COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      297,674
COMMITMENTS
  47,279    8,187  100,526  130,796  175,159  278,601  283,872   19,074   13,802

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        768)
   1,551     -478      107      116    2,216    1,773    1,845   -1,006   -1,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      2.8     33.8     43.9     58.8     93.6     95.4      6.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
     121       39       79       62       70      202      169
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       41,223
COMMITMENTS
  18,328      659    6,932   11,307   32,272   36,567   39,864    4,656    1,359

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      5,462)
   2,649      245    1,076    1,218    3,857    4,943    5,178      519      284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.5      1.6     16.8     27.4     78.3     88.7     96.7     11.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      63       16       21       24       26       99       53
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      189,153
COMMITMENTS
  42,410   32,547   34,426  100,111  113,892  176,948  180,865   12,205    8,288

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        676)
  -4,903    2,036    3,417    1,340   -5,931     -147     -478      822    1,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4     17.2     18.2     52.9     60.2     93.5     95.6      6.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      59       45       46       55       53      135      124
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      756,592
COMMITMENTS
 168,467   52,901  154,814  370,323  476,374  693,605  684,089   62,988   72,503

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -2,457)
  -4,599    6,656    4,824      518  -16,172      743   -4,693   -3,199    2,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      7.0     20.5     48.9     63.0     91.7     90.4      8.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      83       54       95       86       90      217      192
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      170,435
COMMITMENTS
  29,474   11,689   48,482   84,798  104,691  162,754  164,862    7,681    5,572

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -6,231)
  -8,614    1,464       32    3,893   -6,945   -4,689   -5,450   -1,542     -782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      6.9     28.4     49.8     61.4     95.5     96.7      4.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     113       77      106      124      129      288      267
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       57,064
COMMITMENTS
  28,500   30,057    1,275   19,540   22,331   49,315   53,664    7,749    3,401

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      3,529)
   2,663     -560     -538    1,125    5,608    3,249    4,510      280     -980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.9     52.7      2.2     34.2     39.1     86.4     94.0     13.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      46       41       11       12       14       67       58
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      417,918
COMMITMENTS
  15,441   91,361    2,358  379,927  304,064  397,726  397,782   20,192   20,135

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     17,735)
  -4,850    6,544   -3,483   25,634   12,250   17,301   15,311      434    2,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     21.9      0.6     90.9     72.8     95.2     95.2      4.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      25       56       17      112      111      150      171
 

Updated May 20, 2011