```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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  :   297,674:    47,279      8,187    100,526    130,796    175,159    278,601    283,872:    19,074     13,802
Old  :   148,473:    25,126      9,815     47,340     67,920     82,962    140,386    140,117:     8,087      8,355
Other:   149,201:    26,297      2,516     49,042     62,876     92,197    138,215    143,754:    10,987      5,447
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       768:     1,551       -478        107        116      2,216      1,773      1,845:    -1,006     -1,077
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        2.8       33.8       43.9       58.8       93.6       95.4:       6.4        4.6
Old  :     100.0:      16.9        6.6       31.9       45.7       55.9       94.6       94.4:       5.4        5.6
Other:     100.0:      17.6        1.7       32.9       42.1       61.8       92.6       96.3:       7.4        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:       121         39         79         62         70        202        169:
Old  :       206:        89         48         59         46         59        151        150:
Other:       184:        87         23         57         57         64        162        126:
     :----------------------------------------------------------------------------------------------------
     :             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       25.7       33.1       38.0        8.4       12.1       12.7       17.3
Old  :                 22.9       31.6       35.2       41.9       13.0       17.7       19.2       24.0
Other:                 25.1       27.5       35.9       39.0       15.3       17.1       21.4       22.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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  :    41,223:    18,328        659      6,932     11,307     32,272     36,567     39,864:     4,656      1,359
Old  :    39,149:    18,196      1,086      5,885     10,589     30,825     34,670     37,796:     4,479      1,353
Other:     2,074:       581         23        597        719      1,448      1,897      2,068:       177          6
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :     5,462:     2,649        245      1,076      1,218      3,857      4,943      5,178:       519        284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.5        1.6       16.8       27.4       78.3       88.7       96.7:      11.3        3.3
Old  :     100.0:      46.5        2.8       15.0       27.0       78.7       88.6       96.5:      11.4        3.5
Other:     100.0:      28.0        1.1       28.8       34.6       69.8       91.4       99.7:       8.6        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        63         16         21         24         26         99         53:
Old  :       116:        62         17         21         23         26         98         53:
Other:        28:        11          5         12          9          8         25         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.3       53.6       32.6       64.6       20.1       46.9       29.7       56.4
Old  :                 23.4       53.2       33.7       64.4       21.1       47.2       31.2       57.2
Other:                 47.1       70.6       67.3       87.5       29.4       54.0       40.5       56.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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  :   189,153:    42,410     32,547     34,426    100,111    113,892    176,948    180,865:    12,205      8,288
Old  :   112,432:    39,313     30,380     16,133     46,308     59,027    101,754    105,541:    10,678      6,891
Other:    76,721:     5,803      4,872     15,588     53,804     54,864     75,194     75,324:     1,527      1,397
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       676:    -4,903      2,036      3,417      1,340     -5,931       -147       -478:       822      1,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       17.2       18.2       52.9       60.2       93.5       95.6:       6.5        4.4
Old  :     100.0:      35.0       27.0       14.3       41.2       52.5       90.5       93.9:       9.5        6.1
Other:     100.0:       7.6        6.4       20.3       70.1       71.5       98.0       98.2:       2.0        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        59         45         46         55         53        135        124:
Old  :       165:        58         44         42         45         44        123        112:
Other:        86:        12         22         16         43         43         67         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.6       37.5       41.9       49.6       20.6       22.1       28.3       31.4
Old  :                 21.0       36.6       31.3       50.7       19.4       30.9       27.7       43.2
Other:                 50.7       40.1       66.5       55.0       30.4       20.0       41.4       30.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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  :   756,592:   168,467     52,901    154,814    370,323    476,374    693,605    684,089:    62,988     72,503
Old  :   756,592:   168,467     52,901    154,814    370,323    476,374    693,605    684,089:    62,988     72,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    -2,457:    -4,599      6,656      4,824        518    -16,172        743     -4,693:    -3,199      2,236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        7.0       20.5       48.9       63.0       91.7       90.4:       8.3        9.6
Old  :     100.0:      22.3        7.0       20.5       48.9       63.0       91.7       90.4:       8.3        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  :       240:        83         54         95         86         90        217        192:
Old  :       240:        83         54         95         86         90        217        192:
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  :                 13.9       17.6       25.5       29.8       12.3       14.0       20.4       22.9
Old  :                 13.9       17.6       25.5       29.8       12.3       14.0       20.4       22.9
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 17, 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  :   170,435:    29,474     11,689     48,482     84,798    104,691    162,754    164,862:     7,681      5,572
Old  :   127,985:    27,217     10,056     35,618     58,770     77,801    121,605    123,475:     6,380      4,510
Other:    42,450:     4,063      3,439     11,058     26,028     26,890     41,149     41,387:     1,301      1,063
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    -6,231:    -8,614      1,464         32      3,893     -6,945     -4,689     -5,450:    -1,542       -782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        6.9       28.4       49.8       61.4       95.5       96.7:       4.5        3.3
Old  :     100.0:      21.3        7.9       27.8       45.9       60.8       95.0       96.5:       5.0        3.5
Other:     100.0:       9.6        8.1       26.0       61.3       63.3       96.9       97.5:       3.1        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:       113         77        106        124        129        288        267:
Old  :       333:       116         71         93        111        123        264        253:
Other:       202:        42         40         39         79         95        144        152:
     :----------------------------------------------------------------------------------------------------
     :             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       15.6       26.4       27.2       11.8       10.1       19.6       15.6
Old  :                 15.9       16.0       28.1       29.1       13.3       13.4       23.1       20.4
Other:                 28.7       23.4       40.9       38.1       21.2       17.4       29.8       23.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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  :    57,064:    28,500     30,057      1,275     19,540     22,331     49,315     53,664:     7,749      3,401
Old  :    57,064:    28,500     30,057      1,275     19,540     22,331     49,315     53,664:     7,749      3,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :     3,529:     2,663       -560       -538      1,125      5,608      3,249      4,510:       280       -980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.9       52.7        2.2       34.2       39.1       86.4       94.0:      13.6        6.0
Old  :     100.0:      49.9       52.7        2.2       34.2       39.1       86.4       94.0:      13.6        6.0
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  :       112:        46         41         11         12         14         67         58:
Old  :       112:        46         41         11         12         14         67         58:
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  :                 65.1       47.2       70.9       68.3       65.1       47.2       70.2       67.7
Old  :                 65.1       47.2       70.9       68.3       65.1       47.2       70.2       67.7
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 with Delta-adjusted Options and Futures Combined, May 17, 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  :   417,918:    15,441     91,361      2,358    379,927    304,064    397,726    397,782:    20,192     20,135
Old  :   417,918:    15,441     91,361      2,358    379,927    304,064    397,726    397,782:    20,192     20,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    17,735:    -4,850      6,544     -3,483     25,634     12,250     17,301     15,311:       434      2,423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       21.9        0.6       90.9       72.8       95.2       95.2:       4.8        4.8
Old  :     100.0:       3.7       21.9        0.6       90.9       72.8       95.2       95.2:       4.8        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  :       266:        25         56         17        112        111        150        171:
Old  :       266:        25         56         17        112        111        150        171:
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  :                 42.4       15.5       55.5       25.7       37.5       14.6       48.8       23.3
Old  :                 42.4       15.5       55.5       25.7       37.5       14.6       48.8       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated May 20, 2011