COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 4, 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  :   126,456:    34,707     15,827      5,309     74,376     99,926    114,392    121,062:    12,064      5,394
Old  :   124,128:    34,707     16,000      5,118     72,434     97,645    112,259    118,763:    11,869      5,365
Other:     2,328:       185         12          6      1,942      2,281      2,133      2,299:       195         29
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :     1,794:      -292        211        454      1,325      1,509      1,487      2,174:       307       -380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       12.5        4.2       58.8       79.0       90.5       95.7:       9.5        4.3
Old  :     100.0:      28.0       12.9        4.1       58.4       78.7       90.4       95.7:       9.6        4.3
Other:     100.0:       7.9        0.5        0.3       83.4       98.0       91.6       98.8:       8.4        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        79         44         31         42         47        142        103:
Old  :       195:        79         44         31         42         47        142        103:
Other:        26:         4          2          1          9         14         13         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.1       39.8       45.3       54.2       29.7       37.9       44.8       51.6
Old  :                 30.4       40.5       45.9       54.7       30.1       38.6       45.5       51.9
Other:                 78.9       84.9       90.3       93.9       78.7       84.9       89.9       93.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 4, 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  :    30,071:    14,202      2,759      1,864     10,832     23,735     26,898     28,358:     3,173      1,713
Old  :    26,218:    13,059      2,797      1,529      8,637     20,235     23,225     24,561:     2,993      1,657
Other:     3,853:     1,350        169        128      2,195      3,500      3,673      3,797:       180         56
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    -1,674:      -937       -330       -125       -162     -1,401     -1,224     -1,856:      -450        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.2        9.2        6.2       36.0       78.9       89.4       94.3:      10.6        5.7
Old  :     100.0:      49.8       10.7        5.8       32.9       77.2       88.6       93.7:      11.4        6.3
Other:     100.0:      35.0        4.4        3.3       57.0       90.8       95.3       98.5:       4.7        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        44         16         17         23         14         78         38:
Old  :        91:        43         18         15         21         14         74         38:
Other:        35:        16          7          5          7          7         25         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.7       72.0       42.1       79.0       25.7       69.3       42.1       75.0
Old  :                 29.4       70.6       44.4       78.5       29.4       68.4       44.4       74.9
Other:                 53.6       87.1       75.1       94.5       53.6       81.1       73.1       87.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 4, 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  :   115,852:    42,912     18,603      6,249     56,224     85,835    105,385    110,687:    10,467      5,165
Old  :    36,128:    20,517     12,359        192      9,559     20,919     30,268     33,470:     5,860      2,658
Other:    79,724:    26,550     10,399      1,902     46,665     64,916     75,117     77,217:     4,607      2,507
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :      -417:     2,075      1,221       -571     -2,280     -1,146       -776       -496:       359         79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       16.1        5.4       48.5       74.1       91.0       95.5:       9.0        4.5
Old  :     100.0:      56.8       34.2        0.5       26.5       57.9       83.8       92.6:      16.2        7.4
Other:     100.0:      33.3       13.0        2.4       58.5       81.4       94.2       96.9:       5.8        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        66         20         28         48         43        129         80:
Old  :       127:        47         25          5         32         27         82         54:
Other:       108:        40         10         15         40         40         85         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.7       40.8       42.8       54.9       26.3       37.4       38.9       50.9
Old  :                 23.8       46.1       39.2       62.9       23.8       45.3       39.2       62.0
Other:                 37.4       39.9       52.4       58.3       32.5       35.2       47.0       51.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 4, 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  :   793,279:   236,859     30,529     88,789    380,379    629,784    706,027    749,102:    87,252     44,177
Old  :   793,279:   236,859     30,529     88,789    380,379    629,784    706,027    749,102:    87,252     44,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    20,980:    10,097      1,611      1,230      6,562     16,907     17,889     19,748:     3,091      1,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        3.8       11.2       48.0       79.4       89.0       94.4:      11.0        5.6
Old  :     100.0:      29.9        3.8       11.2       48.0       79.4       89.0       94.4:      11.0        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  :       240:       113         28         69         70         84        204        165:
Old  :       240:       113         28         69         70         84        204        165:
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  :                 15.7       25.5       26.4       37.7       11.2       16.4       18.2       26.6
Old  :                 15.7       25.5       26.4       37.7       11.2       16.4       18.2       26.6
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, August 4, 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  :   103,833:    25,737     11,001     12,356     56,609     73,866     94,702     97,223:     9,131      6,610
Old  :    49,157:    17,718     13,186        252     25,713     32,707     43,683     46,145:     5,474      3,012
Other:    54,676:    15,711      5,507      4,412     30,896     41,159     51,019     51,078:     3,657      3,598
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    -1,770:     1,773     -4,699         40     -3,509      4,108     -1,696       -551:       -74     -1,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       10.6       11.9       54.5       71.1       91.2       93.6:       8.8        6.4
Old  :     100.0:      36.0       26.8        0.5       52.3       66.5       88.9       93.9:      11.1        6.1
Other:     100.0:      28.7       10.1        8.1       56.5       75.3       93.3       93.4:       6.7        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:       121         46         48         91        100        236        177:
Old  :       261:        85         60          6         58         66        145        130:
Other:       222:        81         23         20         76         88        165        124:
     :----------------------------------------------------------------------------------------------------
     :             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       24.9       34.0       36.7       22.4       20.9       31.0       32.6
Old  :                 30.7       40.2       44.2       50.8       30.7       39.9       44.2       50.4
Other:                 23.7       24.4       38.3       42.7       22.4       23.7       34.8       42.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 4, 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  :    28,621:     7,505     19,398      2,197     18,085      3,734     27,787     25,329:       834      3,292
Old  :    28,621:     7,505     19,398      2,197     18,085      3,734     27,787     25,329:       834      3,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :     2,818:     1,076      3,404          9      2,669        481      3,754      3,894:      -936     -1,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       67.8        7.7       63.2       13.0       97.1       88.5:       2.9       11.5
Old  :     100.0:      26.2       67.8        7.7       63.2       13.0       97.1       88.5:       2.9       11.5
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  :        74:        12         46          3         10          7         25         54:
Old  :        74:        12         46          3         10          7         25         54:
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  :                 82.0       37.8       90.4       55.4       78.4       34.4       83.3       49.9
Old  :                 82.0       37.8       90.4       55.4       78.4       34.4       83.3       49.9
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, August 4, 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  :   366,123:    36,119    103,702      3,190    308,514    240,781    347,823    347,673:    18,300     18,450
Old  :   366,123:    36,119    103,702      3,190    308,514    240,781    347,823    347,673:    18,300     18,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2009                        :
     :    -1,971:     2,987      4,482       -774     -5,124     -6,880     -2,911     -3,172:       940      1,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       28.3        0.9       84.3       65.8       95.0       95.0:       5.0        5.0
Old  :     100.0:       9.9       28.3        0.9       84.3       65.8       95.0       95.0:       5.0        5.0
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  :       226:        23         52         10         86         93        118        146:
Old  :       226:        23         52         10         86         93        118        146:
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       21.5       54.7       33.3       41.4       21.4       50.8       31.1
Old  :                 44.1       21.5       54.7       33.3       41.4       21.4       50.8       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 7, 2009