COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      270,662
COMMITMENTS
  64,866    6,661   65,868  121,584  188,009  252,319  260,537   18,343   10,124

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      7,992)
   2,748      228    1,087    5,551    8,225    9,385    9,540   -1,394   -1,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      2.5     24.3     44.9     69.5     93.2     96.3      6.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
     144       41       79       69       75      247      169
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       40,029
COMMITMENTS
  15,886    1,222    7,964   12,904   29,398   36,754   38,584    3,275    1,445

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:       -589)
    -143     -110     -218      -59     -476     -421     -804     -168      216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.7      3.1     19.9     32.2     73.4     91.8     96.4      8.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      54       12       20       27       29       91       51
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      142,842
COMMITMENTS
  40,685   15,729   24,606   68,955   94,258  134,246  134,593    8,596    8,249

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      3,621)
   1,802    1,972       13    2,075    1,509    3,890    3,495     -270      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5     11.0     17.2     48.3     66.0     94.0     94.2      6.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      58       40       49       56       50      137      123
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      899,153
COMMITMENTS
 158,419   35,826  244,430  419,350  551,952  822,198  832,208   76,955   66,945

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     20,051)
   1,318   -7,364   18,614    8,067   14,225   27,998   25,474   -7,947   -5,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      4.0     27.2     46.6     61.4     91.4     92.6      8.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      75       50       92       85       94      200      202
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      183,809
COMMITMENTS
  33,083   26,417   51,379   89,898   95,646  174,360  173,442    9,449   10,367

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:      9,217)
    -207    5,496    2,479    6,664      120    8,935    8,095      282    1,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     14.4     28.0     48.9     52.0     94.9     94.4      5.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     101      130      120      128      121      304      309
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       41,080
COMMITMENTS
  25,426    2,889    4,148    6,026   31,855   35,599   38,892    5,480    2,188

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -1,613)
  -2,441      112    1,135     -484   -2,642   -1,789   -1,394      176     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.9      7.0     10.1     14.7     77.5     86.7     94.7     13.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      38       18        7       12       11       55       32
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      383,152
COMMITMENTS
  28,741   77,230    5,972  327,893  280,366  362,606  363,568   20,546   19,584

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:     -8,004)
     378  -24,827    1,909  -12,386   16,856  -10,099   -6,062    2,095   -1,941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     20.2      1.6     85.6     73.2     94.6     94.9      5.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      25       39       15      102      105      139      147
 

Updated May 28, 2010