COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, 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  :   155,142:    45,276     14,762     13,093     79,303    115,561    137,672    143,416:    17,470     11,726
Old  :    65,026:    22,703     14,911        272     35,281     43,524     58,256     58,707:     6,770      6,319
Other:    90,116:    30,955      8,233      4,439     44,022     72,037     79,416     84,709:    10,700      5,407
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :     1,167:     1,021       -202        -46       -266      1,227        709        979:       458        188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        9.5        8.4       51.1       74.5       88.7       92.4:      11.3        7.6
Old  :     100.0:      34.9       22.9        0.4       54.3       66.9       89.6       90.3:      10.4        9.7
Other:     100.0:      34.4        9.1        4.9       48.9       79.9       88.1       94.0:      11.9        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        98         46         59         50         57        174        140:
Old  :       185:        68         52          9         34         35        108         90:
Other:       185:        78         36         29         47         51        137        106:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.3       32.6       31.9       42.4       19.3       27.7       26.9       36.4
Old  :                 23.9       36.9       40.5       51.1       23.3       36.7       37.9       49.4
Other:                 25.1       37.4       37.9       48.5       23.8       34.3       35.9       44.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, 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  :    35,716:    21,034      4,791        358      9,668     29,131     31,060     34,280:     4,656      1,436
Old  :    35,034:    21,037      4,585        297      9,274     28,764     30,608     33,646:     4,426      1,388
Other:       682:        25        234         33        394        367        452        634:       230         48
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :     1,437:     1,228        121       -243        200      1,313      1,185      1,191:       252        246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.9       13.4        1.0       27.1       81.6       87.0       96.0:      13.0        4.0
Old  :     100.0:      60.0       13.1        0.8       26.5       82.1       87.4       96.0:      12.6        4.0
Other:     100.0:       3.7       34.3        4.8       57.8       53.8       66.3       93.0:      33.7        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        64         23         11         19         26         94         50:
Old  :       123:        65         22          8         18         26         91         49:
Other:        24:         5          9          2          8          3         15         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  :                 25.7       55.7       38.2       68.2       25.7       52.2       38.2       64.6
Old  :                 26.1       56.1       38.9       68.9       26.1       52.9       38.9       65.6
Other:                 42.2       69.2       61.4       88.1       42.2       64.1       54.1       79.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, 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  :   162,681:    41,860     33,767     18,349     91,969    101,574    152,178    153,690:    10,503      8,991
Old  :    93,409:    38,327     32,968      5,791     40,428     47,671     84,546     86,430:     8,863      6,979
Other:    69,272:     7,973      5,239      8,118     51,541     53,903     67,632     67,260:     1,640      2,012
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :     4,431:    -1,287        131        843      5,693      3,235      5,249      4,209:      -818        222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       20.8       11.3       56.5       62.4       93.5       94.5:       6.5        5.5
Old  :     100.0:      41.0       35.3        6.2       43.3       51.0       90.5       92.5:       9.5        7.5
Other:     100.0:      11.5        7.6       11.7       74.4       77.8       97.6       97.1:       2.4        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        57         44         36         60         50        134        114:
Old  :       165:        52         46         29         49         39        115        102:
Other:        84:        20         10          9         44         39         67         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  :                 27.1       33.3       41.7       47.1       21.4       22.1       30.2       32.6
Old  :                 24.5       29.6       35.0       44.7       23.7       27.2       34.1       42.0
Other:                 46.6       39.6       67.9       57.7       31.3       25.6       45.3       38.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, 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  :   606,482:   166,403     59,103     50,883    325,441    435,079    542,727    545,065:    63,755     61,417
Old  :   606,482:   166,403     59,103     50,883    325,441    435,079    542,727    545,065:    63,755     61,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    21,551:      -325      5,470      7,002      9,019     14,062     15,696     26,534:     5,855     -4,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        9.7        8.4       53.7       71.7       89.5       89.9:      10.5       10.1
Old  :     100.0:      27.4        9.7        8.4       53.7       71.7       89.5       89.9:      10.5       10.1
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  :       245:        75         63         78         87         86        209        183:
Old  :       245:        75         63         78         87         86        209        183:
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  :                 17.7       21.5       30.0       35.4       15.2       17.1       24.8       28.2
Old  :                 17.7       21.5       30.0       35.4       15.2       17.1       24.8       28.2
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 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  :   112,192:    29,468     10,758     13,890     60,410     80,844    103,768    105,492:     8,424      6,700
Old  :    78,516:    25,378     10,974      7,725     38,650     54,667     71,753     73,366:     6,763      5,150
Other:    33,676:     8,158      3,852      2,097     21,760     26,177     32,015     32,126:     1,661      1,550
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :      -416:       131       -728      1,887     -2,396       -875       -378        284:       -38       -700
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        9.6       12.4       53.8       72.1       92.5       94.0:       7.5        6.0
Old  :     100.0:      32.3       14.0        9.8       49.2       69.6       91.4       93.4:       8.6        6.6
Other:     100.0:      24.2       11.4        6.2       64.6       77.7       95.1       95.4:       4.9        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:       115         64         80        106        109        252        229:
Old  :       307:       103         72         60         80         96        210        203:
Other:       190:        49         31         21         73         80        130        125:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       17.2       32.0       28.7       17.7       15.1       28.6       23.8
Old  :                 20.5       20.6       33.8       32.3       20.5       20.5       33.3       31.3
Other:                 27.7       28.3       41.5       40.7       27.0       22.9       40.2       33.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, 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  :    55,794:    28,430     23,643      1,012     19,124     27,731     48,566     52,386:     7,228      3,408
Old  :    55,794:    28,430     23,643      1,012     19,124     27,731     48,566     52,386:     7,228      3,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :    -6,039:    -4,336     -6,638       -116       -776        384     -5,228     -6,370:      -811        331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.0       42.4        1.8       34.3       49.7       87.0       93.9:      13.0        6.1
Old  :     100.0:      51.0       42.4        1.8       34.3       49.7       87.0       93.9:      13.0        6.1
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  :        98:        41         34          7         12         11         57         50:
Old  :        98:        41         34          7         12         11         57         50:
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  :                 66.7       55.2       73.4       73.0       66.7       55.2       72.5       73.0
Old  :                 66.7       55.2       73.4       73.0       66.7       55.2       72.5       73.0
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 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  :   422,105:    20,081     72,045      5,308    378,068    322,992    403,457    400,345:    18,648     21,760
Old  :   422,105:    20,081     72,045      5,308    378,068    322,992    403,457    400,345:    18,648     21,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2011                         :
     :     4,632:     6,396     -7,824      1,094     -2,932     10,793      4,558      4,063:        74        569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       17.1        1.3       89.6       76.5       95.6       94.8:       4.4        5.2
Old  :     100.0:       4.8       17.1        1.3       89.6       76.5       95.6       94.8:       4.4        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  :       256:        23         50         12        102        116        132        171:
Old  :       256:        23         50         12        102        116        132        171:
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  :                 42.4       15.6       55.7       26.2       37.2       15.2       48.2       23.9
Old  :                 42.4       15.6       55.7       26.2       37.2       15.2       48.2       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 3, 2011