COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :   486,379:    55,127     27,494    163,793    246,816    279,042    465,736    470,329:    20,643     16,050
Old  :   176,380:    22,850     33,927     48,044     98,485     85,966    169,378    167,937:     7,002      8,443
Other:   309,999:    47,110      8,400    100,916    148,332    193,076    296,358    302,392:    13,641      7,607
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     8,196:     2,126        641      1,657      7,011      4,469     10,794      6,766:    -2,598      1,430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        5.7       33.7       50.7       57.4       95.8       96.7:       4.2        3.3
Old  :     100.0:      13.0       19.2       27.2       55.8       48.7       96.0       95.2:       4.0        4.8
Other:     100.0:      15.2        2.7       32.6       47.8       62.3       95.6       97.5:       4.4        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:       151         78        115         80         74        277        231:
Old  :       246:        91         82         65         58         54        177        174:
Other:       271:       135         51         93         69         63        235        176:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       29.5       35.6       41.1       13.1       12.1       17.7       18.2
Old  :                 31.6       31.5       43.3       42.2       22.1       22.0       28.0       27.3
Other:                 22.9       30.2       35.2       43.1       16.8       23.3       23.6       31.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :    50,595:     8,891     12,460     12,387     23,749     22,533     45,026     47,379:     5,569      3,215
Old  :    39,615:     9,359     12,626      7,414     19,032     16,468     35,806     36,509:     3,809      3,106
Other:    10,980:       647        949      3,857      4,716      6,065      9,221     10,871:     1,759        110
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     4,126:        35        368      2,284      1,272      1,397      3,592      4,049:       534         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       24.6       24.5       46.9       44.5       89.0       93.6:      11.0        6.4
Old  :     100.0:      23.6       31.9       18.7       48.0       41.6       90.4       92.2:       9.6        7.8
Other:     100.0:       5.9        8.6       35.1       43.0       55.2       84.0       99.0:      16.0        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        38         42         24         27         17         79         73:
Old  :       108:        40         38         24         26         16         75         72:
Other:        37:        12          9         12         10         10         31         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.6       50.6       46.8       61.7       18.3       31.4       31.1       39.7
Old  :                 27.7       44.9       46.8       56.7       23.3       35.4       38.1       46.0
Other:                 56.7       82.3       70.3       92.1       10.2       26.3       13.3       29.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :   170,628:    57,580     31,000     23,408     78,017    107,932    159,005    162,340:    11,622      8,287
Old  :   105,654:    45,619     19,404     15,548     36,371     64,602     97,537     99,553:     8,117      6,101
Other:    64,973:    14,618     14,254      5,203     41,646     43,330     61,468     62,787:     3,505      2,186
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     8,912:     5,396      1,443      3,547        143        707      9,086      5,698:      -174      3,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       18.2       13.7       45.7       63.3       93.2       95.1:       6.8        4.9
Old  :     100.0:      43.2       18.4       14.7       34.4       61.1       92.3       94.2:       7.7        5.8
Other:     100.0:      22.5       21.9        8.0       64.1       66.7       94.6       96.6:       5.4        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        77         20         34         55         48        149         93:
Old  :       164:        78         22         27         51         37        139         79:
Other:        97:        24         18         16         37         37         71         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.0       40.4       35.9       53.5       21.7       29.1       30.3       41.7
Old  :                 19.3       44.9       31.6       59.6       16.4       35.7       26.2       49.9
Other:                 45.7       37.5       61.2       53.0       44.2       33.0       56.4       47.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  : 1,276,041:   197,860     93,462    265,918    728,992    851,866  1,192,770  1,211,246:    83,271     64,795
Old  : 1,276,041:   197,860     93,462    265,918    728,992    851,866  1,192,770  1,211,246:    83,271     64,795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     9,897:    -5,579     15,297      8,979     27,082      7,556     30,483     31,832:   -20,586    -21,936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        7.3       20.8       57.1       66.8       93.5       94.9:       6.5        5.1
Old  :     100.0:      15.5        7.3       20.8       57.1       66.8       93.5       94.9:       6.5        5.1
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  :       268:        89         67         86         89         93        220        209:
Old  :       268:        89         67         86         89         93        220        209:
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  :                 18.3       21.7       30.5       33.7       13.4       14.8       22.7       23.8
Old  :                 18.3       21.7       30.5       33.7       13.4       14.8       22.7       23.8
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 with Delta-adjusted Options and Futures Combined, June 3, 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  :   223,174:    34,406     14,245     77,755    100,345    120,409    212,506    212,408:    10,668     10,766
Old  :   161,216:    34,347     16,843     46,140     72,375     89,018    152,862    152,001:     8,354      9,215
Other:    61,959:    10,412      7,754     21,263     27,970     31,391     59,644     60,407:     2,314      1,551
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     3,869:      -174        238      2,673      1,056     -2,007      3,555        904:       314      2,964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        6.4       34.8       45.0       54.0       95.2       95.2:       4.8        4.8
Old  :     100.0:      21.3       10.4       28.6       44.9       55.2       94.8       94.3:       5.2        5.7
Other:     100.0:      16.8       12.5       34.3       45.1       50.7       96.3       97.5:       3.7        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       150         78        109        114        122        318        264:
Old  :       370:       149         76        100        106        110        299        246:
Other:       210:        61         30         57         79         92        162        158:
     :----------------------------------------------------------------------------------------------------
     :             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       22.3       28.0       34.0       14.0       15.2       20.6       21.5
Old  :                 18.6       26.6       29.8       37.6       17.1       24.1       26.8       31.6
Other:                 23.6       25.4       35.8       36.5       17.1       15.6       26.1       21.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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  :    39,354:    16,853     12,752      2,835     15,364     20,722     35,052     36,309:     4,302      3,045
Old  :    39,354:    16,853     12,752      2,835     15,364     20,722     35,052     36,309:     4,302      3,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -1,952:       799     -4,593       -468     -2,374      3,667     -2,043     -1,394:        91       -558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8       32.4        7.2       39.0       52.7       89.1       92.3:      10.9        7.7
Old  :     100.0:      42.8       32.4        7.2       39.0       52.7       89.1       92.3:      10.9        7.7
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  :        92:        47         31          7          8          9         59         44:
Old  :        92:        47         31          7          8          9         59         44:
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  :                 70.2       55.1       79.5       71.7       66.7       54.9       72.0       68.8
Old  :                 70.2       55.1       79.5       71.7       66.7       54.9       72.0       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 6, 2008