COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, 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  :   124,662:    34,999     15,616      4,855     73,051     98,417    112,905    118,888:    11,757      5,774
Old  :   122,356:    34,994     15,777      4,678     71,109     96,156    110,781    116,611:    11,575      5,745
Other:     2,306:       176         10          6      1,942      2,261      2,124      2,277:       182         29
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    -5,477:    -2,388        884       -594       -211     -6,245     -3,193     -5,955:    -2,284        478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       12.5        3.9       58.6       78.9       90.6       95.4:       9.4        4.6
Old  :     100.0:      28.6       12.9        3.8       58.1       78.6       90.5       95.3:       9.5        4.7
Other:     100.0:       7.6        0.4        0.3       84.2       98.0       92.1       98.7:       7.9        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        81         40         31         40         47        143        100:
Old  :       193:        80         42         31         40         47        143        100:
Other:        25:         4          1          1          9         14         13         16:
     :----------------------------------------------------------------------------------------------------
     :             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       39.0       45.7       53.4       29.6       37.1       45.2       50.7
Old  :                 30.2       39.7       46.3       53.8       29.9       37.9       45.8       51.2
Other:                 79.6       85.6       90.6       94.3       79.5       85.6       90.2       94.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, 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  :    31,745:    15,139      3,089      1,989     10,994     25,136     28,122     30,214:     3,623      1,531
Old  :    27,929:    14,090      3,203      1,592      8,802     21,675     24,484     26,470:     3,445      1,459
Other:     3,816:     1,317        154        129      2,192      3,461      3,638      3,744:       178         72
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :       144:       253        -90        137       -148        102        242        149:       -98         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7        9.7        6.3       34.6       79.2       88.6       95.2:      11.4        4.8
Old  :     100.0:      50.4       11.5        5.7       31.5       77.6       87.7       94.8:      12.3        5.2
Other:     100.0:      34.5        4.0        3.4       57.4       90.7       95.3       98.1:       4.7        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        45         17         16         23         15         78         39:
Old  :        93:        44         19         15         22         15         76         39:
Other:        35:        15          7          6          7          7         25         18:
     :----------------------------------------------------------------------------------------------------
     :             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       71.8       40.4       79.6       24.7       70.8       40.4       77.0
Old  :                 28.1       70.5       42.8       79.2       28.1       70.1       42.8       77.1
Other:                 53.7       86.9       74.0       94.3       53.7       81.3       72.4       86.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, 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  :   116,269:    40,837     17,382      6,820     58,504     86,981    106,161    111,183:    10,108      5,086
Old  :    45,449:    22,584     11,774        308     15,449     30,283     38,341     42,365:     7,108      3,084
Other:    70,820:    22,697     10,052      2,068     43,055     56,698     67,820     68,818:     3,000      2,002
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     2,019:     2,855     -1,018        963       -856      2,182      2,962      2,127:      -943       -108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       14.9        5.9       50.3       74.8       91.3       95.6:       8.7        4.4
Old  :     100.0:      49.7       25.9        0.7       34.0       66.6       84.4       93.2:      15.6        6.8
Other:     100.0:      32.0       14.2        2.9       60.8       80.1       95.8       97.2:       4.2        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        63         19         28         46         45        122         82:
Old  :       133:        48         27          6         30         30         84         57:
Other:       101:        33          7         14         40         40         79         56:
     :----------------------------------------------------------------------------------------------------
     :             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       38.9       44.6       53.0       27.7       35.2       40.5       49.1
Old  :                 23.2       41.5       36.7       59.4       23.2       40.8       36.7       58.8
Other:                 39.5       37.3       55.6       56.3       33.7       33.5       49.6       48.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, 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  :   772,299:   226,762     28,918     87,559    373,817    612,877    688,138    729,354:    84,161     42,945
Old  :   772,299:   226,762     28,918     87,559    373,817    612,877    688,138    729,354:    84,161     42,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    41,835:    21,403     -1,995      2,651     15,029     45,968     39,083     46,624:     2,752     -4,789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        3.7       11.3       48.4       79.4       89.1       94.4:      10.9        5.6
Old  :     100.0:      29.4        3.7       11.3       48.4       79.4       89.1       94.4:      10.9        5.6
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  :       236:       112         26         68         65         83        196        163:
Old  :       236:       112         26         68         65         83        196        163:
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  :                 16.6       25.1       27.5       37.1       11.7       15.7       18.8       25.8
Old  :                 16.6       25.1       27.5       37.1       11.7       15.7       18.8       25.8
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, 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  :   105,603:    23,964     15,700     12,316     60,118     69,758     96,398     97,774:     9,205      7,829
Old  :    55,905:    19,699     17,242        370     30,482     34,114     50,551     51,726:     5,354      4,179
Other:    49,698:    12,193      6,386      4,018     29,636     35,644     45,847     46,048:     3,851      3,650
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    -2,075:      -260     -1,339        -23     -1,815       -863     -2,098     -2,225:        23        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       14.9       11.7       56.9       66.1       91.3       92.6:       8.7        7.4
Old  :     100.0:      35.2       30.8        0.7       54.5       61.0       90.4       92.5:       9.6        7.5
Other:     100.0:      24.5       12.8        8.1       59.6       71.7       92.3       92.7:       7.7        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:       101         59         42         93         95        215        182:
Old  :       272:        87         68         10         66         62        159        134:
Other:       203:        61         24         14         78         85        144        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  :                 21.9       25.6       34.4       37.4       21.5       20.1       30.9       31.8
Old  :                 29.1       41.9       42.4       53.1       29.1       41.6       42.4       52.6
Other:                 27.4       24.8       42.0       42.2       25.1       24.8       37.0       41.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, 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  :    25,803:     6,429     15,994      2,188     15,416      3,253     24,033     21,435:     1,770      4,368
Old  :    25,803:     6,429     15,994      2,188     15,416      3,253     24,033     21,435:     1,770      4,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :    -1,304:    -1,631     -1,474        169         -4       -284     -1,466     -1,589:       162        285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       62.0        8.5       59.7       12.6       93.1       83.1:       6.9       16.9
Old  :     100.0:      24.9       62.0        8.5       59.7       12.6       93.1       83.1:       6.9       16.9
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:         8         43          4         10          5         21         50:
Old  :        65:         8         43          4         10          5         21         50:
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  :                 78.2       36.9       88.3       54.3       74.3       32.3       80.4       48.1
Old  :                 78.2       36.9       88.3       54.3       74.3       32.3       80.4       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, 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  :   368,094:    33,132     99,220      3,964    313,638    247,661    350,734    350,845:    17,360     17,249
Old  :   368,094:    33,132     99,220      3,964    313,638    247,661    350,734    350,845:    17,360     17,249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2009                        :
     :     8,577:     3,082      1,701      2,887      1,795      4,142      7,764      8,730:       813       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       27.0        1.1       85.2       67.3       95.3       95.3:       4.7        4.7
Old  :     100.0:       9.0       27.0        1.1       85.2       67.3       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:        22         49         10         88        100        119        150:
Old  :       230:        22         49         10         88        100        119        150:
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  :                 44.1       21.3       54.9       32.6       41.3       21.1       50.7       30.9
Old  :                 44.1       21.3       54.9       32.6       41.3       21.1       50.7       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 31, 2009