WHEAT - CHICAGO BOARD OF TRADE                                                                                                                   Code-001602
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   460,407:    50,239    201,936    175,243     19,208     24,673     71,911     44,382     35,280     27,091     41,502     34,162:   41,808    59,264
Old  :   412,726:    39,905    190,975    171,574     16,896     19,184     69,859     42,635     27,096     28,298     47,374     21,029:   35,781    47,537
Other:    47,681:    10,334     10,961      7,047      5,690      2,111      4,649      4,344      5,587      8,876      4,211      3,050:    6,027    11,727
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     5,868:    -9,704      9,432     -2,183         -4      1,188      5,012    -12,014      4,970      1,762      1,665        604:    4,219        27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.9       43.9       38.1        4.2        5.4       15.6        9.6        7.7        5.9        9.0        7.4:      9.1      12.9
Old  :     100.0:       9.7       46.3       41.6        4.1        4.6       16.9       10.3        6.6        6.9       11.5        5.1:      8.7      11.5
Other:     100.0:      21.7       23.0       14.8       11.9        4.4        9.8        9.1       11.7       18.6        8.8        6.4:     12.6      24.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       435:        62        105         19         10         23         67         51         63         65         87         91:
Old  :       430:        55        101         19         10         20         65         55         59         66         94         77:
Other:       189:        21         68         10         13         12         14         14          5         29         29         14:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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       19.3       35.9       26.0       19.6       15.1       32.5       20.7
Old  :                 22.9       21.4       38.3       28.6       21.8       18.0       35.7       24.6
Other:                 31.3       22.1       46.6       30.6       25.6       14.4       37.8       19.6
 
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                                               Code-001612
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   176,141:    38,891    107,619     28,481      7,119      8,996     45,992      4,691     11,558     11,600      4,093      6,737:   23,886    25,328
Old  :   166,407:    36,563    102,423     28,197      7,324      8,658     44,111      4,723     11,495     10,107      4,026      5,515:   21,761    22,243
Other:     9,734:     2,328      5,196        588         99         34      1,913          0         31      2,401        975        314:    2,125     3,085
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     3,162:      -582      1,207        768       -580        -81      1,629       -337      3,181     -2,068       -453       -999:    1,314     1,224
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.1       61.1       16.2        4.0        5.1       26.1        2.7        6.6        6.6        2.3        3.8:     13.6      14.4
Old  :     100.0:      22.0       61.5       16.9        4.4        5.2       26.5        2.8        6.9        6.1        2.4        3.3:     13.1      13.4
Other:     100.0:      23.9       53.4        6.0        1.0        0.3       19.7        0.0        0.3       24.7       10.0        3.2:     21.8      31.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       187:        44         65         12          4          8         41          .         16         25         15         26:
Old  :       184:        43         64         12          4          8         41          .         15         21         16         23:
Other:        80:         7         43          6          .          .          6          0          .          9         11          5:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 20.3       31.8       31.3       41.3       13.6       25.5       23.0       33.5
Old  :                 20.2       32.6       31.8       42.7       14.6       26.6       24.2       35.0
Other:                 41.6       32.5       57.1       42.2       41.6       32.5       55.5       40.4
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                                                                                               Code-001626
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    56,228:    17,058     39,290      1,698          0          0     15,809          1        562      6,388        948      1,834:   12,879    13,593
Old  :    20,668:     2,467     15,117        200          0          0     11,830        354          0      1,048        867          0:    5,123     4,330
Other:    35,560:    14,591     24,173      1,498          0          0      4,332          0        209      5,911        652      1,263:    7,756     9,263
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     1,352:       -64      1,170        369          0       -154        313          1       -504        812        -49        804:     -224        84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.3       69.9        3.0        0.0        0.0       28.1        0.0        1.0       11.4        1.7        3.3:     22.9      24.2
Old  :     100.0:      11.9       73.1        1.0        0.0        0.0       57.2        1.7        0.0        5.1        4.2        0.0:     24.8      21.0
Other:     100.0:      41.0       68.0        4.2        0.0        0.0       12.2        0.0        0.6       16.6        1.8        3.6:     21.8      26.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        77:        22         24          4          0          0         21          .          .         14          4          7:
Old  :        63:         8         21          .          0          0         14          .          0          7          8          0:
Other:        61:        20         20          4          0          0         10          0          .         13          .          5:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 24.4       51.6       35.9       60.3       23.2       47.9       31.1       54.9
Old  :                 44.2       47.8       54.8       63.1       44.2       47.8       54.8       63.1
Other:                 29.5       58.9       40.7       65.1       29.4       58.4       39.7       63.9
 
CORN - CHICAGO BOARD OF TRADE                                                                                                                    Code-002602
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 1,405,435:   238,738    800,754    272,572     87,963     56,460    363,521     33,205     85,461    168,669     59,526     62,487:  157,527   219,579
Old  :   753,917:    88,904    462,840    209,537     29,172     13,502    201,792     38,134     41,212     99,943     56,613     17,136:   81,891    95,308
Other:   651,518:   149,834    337,914     83,399     79,155     22,594    187,014     20,356     18,964     96,789     30,976     17,288:   75,636   124,271
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :   -16,054:   -10,666     11,566      3,594     11,172     -3,410     10,768    -13,000     -7,706     -6,547     -6,694     -3,124:    1,037    -4,858
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.0       57.0       19.4        6.3        4.0       25.9        2.4        6.1       12.0        4.2        4.4:     11.2      15.6
Old  :     100.0:      11.8       61.4       27.8        3.9        1.8       26.8        5.1        5.5       13.3        7.5        2.3:     10.9      12.6
Other:     100.0:      23.0       51.9       12.8       12.1        3.5       28.7        3.1        2.9       14.9        4.8        2.7:     11.6      19.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       851:       192        371         16         12         23        118         25         60        144        103        125:
Old  :       790:       140        342         15         12         10         95         33         42        131        104         65:
Other:       733:       122        333         14         14         20         89         18         23        107         99         60:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 13.0       11.6       20.8       18.2       12.1       10.4       18.3       16.3
Old  :                 16.8       16.0       24.4       22.2       16.7       15.2       23.5       21.2
Other:                 15.1       11.8       24.8       17.8       14.2       11.4       22.6       16.8
 
OATS - CHICAGO BOARD OF TRADE                                                                                                                    Code-004603
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    12,480:     3,021      9,535      2,427          0        132      1,979        416         61      1,176        535        366:    3,318     1,435
Old  :    12,479:     3,021      9,535      2,427          0        132      1,979        416         61      1,175        535        366:    3,318     1,434
Other:         1:         0          0          0          0          0          0          0          0          1          0          0:        0         1
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :       448:      -234        -76        -22          0          0        283          2         -1       -185         17        351:      256       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.2       76.4       19.4        0.0        1.1       15.9        3.3        0.5        9.4        4.3        2.9:     26.6      11.5
Old  :     100.0:      24.2       76.4       19.4        0.0        1.1       15.9        3.3        0.5        9.4        4.3        2.9:     26.6      11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0      100.0        0.0        0.0:      0.0     100.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        12         10          5          0          .          8          .          .         10          .          .:
Old  :        44:        12         10          5          0          .          8          .          .         10          .          .:
Other:         .:         0          0          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  :                 26.9       57.9       44.4       74.6       26.1       51.8       37.5       67.4
Old  :                 26.9       57.9       44.4       74.6       26.1       51.8       37.5       67.4
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                                                              Code-039601
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    22,401:     4,416     17,475      4,562          0          0      3,796        824         10      3,463      1,244      1,084:    5,070     1,764
Old  :    14,900:     1,330     12,350      3,682          0          0      3,304        589          0      3,315      1,045          0:    3,269       916
Other:     7,501:     3,086      5,125        880          0          0        502        245          0        598        649        634:    1,801       848
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :      -354:       -94        198       -134          0          0        215       -521          0        298         48        -38:     -601       -41
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.7       78.0       20.4        0.0        0.0       16.9        3.7        0.0       15.5        5.6        4.8:     22.6       7.9
Old  :     100.0:       8.9       82.9       24.7        0.0        0.0       22.2        4.0        0.0       22.2        7.0        0.0:     21.9       6.1
Other:     100.0:      41.1       68.3       11.7        0.0        0.0        6.7        3.3        0.0        8.0        8.7        8.5:     24.0      11.3
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        97:        14         19         11          0          0         18          5          .         27          7         13:
Old  :        89:         4         16         11          0          0         17          4          0         29          8          0:
Other:        51:        12         15          4          0          0          4          .          0          8         10          9:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 20.7       52.4       33.4       65.6       20.3       47.3       31.2       60.1
Old  :                 24.5       61.3       37.8       77.8       24.5       61.3       37.8       77.8
Other:                 44.9       46.6       57.2       62.8       44.8       44.5       54.7       59.3
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                                                          Code-054642
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   220,067:    25,446     92,539     79,771      1,156      4,346     39,726     32,534     23,757      9,140     17,898     16,388:   21,493    31,449
Old  :   172,029:    19,561     65,543     71,396      1,263      2,387     32,774     39,964     15,068      6,682     14,969      9,001:   15,160    23,834
Other:    48,038:     5,885     26,996     10,166      1,684        168     14,429         47      1,212      6,477      6,948      3,368:    6,333     7,615
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :    -4,534:     2,770     -8,058     -1,097        -13         91     -1,747      4,554      1,423     -1,747      1,062     -2,091:   -2,136    -1,502
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.6       42.1       36.2        0.5        2.0       18.1       14.8       10.8        4.2        8.1        7.4:      9.8      14.3
Old  :     100.0:      11.4       38.1       41.5        0.7        1.4       19.1       23.2        8.8        3.9        8.7        5.2:      8.8      13.9
Other:     100.0:      12.3       56.2       21.2        3.5        0.3       30.0        0.1        2.5       13.5       14.5        7.0:     13.2      15.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       252:        25         56         16          .         12         48         54         53         31         27         47:
Old  :       247:        17         50         16          .          8         46         55         51         24         37         43:
Other:       117:        18         49          8          5          .         16          .          .         17         15         12:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 24.8       22.0       40.1       30.5       24.6       21.5       39.2       28.5
Old  :                 28.4       22.3       43.3       30.2       28.4       22.1       42.8       29.6
Other:                 28.9       30.0       51.5       43.0       28.9       24.9       50.6       37.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                        Code-057642
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   339,216:    48,235    157,183    108,467      6,739      3,008     95,202     29,742     27,302     14,803     35,235     17,042:   25,157    62,965
Old  :   339,216:    48,235    157,183    108,467      6,739      3,008     95,202     29,742     27,302     14,803     35,235     17,042:   25,157    62,965
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :    -6,163:     2,760     -1,927     -1,103        416          5     -2,920      2,311     -3,446     -2,088        -60      1,244:     -615    -4,706
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.2       46.3       32.0        2.0        0.9       28.1        8.8        8.0        4.4       10.4        5.0:      7.4      18.6
Old  :     100.0:      14.2       46.3       32.0        2.0        0.9       28.1        8.8        8.0        4.4       10.4        5.0:      7.4      18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       384:        69        141         19          6         11         61         49         65         26         51         51:
Old  :       384:        69        141         19          6         11         61         49         65         26         51         51:
Other:         0:         0          0          0          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  :                 25.2       14.7       37.6       22.6       25.2       14.3       37.6       21.8
Old  :                 25.2       14.7       37.6       22.6       25.2       14.3       37.6       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                      Code-061641
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    36,029:     4,725      7,662      6,011        331        178     12,620      1,706      1,018      2,139      3,694      3,073:    6,265    18,367
Old  :    36,029:     4,725      7,662      6,011        331        178     12,620      1,706      1,018      2,139      3,694      3,073:    6,265    18,367
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :    -2,099:      -259       -854       -383        -10          5     -2,437        111        235        194        324        150:      396    -2,060
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.1       21.3       16.7        0.9        0.5       35.0        4.7        2.8        5.9       10.3        8.5:     17.4      51.0
Old  :     100.0:      13.1       21.3       16.7        0.9        0.5       35.0        4.7        2.8        5.9       10.3        8.5:     17.4      51.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       153:        23         53         14          .          4         21         11         11         19         21         27:
Old  :       153:        23         53         14          .          4         21         11         11         19         21         27:
Other:         0:         0          0          0          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  :                 19.7       10.7       35.0       15.9       19.6        8.2       34.6       12.6
Old  :                 19.7       10.7       35.0       15.9       19.6        8.2       34.6       12.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                                                              Code-050642
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 20,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     3,351:     2,033      1,780        138          0          0          0          0          0        353      1,214          2:      825       355
Old  :     3,351:     2,033      1,780        138          0          0          0          0          0        353      1,214          2:      825       355
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :       191:       144        156          0          0          0          0          0          0          9          7         -1:       39        29
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       53.1        4.1        0.0        0.0        0.0        0.0        0.0       10.5       36.2        0.1:     24.6      10.6
Old  :     100.0:      60.7       53.1        4.1        0.0        0.0        0.0        0.0        0.0       10.5       36.2        0.1:     24.6      10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        10         10          .          0          0          0          0          0          .          4          .:
Old  :        23:        10         10          .          0          0          0          0          0          .          4          .:
Other:         0:         0          0          0          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  :                 53.1       52.4       65.9       76.0       52.7       50.5       65.4       71.2
Old  :                 53.1       52.4       65.9       76.0       52.7       50.5       65.4       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                                                                    Code-052641
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    35,184:    23,930     22,962          0      1,903          4      2,331          0          0      2,731      4,234      1,132:    5,056     4,949
Old  :    35,184:    23,930     22,962          0      1,903          4      2,331          0          0      2,731      4,234      1,132:    5,056     4,949
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     2,426:     1,192      1,534          0        225         -3        326          0         -1        467        208        506:      -61       -43
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.0       65.3        0.0        5.4        0.0        6.6        0.0        0.0        7.8       12.0        3.2:     14.4      14.1
Old  :     100.0:      68.0       65.3        0.0        5.4        0.0        6.6        0.0        0.0        7.8       12.0        3.2:     14.4      14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        77:        33         32          0          .          .          6          0          0         12          9         16:
Old  :        77:        33         32          0          .          .          6          0          0         12          9         16:
Other:         0:         0          0          0          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  :                 44.7       44.7       55.1       61.3       44.7       41.9       54.0       58.5
Old  :                 44.7       44.7       55.1       61.3       44.7       41.9       54.0       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                                                                Code-005602
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   554,958:   123,552    311,424    117,070     19,084     20,002    119,726     23,841     36,577     58,435     34,169     30,726:   48,870    79,135
Old  :   264,706:    29,890    183,847     80,493      7,682      2,744     79,939     14,447      6,389     33,602     17,313      4,882:   26,767    27,402
Other:   290,252:    93,662    127,577     46,207     21,032      7,628     59,972     29,579     10,003     35,036     27,059     15,641:   22,103    51,733
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     9,763:    -1,459      9,271       -871        314     -1,034     12,000      1,878       -215     -1,151        543       -517:    3,010      -477
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.3       56.1       21.1        3.4        3.6       21.6        4.3        6.6       10.5        6.2        5.5:      8.8      14.3
Old  :     100.0:      11.3       69.5       30.4        2.9        1.0       30.2        5.5        2.4       12.7        6.5        1.8:     10.1      10.4
Other:     100.0:      32.3       44.0       15.9        7.2        2.6       20.7       10.2        3.4       12.1        9.3        5.4:      7.6      17.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       523:        88        161         17          9         20        101         18         59         78         92         98:
Old  :       475:        57        141         17          8          6         85         29         29         84         78         44:
Other:       418:        59        148         15         10         18         57         26         21         58         76         63:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 17.3       19.7       25.3       28.0       13.9       17.2       21.5       23.5
Old  :                 19.4       32.6       29.8       43.8       18.7       29.7       28.8       40.9
Other:                 22.7       14.3       32.8       21.7       22.2       12.4       31.9       19.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                                                           Code-005603
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 1,000 Bushels)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    26,220:         3      6,507          0          0          0        185          0          0     23,038      3,376         88:    2,906    16,249
Old  :     4,736:         3        788          0          0          0        185          0          0      2,687      1,238          8:    1,853     2,702
Other:    21,484:         0      5,719          0          0          0          0          0          0     20,381      2,168         50:    1,053    13,547
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :       757:         0        103          0          0          0        185          0          0        302        268        -19:      289       405
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       0.0       24.8        0.0        0.0        0.0        0.7        0.0        0.0       87.9       12.9        0.3:     11.1      62.0
Old  :     100.0:       0.1       16.6        0.0        0.0        0.0        3.9        0.0        0.0       56.7       26.1        0.2:     39.1      57.1
Other:     100.0:       0.0       26.6        0.0        0.0        0.0        0.0        0.0        0.0       94.9       10.1        0.2:      4.9      63.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:         .         19          0          0          0          .          0          0         17          9          7:
Old  :        44:         .         18          0          0          0          .          0          0         15         10          .:
Other:        42:         0         19          0          0          0          0          0          0         16          7          5:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 59.8       14.0       77.2       20.4       59.6       14.0       77.0       20.4
Old  :                 32.8       23.3       48.7       34.8       32.6       23.3       48.5       34.8
Other:                 66.2       12.6       85.5       19.5       66.0       12.6       85.3       19.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                                                             Code-007601
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 60,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   317,766:    62,502    199,595     77,637      2,301     10,427     66,742     19,254     12,032     25,185     20,434     27,164:   36,077    26,559
Old  :   201,416:    31,307    112,096     56,350      3,098      3,302     47,731     18,073      4,858     18,544     24,640     14,279:   25,045    21,070
Other:   116,350:    31,195     87,499     26,617      4,533      1,795     23,225      5,395      2,960     13,359      2,512      6,167:   11,032     5,489
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     6,989:    -7,055     11,348        587     -2,166       -669      6,879     -4,689     -3,311       -710        515      6,913:    4,355      -952
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.7       62.8       24.4        0.7        3.3       21.0        6.1        3.8        7.9        6.4        8.5:     11.4       8.4
Old  :     100.0:      15.5       55.7       28.0        1.5        1.6       23.7        9.0        2.4        9.2       12.2        7.1:     12.4      10.5
Other:     100.0:      26.8       75.2       22.9        3.9        1.5       20.0        4.6        2.5       11.5        2.2        5.3:      9.5       4.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       263:        49         56         16          .         12         55         21         27         36         39         54:
Old  :       255:        43         53         14          4          7         50         24         16         34         54         38:
Other:       153:        32         35         12          4          6         20         11          4         41         15         20:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 14.1       32.0       22.8       43.7       12.5       27.8       20.7       38.8
Old  :                 17.0       28.0       27.3       37.0       16.6       27.5       26.6       36.2
Other:                 18.4       52.2       34.0       66.4       18.0       45.8       31.6       59.3
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                                                            Code-026603
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 TONS)                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   227,569:    69,616    137,064     17,945      3,197      6,691     42,603     14,857     22,173     15,033      7,646     13,979:   39,529    21,962
Old  :   145,093:    34,664     96,491     15,757        862      1,385     47,955     13,365      4,232      8,353      7,969      4,381:   28,366    16,408
Other:    82,476:    34,952     40,573      6,350      6,497      1,144      6,504     13,348      6,085     10,001      2,998      6,277:   11,163     5,554
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :      -343:    -7,632      1,327     -1,615      1,436       -841      6,465     -2,890       -512     -1,393        768      2,239:    2,946    -1,870
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.6       60.2        7.9        1.4        2.9       18.7        6.5        9.7        6.6        3.4        6.1:     17.4       9.7
Old  :     100.0:      23.9       66.5       10.9        0.6        1.0       33.1        9.2        2.9        5.8        5.5        3.0:     19.6      11.3
Other:     100.0:      42.4       49.2        7.7        7.9        1.4        7.9       16.2        7.4       12.1        3.6        7.6:     13.5       6.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       197:        51         52          9          6          9         42         12         25         26         16         30:
Old  :       189:        42         49         10          4          6         45         10         15         26         25         22:
Other:       127:        41         34          7          4          5          5         15          7         24         13         16:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 12.8       35.7       20.4       44.3        7.6       28.4       13.7       35.2
Old  :                 11.0       41.5       20.4       51.5       10.7       40.9       19.3       50.8
Other:                 26.9       30.3       40.3       48.2       17.9       25.5       30.4       38.5
 
COTTON NO. 2 - ICE FUTURES U.S.                                                                                                                  Code-033661
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   153,975:    28,866     90,429     42,412     15,614      8,291     31,052      6,659      7,860     13,203      8,305      5,279:   17,012    11,538
Old  :    70,220:     6,540     42,826     31,218      4,984         51     21,411      7,347        266      3,920      8,130         20:    6,794     6,596
Other:    83,755:    22,326     47,603     18,674     18,110        760     15,348      5,019      1,887     12,199      3,091      2,343:   10,218     4,942
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     3,949:     1,566      2,516        501       -279      1,076        812        455         64       -335        -33       -191:      456       341
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.7       58.7       27.5       10.1        5.4       20.2        4.3        5.1        8.6        5.4        3.4:     11.0       7.5
Old  :     100.0:       9.3       61.0       44.5        7.1        0.1       30.5       10.5        0.4        5.6       11.6        0.0:      9.7       9.4
Other:     100.0:      26.7       56.8       22.3       21.6        0.9       18.3        6.0        2.3       14.6        3.7        2.8:     12.2       5.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       218:        24         39         19         12         16         61         16         27         37         29         33:
Old  :       185:        11         30         20          7          .         46         20          8         22         32          .:
Other:       177:        23         36         15         13         12         37          9         10         37         24         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  :                 22.5       33.2       32.3       43.2       18.7       27.9       26.7       36.4
Old  :                 25.6       38.7       39.8       53.2       25.6       38.5       39.3       51.6
Other:                 27.0       36.5       39.3       48.1       25.8       33.2       37.6       44.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                                                                Code-040701
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 15,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    34,279:     5,061     25,837      4,391      1,965         16     18,333        195         65      1,473      4,475        536:    4,404     1,190
Old  :    33,740:     4,774     25,606      4,391      1,858         10     18,333        195         65      1,478      4,355        464:    4,225     1,187
Other:       539:       287        231          6        113          0          0          0          0         23        148         44:      179         3
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     1,644:       134        945         26         20         10      1,340        132        -77        225        380        127:     -141       107
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.8       75.4       12.8        5.7        0.0       53.5        0.6        0.2        4.3       13.1        1.6:     12.8       3.5
Old  :     100.0:      14.1       75.9       13.0        5.5        0.0       54.3        0.6        0.2        4.4       12.9        1.4:     12.5       3.5
Other:     100.0:      53.2       42.9        1.1       21.0        0.0        0.0        0.0        0.0        4.3       27.5        8.2:     33.2       0.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       122:        11         20          7          5          .         46          .          .         16         20         13:
Old  :       122:        11         20          7          5          .         46          .          .         17         19          9:
Other:        23:         7          .          .          .          0          0          0          0          4          9          4:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 26.5       54.9       38.4       67.3       26.5       51.1       38.4       63.4
Old  :                 26.9       55.1       38.9       67.7       26.9       51.5       38.9       64.0
Other:                 41.2       78.3       59.0       96.1       41.2       73.5       54.4       86.1
 
COCOA - ICE FUTURES U.S.                                                                                                                         Code-073732
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 10 METRIC TONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   158,250:    59,282     85,838     23,085      8,592      3,909     35,802     31,532     11,421      7,345      2,104      6,085:   11,321     8,769
Old  :    92,965:    18,559     39,581     18,065      5,764      2,456     32,897     27,514      3,236      6,718      5,208      1,876:    9,158     7,330
Other:    65,285:    40,723     46,257      5,810      3,618        663      3,306      4,419      7,784      4,343        612        493:    2,163     1,439
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     2,700:       768     -2,444     -1,312        -81        788     -1,983      2,085      1,098      2,437       -911      1,150:     -246     1,015
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.5       54.2       14.6        5.4        2.5       22.6       19.9        7.2        4.6        1.3        3.8:      7.2       5.5
Old  :     100.0:      20.0       42.6       19.4        6.2        2.6       35.4       29.6        3.5        7.2        5.6        2.0:      9.9       7.9
Other:     100.0:      62.4       70.9        8.9        5.5        1.0        5.1        6.8       11.9        6.7        0.9        0.8:      3.3       2.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       173:        37         37         20          .         12         40         30         21         17         18         17:
Old  :       168:        29         27         18          .          8         39         31         18         13         20         12:
Other:        83:        29         31         11          5          7          5          6          .         13          5          7:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 25.7       34.5       40.1       48.8       20.9       22.5       29.8       33.2
Old  :                 22.4       31.4       32.6       46.7       22.2       30.0       32.3       45.0
Other:                 47.3       40.2       67.1       58.7       31.5       24.9       44.8       37.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                                                                  Code-080732
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 112,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   584,931:   144,677    300,955    139,784     88,101     31,961    129,397     33,822     27,036     37,331     19,811     16,845:   57,900    66,400
Old  :   584,931:   144,677    300,955    139,784     88,101     31,961    129,397     33,822     27,036     37,331     19,811     16,845:   57,900    66,400
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :       319:     9,652      7,565     -2,635     -1,920        577     -8,437    -10,175      1,636     -1,571      2,587     -2,276:    3,373     2,325
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.7       51.5       23.9       15.1        5.5       22.1        5.8        4.6        6.4        3.4        2.9:      9.9      11.4
Old  :     100.0:      24.7       51.5       23.9       15.1        5.5       22.1        5.8        4.6        6.4        3.4        2.9:      9.9      11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       234:        57         55         18         14         20         44         19         27         28         42         48:
Old  :       234:        57         55         18         14         20         44         19         27         28         42         48:
Other:         0:         0          0          0          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  :                 18.0       21.9       30.9       36.4       15.9       17.2       25.6       28.7
Old  :                 18.0       21.9       30.9       36.4       15.9       17.2       25.6       28.7
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
Disaggregated Commitments of Traders - Futures Only, May 24, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 37,500 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   112,608:    24,623     67,974     33,142      8,704      5,041     25,364      6,982      6,583      3,973      4,504      5,420:    8,462     7,400
Old  :    80,949:    11,665     51,845     28,890      4,127        810     23,616      7,662      4,603      2,410      4,019      2,056:    6,899     5,827
Other:    31,659:    12,958     16,129      8,041      8,366        442      3,619      1,191        109      3,331      2,253      1,596:    1,563     1,573
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     1,883:     1,969     -2,690       -122       -252        195     -2,614        758      1,377       -499       -198        -13:    1,590     2,706
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.9       60.4       29.4        7.7        4.5       22.5        6.2        5.8        3.5        4.0        4.8:      7.5       6.6
Old  :     100.0:      14.4       64.0       35.7        5.1        1.0       29.2        9.5        5.7        3.0        5.0        2.5:      8.5       7.2
Other:     100.0:      40.9       50.9       25.4       26.4        1.4       11.4        3.8        0.3       10.5        7.1        5.0:      4.9       5.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       308:        79         92         20         12         16         66         31         35         30         40         38:
Old  :       299:        59         83         19         12          6         63         33         27         23         44         26:
Other:       185:        54         70         17          8          7         21          8          .         27         18         14:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 18.9       17.4       32.4       29.2       18.0       15.0       29.0       23.7
Old  :                 21.2       20.8       34.7       32.7       21.2       20.7       34.7       31.2
Other:                 29.6       28.9       43.1       42.1       29.0       24.0       40.7       34.3
 
 

Updated May 27, 2011