COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      155,142
COMMITMENTS
  45,276   14,762   13,093   79,303  115,561  137,672  143,416   17,470   11,726

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      1,167)
   1,021     -202      -46     -266    1,227      709      979      458      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      9.5      8.4     51.1     74.5     88.7     92.4     11.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      98       46       59       50       57      174      140
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       35,716
COMMITMENTS
  21,034    4,791      358    9,668   29,131   31,060   34,280    4,656    1,436

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      1,437)
   1,228      121     -243      200    1,313    1,185    1,191      252      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.9     13.4      1.0     27.1     81.6     87.0     96.0     13.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      64       23       11       19       26       94       50
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      162,681
COMMITMENTS
  41,860   33,767   18,349   91,969  101,574  152,178  153,690   10,503    8,991

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      4,431)
  -1,287      131      843    5,693    3,235    5,249    4,209     -818      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     20.8     11.3     56.5     62.4     93.5     94.5      6.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      57       44       36       60       50      134      114
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      606,482
COMMITMENTS
 166,403   59,103   50,883  325,441  435,079  542,727  545,065   63,755   61,417

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     21,551)
    -325    5,470    7,002    9,019   14,062   15,696   26,534    5,855   -4,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      9.7      8.4     53.7     71.7     89.5     89.9     10.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      75       63       78       87       86      209      183
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      112,192
COMMITMENTS
  29,468   10,758   13,890   60,410   80,844  103,768  105,492    8,424    6,700

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -416)
     131     -728    1,887   -2,396     -875     -378      284      -38     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      9.6     12.4     53.8     72.1     92.5     94.0      7.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     115       64       80      106      109      252      229
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       55,794
COMMITMENTS
  28,430   23,643    1,012   19,124   27,731   48,566   52,386    7,228    3,408

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -6,039)
  -4,336   -6,638     -116     -776      384   -5,228   -6,370     -811      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.0     42.4      1.8     34.3     49.7     87.0     93.9     13.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      41       34        7       12       11       57       50
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 05/31/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      422,105
COMMITMENTS
  20,081   72,045    5,308  378,068  322,992  403,457  400,345   18,648   21,760

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      4,632)
   6,396   -7,824    1,094   -2,932   10,793    4,558    4,063       74      569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     17.1      1.3     89.6     76.5     95.6     94.8      4.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      23       50       12      102      116      132      171
 

Updated June 3, 2011