COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 10, 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  :   150,102:    42,498     14,713     13,707     76,386    109,531    132,591    137,951:    17,511     12,151
Old  :    71,690:    24,425     16,807        766     39,218     46,420     64,409     63,993:     7,281      7,697
Other:    78,412:    26,841      6,674      4,173     37,168     63,111     68,182     73,958:    10,230      4,454
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :       718:      -235     -3,046      3,418     -1,606        549      1,577        921:      -859       -203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        9.8        9.1       50.9       73.0       88.3       91.9:      11.7        8.1
Old  :     100.0:      34.1       23.4        1.1       54.7       64.8       89.8       89.3:      10.2       10.7
Other:     100.0:      34.2        8.5        5.3       47.4       80.5       87.0       94.3:      13.0        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        96         48         55         54         57        176        136:
Old  :       192:        68         55         11         34         42        105        105:
Other:       166:        76         21         27         47         50        133         90:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       30.3       32.5       41.8       17.6       23.7       26.0       33.2
Old  :                 26.6       34.8       41.0       48.2       26.6       33.9       40.2       47.2
Other:                 28.2       38.5       39.4       51.0       27.0       35.0       38.1       47.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 10, 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  :    28,770:    15,777      3,320        364      8,610     24,192     24,751     27,876:     4,019        894
Old  :    28,368:    15,784      3,242        333      8,407     23,906     24,524     27,481:     3,844        887
Other:       402:        12         97         12        203        286        227        395:       175          7
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :       469:       180        217         21         37         95        238        333:       231        136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.8       11.5        1.3       29.9       84.1       86.0       96.9:      14.0        3.1
Old  :     100.0:      55.6       11.4        1.2       29.6       84.3       86.4       96.9:      13.6        3.1
Other:     100.0:       3.0       24.1        3.0       50.5       71.1       56.5       98.3:      43.5        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        50         19         11         20         22         80         44:
Old  :       104:        51         18         11         19         22         79         44:
Other:        17:         2          7          1          5          3          8         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.6       59.3       43.3       71.9       29.6       58.4       43.3       70.1
Old  :                 30.0       59.2       43.9       71.9       30.0       58.6       43.9       70.6
Other:                 49.0       87.8       56.5       97.3       49.0       87.1       53.5       94.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 10, 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  :   157,658:    46,291     28,785     15,198     85,519    107,045    147,008    151,028:    10,650      6,630
Old  :    96,634:    42,834     28,089      3,258     41,440     59,636     87,532     90,983:     9,102      5,651
Other:    61,024:     6,910      4,149      8,487     44,079     47,409     59,476     60,045:     1,548        979
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :    -1,223:    -3,340     -3,432      1,664      1,624       -845        -52     -2,613:    -1,171      1,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       18.3        9.6       54.2       67.9       93.2       95.8:       6.8        4.2
Old  :     100.0:      44.3       29.1        3.4       42.9       61.7       90.6       94.2:       9.4        5.8
Other:     100.0:      11.3        6.8       13.9       72.2       77.7       97.5       98.4:       2.5        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        61         34         33         55         50        133        103:
Old  :       159:        60         35         25         46         43        119         92:
Other:        78:        15         12          7         42         39         59         56:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.0       40.4       41.0       53.5       20.8       25.3       29.0       36.3
Old  :                 22.9       40.7       34.0       56.0       22.8       39.0       33.4       53.9
Other:                 53.1       41.6       69.0       59.7       34.0       24.9       44.6       37.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 10, 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  :   582,630:   180,584     53,958     38,588    306,333    429,141    525,505    521,687:    57,125     60,943
Old  :   582,630:   180,584     53,958     38,588    306,333    429,141    525,505    521,687:    57,125     60,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :    14,157:     3,978     -1,402       -368      8,874     14,345     12,484     12,575:     1,673      1,582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        9.3        6.6       52.6       73.7       90.2       89.5:       9.8       10.5
Old  :     100.0:      31.0        9.3        6.6       52.6       73.7       90.2       89.5:       9.8       10.5
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  :       223:        75         46         72         80         79        188        166:
Old  :       223:        75         46         72         80         79        188        166:
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  :                 17.4       24.0       31.1       38.7       16.3       20.0       26.5       31.6
Old  :                 17.4       24.0       31.1       38.7       16.3       20.0       26.5       31.6
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 - Futures Only, May 10, 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  :   115,685:    39,941     11,178      8,610     58,658     90,316    107,209    110,104:     8,476      5,581
Old  :    87,329:    35,305     11,016      5,339     39,172     66,315     79,816     82,670:     7,513      4,659
Other:    28,356:     6,737      2,263      1,170     19,486     24,001     27,393     27,434:       963        922
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :    -4,616:    -4,784         86      1,335       -441     -6,954     -3,890     -5,533:      -726        917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5        9.7        7.4       50.7       78.1       92.7       95.2:       7.3        4.8
Old  :     100.0:      40.4       12.6        6.1       44.9       75.9       91.4       94.7:       8.6        5.3
Other:     100.0:      23.8        8.0        4.1       68.7       84.6       96.6       96.7:       3.4        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       340:       129         55         71        110        126        275        224:
Old  :       328:       118         59         49         87        115        231        202:
Other:       186:        51         18         17         73         90        130        119:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       18.5       33.1       31.4       18.0       16.4       30.5       25.9
Old  :                 19.9       21.0       35.9       33.2       19.9       20.9       35.9       31.4
Other:                 31.9       34.1       45.9       48.1       31.1       27.7       44.7       40.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 10, 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  :    52,362:    25,593     30,156      1,345     18,142     16,597     45,080     48,098:     7,282      4,264
Old  :    52,362:    25,593     30,156      1,345     18,142     16,597     45,080     48,098:     7,282      4,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :    -1,539:    -2,014     -4,567        299      1,145      3,500       -570       -768:      -969       -771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.9       57.6        2.6       34.6       31.7       86.1       91.9:      13.9        8.1
Old  :     100.0:      48.9       57.6        2.6       34.6       31.7       86.1       91.9:      13.9        8.1
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  :       114:        44         46          6         12         14         60         63:
Old  :       114:        44         46          6         12         14         60         63:
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  :                 68.4       40.9       73.6       61.1       68.4       40.9       72.5       60.6
Old  :                 68.4       40.9       73.6       61.1       68.4       40.9       72.5       60.6
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 - Futures Only, May 10, 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  :   398,552:    20,243     84,435      5,418    353,388    291,401    379,049    381,254:    19,503     17,298
Old  :   398,552:    20,243     84,435      5,418    353,388    291,401    379,049    381,254:    19,503     17,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :       480:    -3,670      1,143      1,960      3,859     -1,074      2,149      2,029:    -1,669     -1,549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       21.2        1.4       88.7       73.1       95.1       95.7:       4.9        4.3
Old  :     100.0:       5.1       21.2        1.4       88.7       73.1       95.1       95.7:       4.9        4.3
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  :       260:        29         51         14        104        111        142        167:
Old  :       260:        29         51         14        104        111        142        167:
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  :                 42.2       15.5       53.6       25.9       36.8       15.0       47.4       24.4
Old  :                 42.2       15.5       53.6       25.9       36.8       15.0       47.4       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 13, 2010