```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :   296,907:    45,728      8,664    100,420    130,680    172,943    276,827    282,027:    20,079     14,880
Old  :   150,380:    24,616     10,252     48,749     68,742     82,411    142,107    141,411:     8,274      8,969
Other:   146,526:    25,053      2,354     47,730     61,938     90,532    134,721    140,616:    11,806      5,911
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :     6,527:     1,191       -368      4,714      1,427      2,294      7,331      6,639:      -804       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        2.9       33.8       44.0       58.2       93.2       95.0:       6.8        5.0
Old  :     100.0:      16.4        6.8       32.4       45.7       54.8       94.5       94.0:       5.5        6.0
Other:     100.0:      17.1        1.6       32.6       42.3       61.8       91.9       96.0:       8.1        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:       116         40         74         63         70        199        165:
Old  :       209:        88         49         57         50         60        153        151:
Other:       176:        79         26         51         57         62        157        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  :                 23.4       25.2       34.2       37.6        8.1       10.3       12.5       16.0
Old  :                 23.5       29.4       36.0       40.1       14.2       19.2       21.6       25.7
Other:                 26.3       28.1       37.0       39.5       16.1       16.8       22.1       22.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :    35,761:    15,679        415      5,856     10,089     28,415     31,625     34,686:     4,137      1,075
Old  :    34,039:    15,649        807      4,951      9,478     27,217     30,078     32,976:     3,961      1,064
Other:     1,722:       436         14        499        611      1,198      1,547      1,711:       176         12
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :     1,348:        19         84        688        406        449      1,112      1,222:       235        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        1.2       16.4       28.2       79.5       88.4       97.0:      11.6        3.0
Old  :     100.0:      46.0        2.4       14.5       27.8       80.0       88.4       96.9:      11.6        3.1
Other:     100.0:      25.3        0.8       29.0       35.5       69.5       89.8       99.3:      10.2        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        54         16         20         24         24         92         48:
Old  :       106:        52         18         20         23         24         91         48:
Other:        25:        13          3         12          7          7         23         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.9       57.0       35.0       68.2       23.0       53.1       34.0       62.6
Old  :                 25.1       56.5       36.7       67.5       24.1       53.7       35.7       63.8
Other:                 46.9       77.5       66.7       92.1       26.3       52.2       37.3       52.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :   188,477:    47,313     30,511     31,009     98,772    119,823    177,094    181,344:    11,383      7,134
Old  :   114,544:    44,303     29,098     12,725     47,716     66,587    104,745    108,410:     9,799      6,134
Other:    73,934:     5,982      4,386     15,312     51,056     53,236     72,350     72,934:     1,584      1,000
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :     2,694:      -550     -1,562      1,510      3,055      1,276      4,015      1,225:    -1,321      1,470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       16.2       16.5       52.4       63.6       94.0       96.2:       6.0        3.8
Old  :     100.0:      38.7       25.4       11.1       41.7       58.1       91.4       94.6:       8.6        5.4
Other:     100.0:       8.1        5.9       20.7       69.1       72.0       97.9       98.6:       2.1        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        58         40         45         56         55        141        116:
Old  :       163:        57         41         38         47         47        128        104:
Other:        80:        13         16         14         42         43         64         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.0       39.4       40.2       50.7       19.8       23.7       27.2       32.9
Old  :                 21.0       39.2       31.3       52.3       19.5       34.6       29.1       47.0
Other:                 52.7       41.2       65.8       56.1       30.6       20.6       39.8       31.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :   759,049:   173,066     46,245    149,991    369,806    492,546    692,862    688,782:    66,187     70,267
Old  :   759,049:   173,066     46,245    149,991    369,806    492,546    692,862    688,782:    66,187     70,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :    25,557:     1,967     -1,725      7,922     13,072     17,451     22,961     23,649:     2,596      1,908
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        6.1       19.8       48.7       64.9       91.3       90.7:       8.7        9.3
Old  :     100.0:      22.8        6.1       19.8       48.7       64.9       91.3       90.7:       8.7        9.3
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  :       225:        84         39         87         85         88        202        182:
Old  :       225:        84         39         87         85         88        202        182:
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  :                 14.1       18.9       25.6       31.1       12.7       15.2       20.8       24.3
Old  :                 14.1       18.9       25.6       31.1       12.7       15.2       20.8       24.3
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 with Delta-adjusted Options and Futures Combined, May 10, 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  :   176,666:    38,088     10,225     48,450     80,904    111,636    167,443    170,312:     9,223      6,354
Old  :   136,147:    34,833      8,357     37,669     55,539     84,865    128,041    130,890:     8,106      5,256
Other:    40,519:     4,308      2,922      9,729     25,365     26,771     39,402     39,422:     1,117      1,098
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :    -6,400:    -5,252      1,520       -309        -14     -8,123     -5,575     -6,912:      -824        513
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        5.8       27.4       45.8       63.2       94.8       96.4:       5.2        3.6
Old  :     100.0:      25.6        6.1       27.7       40.8       62.3       94.0       96.1:       6.0        3.9
Other:     100.0:      10.6        7.2       24.0       62.6       66.1       97.2       97.3:       2.8        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:       131         74        106        131        143        318        273:
Old  :       355:       126         69         94        120        138        292        260:
Other:       207:        41         37         37         84        105        148        156:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       17.3       25.2       28.7       11.7       11.1       19.9       17.3
Old  :                 13.9       17.4       26.3       30.2       12.7       13.9       22.9       21.9
Other:                 30.8       26.3       43.4       41.8       21.8       18.7       31.2       26.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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  :    53,535:    25,837     30,618      1,813     18,415     16,723     46,066     49,154:     7,470      4,381
Old  :    53,535:    25,837     30,618      1,813     18,415     16,723     46,066     49,154:     7,470      4,381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :    -2,000:    -2,227     -4,498        107      1,085      3,321     -1,035     -1,070:      -965       -930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.3       57.2        3.4       34.4       31.2       86.0       91.8:      14.0        8.2
Old  :     100.0:      48.3       57.2        3.4       34.4       31.2       86.0       91.8:      14.0        8.2
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  :       123:        47         52         10         12         14         65         71:
Old  :       123:        47         52         10         12         14         65         71:
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  :                 66.9       40.0       72.0       59.8       66.9       40.0       70.9       59.2
Old  :                 66.9       40.0       72.0       59.8       66.9       40.0       70.9       59.2
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 with Delta-adjusted Options and Futures Combined, May 10, 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  :   400,183:    20,291     84,816      5,841    354,293    291,814    380,425    382,471:    19,758     17,712
Old  :   400,183:    20,291     84,816      5,841    354,293    291,814    380,425    382,471:    19,758     17,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :       510:    -3,767      1,077      2,095      3,943     -1,129      2,272      2,043:    -1,762     -1,534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       21.2        1.5       88.5       72.9       95.1       95.6:       4.9        4.4
Old  :     100.0:       5.1       21.2        1.5       88.5       72.9       95.1       95.6:       4.9        4.4
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  :       261:        28         53         21        107        111        150        170:
Old  :       261:        28         53         21        107        111        150        170:
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  :                 42.0       15.4       53.4       25.8       36.6       14.9       47.2       24.3
Old  :                 42.0       15.4       53.4       25.8       36.6       14.9       47.2       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated May 13, 2010