```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :   177,290:    34,828      5,621     39,138     90,255    126,099    164,221    170,859:    13,069      6,431
Old  :   174,891:    34,750      5,764     38,960     88,295    123,766    162,005    168,490:    12,886      6,401
Other:     2,399:       231         11         25      1,960      2,333      2,216      2,369:       183         30
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    -9,260:    -3,473      1,425     -1,564     -1,637     -9,430     -6,674     -9,570:    -2,587        309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        3.2       22.1       50.9       71.1       92.6       96.4:       7.4        3.6
Old  :     100.0:      19.9        3.3       22.3       50.5       70.8       92.6       96.3:       7.4        3.7
Other:     100.0:       9.6        0.4        1.0       81.7       97.3       92.4       98.7:       7.6        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:       100         33         48         56         53        178        116:
Old  :       210:        99         35         48         56         53        178        116:
Other:        28:         4          4          4         10         14         17         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.4       32.3       34.8       45.9       20.9       26.7       31.9       38.1
Old  :                 21.5       32.7       35.1       46.5       21.1       27.1       32.2       38.2
Other:                 76.5       82.6       89.6       93.4       76.4       82.6       89.2       92.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :    47,872:    14,440      2,651     12,541     16,501     30,600     43,481     45,792:     4,390      2,080
Old  :    40,783:    13,713      2,640     10,115     12,996     26,152     36,824     38,907:     3,959      1,876
Other:     7,089:     1,022        306      2,131      3,505      4,448      6,657      6,885:       432        204
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    -2,099:       555        106     -1,487       -953       -721     -1,886     -2,103:      -213          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        5.5       26.2       34.5       63.9       90.8       95.7:       9.2        4.3
Old  :     100.0:      33.6        6.5       24.8       31.9       64.1       90.3       95.4:       9.7        4.6
Other:     100.0:      14.4        4.3       30.1       49.4       62.8       93.9       97.1:       6.1        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        48         20         21         26         18         85         49:
Old  :        98:        45         23         21         26         17         84         48:
Other:        40:        14         11         16         13         10         36         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.8       58.8       34.7       69.8       16.1       47.5       26.1       51.5
Old  :                 22.9       59.6       38.9       70.5       18.9       48.2       28.3       52.8
Other:                 38.8       56.0       53.6       68.9       33.1       46.1       44.4       50.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :   130,384:    39,695     16,984     14,668     65,687     93,166    120,049    124,818:    10,335      5,566
Old  :    47,793:    22,369     11,597      2,315     15,931     30,625     40,614     44,537:     7,178      3,256
Other:    82,591:    21,679      9,740      8,000     49,756     62,541     79,435     80,281:     3,156      2,310
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     3,079:     2,951     -1,046      1,479       -384      2,727      4,046      3,160:      -967        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       13.0       11.2       50.4       71.5       92.1       95.7:       7.9        4.3
Old  :     100.0:      46.8       24.3        4.8       33.3       64.1       85.0       93.2:      15.0        6.8
Other:     100.0:      26.2       11.8        9.7       60.2       75.7       96.2       97.2:       3.8        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        63         24         31         49         50        130         90:
Old  :       135:        53         24         16         33         33         94         65:
Other:       107:        32         12         21         44         44         87         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.2       35.7       44.2       48.8       27.2       31.9       37.8       44.2
Old  :                 22.1       40.9       34.9       58.0       22.1       39.5       34.9       56.1
Other:                 40.2       32.7       54.6       50.7       32.8       28.7       45.0       42.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  : 1,091,083:   216,606     10,749    279,226    497,047    743,727    992,879  1,033,702:    98,203     57,380
Old  : 1,091,083:   216,606     10,749    279,226    497,047    743,727    992,879  1,033,702:    98,203     57,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    58,567:    16,009       -974     14,259     25,235     49,507     55,502     62,791:     3,065     -4,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        1.0       25.6       45.6       68.2       91.0       94.7:       9.0        5.3
Old  :     100.0:      19.9        1.0       25.6       45.6       68.2       91.0       94.7:       9.0        5.3
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  :       242:        98         43         82         78         89        215        179:
Old  :       242:        98         43         82         78         89        215        179:
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       20.3       24.9       31.0        8.6       11.2       13.9       18.2
Old  :                 14.5       20.3       24.9       31.0        8.6       11.2       13.9       18.2
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, July 28, 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  :   133,484:    21,272     15,057     34,635     67,082     75,011    122,990    124,702:    10,494      8,782
Old  :    68,952:    18,947     17,347      9,949     34,198     37,029     63,094     64,326:     5,858      4,627
Other:    64,532:    11,579      6,963     15,432     32,885     37,982     59,895     60,377:     4,637      4,155
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    -2,998:      -253     -1,373        -38     -2,736     -1,740     -3,027     -3,150:        29        153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       11.3       25.9       50.3       56.2       92.1       93.4:       7.9        6.6
Old  :     100.0:      27.5       25.2       14.4       49.6       53.7       91.5       93.3:       8.5        6.7
Other:     100.0:      17.9       10.8       23.9       51.0       58.9       92.8       93.6:       7.2        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:       118         79         97        109        106        273        243:
Old  :       311:       110         78         72         90         83        226        207:
Other:       241:        70         46         63         95         93        197        172:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       20.6       28.9       31.4       17.0       15.9       24.4       25.1
Old  :                 23.6       34.2       34.3       44.5       23.1       33.6       33.8       42.6
Other:                 23.3       19.6       35.9       34.2       19.2       19.1       28.7       31.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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  :    27,294:     5,992     16,125      2,948     16,288      3,275     25,228     22,349:     2,066      4,945
Old  :    27,294:     5,992     16,125      2,948     16,288      3,275     25,228     22,349:     2,066      4,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    -1,333:    -1,710     -1,489        214        -34       -296     -1,530     -1,571:       197        238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       59.1       10.8       59.7       12.0       92.4       81.9:       7.6       18.1
Old  :     100.0:      22.0       59.1       10.8       59.7       12.0       92.4       81.9:       7.6       18.1
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  :        72:        11         47          6         10          6         26         55:
Old  :        72:        11         47          6         10          6         26         55:
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  :                 77.5       34.8       87.1       51.3       71.6       30.6       77.3       45.5
Old  :                 77.5       34.8       87.1       51.3       71.6       30.6       77.3       45.5
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, July 28, 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  :   369,354:    33,146     98,936      4,774    314,059    248,224    351,979    351,933:    17,375     17,420
Old  :   369,354:    33,146     98,936      4,774    314,059    248,224    351,979    351,933:    17,375     17,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     8,969:     3,083      1,602      3,157      1,942      4,287      8,182      9,046:       787        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       26.8        1.3       85.0       67.2       95.3       95.3:       4.7        4.7
Old  :     100.0:       9.0       26.8        1.3       85.0       67.2       95.3       95.3:       4.7        4.7
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  :       230:        21         50         15         89        102        124        153:
Old  :       230:        21         50         15         89        102        124        153:
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  :                 44.0       21.2       54.7       32.5       41.2       21.0       50.6       30.8
Old  :                 44.0       21.2       54.7       32.5       41.2       21.0       50.6       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated July 31, 2009