COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   469,680:    56,704     17,713    161,176    225,271    276,520    443,152    455,409:    26,528     14,271
Old  :   194,327:    31,349     30,473     49,239    102,550    107,076    183,138    186,787:    11,189      7,539
Other:   275,353:    42,628      4,514     94,664    122,721    169,444    260,013    268,622:    15,340      6,732
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :     8,548:     1,746      2,045      1,765      3,032      4,160      6,543      7,969:     2,005        579
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        3.8       34.3       48.0       58.9       94.4       97.0:       5.6        3.0
Old  :     100.0:      16.1       15.7       25.3       52.8       55.1       94.2       96.1:       5.8        3.9
Other:     100.0:      15.5        1.6       34.4       44.6       61.5       94.4       97.6:       5.6        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:       161         63        121         75         77        283        226:
Old  :       267:       108         80         71         59         58        200        176:
Other:       253:       129         39         91         64         66        221        168:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.6       30.5       35.0       42.3       14.1       16.7       18.7       22.3
Old  :                 25.0       35.8       37.0       46.9       18.6       23.7       26.6       30.1
Other:                 26.0       30.3       37.5       44.5       18.5       22.6       24.1       31.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    46,984:     9,095     11,248     10,076     22,640     21,922     41,811     43,246:     5,173      3,738
Old  :    37,470:     9,405     11,238      5,977     18,405     16,619     33,786     33,834:     3,684      3,636
Other:     9,514:       617        937      3,172      4,235      5,303      8,025      9,413:     1,490        102
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :     6,413:       -83      2,144      3,028      3,319      1,023      6,264      6,195:       148        218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       23.9       21.4       48.2       46.7       89.0       92.0:      11.0        8.0
Old  :     100.0:      25.1       30.0       16.0       49.1       44.4       90.2       90.3:       9.8        9.7
Other:     100.0:       6.5        9.9       33.3       44.5       55.7       84.3       98.9:      15.7        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        33         42         20         26         16         74         66:
Old  :       102:        37         36         19         25         15         69         65:
Other:        35:         9         11         12          9          9         29         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.2       52.6       47.7       63.2       19.7       33.7       34.0       42.2
Old  :                 26.9       46.1       47.5       58.3       24.7       38.2       40.9       48.7
Other:                 60.1       85.5       72.7       93.7       11.4       26.3       14.7       28.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   163,129:    53,913     29,009     18,626     78,668    110,102    151,207    157,738:    11,922      5,391
Old  :   110,420:    46,181     26,543     11,662     43,438     68,690    101,281    106,895:     9,139      3,525
Other:    52,709:     9,217      3,951      5,479     35,230     41,412     49,927     50,843:     2,782      1,866
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :     3,116:    -2,514      1,049      2,077      3,567        938      3,129      4,064:       -13       -948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       17.8       11.4       48.2       67.5       92.7       96.7:       7.3        3.3
Old  :     100.0:      41.8       24.0       10.6       39.3       62.2       91.7       96.8:       8.3        3.2
Other:     100.0:      17.5        7.5       10.4       66.8       78.6       94.7       96.5:       5.3        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        77         19         39         56         48        147        100:
Old  :       164:        72         24         34         51         36        136         87:
Other:        90:        23         12         16         34         38         66         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.3       39.0       36.9       51.7       22.6       30.3       31.8       42.5
Old  :                 24.2       47.7       35.1       61.1       23.4       43.1       33.6       56.6
Other:                 41.8       25.3       56.1       39.8       40.1       21.1       50.1       34.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,247,111:   211,366     74,109    247,563    688,033    855,153  1,146,962  1,176,825:   100,149     70,285
Old  : 1,247,111:   211,366     74,109    247,563    688,033    855,153  1,146,962  1,176,825:   100,149     70,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :     8,192:    -5,615      1,985      4,183     11,658        167     10,225      6,335:    -2,034      1,856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        5.9       19.9       55.2       68.6       92.0       94.4:       8.0        5.6
Old  :     100.0:      16.9        5.9       19.9       55.2       68.6       92.0       94.4:       8.0        5.6
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  :       259:        94         55         81         86         93        219        193:
Old  :       259:        94         55         81         86         93        219        193:
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  :                 17.3       22.3       30.3       34.6       14.4       16.6       24.0       27.2
Old  :                 17.3       22.3       30.3       34.6       14.4       16.6       24.0       27.2
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 with Delta-adjusted Options and Futures Combined, May 20, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   216,891:    35,913     11,747     72,740     98,056    125,610    206,709    210,097:    10,182      6,794
Old  :   161,266:    36,492     14,318     45,397     71,013     95,957    152,901    155,672:     8,364      5,594
Other:    55,625:     7,699      5,708     19,065     27,043     29,652     53,807     54,425:     1,818      1,200
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :     4,805:       -30        167      4,527       -132      1,459      4,365      6,153:       440     -1,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        5.4       33.5       45.2       57.9       95.3       96.9:       4.7        3.1
Old  :     100.0:      22.6        8.9       28.2       44.0       59.5       94.8       96.5:       5.2        3.5
Other:     100.0:      13.8       10.3       34.3       48.6       53.3       96.7       97.8:       3.3        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:       154         67        106        112        123        315        256:
Old  :       363:       151         68         96        100        112        294        238:
Other:       195:        49         29         55         81         89        152        152:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.9       22.2       28.2       33.6       14.8       15.7       22.0       22.8
Old  :                 18.3       26.5       29.7       37.7       18.0       24.6       27.7       33.2
Other:                 26.8       23.7       38.8       35.0       20.2       13.9       28.6       20.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    39,743:    17,012     15,494      2,940     15,582     17,646     35,535     36,080:     4,208      3,663
Old  :    39,743:    17,012     15,494      2,940     15,582     17,646     35,535     36,080:     4,208      3,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2008                         :
     :     4,715:     5,790      3,655       -135        -59        582      5,595      4,101:      -880        614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8       39.0        7.4       39.2       44.4       89.4       90.8:      10.6        9.2
Old  :     100.0:      42.8       39.0        7.4       39.2       44.4       89.4       90.8:      10.6        9.2
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  :        86:        42         28          9          9         10         56         43:
Old  :        86:        42         28          9          9         10         56         43:
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  :                 65.6       61.6       78.1       71.9       63.3       59.7       71.1       68.4
Old  :                 65.6       61.6       78.1       71.9       63.3       59.7       71.1       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 23, 2008