.4       77.4       88.7       93.6:      11.3        6.4
Other:     100.0:      16.1       16.3       11.6       69.0       69.4       96.8       97.3:       3.2        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        48         25         23         45         46        108         81:
Old  :       131:        48         23         15         30         37         86         68:
Other:        88:        21         12         17         37         36         69         54:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.2       34.1       48.8       47.7       31.2       28.8       42.0       42.2
Old  :                 31.6       37.7       44.7       52.2       31.5       37.2       44.6       51.6
Other:                 41.7       36.4       58.2       54.2       32.6       33.1       45.8       45.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  : 1,018,956:   190,268     17,567    226,304    512,348    719,376    928,921    963,247:    90,035     55,708
Old  : 1,018,956:   190,268     17,567    226,304    512,348    719,376    928,921    963,247:    90,035     55,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    28,493:    11,548       -244     -2,487     13,207     34,968     22,268     32,237:     6,225     -3,744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        1.7       22.2       50.3       70.6       91.2       94.5:       8.8        5.5
Old  :     100.0:      18.7        1.7       22.2       50.3       70.6       91.2       94.5:       8.8        5.5
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:        79         36         71         88         99        206        173:
Old  :       227:        79         36         71         88         99        206        173:
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  :                 14.7       24.4       25.5       33.6        9.6       13.5       15.6       20.6
Old  :                 14.7       24.4       25.5       33.6        9.6       13.5       15.6       20.6
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 with Delta-adjusted Options and Futures Combined, June 23, 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  :   142,104:    24,486     10,433     36,039     72,881     87,421    133,406    133,892:     8,699      8,212
Old  :    87,566:    23,735     13,832     14,332     43,884     53,838     81,951     82,002:     5,615      5,564
Other:    54,538:    10,877      6,726     11,582     28,996     33,583     51,455     51,891:     3,083      2,648
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :   -13,166:    -5,357      1,381     -3,106     -3,546    -11,990    -12,009    -13,716:    -1,157        550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        7.3       25.4       51.3       61.5       93.9       94.2:       6.1        5.8
Old  :     100.0:      27.1       15.8       16.4       50.1       61.5       93.6       93.6:       6.4        6.4
Other:     100.0:      19.9       12.3       21.2       53.2       61.6       94.3       95.1:       5.7        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:       118         69         99        110        107        280        232:
Old  :       319:       120         68         77         97         89        247        204:
Other:       228:        52         54         49         81         94        163        167:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       25.4       30.9       35.5       15.3       18.3       24.0       26.2
Old  :                 19.9       35.6       32.7       46.0       18.9       34.8       31.7       44.3
Other:                 31.4       22.0       44.9       36.4       27.8       22.0       39.9       33.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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  :    22,140:     4,597     12,265      2,900     12,335      3,200     19,833     18,366:     2,306      3,774
Old  :    22,140:     4,597     12,265      2,900     12,335      3,200     19,833     18,366:     2,306      3,774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :       260:       688       -218         97       -231        589        554        467:      -294       -207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       55.4       13.1       55.7       14.5       89.6       83.0:      10.4       17.0
Old  :     100.0:      20.8       55.4       13.1       55.7       14.5       89.6       83.0:      10.4       17.0
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  :        68:        16         37          6          8          8         28         48:
Old  :        68:        16         37          6          8          8         28         48:
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  :                 63.8       41.9       77.4       57.3       56.7       35.8       67.3       47.1
Old  :                 63.8       41.9       77.4       57.3       56.7       35.8       67.3       47.1
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 with Delta-adjusted Options and Futures Combined, June 23, 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  :   356,007:    33,799     99,740      1,657    305,081    242,357    340,537    343,753:    15,470     12,254
Old  :   356,007:    33,799     99,740      1,657    305,081    242,357    340,537    343,753:    15,470     12,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :  -102,078:     4,056      2,413     -7,159    -97,249    -92,238   -100,352    -96,983:    -1,726     -5,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       28.0        0.5       85.7       68.1       95.7       96.6:       4.3        3.4
Old  :     100.0:       9.5       28.0        0.5       85.7       68.1       95.7       96.6:       4.3        3.4
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  :       222:        19         47          9         90         97        116        146:
Old  :       222:        19         47          9         90         97        116        146:
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  :                 44.3       22.9       55.7       35.2       40.9       22.9       51.9       33.4
Old  :                 44.3       22.9       55.7       35.2       40.9       22.9       51.9       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated July 2, 2009