COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 27, 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  :   268,743:    61,670     39,629     26,110    161,809    191,745    249,589    257,484:    19,154     11,259
Old  :   120,466:    36,726     36,955      1,631     73,598     74,018    111,955    112,604:     8,511      7,862
Other:   148,277:    43,723     21,453      5,700     88,211    117,727    137,634    144,880:    10,643      3,397
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :     4,458:    -2,519      5,592       -636      9,400     -1,848      6,245      3,108:    -1,787      1,350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       14.7        9.7       60.2       71.3       92.9       95.8:       7.1        4.2
Old  :     100.0:      30.5       30.7        1.4       61.1       61.4       92.9       93.5:       7.1        6.5
Other:     100.0:      29.5       14.5        3.8       59.5       79.4       92.8       97.7:       7.2        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:       121         78         76         60         63        219        190:
Old  :       248:        92         89         12         40         36        137        132:
Other:       221:        92         51         34         47         55        154        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  :                 27.0       39.6       40.1       49.2       23.6       26.0       32.0       34.8
Old  :                 31.0       49.0       42.9       57.1       25.7       40.0       36.2       47.5
Other:                 37.0       42.1       48.2       55.4       35.4       41.5       46.3       54.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 27, 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  :    32,950:    14,023     11,866        630     14,937     17,839     29,590     30,335:     3,360      2,615
Old  :    28,988:    11,693     12,177        313     14,096     13,888     26,102     26,378:     2,886      2,610
Other:     3,962:     2,641          0          6        841      3,951      3,488      3,957:       474          5
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :      -476:        46        926       -264       -203       -702       -421        -40:       -55       -436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       36.0        1.9       45.3       54.1       89.8       92.1:      10.2        7.9
Old  :     100.0:      40.3       42.0        1.1       48.6       47.9       90.0       91.0:      10.0        9.0
Other:     100.0:      66.7        0.0        0.2       21.2       99.7       88.0       99.9:      12.0        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        38         35         12         23         11         63         57:
Old  :        99:        38         36         10         23          9         61         55:
Other:        28:        15          0          2          6          8         21         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.8       55.9       50.7       68.8       28.5       55.2       50.1       68.0
Old  :                 30.4       51.1       51.1       65.6       30.4       51.1       50.8       65.4
Other:                 58.7       95.7       73.9       99.7       58.7       95.2       73.9       99.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 27, 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  :   149,430:    54,020     30,002     11,525     73,597    104,521    139,142    146,048:    10,288      3,382
Old  :    91,438:    40,912     19,116      7,513     35,073     63,154     83,498     89,783:     7,940      1,655
Other:    57,992:    15,173     12,951      1,947     38,524     41,367     55,644     56,265:     2,348      1,727
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :      -409:    -1,703        352      2,037       -664     -2,523       -330       -134:       -79       -275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2       20.1        7.7       49.3       69.9       93.1       97.7:       6.9        2.3
Old  :     100.0:      44.7       20.9        8.2       38.4       69.1       91.3       98.2:       8.7        1.8
Other:     100.0:      26.2       22.3        3.4       66.4       71.3       96.0       97.0:       4.0        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        62         22         26         51         48        129         87:
Old  :       148:        58         25         22         45         37        118         73:
Other:        90:        23         10          6         34         37         61         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       41.1       37.7       55.0       24.4       31.9       34.1       45.0
Old  :                 21.4       46.5       32.7       62.2       21.0       40.5       31.8       56.2
Other:                 47.2       38.0       63.7       53.4       46.2       32.0       59.1       46.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 27, 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  :   911,824:   217,598     86,826     70,752    537,172    680,241    825,522    837,819:    86,302     74,005
Old  :   911,824:   217,598     86,826     70,752    537,172    680,241    825,522    837,819:    86,302     74,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :       464:    -5,275      6,066         64        834    -21,288     -4,377    -15,158:     4,841     15,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        9.5        7.8       58.9       74.6       90.5       91.9:       9.5        8.1
Old  :     100.0:      23.9        9.5        7.8       58.9       74.6       90.5       91.9:       9.5        8.1
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  :       239:        86         40         67         79         81        188        172:
Old  :       239:        86         40         67         79         81        188        172:
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  :                 19.5       22.6       33.1       37.9       18.3       20.7       30.2       33.8
Old  :                 19.5       22.6       33.1       37.9       18.3       20.7       30.2       33.8
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 27, 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  :   151,882:    40,104     15,975     21,038     82,519    108,716    143,661    145,729:     8,221      6,153
Old  :   117,745:    43,809     18,590      7,990     59,338     85,914    111,137    112,494:     6,608      5,251
Other:    34,137:     6,957      8,047      2,386     23,181     22,802     32,524     33,235:     1,613        902
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :     1,704:      -838      1,348      1,705        599     -2,380      1,466        673:       238      1,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       10.5       13.9       54.3       71.6       94.6       95.9:       5.4        4.1
Old  :     100.0:      37.2       15.8        6.8       50.4       73.0       94.4       95.5:       5.6        4.5
Other:     100.0:      20.4       23.6        7.0       67.9       66.8       95.3       97.4:       4.7        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:       127         63         60         99        107        258        208:
Old  :       333:       127         66         35         81         94        225        182:
Other:       168:        30         32         21         60         73        102        115:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       28.7       35.1       41.0       20.4       23.0       30.0       32.4
Old  :                 23.2       35.8       37.1       47.2       23.2       34.7       37.0       46.1
Other:                 37.6       30.1       53.9       41.1       33.9       26.6       49.7       35.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 27, 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  :    39,949:    16,073     17,284      2,642     17,562     16,849     36,277     36,775:     3,672      3,174
Old  :    39,949:    16,073     17,284      2,642     17,562     16,849     36,277     36,775:     3,672      3,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :     1,596:      -835      1,966        250      2,190       -613      1,605      1,603:        -9         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       43.3        6.6       44.0       42.2       90.8       92.1:       9.2        7.9
Old  :     100.0:      40.2       43.3        6.6       44.0       42.2       90.8       92.1:       9.2        7.9
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  :        66:        21         30          5          7          9         31         42:
Old  :        66:        21         30          5          7          9         31         42:
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  :                 73.9       61.5       83.9       74.6       72.2       60.2       76.8       71.5
Old  :                 73.9       61.5       83.9       74.6       72.2       60.2       76.8       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 30,2008