COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      124,662
COMMITMENTS
  34,999   15,616    4,855   73,051   98,417  112,905  118,888   11,757    5,774

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -5,477)
  -2,388      884     -594     -211   -6,245   -3,193   -5,955   -2,284      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     12.5      3.9     58.6     78.9     90.6     95.4      9.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      81       40       31       40       47      143      100
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       31,745
COMMITMENTS
  15,139    3,089    1,989   10,994   25,136   28,122   30,214    3,623    1,531

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        144)
     253      -90      137     -148      102      242      149      -98       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7      9.7      6.3     34.6     79.2     88.6     95.2     11.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      45       17       16       23       15       78       39
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      116,269
COMMITMENTS
  40,837   17,382    6,820   58,504   86,981  106,161  111,183   10,108    5,086

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      2,019)
   2,855   -1,018      963     -856    2,182    2,962    2,127     -943     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     14.9      5.9     50.3     74.8     91.3     95.6      8.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      63       19       28       46       45      122       82
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      772,299
COMMITMENTS
 226,762   28,918   87,559  373,817  612,877  688,138  729,354   84,161   42,945

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     41,835)
  21,403   -1,995    2,651   15,029   45,968   39,083   46,624    2,752   -4,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      3.7     11.3     48.4     79.4     89.1     94.4     10.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
     112       26       68       65       83      196      163
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      105,603
COMMITMENTS
  23,964   15,700   12,316   60,118   69,758   96,398   97,774    9,205    7,829

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -2,075)
    -260   -1,339      -23   -1,815     -863   -2,098   -2,225       23      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     14.9     11.7     56.9     66.1     91.3     92.6      8.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
     101       59       42       93       95      215      182
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       25,803
COMMITMENTS
   6,429   15,994    2,188   15,416    3,253   24,033   21,435    1,770    4,368

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -1,304)
  -1,631   -1,474      169       -4     -284   -1,466   -1,589      162      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     62.0      8.5     59.7     12.6     93.1     83.1      6.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       8       43        4       10        5       21       50
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      368,094
COMMITMENTS
  33,132   99,220    3,964  313,638  247,661  350,734  350,845   17,360   17,249

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      8,577)
   3,082    1,701    2,887    1,795    4,142    7,764    8,730      813     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     27.0      1.1     85.2     67.3     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      22       49       10       88      100      119      150
 

Updated July 31, 2009