```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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  :   290,380:    44,537      9,032     95,706    129,253    170,649    269,496    275,388:    20,884     14,992
Old  :   148,794:    23,063     10,785     47,079     69,711     81,839    139,854    139,703:     8,941      9,092
Other:   141,585:    25,452      2,225     44,649     59,541     88,811    129,642    135,685:    11,943      5,900
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :    -1,651:     1,463     -1,051        549     -3,880     -2,440     -1,868     -2,943:       218      1,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        3.1       33.0       44.5       58.8       92.8       94.8:       7.2        5.2
Old  :     100.0:      15.5        7.2       31.6       46.9       55.0       94.0       93.9:       6.0        6.1
Other:     100.0:      18.0        1.6       31.5       42.1       62.7       91.6       95.8:       8.4        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:       108         48         73         62         68        196        163:
Old  :       205:        83         52         56         50         57        151        147:
Other:       173:        76         26         48         57         61        152        116:
     :----------------------------------------------------------------------------------------------------
     :             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       24.7       34.1       37.1        8.8       10.9       13.3       16.4
Old  :                 23.8       28.6       36.6       40.0       14.2       18.4       22.0       25.2
Other:                 26.2       27.6       37.0       38.9       15.9       16.5       21.9       23.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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  :    34,414:    15,660        331      5,168      9,684     27,966     30,512     33,465:     3,902        949
Old  :    32,957:    15,514        482      4,547      9,142     26,984     29,204     32,014:     3,753        943
Other:     1,457:       311         13        456        542        981      1,309      1,451:       149          6
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :       846:     1,788        -56        644     -1,277        522      1,155      1,110:      -309       -264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.5        1.0       15.0       28.1       81.3       88.7       97.2:      11.3        2.8
Old  :     100.0:      47.1        1.5       13.8       27.7       81.9       88.6       97.1:      11.4        2.9
Other:     100.0:      21.3        0.9       31.3       37.2       67.4       89.8       99.6:      10.2        0.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        72          6         19         23         25         98         48:
Old  :       112:        65         13         19         22         25         97         48:
Other:        23:        11          4         12          7          5         22         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.7       58.9       35.0       69.7       22.6       56.0       33.9       65.5
Old  :                 24.7       58.7       36.5       69.3       23.6       56.8       35.4       66.7
Other:                 50.1       77.2       71.3       93.4       26.1       48.5       34.6       48.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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  :   185,783:    47,863     32,073     29,499     95,717    118,547    173,080    180,119:    12,704      5,664
Old  :   116,067:    44,135     30,812     12,665     48,032     67,799    104,832    111,276:    11,235      4,791
Other:    69,716:     7,539      5,072     13,024     47,685     50,747     68,247     68,843:     1,469        873
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :     4,736:       590     -1,265      4,291     -1,730      2,724      3,151      5,750:     1,585     -1,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       17.3       15.9       51.5       63.8       93.2       97.0:       6.8        3.0
Old  :     100.0:      38.0       26.5       10.9       41.4       58.4       90.3       95.9:       9.7        4.1
Other:     100.0:      10.8        7.3       18.7       68.4       72.8       97.9       98.7:       2.1        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        74         39         46         55         52        153        115:
Old  :       173:        72         38         38         47         43        138        102:
Other:        84:        19         14         16         40         43         66         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.1       40.5       39.0       51.9       19.8       25.7       26.7       34.7
Old  :                 21.4       39.6       31.5       52.3       20.2       35.2       29.7       47.4
Other:                 51.0       43.6       63.5       58.5       28.7       23.1       37.7       35.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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  :   733,492:   171,099     47,970    142,068    356,734    475,095    669,901    665,133:    63,591     68,359
Old  :   733,492:   171,099     47,970    142,068    356,734    475,095    669,901    665,133:    63,591     68,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :   -20,063:    11,550      7,283      6,805    -34,666    -36,627    -16,311    -22,539:    -3,752      2,476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        6.5       19.4       48.6       64.8       91.3       90.7:       8.7        9.3
Old  :     100.0:      23.3        6.5       19.4       48.6       64.8       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  :       228:        85         40         86         83         89        201        184:
Old  :       228:        85         40         86         83         89        201        184:
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  :                 15.2       19.4       26.7       31.7       13.8       16.1       22.2       25.6
Old  :                 15.2       19.4       26.7       31.7       13.8       16.1       22.2       25.6
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 3, 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  :   183,066:    43,340      8,705     48,760     80,919    119,759    173,019    177,224:    10,047      5,842
Old  :   143,275:    39,816      6,846     38,018     56,485     93,358    134,318    138,222:     8,957      5,053
Other:    39,791:     4,505      2,840      9,761     24,434     26,401     38,700     39,002:     1,091        789
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :     9,204:     1,080      1,824      5,668      1,597        841      8,344      8,332:       859        872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        4.8       26.6       44.2       65.4       94.5       96.8:       5.5        3.2
Old  :     100.0:      27.8        4.8       26.5       39.4       65.2       93.7       96.5:       6.3        3.5
Other:     100.0:      11.3        7.1       24.5       61.4       66.3       97.3       98.0:       2.7        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:       153         61        102        133        148        332        271:
Old  :       369:       146         60         91        122        143        309        257:
Other:       205:        48         31         40         80        102        145        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  :                 14.5       18.4       25.6       30.2       11.5       11.4       19.5       17.7
Old  :                 14.7       18.5       26.8       31.8       13.5       14.4       23.5       22.8
Other:                 32.6       27.8       45.2       43.5       21.6       19.7       31.1       27.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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  :    55,535:    28,064     35,116      1,706     17,331     13,402     47,101     50,224:     8,434      5,311
Old  :    55,535:    28,064     35,116      1,706     17,331     13,402     47,101     50,224:     8,434      5,311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :     2,563:     2,138        832        -20        181      1,464      2,299      2,276:       264        287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.5       63.2        3.1       31.2       24.1       84.8       90.4:      15.2        9.6
Old  :     100.0:      50.5       63.2        3.1       31.2       24.1       84.8       90.4:      15.2        9.6
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  :       141:        46         66         12         14         18         67         89:
Old  :       141:        46         66         12         14         18         67         89:
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  :                 64.1       35.5       70.0       50.2       63.7       35.5       69.3       50.2
Old  :                 64.1       35.5       70.0       50.2       63.7       35.5       69.3       50.2
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 3, 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  :   399,674:    24,058     83,739      3,745    350,350    292,944    378,153    380,428:    21,520     19,246
Old  :   399,674:    24,058     83,739      3,745    350,350    292,944    378,153    380,428:    21,520     19,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :     4,595:    -1,530      3,108      1,112      3,217     -2,358      2,799      1,861:     1,796      2,734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       21.0        0.9       87.7       73.3       94.6       95.2:       5.4        4.8
Old  :     100.0:       6.0       21.0        0.9       87.7       73.3       94.6       95.2:       5.4        4.8
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  :       265:        31         48         14        110        114        151        166:
Old  :       265:        31         48         14        110        114        151        166:
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  :                 41.8       15.1       52.8       25.4       36.3       14.5       47.0       24.2
Old  :                 41.8       15.1       52.8       25.4       36.3       14.5       47.0       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated May 6, 2011