COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   189,973:    61,027     29,801     16,075     96,207    135,785    173,309    181,661:    16,664      8,312
Old  :   102,174:    41,818     21,382      1,906     48,351     74,028     92,075     97,316:    10,099      4,858
Other:    87,799:    30,652     19,862      2,726     47,856     61,757     81,234     84,345:     6,565      3,454
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2010                         :
     :     5,711:     3,029      2,212       -696      4,856      5,761      7,189      7,277:    -1,478     -1,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       15.7        8.5       50.6       71.5       91.2       95.6:       8.8        4.4
Old  :     100.0:      40.9       20.9        1.9       47.3       72.5       90.1       95.2:       9.9        4.8
Other:     100.0:      34.9       22.6        3.1       54.5       70.3       92.5       96.1:       7.5        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:       125         47         56         51         63        208        143:
Old  :       240:       106         57         10         29         55        140        117:
Other:       180:        84         30         16         43         47        135         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       32.7       30.8       43.1       20.1       31.1       28.6       41.1
Old  :                 28.0       44.7       39.3       55.5       27.9       44.7       39.2       55.4
Other:                 21.7       29.1       34.5       44.5       21.7       28.4       34.5       42.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    29,821:    15,670      5,393        795     10,265     22,429     26,730     28,617:     3,091      1,204
Old  :    28,489:    15,471      5,432        573      9,445     21,342     25,489     27,347:     3,000      1,142
Other:     1,332:       385        147         36        820      1,087      1,241      1,270:        91         62
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2010                         :
     :      -563:       137        413       -348       -213       -739       -424       -674:      -139        111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.5       18.1        2.7       34.4       75.2       89.6       96.0:      10.4        4.0
Old  :     100.0:      54.3       19.1        2.0       33.2       74.9       89.5       96.0:      10.5        4.0
Other:     100.0:      28.9       11.0        2.7       61.6       81.6       93.2       95.3:       6.8        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        48         17         13         22         23         79         44:
Old  :       100:        47         18          8         20         22         73         42:
Other:        20:         7          4          4          5          6         14         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.2       52.3       39.8       67.6       26.2       48.6       39.8       63.8
Old  :                 27.4       54.6       41.7       68.8       27.4       53.5       41.7       67.7
Other:                 76.3       85.8       90.3       94.4       76.2       83.6       85.9       89.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   130,900:    42,516     16,397     15,610     65,131     91,175    123,257    123,182:     7,643      7,718
Old  :    82,953:    39,500     14,903      6,322     30,356     54,644     76,178     75,869:     6,775      7,084
Other:    47,947:    10,133      8,611      2,171     34,775     36,531     47,079     47,313:       868        634
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2010                         :
     :     2,946:     1,178      1,758       -136      2,262      1,202      3,304      2,824:      -358        122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       12.5       11.9       49.8       69.7       94.2       94.1:       5.8        5.9
Old  :     100.0:      47.6       18.0        7.6       36.6       65.9       91.8       91.5:       8.2        8.5
Other:     100.0:      21.1       18.0        4.5       72.5       76.2       98.2       98.7:       1.8        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        57         34         40         56         47        134        107:
Old  :       156:        56         35         30         43         38        116         91:
Other:        75:        16         11         11         36         35         58         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.4       34.8       39.8       51.6       20.7       24.0       28.9       36.7
Old  :                 25.2       38.6       37.9       52.9       21.6       32.5       30.7       45.8
Other:                 39.6       43.8       61.6       65.0       33.1       40.6       52.6       60.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   675,602:   156,581     57,441    107,013    344,949    453,736    608,543    618,190:    67,059     57,412
Old  :   675,602:   156,581     57,441    107,013    344,949    453,736    608,543    618,190:    67,059     57,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2010                         :
     :     9,908:    -1,046     -4,882     11,683      7,341      9,409     17,978     16,210:    -8,070     -6,302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        8.5       15.8       51.1       67.2       90.1       91.5:       9.9        8.5
Old  :     100.0:      23.2        8.5       15.8       51.1       67.2       90.1       91.5:       9.9        8.5
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:        60         59         77         79         88        182        188:
Old  :       228:        60         59         77         79         88        182        188:
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  :                 16.0       20.4       27.1       31.7       13.0       13.3       20.8       21.8
Old  :                 16.0       20.4       27.1       31.7       13.0       13.3       20.8       21.8
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 - Futures Only, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   138,973:    35,868     26,787     21,197     74,207     82,008    131,272    129,992:     7,701      8,981
Old  :   103,540:    39,474     31,091      4,508     54,118     60,552     98,100     96,151:     5,440      7,389
Other:    35,433:    10,330      9,632      2,753     20,089     21,456     33,172     33,841:     2,261      1,592
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2010                         :
     :     5,298:       834      4,539        129      4,117       -583      5,080      4,085:       218      1,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       19.3       15.3       53.4       59.0       94.5       93.5:       5.5        6.5
Old  :     100.0:      38.1       30.0        4.4       52.3       58.5       94.7       92.9:       5.3        7.1
Other:     100.0:      29.2       27.2        7.8       56.7       60.6       93.6       95.5:       6.4        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:        95         83         64        115        108        247        232:
Old  :       327:       100         84         34        104         94        221        198:
Other:       179:        40         36         16         59         76        109        118:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       16.1       32.7       27.9       19.0       15.9       28.7       25.3
Old  :                 22.4       19.2       35.9       32.5       21.5       18.6       34.1       30.4
Other:                 30.7       33.5       48.2       45.7       26.9       28.0       41.9       39.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    37,952:    24,483      3,138      3,142      4,949     29,658     32,574     35,938:     5,378      2,014
Old  :    37,952:    24,483      3,138      3,142      4,949     29,658     32,574     35,938:     5,378      2,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2010                         :
     :    -1,593:    -2,311        240      1,005       -484     -2,613     -1,790     -1,368:       197       -225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.5        8.3        8.3       13.0       78.1       85.8       94.7:      14.2        5.3
Old  :     100.0:      64.5        8.3        8.3       13.0       78.1       85.8       94.7:      14.2        5.3
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  :        70:        35         18          6         11         10         52         29:
Old  :        70:        35         18          6         11         10         52         29:
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  :                 47.3       76.8       61.5       85.8       46.2       70.7       55.5       75.4
Old  :                 47.3       76.8       61.5       85.8       46.2       70.7       55.5       75.4
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 - Futures Only, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   380,735:    28,512     76,957      5,247    326,926    279,284    360,685    361,488:    20,050     19,247
Old  :   380,735:    28,512     76,957      5,247    326,926    279,284    360,685    361,488:    20,050     19,247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 18, 2010                         :
     :    -6,236:       490    -24,371      2,511    -11,426     17,498     -8,425     -4,362:     2,189     -1,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       20.2        1.4       85.9       73.4       94.7       94.9:       5.3        5.1
Old  :     100.0:       7.5       20.2        1.4       85.9       73.4       94.7       94.9:       5.3        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  :       231:        24         39         11        101        104        134        145:
Old  :       231:        24         39         11        101        104        134        145:
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  :                 41.1       16.3       52.1       28.1       38.3       16.3       47.2       27.7
Old  :                 41.1       16.3       52.1       28.1       38.3       16.3       47.2       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 28, 2010