COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      153,975
COMMITMENTS
  44,255   14,964   13,139   79,569  114,334  136,963  142,437   17,012   11,538

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      3,949)
     477      422     -127    3,143    3,313    3,493    3,608      456      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      9.7      8.5     51.7     74.3     89.0     92.5     11.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      98       45       60       51       59      174      141
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,279
COMMITMENTS
  19,806    4,670      601    9,468   27,818   29,875   33,089    4,404    1,190

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      1,644)
   1,565      512       50      170      975    1,785    1,537     -141      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.8     13.6      1.8     27.6     81.2     87.2     96.5     12.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      62       22       14       19       26       94       52
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      158,250
COMMITMENTS
  43,147   33,636   17,506   86,276   98,339  146,929  149,481   11,321    8,769

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      2,700)
     454    1,174    2,248      244   -1,737    2,946    1,685     -246    1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     21.3     11.1     54.5     62.1     92.8     94.5      7.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      57       48       38       59       49      131      121
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      584,931
COMMITMENTS
 166,728   53,633   43,881  316,422  421,017  527,031  518,531   57,900   66,400

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        319)
 -10,008   -7,588     -640    7,594    6,222   -3,054   -2,006    3,373    2,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      9.2      7.5     54.1     72.0     90.1     88.6      9.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      72       61       75       84       81      201      173
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      112,608
COMMITMENTS
  29,337   11,486   12,003   62,806   81,719  104,146  105,208    8,462    7,400

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      1,883)
  -3,113      560    1,364    2,042   -2,747      293     -823    1,590    2,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     10.2     10.7     55.8     72.6     92.5     93.4      7.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      96       71       73      106      113      235      229
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       61,833
COMMITMENTS
  32,766   30,281    1,128   19,900   27,347   53,794   58,756    8,039    3,077

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      6,042)
   4,597      842      229      652    5,136    5,478    6,207      564     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.0     49.0      1.8     32.2     44.2     87.0     95.0     13.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      46       32        7       12       12       64       46
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 05/24/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      417,473
COMMITMENTS
  13,685   79,869    4,214  381,000  312,199  398,899  396,282   18,574   21,191

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      1,680)
  -1,190  -10,993    2,297    1,726    8,993    2,833      297   -1,153    1,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     19.1      1.0     91.3     74.8     95.6     94.9      4.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      25       51       12      107      111      138      168
 

Updated May 27, 2011