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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   155,415:    27,699     10,096     33,656     82,438    102,429    143,793    146,181:    11,623      9,234
Old  :       227:         0          0          0        227        165        227        165:         0         62
Other:   155,188:    27,699     10,096     33,656     82,211    102,264    143,566    146,016:    11,623      9,172
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :     3,986:     2,332      1,566      1,296        -51      1,487      3,577      4,348:       409       -363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        6.5       21.7       53.0       65.9       92.5       94.1:       7.5        5.9
Old  :     100.0:       0.0        0.0        0.0      100.0       72.7      100.0       72.7:       0.0       27.3
Other:     100.0:      17.8        6.5       21.7       53.0       65.9       92.5       94.1:       7.5        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        84         40         44         53         51        156        119:
Old  :         4:         0          0          0          2          2          2          2:
Other:       194:        84         40         44         53         51        156        119:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       28.1       35.7       42.1       21.3       22.4       33.3       34.3
Old  :                100.0       72.7      100.0       72.7      100.0       72.7      100.0       72.7
Other:                 21.7       28.1       35.7       42.0       21.4       22.6       33.3       34.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    40,053:    11,627      9,506      6,838     17,391     20,868     35,855     37,212:     4,198      2,841
Old  :    35,667:    11,038      9,455      5,326     15,581     18,122     31,945     32,902:     3,722      2,765
Other:     4,385:       934        397      1,166      1,810      2,746      3,910      4,310:       475         76
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :       -82:     1,211      2,269       -313       -712     -1,733        186        223:      -268       -305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       23.7       17.1       43.4       52.1       89.5       92.9:      10.5        7.1
Old  :     100.0:      30.9       26.5       14.9       43.7       50.8       89.6       92.2:      10.4        7.8
Other:     100.0:      21.3        9.1       26.6       41.3       62.6       89.2       98.3:      10.8        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        41         41         22         32         15         84         69:
Old  :       118:        48         35         20         32         14         83         66:
Other:        39:         7         18         16         12          8         35         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       51.6       35.6       63.7       19.4       45.3       30.1       54.2
Old  :                 22.7       51.5       37.8       64.0       21.7       45.8       32.2       55.6
Other:                 31.5       62.6       51.5       77.3       26.3       47.6       42.8       53.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   118,314:    32,621     14,772     13,310     64,859     85,843    110,789    113,925:     7,525      4,390
Old  :    49,755:    24,788      8,044      1,380     18,108     37,165     44,276     46,589:     5,479      3,165
Other:    68,559:    11,875     10,770      7,888     46,751     48,678     66,514     67,335:     2,046      1,224
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :    -1,839:    -2,097        589        303        718     -1,876     -1,076       -984:      -763       -855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       12.5       11.2       54.8       72.6       93.6       96.3:       6.4        3.7
Old  :     100.0:      49.8       16.2        2.8       36.4       74.7       89.0       93.6:      11.0        6.4
Other:     100.0:      17.3       15.7       11.5       68.2       71.0       97.0       98.2:       3.0        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        49         25         28         44         46        110         86:
Old  :       131:        44         28         15         32         35         86         68:
Other:        92:        25          8         18         37         38         69         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.3       32.7       50.4       46.8       32.2       27.4       43.4       41.0
Old  :                 35.1       36.7       48.2       50.9       35.1       36.3       47.9       50.3
Other:                 41.1       35.4       57.1       53.5       32.3       32.2       46.1       44.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,038,949:   205,708     12,371    252,164    489,315    718,797    947,187    983,331:    91,762     55,617
Old  : 1,038,949:   205,708     12,371    252,164    489,315    718,797    947,187    983,331:    91,762     55,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :    19,993:    15,440     -5,196     25,859    -23,034       -579     18,266     20,084:     1,727        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        1.2       24.3       47.1       69.2       91.2       94.6:       8.8        5.4
Old  :     100.0:      19.8        1.2       24.3       47.1       69.2       91.2       94.6:       8.8        5.4
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  :       233:        91         37         77         82         92        209        174:
Old  :       233:        91         37         77         82         92        209        174:
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  :                 14.5       23.0       25.0       33.1        8.9       12.8       15.0       19.5
Old  :                 14.5       23.0       25.0       33.1        8.9       12.8       15.0       19.5
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 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  :   141,516:    24,605     13,981     36,099     72,389     84,045    133,092    134,125:     8,424      7,392
Old  :    85,879:    24,119     16,851     14,317     41,735     50,076     80,171     81,245:     5,708      4,634
Other:    55,637:    10,646      7,289     11,622     30,654     33,969     52,922     52,880:     2,716      2,758
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :      -588:       119      3,548         60       -492     -3,376       -313        232:      -275       -820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        9.9       25.5       51.2       59.4       94.0       94.8:       6.0        5.2
Old  :     100.0:      28.1       19.6       16.7       48.6       58.3       93.4       94.6:       6.6        5.4
Other:     100.0:      19.1       13.1       20.9       55.1       61.1       95.1       95.0:       4.9        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:       118         73         95        109        105        273        234:
Old  :       318:       123         65         74         95         87        241        203:
Other:       226:        45         59         47         84         92        161        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  :                 19.3       23.0       32.1       33.5       16.2       15.7       23.5       24.4
Old  :                 22.3       33.3       34.4       44.7       21.3       32.2       32.3       43.1
Other:                 31.5       21.5       45.2       35.7       27.8       21.5       39.8       32.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    21,624:     4,356     11,172      2,939     12,082      3,658     19,377     17,769:     2,247      3,854
Old  :    21,624:     4,356     11,172      2,939     12,082      3,658     19,377     17,769:     2,247      3,854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :      -516:      -241     -1,093         39       -253        458       -456       -596:       -60         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       51.7       13.6       55.9       16.9       89.6       82.2:      10.4       17.8
Old  :     100.0:      20.1       51.7       13.6       55.9       16.9       89.6       82.2:      10.4       17.8
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  :        67:        15         35         10          8         11         29         51:
Old  :        67:        15         35         10          8         11         29         51:
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  :                 68.5       43.5       81.9       55.6       61.3       35.4       68.7       45.4
Old  :                 68.5       43.5       81.9       55.6       61.3       35.4       68.7       45.4
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 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  :   347,705:    24,882     97,685      2,498    304,440    233,122    331,819    333,305:    15,886     14,401
Old  :   347,705:    24,882     97,685      2,498    304,440    233,122    331,819    333,305:    15,886     14,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2009                        :
     :    -8,301:    -8,917     -2,054        841       -641     -9,235     -8,718    -10,449:       416      2,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       28.1        0.7       87.6       67.0       95.4       95.9:       4.6        4.1
Old  :     100.0:       7.2       28.1        0.7       87.6       67.0       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  :       210:        17         45         10         86         95        110        143:
Old  :       210:        17         45         10         86         95        110        143:
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  :                 44.1       24.8       55.9       36.8       41.3       24.8       52.2       34.9
Old  :                 44.1       24.8       55.9       36.8       41.3       24.8       52.2       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated July 6, 2009