COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 06/23/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      106,194
COMMITMENTS
  25,410   16,355    3,271   67,750   77,564   96,431   97,190    9,763    9,004

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:    -11,723)
  -4,264    2,596   -1,383   -2,503  -11,997   -8,150  -10,784   -3,573     -939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     15.4      3.1     63.8     73.0     90.8     91.5      9.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      65       39       26       40       46      118      100
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 06/23/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       31,312
COMMITMENTS
  12,076    7,115    1,055   14,489   20,432   27,620   28,602    3,692    2,710

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:        881)
   1,859    3,284   -1,074      -58   -1,634      727      576      154      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     22.7      3.4     46.3     65.3     88.2     91.3     11.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      39       27       14       30       11       71       52
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 06/23/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      109,122
COMMITMENTS
  37,019   15,190    5,744   58,488   83,363  101,251  104,297    7,871    4,825

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:     -5,451)
  -6,774   -4,158      326    2,246   -2,756   -4,202   -6,588   -1,249    1,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     13.9      5.3     53.6     76.4     92.8     95.6      7.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      50       19       17       44       43      103       72
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 06/23/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      760,753
COMMITMENTS
 195,613   28,965   75,850  410,845  609,889  682,308  714,704   78,445   46,049

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:       -880)
   6,409     -869  -13,704    2,285   19,899   -5,010    5,326    4,130   -6,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      3.8     10.0     54.0     80.2     89.7     93.9     10.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      86       27       59       78       92      190      158
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 06/23/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      112,453
COMMITMENTS
  27,132   10,534   13,752   64,190   80,884  105,074  105,170    7,379    7,283

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:    -13,718)
  -4,356    1,422   -3,381   -4,699  -12,205  -12,436  -14,164   -1,282      446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      9.4     12.2     57.1     71.9     93.4     93.5      6.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
     112       43       50       97       97      232      176
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 06/23/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,532
COMMITMENTS
   4,870   12,007    2,162   11,466    3,130   18,498   17,299    2,034    3,233

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:         62)
     734     -224       -5     -341      593      388      364     -326     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     58.5     10.5     55.8     15.2     90.1     84.3      9.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      13       32        3        8        7       23       41
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 06/23/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      355,139
COMMITMENTS
  33,799   99,802    1,235  304,871  241,980  339,905  343,017   15,234   12,122

CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST:   -101,145)
   4,554    2,463   -6,703  -97,219  -91,793  -99,368  -96,033   -1,777   -5,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     28.1      0.3     85.8     68.1     95.7     96.6      4.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      19       46        5       90       95      112      143
 

Updated July 2, 2009