```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   304,256:    49,475      6,313    101,271    133,229    182,201    283,975    289,785:    20,281     14,471
Old  :   137,891:    21,762      9,009     44,950     63,542     76,630    130,254    130,589:     7,637      7,302
Other:   166,365:    32,385      1,976     51,648     69,687    105,571    153,721    159,195:    12,644      7,169
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :     1,787:     2,078     -2,200      1,226     -2,282      2,381      1,022      1,407:       765        380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        2.1       33.3       43.8       59.9       93.3       95.2:       6.7        4.8
Old  :     100.0:      15.8        6.5       32.6       46.1       55.6       94.5       94.7:       5.5        5.3
Other:     100.0:      19.5        1.2       31.0       41.9       63.5       92.4       95.7:       7.6        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:       126         35         81         63         71        206        171:
Old  :       205:        85         51         52         48         57        150        143:
Other:       199:        98         25         59         60         65        173        134:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       25.6       32.5       37.2        8.7       13.0       12.8       18.4
Old  :                 22.7       31.3       34.5       41.6       12.1       16.5       18.6       22.5
Other:                 22.6       27.7       33.3       38.9       13.0       17.7       19.8       23.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    44,592:    21,143        853      7,093     11,599     34,975     39,835     42,920:     4,757      1,672
Old  :    42,193:    21,023      1,232      5,959     10,685     33,381     37,667     40,572:     4,526      1,621
Other:     2,398:       536         37        718        914      1,594      2,168      2,348:       230         50
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :     1,599:     1,256        140       -212        293      1,419      1,337      1,347:       263        252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.4        1.9       15.9       26.0       78.4       89.3       96.3:      10.7        3.7
Old  :     100.0:      49.8        2.9       14.1       25.3       79.1       89.3       96.2:      10.7        3.8
Other:     100.0:      22.4        1.5       29.9       38.1       66.5       90.4       97.9:       9.6        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        73         16         21         24         28        108         55:
Old  :       126:        68         21         21         23         28        107         55:
Other:        30:        13          5         12          9          8         27         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  :                 20.6       53.3       31.4       64.7       17.8       46.9       27.9       56.8
Old  :                 21.7       53.1       32.5       65.0       18.8       47.4       29.4       57.9
Other:                 47.0       66.2       67.2       84.6       31.3       50.4       40.4       52.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   196,128:    37,830     31,621     41,509    105,656    113,510    184,995    186,641:    11,133      9,487
Old  :   113,181:    34,850     29,934     21,956     46,932     53,851    103,738    105,741:     9,442      7,439
Other:    82,948:     6,439      5,146     16,094     58,724     59,660     81,257     80,900:     1,691      2,048
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :     1,878:    -2,129     -1,798        652      4,299      2,947      2,822      1,801:      -944         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       16.1       21.2       53.9       57.9       94.3       95.2:       5.7        4.8
Old  :     100.0:      30.8       26.4       19.4       41.5       47.6       91.7       93.4:       8.3        6.6
Other:     100.0:       7.8        6.2       19.4       70.8       71.9       98.0       97.5:       2.0        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        55         52         49         61         54        141        131:
Old  :       172:        55         49         46         50         43        125        120:
Other:        89:        17         19         18         44         43         70         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.5       32.8       44.6       46.2       20.4       17.9       27.6       26.3
Old  :                 25.4       29.9       35.7       44.8       19.5       20.2       27.3       32.5
Other:                 47.0       38.9       65.2       54.1       29.8       21.4       40.6       32.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   789,907:   164,302     46,313    166,228    387,081    507,143    717,612    719,684:    72,295     70,223
Old  :   789,907:   164,302     46,313    166,228    387,081    507,143    717,612    719,684:    72,295     70,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    30,180:     4,362      2,282     10,295     10,300     22,683     24,958     35,260:     5,222     -5,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        5.9       21.0       49.0       64.2       90.8       91.1:       9.2        8.9
Old  :     100.0:      20.8        5.9       21.0       49.0       64.2       90.8       91.1:       9.2        8.9
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  :       249:        89         52         97         91         95        228        199:
Old  :       249:        89         52         97         91         95        228        199:
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  :                 14.3       17.3       24.9       28.5       11.8       12.9       19.4       21.6
Old  :                 14.3       17.3       24.9       28.5       11.8       12.9       19.4       21.6
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 31, 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  :   174,422:    26,295     11,976     53,720     85,258    101,298    165,273    166,994:     9,148      7,427
Old  :   126,173:    23,682     10,402     38,313     56,838     71,776    118,833    120,492:     7,339      5,681
Other:    48,249:     5,115      4,077     12,904     28,420     29,522     46,440     46,503:     1,809      1,746
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    -1,172:       620       -893      1,202     -2,850       -661     -1,027       -353:      -145       -820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        6.9       30.8       48.9       58.1       94.8       95.7:       5.2        4.3
Old  :     100.0:      18.8        8.2       30.4       45.0       56.9       94.2       95.5:       5.8        4.5
Other:     100.0:      10.6        8.4       26.7       58.9       61.2       96.3       96.4:       3.7        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       346:       123         81        118        118        123        294        273:
Old  :       334:       119         78        106        105        119        268        260:
Other:       205:        41         45         44         83         91        152        153:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       14.9       26.2       25.9       11.4        9.7       18.9       14.9
Old  :                 15.1       15.1       27.2       27.3       12.7       12.7       21.7       19.4
Other:                 25.8       21.6       37.4       35.9       19.3       15.2       28.6       21.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    56,948:    28,516     23,902      1,555     19,413     27,905     49,484     53,362:     7,464      3,587
Old  :    56,948:    28,516     23,902      1,555     19,413     27,905     49,484     53,362:     7,464      3,587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    -6,172:    -4,644     -7,037         90       -754        408     -5,308     -6,540:      -863        368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       42.0        2.7       34.1       49.0       86.9       93.7:      13.1        6.3
Old  :     100.0:      50.1       42.0        2.7       34.1       49.0       86.9       93.7:      13.1        6.3
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  :       107:        44         40         10         12         11         61         58:
Old  :       107:        44         40         10         12         11         61         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  :                 65.4       54.1       71.9       71.9       65.4       54.1       71.0       71.4
Old  :                 65.4       54.1       71.9       71.9       65.4       54.1       71.0       71.4
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 31, 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  :   423,402:    20,199     72,417      5,475    378,875    323,378    404,549    401,269:    18,854     22,133
Old  :   423,402:    20,199     72,417      5,475    378,875    323,378    404,549    401,269:    18,854     22,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :     4,574:     6,179     -7,869      1,069     -2,599     10,678      4,649      3,879:       -75        695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       17.1        1.3       89.5       76.4       95.5       94.8:       4.5        5.2
Old  :     100.0:       4.8       17.1        1.3       89.5       76.4       95.5       94.8:       4.5        5.2
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  :       259:        24         52         18        105        116        142        173:
Old  :       259:        24         52         18        105        116        142        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  :                 42.3       15.5       55.5       26.1       37.1       15.2       48.1       23.8
Old  :                 42.3       15.5       55.5       26.1       37.1       15.2       48.1       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated June 3, 2011