COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 2, 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  :   135,433:    37,567     18,588      9,021     73,648    101,431    120,236    129,040:    15,197      6,393
Old  :    73,141:    28,697     13,692        896     33,251     54,602     62,844     69,190:    10,297      3,951
Other:    62,292:    15,480     11,506      1,515     40,397     46,829     57,392     59,850:     4,900      2,442
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :       203:      -855        901       -159       -876        234     -1,890        976:     2,093       -773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       13.7        6.7       54.4       74.9       88.8       95.3:      11.2        4.7
Old  :     100.0:      39.2       18.7        1.2       45.5       74.7       85.9       94.6:      14.1        5.4
Other:     100.0:      24.9       18.5        2.4       64.9       75.2       92.1       96.1:       7.9        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        89         40         37         42         51        155        109:
Old  :       182:        77         47          9         26         35        109         85:
Other:       130:        40         30         15         34         42         86         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.1       39.2       37.4       52.3       23.0       36.6       37.3       49.0
Old  :                 24.5       49.7       38.0       60.9       24.5       49.7       38.0       60.7
Other:                 33.4       33.0       49.7       53.2       33.2       32.9       48.3       50.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 2, 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  :    32,177:    13,906      2,870      2,150     12,354     25,937     28,410     30,957:     3,767      1,220
Old  :    31,623:    13,813      2,905      2,075     11,974     25,436     27,862     30,416:     3,761      1,207
Other:       554:       154         26         14        380        501        548        541:         6         13
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     1,754:     1,179        365        250        106      1,030      1,535      1,645:       219        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2        8.9        6.7       38.4       80.6       88.3       96.2:      11.7        3.8
Old  :     100.0:      43.7        9.2        6.6       37.9       80.4       88.1       96.2:      11.9        3.8
Other:     100.0:      27.8        4.7        2.5       68.6       90.4       98.9       97.7:       1.1        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        46         21         15         18         15         77         39:
Old  :        95:        46         21         14         17         15         75         39:
Other:        22:        10          5          4          4          5         17         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.7       74.4       38.0       81.0       24.7       73.7       38.0       79.0
Old  :                 25.2       75.1       38.5       81.5       25.2       75.1       38.5       80.1
Other:                 80.1       88.6       91.2       96.4       65.3       74.0       76.0       78.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 2, 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  :   119,409:    32,659     17,894     11,211     67,081     86,118    110,951    115,223:     8,458      4,186
Old  :    73,326:    29,387     11,433      5,107     31,637     53,436     66,131     69,976:     7,195      3,350
Other:    46,083:     8,759     11,948        617     35,444     32,682     44,820     45,247:     1,263        836
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    -2,028:     3,872       -909     -3,271     -2,872      4,951     -2,271        771:       243     -2,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       15.0        9.4       56.2       72.1       92.9       96.5:       7.1        3.5
Old  :     100.0:      40.1       15.6        7.0       43.1       72.9       90.2       95.4:       9.8        4.6
Other:     100.0:      19.0       25.9        1.3       76.9       70.9       97.3       98.2:       2.7        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        46         26         29         49         46        110         89:
Old  :       131:        41         29         20         39         40         91         80:
Other:        77:        22          6          7         33         32         57         44:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.6       42.2       50.5       55.4       29.6       29.3       37.6       41.8
Old  :                 35.0       39.2       49.1       52.3       27.5       31.8       39.0       42.9
Other:                 46.6       50.0       65.8       69.6       34.9       41.7       52.4       54.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 2, 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  :   772,821:   208,565     36,473     99,815    379,238    591,627    687,618    727,915:    85,203     44,906
Old  :   772,821:   208,565     36,473     99,815    379,238    591,627    687,618    727,915:    85,203     44,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :    36,819:   -10,274      2,174     12,041     35,201     21,887     36,968     36,102:      -149        717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        4.7       12.9       49.1       76.6       89.0       94.2:      11.0        5.8
Old  :     100.0:      27.0        4.7       12.9       49.1       76.6       89.0       94.2:      11.0        5.8
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  :       223:        80         38         70         78         82        194        159:
Old  :       223:        80         38         70         78         82        194        159:
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  :                 15.1       26.9       25.7       37.7       11.8       16.5       19.1       26.5
Old  :                 15.1       26.9       25.7       37.7       11.8       16.5       19.1       26.5
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 - Futures Only, June 2, 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  :   144,634:    45,428     11,748     22,169     66,722    103,392    134,319    137,309:    10,315      7,325
Old  :   105,263:    46,683     20,297      4,523     46,143     74,780     97,349     99,600:     7,914      5,663
Other:    39,371:    13,788      6,494      2,603     20,579     28,612     36,970     37,709:     2,401      1,662
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     3,085:     4,636       -576     -1,254       -270      5,489      3,112      3,659:       -27       -574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        8.1       15.3       46.1       71.5       92.9       94.9:       7.1        5.1
Old  :     100.0:      44.3       19.3        4.3       43.8       71.0       92.5       94.6:       7.5        5.4
Other:     100.0:      35.0       16.5        6.6       52.3       72.7       93.9       95.8:       6.1        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:       140         56         61         92        105        273        190:
Old  :       334:       138         61         43         76         94        246        171:
Other:       175:        40         27         15         60         84        106        120:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       26.8       34.1       38.2       16.2       18.2       25.8       28.3
Old  :                 20.8       35.3       34.3       48.3       20.8       34.8       34.3       47.8
Other:                 50.4       25.5       62.2       40.1       47.5       25.5       57.5       39.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 2, 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  :    40,030:    14,094     17,200      2,225     22,089     16,193     38,408     35,618:     1,622      4,412
Old  :    40,030:    14,094     17,200      2,225     22,089     16,193     38,408     35,618:     1,622      4,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :     2,984:       305      2,460        148      2,268        130      2,721      2,738:       263        246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       43.0        5.6       55.2       40.5       95.9       89.0:       4.1       11.0
Old  :     100.0:      35.2       43.0        5.6       55.2       40.5       95.9       89.0:       4.1       11.0
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  :        64:        11         39          6          7         10         20         53:
Old  :        64:        11         39          6          7         10         20         53:
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  :                 84.4       54.5       92.0       67.4       81.7       50.5       84.9       60.6
Old  :                 84.4       54.5       92.0       67.4       81.7       50.5       84.9       60.6
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, June 2, 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  :   416,817:    26,819     95,404      4,569    367,796    297,069    399,184    397,042:    17,633     19,775
Old  :   416,817:    26,819     95,404      4,569    367,796    297,069    399,184    397,042:    17,633     19,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2009                         :
     :   -12,778:    -5,363      4,656     -1,267     -9,180    -18,105    -15,810    -14,716:     3,032      1,938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       22.9        1.1       88.2       71.3       95.8       95.3:       4.2        4.7
Old  :     100.0:       6.4       22.9        1.1       88.2       71.3       95.8       95.3:       4.2        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  :       225:        21         51         13         86         99        116        154:
Old  :       225:        21         51         13         86         99        116        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  :                 45.6       23.0       58.8       34.8       33.5       17.3       46.4       25.5
Old  :                 45.6       23.0       58.8       34.8       33.5       17.3       46.4       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 5, 2009