```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   153,975:    44,255     14,964     13,139     79,569    114,334    136,963    142,437:    17,012     11,538
Old  :    70,220:    25,331     15,477        286     37,809     47,861     63,426     63,624:     6,794      6,596
Other:    83,755:    27,547      8,110      4,230     41,760     66,473     73,537     78,813:    10,218      4,942
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     3,949:       477        422       -127      3,143      3,313      3,493      3,608:       456        341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        9.7        8.5       51.7       74.3       89.0       92.5:      11.0        7.5
Old  :     100.0:      36.1       22.0        0.4       53.8       68.2       90.3       90.6:       9.7        9.4
Other:     100.0:      32.9        9.7        5.1       49.9       79.4       87.8       94.1:      12.2        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        98         45         60         51         59        174        141:
Old  :       185:        68         52         11         31         38        104         96:
Other:       177:        74         33         32         47         52        135        104:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.5       33.2       32.3       43.2       18.7       27.9       26.7       36.4
Old  :                 25.6       38.7       39.8       53.2       25.6       38.5       39.3       51.6
Other:                 27.0       36.5       39.3       48.1       25.8       33.2       37.6       44.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    34,279:    19,806      4,670        601      9,468     27,818     29,875     33,089:     4,404      1,190
Old  :    33,740:    19,811      4,550        529      9,175     27,474     29,515     32,553:     4,225      1,187
Other:       539:        23        148         44        293        344        360        536:       179          3
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     1,644:     1,565        512         50        170        975      1,785      1,537:      -141        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.8       13.6        1.8       27.6       81.2       87.2       96.5:      12.8        3.5
Old  :     100.0:      58.7       13.5        1.6       27.2       81.4       87.5       96.5:      12.5        3.5
Other:     100.0:       4.3       27.5        8.2       54.4       63.8       66.8       99.4:      33.2        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        62         22         14         19         26         94         52:
Old  :       122:        63         21         10         18         26         89         52:
Other:        23:         4          9          4          8          3         16         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.5       54.9       38.4       67.3       26.5       51.1       38.4       63.4
Old  :                 26.9       55.1       38.9       67.7       26.9       51.5       38.9       64.0
Other:                 41.2       78.3       59.0       96.1       41.2       73.5       54.4       86.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   158,250:    43,147     33,636     17,506     86,276     98,339    146,929    149,481:    11,321      8,769
Old  :    92,965:    39,615     32,722      5,112     39,080     47,801     83,807     85,635:     9,158      7,330
Other:    65,285:     7,649      5,031      8,277     47,196     50,538     63,122     63,846:     2,163      1,439
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     2,700:       454      1,174      2,248        244     -1,737      2,946      1,685:      -246      1,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       21.3       11.1       54.5       62.1       92.8       94.5:       7.2        5.5
Old  :     100.0:      42.6       35.2        5.5       42.0       51.4       90.1       92.1:       9.9        7.9
Other:     100.0:      11.7        7.7       12.7       72.3       77.4       96.7       97.8:       3.3        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        57         48         38         59         49        131        121:
Old  :       168:        52         51         30         48         36        114        105:
Other:        83:        18         11         10         44         39         66         57:
     :----------------------------------------------------------------------------------------------------
     :             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       34.5       40.1       48.8       20.9       22.5       29.8       33.2
Old  :                 22.4       31.4       32.6       46.7       22.2       30.0       32.3       45.0
Other:                 47.3       40.2       67.1       58.7       31.5       24.9       44.8       37.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   584,931:   166,728     53,633     43,881    316,422    421,017    527,031    518,531:    57,900     66,400
Old  :   584,931:   166,728     53,633     43,881    316,422    421,017    527,031    518,531:    57,900     66,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       319:   -10,008     -7,588       -640      7,594      6,222     -3,054     -2,006:     3,373      2,325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        9.2        7.5       54.1       72.0       90.1       88.6:       9.9       11.4
Old  :     100.0:      28.5        9.2        7.5       54.1       72.0       90.1       88.6:       9.9       11.4
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  :       234:        72         61         75         84         81        201        173:
Old  :       234:        72         61         75         84         81        201        173:
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  :                 18.0       21.9       30.9       36.4       15.9       17.2       25.6       28.7
Old  :                 18.0       21.9       30.9       36.4       15.9       17.2       25.6       28.7
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, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   112,608:    29,337     11,486     12,003     62,806     81,719    104,146    105,208:     8,462      7,400
Old  :    80,949:    26,026     11,681      6,659     41,365     56,782     74,050     75,122:     6,899      5,827
Other:    31,659:     6,950      3,444      1,705     21,441     24,937     30,096     30,086:     1,563      1,573
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     1,883:    -3,113        560      1,364      2,042     -2,747        293       -823:     1,590      2,706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       10.2       10.7       55.8       72.6       92.5       93.4:       7.5        6.6
Old  :     100.0:      32.2       14.4        8.2       51.1       70.1       91.5       92.8:       8.5        7.2
Other:     100.0:      22.0       10.9        5.4       67.7       78.8       95.1       95.0:       4.9        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        96         71         73        106        113        235        229:
Old  :       299:        86         77         53         82         97        193        204:
Other:       185:        48         26         17         74         82        130        118:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       17.4       32.4       29.2       18.0       15.0       29.0       23.7
Old  :                 21.2       20.8       34.7       32.7       21.2       20.7       34.7       31.2
Other:                 29.6       28.9       43.1       42.1       29.0       24.0       40.7       34.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    61,833:    32,766     30,281      1,128     19,900     27,347     53,794     58,756:     8,039      3,077
Old  :    61,833:    32,766     30,281      1,128     19,900     27,347     53,794     58,756:     8,039      3,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     6,042:     4,597        842        229        652      5,136      5,478      6,207:       564       -165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.0       49.0        1.8       32.2       44.2       87.0       95.0:      13.0        5.0
Old  :     100.0:      53.0       49.0        1.8       32.2       44.2       87.0       95.0:      13.0        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  :       101:        46         32          7         12         12         64         46:
Old  :       101:        46         32          7         12         12         64         46:
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  :                 62.0       53.6       71.8       76.2       62.0       53.1       70.9       75.7
Old  :                 62.0       53.6       71.8       76.2       62.0       53.1       70.9       75.7
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, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   417,473:    13,685     79,869      4,214    381,000    312,199    398,899    396,282:    18,574     21,191
Old  :   417,473:    13,685     79,869      4,214    381,000    312,199    398,899    396,282:    18,574     21,191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     1,680:    -1,190    -10,993      2,297      1,726      8,993      2,833        297:    -1,153      1,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       19.1        1.0       91.3       74.8       95.6       94.9:       4.4        5.1
Old  :     100.0:       3.3       19.1        1.0       91.3       74.8       95.6       94.9:       4.4        5.1
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  :       260:        25         51         12        107        111        138        168:
Old  :       260:        25         51         12        107        111        138        168:
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  :                 42.9       15.9       56.3       26.3       37.8       15.0       49.2       23.6
Old  :                 42.9       15.9       56.3       26.3       37.8       15.0       49.2       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated May 27, 2011