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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :   197,183:    37,907      4,760     52,086     91,897    132,019    181,890    188,865:    15,292      8,318
Old  :   106,411:    29,279      9,344     20,353     46,983     70,124     96,615     99,821:     9,796      6,590
Other:    90,771:    15,841      2,629     24,520     44,915     61,895     85,275     89,044:     5,496      1,727
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :    -1,889:    -2,380       -327        451        832     -2,625     -1,097     -2,501:      -791        612
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        2.4       26.4       46.6       67.0       92.2       95.8:       7.8        4.2
Old  :     100.0:      27.5        8.8       19.1       44.2       65.9       90.8       93.8:       9.2        6.2
Other:     100.0:      17.5        2.9       27.0       49.5       68.2       93.9       98.1:       6.1        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        99         28         55         58         56        180        120:
Old  :       189:        83         40         43         42         46        147        107:
Other:       135:        53         18         27         50         45        117         76:
     :----------------------------------------------------------------------------------------------------
     :             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       32.6       29.3       45.5       15.7       26.1       25.7       36.6
Old  :                 18.6       41.7       30.0       50.7       18.5       38.2       29.4       47.1
Other:                 22.5       28.5       36.5       46.3       17.5       25.7       25.2       36.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :    43,851:    12,671      2,183      9,608     16,814     30,390     39,094     42,182:     4,757      1,669
Old  :    41,801:    12,771      2,130      8,535     16,099     29,573     37,406     40,238:     4,396      1,563
Other:     2,049:        42        196        931        715        817      1,688      1,944:       361        106
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :     1,205:       329         19        368        372        864      1,069      1,251:       136        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        5.0       21.9       38.3       69.3       89.2       96.2:      10.8        3.8
Old  :     100.0:      30.6        5.1       20.4       38.5       70.7       89.5       96.3:      10.5        3.7
Other:     100.0:       2.1        9.6       45.4       34.9       39.9       82.4       94.8:      17.6        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        52         20         19         25         17         88         46:
Old  :       100:        52         19         19         23         17         85         46:
Other:        26:         8          8         13          6          7         22         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.6       65.6       36.1       75.7       14.7       52.4       23.9       56.3
Old  :                 22.1       66.8       36.2       77.0       15.4       55.0       24.9       59.0
Other:                 46.4       51.2       67.0       70.6       18.5       22.3       20.0       30.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :   134,938:    27,808     16,602     24,084     74,513     86,849    126,405    127,534:     8,533      7,404
Old  :    86,116:    29,958     12,667     12,159     36,453     54,606     78,570     79,432:     7,546      6,683
Other:    48,822:     6,082     12,165      3,694     38,060     32,243     47,835     48,102:       987        720
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :     1,798:       696      3,308       -394      1,225       -794      1,526      2,120:       271       -322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       12.3       17.8       55.2       64.4       93.7       94.5:       6.3        5.5
Old  :     100.0:      34.8       14.7       14.1       42.3       63.4       91.2       92.2:       8.8        7.8
Other:     100.0:      12.5       24.9        7.6       78.0       66.0       98.0       98.5:       2.0        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        36         34         35         50         43        105        100:
Old  :       129:        33         35         29         41         40         89         93:
Other:        74:        16         12         18         31         32         58         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.3       39.8       53.5       51.5       28.4       22.5       36.2       33.4
Old  :                 41.2       36.6       56.4       50.7       30.2       26.4       40.7       36.8
Other:                 45.2       48.5       62.9       65.1       33.3       38.5       48.8       48.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  : 1,037,468:   228,226     15,488    260,390    450,152    705,618    938,768    981,495:    98,699     55,972
Old  : 1,037,468:   228,226     15,488    260,390    450,152    705,618    938,768    981,495:    98,699     55,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :    41,440:    15,273        190     10,034     13,899     30,319     39,206     40,542:     2,235        898
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        1.5       25.1       43.4       68.0       90.5       94.6:       9.5        5.4
Old  :     100.0:      22.0        1.5       25.1       43.4       68.0       90.5       94.6:       9.5        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  :       231:        88         36         75         84         94        209        174:
Old  :       231:        88         36         75         84         94        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  :                 13.5       21.5       24.0       32.4        8.5       13.9       13.8       21.6
Old  :                 13.5       21.5       24.0       32.4        8.5       13.9       13.8       21.6
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, May 26, 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  :   182,227:    40,677     10,203     54,310     74,921    108,001    169,907    172,514:    12,320      9,713
Old  :   131,568:    42,713     17,731     26,505     52,745     79,561    121,963    123,798:     9,606      7,771
Other:    50,659:    12,973      7,481     12,796     22,176     28,439     47,944     48,716:     2,714      1,942
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :     7,803:     3,876       -684      3,420        998      4,838      8,294      7,574:      -492        228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        5.6       29.8       41.1       59.3       93.2       94.7:       6.8        5.3
Old  :     100.0:      32.5       13.5       20.1       40.1       60.5       92.7       94.1:       7.3        5.9
Other:     100.0:      25.6       14.8       25.3       43.8       56.1       94.6       96.2:       5.4        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:       157         61        100        107        115        313        235:
Old  :       356:       152         67         88         96        107        291        221:
Other:       197:        49         34         47         70         86        141        145:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       23.0       28.7       33.2       11.6       13.9       20.4       22.3
Old  :                 15.9       27.9       27.0       38.8       15.2       26.8       26.3       36.7
Other:                 44.5       26.1       56.0       39.2       37.1       22.0       45.2       33.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :    39,196:    12,995     14,783      3,657     20,982     16,140     37,634     34,580:     1,561      4,616
Old  :    39,196:    12,995     14,783      3,657     20,982     16,140     37,634     34,580:     1,561      4,616
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :     7,191:     3,698      5,922        491      2,969        607      7,159      7,020:        32        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       37.7        9.3       53.5       41.2       96.0       88.2:       4.0       11.8
Old  :     100.0:      33.2       37.7        9.3       53.5       41.2       96.0       88.2:       4.0       11.8
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  :        70:        14         41          8          8         10         24         57:
Old  :        70:        14         41          8          8         10         24         57:
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  :                 82.2       55.2       90.0       67.3       75.9       50.9       80.0       58.1
Old  :                 82.2       55.2       90.0       67.3       75.9       50.9       80.0       58.1
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, May 26, 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  :   430,822:    32,661     90,745      6,307    377,129    315,761    416,097    412,814:    14,725     18,009
Old  :   430,822:    32,661     90,745      6,307    377,129    315,761    416,097    412,814:    14,725     18,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :    -2,200:    -1,341      2,235      1,812      4,890     -3,713      5,361        334:    -7,561     -2,534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       21.1        1.5       87.5       73.3       96.6       95.8:       3.4        4.2
Old  :     100.0:       7.6       21.1        1.5       87.5       73.3       96.6       95.8:       3.4        4.2
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:        31         48         14         86        100        125        154:
Old  :       227:        31         48         14         86        100        125        154:
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  :                 45.0       24.8       58.1       38.3       34.2       22.5       47.0       30.0
Old  :                 45.0       24.8       58.1       38.3       34.2       22.5       47.0       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated May 29, 2009