COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, September 29, 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  :   147,191:    44,771     15,515      7,898     80,003    117,006    132,672    140,419:    14,519      6,772
Old  :   142,818:    44,720     15,450      7,774     76,105    112,982    128,599    136,206:    14,219      6,612
Other:     4,373:       167        181          8      3,898      4,024      4,073      4,213:       300        160
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :     1,546:    -1,298     -1,594        168      2,068      2,687        938      1,261:       608        285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       10.5        5.4       54.4       79.5       90.1       95.4:       9.9        4.6
Old  :     100.0:      31.3       10.8        5.4       53.3       79.1       90.0       95.4:      10.0        4.6
Other:     100.0:       3.8        4.1        0.2       89.1       92.0       93.1       96.3:       6.9        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        93         34         33         41         56        156        108:
Old  :       208:        93         35         33         37         55        152        107:
Other:        42:         2         10          1         11         21         13         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.3       39.0       39.1       53.5       24.5       36.8       38.2       50.1
Old  :                 25.7       40.1       39.9       54.3       25.1       38.0       39.2       51.1
Other:                 85.8       67.1       92.7       80.4       85.8       67.1       92.5       80.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, September 29, 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  :    28,365:    14,550      2,113      1,087     10,363     23,943     26,000     27,143:     2,365      1,222
Old  :    19,466:    11,258      2,383         48      6,243     16,053     17,549     18,484:     1,917        982
Other:     8,899:     3,990        428        341      4,120      7,890      8,451      8,659:       448        240
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :    -1,274:    -1,304        168        -12        112     -1,414     -1,204     -1,258:       -70        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.3        7.4        3.8       36.5       84.4       91.7       95.7:       8.3        4.3
Old  :     100.0:      57.8       12.2        0.2       32.1       82.5       90.2       95.0:       9.8        5.0
Other:     100.0:      44.8        4.8        3.8       46.3       88.7       95.0       97.3:       5.0        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        47          9         20         23         16         75         44:
Old  :        85:        44         12          1         19         11         63         24:
Other:        63:        30          9         12         14         13         47         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.7       78.2       42.0       85.3       26.7       76.6       42.0       83.8
Old  :                 30.8       82.9       47.5       90.1       30.8       82.9       47.5       90.1
Other:                 40.7       76.9       57.8       86.8       40.7       74.4       57.8       84.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, September 29, 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  :   123,289:    47,252     20,054     10,899     52,703     85,752    110,854    116,705:    12,435      6,584
Old  :   113,267:    47,135     15,969     10,682     43,087     80,142    100,904    106,793:    12,363      6,474
Other:    10,022:       296      4,264         38      9,616      5,610      9,950      9,912:        72        110
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :      -541:       108       -413        -74     -1,041     -1,056     -1,007     -1,543:       466      1,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       16.3        8.8       42.7       69.6       89.9       94.7:      10.1        5.3
Old  :     100.0:      41.6       14.1        9.4       38.0       70.8       89.1       94.3:      10.9        5.7
Other:     100.0:       3.0       42.5        0.4       95.9       56.0       99.3       98.9:       0.7        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        64         22         29         45         46        127         84:
Old  :       151:        64         24         29         45         46        127         84:
Other:        21:         3          4          1         10          7         14         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  :                 28.1       37.7       38.5       51.0       24.6       31.0       34.5       43.1
Old  :                 27.5       37.1       38.9       50.8       26.8       33.3       37.5       46.8
Other:                 87.0       94.7       97.5       98.4       54.4       60.0       60.9       61.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, September 29, 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  :   784,699:   227,458     26,754     81,592    403,249    638,044    712,299    746,390:    72,400     38,309
Old  :   784,699:   227,458     26,754     81,592    403,249    638,044    712,299    746,390:    72,400     38,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :   -15,388:     3,353    -10,593      3,746    -35,238     -6,434    -28,139    -13,281:    12,751     -2,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        3.4       10.4       51.4       81.3       90.8       95.1:       9.2        4.9
Old  :     100.0:      29.0        3.4       10.4       51.4       81.3       90.8       95.1:       9.2        4.9
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  :       229:       105         21         57         78         83        200        148:
Old  :       229:       105         21         57         78         83        200        148:
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  :                 18.1       24.6       29.4       40.1       12.5       16.0       19.4       27.5
Old  :                 18.1       24.6       29.4       40.1       12.5       16.0       19.4       27.5
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, September 29, 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  :    98,940:    27,335      7,733      9,497     56,408     77,819     93,240     95,049:     5,700      3,891
Old  :    95,975:    27,712      8,264      7,832     54,869     76,222     90,413     92,318:     5,562      3,657
Other:     2,965:       884        730        404      1,539      1,597      2,827      2,731:       138        234
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :    -4,634:    -2,540     -1,441       -778       -724     -1,642     -4,042     -3,861:      -592       -773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        7.8        9.6       57.0       78.7       94.2       96.1:       5.8        3.9
Old  :     100.0:      28.9        8.6        8.2       57.2       79.4       94.2       96.2:       5.8        3.8
Other:     100.0:      29.8       24.6       13.6       51.9       53.9       95.3       92.1:       4.7        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:        97         51         43         84         99        203        177:
Old  :       282:        99         53         40         83         96        201        172:
Other:        53:         6          6          7         15         30         25         41:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       26.7       36.4       40.2       24.4       23.2       35.9       36.6
Old  :                 25.1       27.0       36.8       40.9       25.1       24.2       36.7       38.0
Other:                 67.8       47.6       82.7       65.8       56.0       39.1       67.5       55.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, September 29, 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  :    29,776:     8,794     17,304      2,059     16,247      6,915     27,100     26,278:     2,676      3,498
Old  :    29,776:     8,794     17,304      2,059     16,247      6,915     27,100     26,278:     2,676      3,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :    -3,928:    -2,119     -3,671         40     -2,655        -43     -4,734     -3,674:       806       -254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       58.1        6.9       54.6       23.2       91.0       88.3:       9.0       11.7
Old  :     100.0:      29.5       58.1        6.9       54.6       23.2       91.0       88.3:       9.0       11.7
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  :        75:        12         43          5         10         12         25         58:
Old  :        75:        12         43          5         10         12         25         58:
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  :                 64.7       34.6       83.2       52.4       64.7       31.5       71.0       41.0
Old  :                 64.7       34.6       83.2       52.4       64.7       31.5       71.0       41.0
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, September 29, 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  :   379,196:    39,138     91,310      4,113    316,596    269,677    359,847    365,100:    19,349     14,096
Old  :   379,196:    39,138     91,310      4,113    316,596    269,677    359,847    365,100:    19,349     14,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2009                   :
     :     6,102:     7,605       -603     -1,047     -2,012      8,401      4,546      6,751:     1,556       -649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       24.1        1.1       83.5       71.1       94.9       96.3:       5.1        3.7
Old  :     100.0:      10.3       24.1        1.1       83.5       71.1       94.9       96.3:       5.1        3.7
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  :       224:        25         44          6         92         91        122        136:
Old  :       224:        25         44          6         92         91        122        136:
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  :                 46.3       23.0       56.7       38.2       43.6       23.0       52.8       36.1
Old  :                 46.3       23.0       56.7       38.2       43.6       23.0       52.8       36.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 2, 2009