COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 23, 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  :   106,194:    25,410     16,355      3,271     67,750     77,564     96,431     97,190:     9,763      9,004
Old  :     1,673:        26          0          0      1,601      1,412      1,627      1,412:        46        261
Other:   104,521:    25,384     16,355      3,271     66,149     76,152     94,804     95,778:     9,717      8,743
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :   -11,723:    -4,264      2,596     -1,383     -2,503    -11,997     -8,150    -10,784:    -3,573       -939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       15.4        3.1       63.8       73.0       90.8       91.5:       9.2        8.5
Old  :     100.0:       1.6        0.0        0.0       95.7       84.4       97.3       84.4:       2.7       15.6
Other:     100.0:      24.3       15.6        3.1       63.3       72.9       90.7       91.6:       9.3        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        65         39         26         40         46        118        100:
Old  :        13:         2          0          0          4          7          6          7:
Other:       170:        65         39         26         40         44        118         98:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.9       36.1       47.5       50.8       29.5       33.2       47.1       46.7
Old  :                 96.7       81.8       97.3       84.4       96.7       81.8       97.3       84.4
Other:                 30.3       36.5       48.2       50.8       30.0       34.4       47.9       47.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 23, 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  :    31,312:    12,076      7,115      1,055     14,489     20,432     27,620     28,602:     3,692      2,710
Old  :    28,907:    10,808      7,126        931     13,674     18,159     25,413     26,216:     3,494      2,691
Other:     2,405:     1,375         96         17        815      2,273      2,207      2,386:       198         19
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :       881:     1,859      3,284     -1,074        -58     -1,634        727        576:       154        305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       22.7        3.4       46.3       65.3       88.2       91.3:      11.8        8.7
Old  :     100.0:      37.4       24.7        3.2       47.3       62.8       87.9       90.7:      12.1        9.3
Other:     100.0:      57.2        4.0        0.7       33.9       94.5       91.8       99.2:       8.2        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        39         27         14         30         11         71         52:
Old  :       101:        39         28          9         29         11         70         47:
Other:        31:        18          3          3          7          5         25         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  :                 23.2       63.7       37.7       71.9       22.8       57.8       34.7       65.9
Old  :                 25.1       62.2       40.1       70.8       24.7       56.5       36.6       65.1
Other:                 38.6       93.9       67.1       98.5       38.6       85.2       61.9       89.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 23, 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  :   109,122:    37,019     15,190      5,744     58,488     83,363    101,251    104,297:     7,871      4,825
Old  :    52,328:    27,348      6,513      1,046     17,983     41,522     46,377     49,081:     5,951      3,247
Other:    56,794:    13,049     12,055      1,320     40,505     41,841     54,874     55,216:     1,920      1,578
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :    -5,451:    -6,774     -4,158        326      2,246     -2,756     -4,202     -6,588:    -1,249      1,137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       13.9        5.3       53.6       76.4       92.8       95.6:       7.2        4.4
Old  :     100.0:      52.3       12.4        2.0       34.4       79.3       88.6       93.8:      11.4        6.2
Other:     100.0:      23.0       21.2        2.3       71.3       73.7       96.6       97.2:       3.4        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        50         19         17         44         43        103         72:
Old  :       128:        49         19          5         29         34         80         57:
Other:        86:        24          8         10         36         33         65         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       37.1       50.2       52.1       33.4       31.6       45.0       46.4
Old  :                 32.2       39.0       45.7       54.1       32.1       38.5       45.7       53.5
Other:                 43.5       41.6       60.6       61.4       36.4       38.4       51.7       52.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 23, 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  :   760,753:   195,613     28,965     75,850    410,845    609,889    682,308    714,704:    78,445     46,049
Old  :   760,753:   195,613     28,965     75,850    410,845    609,889    682,308    714,704:    78,445     46,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :      -880:     6,409       -869    -13,704      2,285     19,899     -5,010      5,326:     4,130     -6,206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        3.8       10.0       54.0       80.2       89.7       93.9:      10.3        6.1
Old  :     100.0:      25.7        3.8       10.0       54.0       80.2       89.7       93.9:      10.3        6.1
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  :       221:        86         27         59         78         92        190        158:
Old  :       221:        86         27         59         78         92        190        158:
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  :                 17.5       30.1       28.7       40.7       12.9       18.5       20.6       28.1
Old  :                 17.5       30.1       28.7       40.7       12.9       18.5       20.6       28.1
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 23, 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  :   112,453:    27,132     10,534     13,752     64,190     80,884    105,074    105,170:     7,379      7,283
Old  :    68,715:    25,979     13,982        568     37,432     49,260     63,979     63,810:     4,736      4,905
Other:    43,738:    11,372      6,771      2,965     26,758     31,624     41,095     41,360:     2,643      2,378
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :   -13,718:    -4,356      1,422     -3,381     -4,699    -12,205    -12,436    -14,164:    -1,282        446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        9.4       12.2       57.1       71.9       93.4       93.5:       6.6        6.5
Old  :     100.0:      37.8       20.3        0.8       54.5       71.7       93.1       92.9:       6.9        7.1
Other:     100.0:      26.0       15.5        6.8       61.2       72.3       94.0       94.6:       6.0        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:       112         43         50         97         97        232        176:
Old  :       284:       108         51         14         74         69        188        128:
Other:       190:        47         29         16         68         87        120        127:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.4       31.2       37.5       42.4       19.4       23.2       30.3       33.3
Old  :                 25.3       44.9       41.6       57.1       25.3       44.6       41.6       56.5
Other:                 38.7       27.5       53.1       42.7       34.7       27.5       49.1       41.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 23, 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  :    20,532:     4,870     12,007      2,162     11,466      3,130     18,498     17,299:     2,034      3,233
Old  :    20,532:     4,870     12,007      2,162     11,466      3,130     18,498     17,299:     2,034      3,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :        62:       734       -224         -5       -341        593        388        364:      -326       -302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       58.5       10.5       55.8       15.2       90.1       84.3:       9.9       15.7
Old  :     100.0:      23.7       58.5       10.5       55.8       15.2       90.1       84.3:       9.9       15.7
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  :        60:        13         32          3          8          7         23         41:
Old  :        60:        13         32          3          8          7         23         41:
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  :                 63.6       45.2       78.3       61.8       58.8       38.6       70.2       50.8
Old  :                 63.6       45.2       78.3       61.8       58.8       38.6       70.2       50.8
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 23, 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  :   355,139:    33,799     99,802      1,235    304,871    241,980    339,905    343,017:    15,234     12,122
Old  :   355,139:    33,799     99,802      1,235    304,871    241,980    339,905    343,017:    15,234     12,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2009                        :
     :  -101,145:     4,554      2,463     -6,703    -97,219    -91,793    -99,368    -96,033:    -1,777     -5,112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       28.1        0.3       85.8       68.1       95.7       96.6:       4.3        3.4
Old  :     100.0:       9.5       28.1        0.3       85.8       68.1       95.7       96.6:       4.3        3.4
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  :       221:        19         46          5         90         95        112        143:
Old  :       221:        19         46          5         90         95        112        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       22.9       55.8       35.2       41.0       22.9       52.0       33.4
Old  :                 44.4       22.9       55.8       35.2       41.0       22.9       52.0       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 2, 2009