COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   478,182:    53,001     26,853    162,136    239,805    274,573    454,942    463,562:    23,240     14,620
Old  :   192,852:    27,841     33,995     50,053    105,577    100,134    183,471    184,183:     9,381      8,669
Other:   285,330:    39,523      7,222     97,719    134,228    174,439    271,471    279,380:    13,860      5,951
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :     8,503:    -3,704      9,140        961     14,534     -1,946     11,791      8,154:    -3,288        349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        5.6       33.9       50.1       57.4       95.1       96.9:       4.9        3.1
Old  :     100.0:      14.4       17.6       26.0       54.7       51.9       95.1       95.5:       4.9        4.5
Other:     100.0:      13.9        2.5       34.2       47.0       61.1       95.1       97.9:       4.9        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:       148         82        121         79         74        280        234:
Old  :       265:       100         88         69         60         54        192        181:
Other:       260:       123         51         93         68         67        228        174:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.5       29.9       35.8       41.5       13.6       13.8       18.2       19.1
Old  :                 27.7       35.0       39.3       45.5       16.2       20.5       22.9       25.5
Other:                 25.2       29.6       37.4       43.3       19.1       22.3       24.9       31.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    46,469:     8,855     12,092     10,103     22,476     21,136     41,434     43,331:     5,035      3,138
Old  :    36,756:     9,369     12,171      5,773     18,135     15,777     33,277     33,721:     3,479      3,034
Other:     9,713:       612      1,046      3,204      4,341      5,359      8,157      9,609:     1,556        104
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :      -515:      -240        844         27       -164       -786       -377         84:      -139       -599
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       26.0       21.7       48.4       45.5       89.2       93.2:      10.8        6.8
Old  :     100.0:      25.5       33.1       15.7       49.3       42.9       90.5       91.7:       9.5        8.3
Other:     100.0:       6.3       10.8       33.0       44.7       55.2       84.0       98.9:      16.0        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        34         45         19         27         16         73         69:
Old  :       104:        39         38         18         26         15         68         68:
Other:        35:         9         11         12         10          9         30         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  :                 29.3       51.3       47.4       62.6       19.7       32.7       33.9       41.7
Old  :                 27.4       44.9       47.4       57.5       24.7       36.8       40.5       48.2
Other:                 59.1       85.5       71.8       93.6       11.7       27.6       15.0       30.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   161,716:    52,184     29,557     19,862     77,874    107,224    149,919    156,643:    11,796      5,073
Old  :    98,814:    40,393     18,501     12,755     36,685     64,632     89,832     95,888:     8,981      2,926
Other:    62,902:    13,598     12,862      5,300     41,189     42,592     60,087     60,755:     2,815      2,147
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :    -1,413:    -1,729        548      1,235       -794     -2,878     -1,288     -1,095:      -125       -318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       18.3       12.3       48.2       66.3       92.7       96.9:       7.3        3.1
Old  :     100.0:      40.9       18.7       12.9       37.1       65.4       90.9       97.0:       9.1        3.0
Other:     100.0:      21.6       20.4        8.4       65.5       67.7       95.5       96.6:       4.5        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        64         25         39         54         51        138        102:
Old  :       154:        60         29         34         50         39        128         88:
Other:        96:        25         14         15         36         38         71         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  :                 24.1       38.8       36.3       51.6       23.1       29.5       32.2       41.8
Old  :                 19.8       43.4       31.1       58.1       18.6       37.3       28.7       51.9
Other:                 46.2       35.8       61.8       50.0       44.7       29.8       56.6       43.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,266,144:   203,439     78,165    256,939    701,909    844,310  1,162,287  1,179,413:   103,858     86,731
Old  : 1,266,144:   203,439     78,165    256,939    701,909    844,310  1,162,287  1,179,413:   103,858     86,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :    19,034:    -7,927      4,055      9,376     13,876    -10,843     15,325      2,588:     3,709     16,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        6.2       20.3       55.4       66.7       91.8       93.2:       8.2        6.8
Old  :     100.0:      16.1        6.2       20.3       55.4       66.7       91.8       93.2:       8.2        6.8
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  :       261:        93         54         85         92         95        222        201:
Old  :       261:        93         54         85         92         95        222        201:
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  :                 17.5       21.0       30.2       32.8       14.2       14.8       23.6       24.7
Old  :                 17.5       21.0       30.2       32.8       14.2       14.8       23.6       24.7
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 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  :   219,306:    34,580     14,006     75,082     99,289    122,415    208,951    211,504:    10,354      7,802
Old  :   162,247:    36,412     17,267     46,007     71,673     92,470    154,091    155,744:     8,155      6,503
Other:    57,059:     8,185      6,755     19,059     27,616     29,945     54,860     55,760:     2,199      1,299
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :     2,415:    -1,332      2,259      2,342      1,233     -3,194      2,243      1,407:       172      1,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        6.4       34.2       45.3       55.8       95.3       96.4:       4.7        3.6
Old  :     100.0:      22.4       10.6       28.4       44.2       57.0       95.0       96.0:       5.0        4.0
Other:     100.0:      14.3       11.8       33.4       48.4       52.5       96.1       97.7:       3.9        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       375:       150         74        108        111        121        313        260:
Old  :       365:       149         74         97         98        109        290        241:
Other:       196:        48         33         55         78         87        151        151:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       22.3       28.1       34.1       14.2       15.6       21.0       22.2
Old  :                 17.9       26.5       29.2       37.5       17.0       24.4       26.7       32.5
Other:                 26.2       25.2       38.5       36.3       20.0       15.2       29.0       21.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    41,305:    16,053     17,345      3,303     17,738     17,054     37,095     37,703:     4,211      3,603
Old  :    41,305:    16,053     17,345      3,303     17,738     17,054     37,095     37,703:     4,211      3,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2008                         :
     :     1,562:      -959      1,851        363      2,156       -592      1,560      1,622:         2        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9       42.0        8.0       42.9       41.3       89.8       91.3:      10.2        8.7
Old  :     100.0:      38.9       42.0        8.0       42.9       41.3       89.8       91.3:      10.2        8.7
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:        38         33          8          8         10         50         48:
Old  :        86:        38         33          8          8         10         50         48:
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  :                 72.3       59.5       81.9       72.1       69.5       58.2       73.9       69.1
Old  :                 72.3       59.5       81.9       72.1       69.5       58.2       73.9       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 30,2008