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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   302,469:    47,398      8,514    100,045    135,510    179,820    282,953    288,378:    19,516     14,091
Old  :   147,286:    24,043     10,682     46,311     69,287     82,663    139,641    139,656:     7,645      7,630
Other:   155,183:    27,810      2,287     49,278     66,223     97,156    143,311    148,722:    11,872      6,461
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     4,795:       119        327       -481      4,715      4,660      4,352      4,506:       443        289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        2.8       33.1       44.8       59.5       93.5       95.3:       6.5        4.7
Old  :     100.0:      16.3        7.3       31.4       47.0       56.1       94.8       94.8:       5.2        5.2
Other:     100.0:      17.9        1.5       31.8       42.7       62.6       92.3       95.8:       7.7        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:       115         44         77         62         72        200        171:
Old  :       206:        77         60         55         47         58        148        149:
Other:       189:        88         26         57         57         66        164        130:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.7       25.8       33.0       37.6        9.0       12.3       13.1       17.6
Old  :                 23.7       32.0       35.8       42.0       12.8       16.3       19.4       22.7
Other:                 24.3       27.4       35.0       38.6       14.6       17.0       21.2       22.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    42,992:    19,887        713      7,305     11,306     33,555     38,498     41,573:     4,494      1,419
Old  :    40,770:    19,793      1,229      6,134     10,529     31,994     36,456     39,356:     4,315      1,414
Other:     2,222:       630         19        636        777      1,562      2,043      2,217:       179          5
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     1,769:     1,560         53        373         -1      1,283      1,931      1,709:      -162         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.3        1.7       17.0       26.3       78.0       89.5       96.7:      10.5        3.3
Old  :     100.0:      48.5        3.0       15.0       25.8       78.5       89.4       96.5:      10.6        3.5
Other:     100.0:      28.4        0.9       28.6       35.0       70.3       91.9       99.8:       8.1        0.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        73         13         24         23         28        107         57:
Old  :       125:        69         17         24         22         28        106         57:
Other:        29:        13          4         12          9          8         26         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  :                 21.2       52.7       31.6       63.7       18.7       46.0       28.1       56.0
Old  :                 22.3       52.2       32.7       63.7       19.6       46.3       29.6       56.7
Other:                 47.4       70.2       67.4       87.5       30.2       55.1       41.5       56.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   194,250:    39,959     33,419     40,857    101,357    110,563    182,173    184,840:    12,077      9,411
Old  :   114,260:    37,062     31,426     21,042     46,298     53,896    104,402    106,364:     9,858      7,896
Other:    79,990:     6,190      5,286     16,523     55,059     56,667     77,771     78,476:     2,219      1,515
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     5,098:    -2,451        872      6,431      1,246     -3,328      5,225      3,975:      -128      1,123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       17.2       21.0       52.2       56.9       93.8       95.2:       6.2        4.8
Old  :     100.0:      32.4       27.5       18.4       40.5       47.2       91.4       93.1:       8.6        6.9
Other:     100.0:       7.7        6.6       20.7       68.8       70.8       97.2       98.1:       2.8        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        52         57         51         60         53        138        136:
Old  :       173:        55         52         47         50         40        125        121:
Other:        86:        11         22         18         44         43         69         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  :                 26.9       33.2       42.4       46.8       20.0       18.2       27.3       27.6
Old  :                 23.2       30.2       32.8       45.9       18.4       23.3       26.3       35.3
Other:                 47.8       39.0       64.4       54.2       29.4       20.3       40.1       31.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   759,727:   159,940     44,031    155,933    376,781    484,460    692,654    684,424:    67,073     75,304
Old  :   759,727:   159,940     44,031    155,933    376,781    484,460    692,654    684,424:    67,073     75,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     3,135:    -8,527     -8,870      1,119      6,457      8,086       -951        335:     4,086      2,800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        5.8       20.5       49.6       63.8       91.2       90.1:       8.8        9.9
Old  :     100.0:      21.1        5.8       20.5       49.6       63.8       91.2       90.1:       8.8        9.9
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  :       237:        80         55         93         88         90        218        189:
Old  :       237:        80         55         93         88         90        218        189:
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       17.6       25.6       29.3       12.2       13.1       20.1       21.9
Old  :                 14.3       17.6       25.6       29.3       12.2       13.1       20.1       21.9
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 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   175,594:    25,674     12,870     52,518     88,108    101,959    166,300    167,347:     9,294      8,247
Old  :   129,522:    24,112     11,489     37,788     60,045     73,809    121,945    123,085:     7,577      6,437
Other:    46,072:     4,155      3,974     12,138     28,063     28,151     44,355     44,262:     1,717      1,810
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     5,159:    -3,800      1,180      4,036      3,310     -2,732      3,546      2,485:     1,613      2,674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        7.3       29.9       50.2       58.1       94.7       95.3:       5.3        4.7
Old  :     100.0:      18.6        8.9       29.2       46.4       57.0       94.2       95.0:       5.8        5.0
Other:     100.0:       9.0        8.6       26.3       60.9       61.1       96.3       96.1:       3.7        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:       105         85        111        120        125        280        269:
Old  :       325:       102         81         98        108        118        255        254:
Other:       198:        41         40         42         81         92        149        148:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       15.1       26.5       26.2       11.5        9.7       19.2       14.9
Old  :                 15.9       15.2       27.8       27.7       13.1       13.1       22.7       19.5
Other:                 27.1       22.2       38.8       36.5       20.4       15.9       28.9       21.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    63,120:    33,160     30,939      1,465     20,167     27,497     54,793     59,901:     8,327      3,219
Old  :    63,120:    33,160     30,939      1,465     20,167     27,497     54,793     59,901:     8,327      3,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :     6,055:     4,660        881        190        628      5,166      5,478      6,238:       578       -182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.5       49.0        2.3       32.0       43.6       86.8       94.9:      13.2        5.1
Old  :     100.0:      52.5       49.0        2.3       32.0       43.6       86.8       94.9:      13.2        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        48         37         12         12         12         70         52:
Old  :       108:        48         37         12         12         12         70         52:
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  :                 60.7       53.2       70.4       75.3       60.7       52.5       69.5       74.6
Old  :                 60.7       53.2       70.4       75.3       60.7       52.5       69.5       74.6
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 24, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   418,829:    14,020     80,285      4,405    381,475    312,700    399,900    397,390:    18,929     21,438
Old  :   418,829:    14,020     80,285      4,405    381,475    312,700    399,900    397,390:    18,929     21,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2011                         :
     :       911:    -1,421    -11,076      2,048      1,547      8,636      2,174       -392:    -1,263      1,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       19.2        1.1       91.1       74.7       95.5       94.9:       4.5        5.1
Old  :     100.0:       3.3       19.2        1.1       91.1       74.7       95.5       94.9:       4.5        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        27         51         18        110        111        148        169:
Old  :       262:        27         51         18        110        111        148        169:
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  :                 42.8       15.8       56.1       26.2       37.7       14.9       49.0       23.5
Old  :                 42.8       15.8       56.1       26.2       37.7       14.9       49.0       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated May 27, 2011