COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, 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  :   135,230:    38,422     17,687      9,180     74,524    101,197    122,126    128,064:    13,104      7,166
Old  :    82,187:    30,230     14,176      2,116     40,670     59,930     73,016     76,222:     9,171      5,965
Other:    53,043:    14,140      9,459      1,116     33,854     41,267     49,110     51,842:     3,933      1,201
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :    -2,057:    -2,743       -240        360        930     -2,693     -1,453     -2,573:      -604        516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       13.1        6.8       55.1       74.8       90.3       94.7:       9.7        5.3
Old  :     100.0:      36.8       17.2        2.6       49.5       72.9       88.8       92.7:      11.2        7.3
Other:     100.0:      26.7       17.8        2.1       63.8       77.8       92.6       97.7:       7.4        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        82         40         39         42         49        149        107:
Old  :       181:        72         50         11         24         37        103         91:
Other:       123:        39         26         14         35         40         86         68:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.8       39.8       37.4       52.9       22.7       37.0       37.2       48.9
Old  :                 24.1       47.2       38.2       58.8       24.1       47.1       38.2       58.6
Other:                 30.0       38.5       45.5       55.2       29.9       37.9       43.1       50.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, 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  :    30,423:    12,727      2,505      1,900     12,248     24,907     26,875     29,312:     3,548      1,111
Old  :    29,893:    12,639      2,529      1,841     11,868     24,425     26,348     28,795:     3,545      1,098
Other:       530:       131         19         16        380        482        527        517:         3         13
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :       537:       325         21         32        190        525        547        578:       -10        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8        8.2        6.2       40.3       81.9       88.3       96.3:      11.7        3.7
Old  :     100.0:      42.3        8.5        6.2       39.7       81.7       88.1       96.3:      11.9        3.7
Other:     100.0:      24.7        3.6        3.0       71.7       90.9       99.4       97.5:       0.6        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        45         19         15         19         14         74         39:
Old  :        92:        45         19         14         18         14         72         39:
Other:        22:        10          5          5          4          5         17         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.9       76.2       37.6       82.7       23.9       75.4       37.6       81.1
Old  :                 24.3       77.0       38.1       83.1       24.3       77.0       38.1       82.2
Other:                 83.8       89.1       92.3       95.8       70.2       75.3       77.5       78.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, 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  :   121,437:    28,787     18,803     14,482     69,953     81,167    113,222    114,452:     8,215      6,985
Old  :    78,083:    30,192     14,272      5,502     35,080     51,913     70,774     71,687:     7,309      6,396
Other:    43,354:     6,191     12,127      1,384     34,873     29,254     42,448     42,765:       906        589
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :     2,631:       693      2,612        361      1,217        -12      2,271      2,961:       360       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       15.5       11.9       57.6       66.8       93.2       94.2:       6.8        5.8
Old  :     100.0:      38.7       18.3        7.0       44.9       66.5       90.6       91.8:       9.4        8.2
Other:     100.0:      14.3       28.0        3.2       80.4       67.5       97.9       98.6:       2.1        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        34         30         28         49         37         99         86:
Old  :       123:        34         29         21         39         33         83         77:
Other:        70:        17          8          8         31         28         53         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.3       42.7       55.7       55.6       30.0       24.9       38.8       37.0
Old  :                 43.5       38.7       57.0       52.3       33.0       28.3       43.8       39.7
Other:                 45.4       53.9       64.9       71.1       32.4       43.0       50.2       54.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, 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  :   736,002:   218,839     34,299     87,774    344,037    569,740    650,650    691,813:    85,352     44,189
Old  :   736,002:   218,839     34,299     87,774    344,037    569,740    650,650    691,813:    85,352     44,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :    27,353:    14,404      1,342      3,341      7,990     21,944     25,735     26,627:     1,618        726
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        4.7       11.9       46.7       77.4       88.4       94.0:      11.6        6.0
Old  :     100.0:      29.7        4.7       11.9       46.7       77.4       88.4       94.0:      11.6        6.0
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  :       227:        89         35         69         75         84        197        161:
Old  :       227:        89         35         69         75         84        197        161:
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  :                 15.0       27.3       25.3       38.3       11.8       19.2       19.6       29.2
Old  :                 15.0       27.3       25.3       38.3       11.8       19.2       19.6       29.2
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 - Futures Only, 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  :   141,549:    40,792     12,324     23,423     66,992     97,903    131,207    133,650:    10,342      7,899
Old  :   101,927:    42,766     19,802      4,159     46,845     71,660     93,770     95,621:     8,157      6,306
Other:    39,622:    13,358      7,854      3,932     20,147     26,243     37,437     38,029:     2,185      1,593
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :     4,536:     3,817        -36        685        713      3,944      5,215      4,593:      -679        -57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        8.7       16.5       47.3       69.2       92.7       94.4:       7.3        5.6
Old  :     100.0:      42.0       19.4        4.1       46.0       70.3       92.0       93.8:       8.0        6.2
Other:     100.0:      33.7       19.8        9.9       50.8       66.2       94.5       96.0:       5.5        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:       129         56         57         87        107        255        191:
Old  :       326:       128         63         44         70         93        229        172:
Other:       174:        37         27         13         58         81         99        118:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       26.7       33.7       39.0       14.8       18.2       25.1       28.5
Old  :                 20.5       35.4       34.9       48.0       20.5       35.0       34.9       47.6
Other:                 54.3       29.2       65.8       45.7       45.8       28.0       57.3       43.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, 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  :    37,046:    13,789     14,740      2,077     19,821     16,063     35,687     32,880:     1,359      4,166
Old  :    37,046:    13,789     14,740      2,077     19,821     16,063     35,687     32,880:     1,359      4,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :     6,715:     4,041      5,926         76      2,641        601      6,758      6,603:       -43        112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       39.8        5.6       53.5       43.4       96.3       88.8:       3.7       11.2
Old  :     100.0:      37.2       39.8        5.6       53.5       43.4       96.3       88.8:       3.7       11.2
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  :        65:        13         37          2          8          9         21         48:
Old  :        65:        13         37          2          8          9         21         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  :                 83.6       58.4       91.2       69.6       80.3       53.8       84.0       61.5
Old  :                 83.6       58.4       91.2       69.6       80.3       53.8       84.0       61.5
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 - Futures Only, 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  :   429,595:    32,182     90,748      5,836    376,976    315,174    414,994    411,758:    14,601     17,837
Old  :   429,595:    32,182     90,748      5,836    376,976    315,174    414,994    411,758:    14,601     17,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2009                         :
     :    -2,335:    -1,338      2,229      1,725      4,836     -3,749      5,223        205:    -7,558     -2,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       21.1        1.4       87.8       73.4       96.6       95.8:       3.4        4.2
Old  :     100.0:       7.5       21.1        1.4       87.8       73.4       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  :       225:        29         48         10         85         98        121        149:
Old  :       225:        29         48         10         85         98        121        149:
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  :                 45.2       24.9       58.3       38.4       34.3       22.6       47.2       30.0
Old  :                 45.2       24.9       58.3       38.4       34.3       22.6       47.2       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 29, 2009