WHEAT - CHICAGO BOARD OF TRADE                                                                                                                   Code-001602
Disaggregated Commitments of Traders - Futures Only, May 31, 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  :   456,560:    46,014    198,606    172,734     17,039     24,368     72,343     42,256     37,778     28,526     42,616     33,760:   41,037    60,137
Old  :   405,415:    34,007    187,604    168,639     14,511     18,641     70,689     40,339     28,108     29,930     47,721     20,975:   34,426    47,516
Other:    51,145:    12,007     11,002      7,572      6,005      2,250      5,273      5,536      6,051      8,170      4,469      3,211:    6,611    12,621
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :    -3,847:    -4,225     -3,330     -2,509     -2,169       -305        432     -2,126      2,498      1,435      1,114       -402:     -771       873
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.1       43.5       37.8        3.7        5.3       15.8        9.3        8.3        6.2        9.3        7.4:      9.0      13.2
Old  :     100.0:       8.4       46.3       41.6        3.6        4.6       17.4       10.0        6.9        7.4       11.8        5.2:      8.5      11.7
Other:     100.0:      23.5       21.5       14.8       11.7        4.4       10.3       10.8       11.8       16.0        8.7        6.3:     12.9      24.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       431:        63        101         18         10         24         66         50         63         65         91         96:
Old  :       426:        56         97         18         10         19         64         55         59         67         95         81:
Other:       193:        23         65         11         11         12         16         15          5         32         31         13:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 21.9       18.8       35.7       25.4       19.7       15.2       32.4       20.7
Old  :                 23.2       21.0       38.4       28.1       21.7       18.6       35.8       25.0
Other:                 27.4       21.5       42.9       30.4       22.2       14.0       34.7       19.6
 
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                                               Code-001612
Disaggregated Commitments of Traders - Futures Only, May 31, 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  :   179,600:    39,340    107,619     28,659      6,778      9,195     46,141      4,729     10,918     12,351      6,518      8,090:   24,906    25,753
Old  :   168,606:    37,002    101,874     28,220      6,976      8,724     44,260      4,927     10,479     10,758      6,468      6,765:   22,398    22,393
Other:    10,994:     2,338      5,745        876        239         34      2,173         94        147      2,501        958        417:    2,508     3,360
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :     3,459:       449          0        178       -341        199        149         38       -640        751      2,425      1,353:    1,020       425
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.9       59.9       16.0        3.8        5.1       25.7        2.6        6.1        6.9        3.6        4.5:     13.9      14.3
Old  :     100.0:      21.9       60.4       16.7        4.1        5.2       26.3        2.9        6.2        6.4        3.8        4.0:     13.3      13.3
Other:     100.0:      21.3       52.3        8.0        2.2        0.3       19.8        0.9        1.3       22.7        8.7        3.8:     22.8      30.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       195:        42         66         13          .          8         41          .         18         27         20         29:
Old  :       192:        41         65         13          .          8         42          4         16         23         21         26:
Other:        85:         7         43          6          .          .          6          .          .         10         12          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  :                 20.6       31.6       30.8       40.8       12.8       24.7       22.0       32.5
Old  :                 20.7       32.4       31.4       42.3       13.9       25.8       23.1       34.0
Other:                 36.7       31.5       50.9       40.8       36.7       31.5       50.2       39.4
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                                                                                               Code-001626
Disaggregated Commitments of Traders - Futures Only, May 31, 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  :    58,589:    15,124     41,189      1,616          0          0     16,484          0      1,190      6,842        975      1,729:   15,604    13,506
Old  :    18,638:     1,799     13,922        180          0          0      9,925        307        327        640        579          0:    5,767     3,503
Other:    39,951:    13,325     27,267      1,436          0          0      6,866          0        556      6,524        718      1,407:    9,837    10,003
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :     2,361:    -1,934      1,899        -82          0          0        675         -1        628        454         27       -105:    2,725       -87
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.8       70.3        2.8        0.0        0.0       28.1        0.0        2.0       11.7        1.7        3.0:     26.6      23.1
Old  :     100.0:       9.7       74.7        1.0        0.0        0.0       53.3        1.6        1.8        3.4        3.1        0.0:     30.9      18.8
Other:     100.0:      33.4       68.3        3.6        0.0        0.0       17.2        0.0        1.4       16.3        1.8        3.5:     24.6      25.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        79:        25         25          5          0          0         20          0          .         17          .          7:
Old  :        60:         9         18          .          0          0         15          .          .          7          8          0:
Other:        68:        21         23          5          0          0         12          0          .         15          .          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  :                 23.0       52.8       34.0       60.8       22.5       49.5       30.7       56.0
Old  :                 38.2       51.1       49.1       67.6       38.2       51.1       48.9       67.6
Other:                 26.7       57.6       38.8       62.8       26.7       57.4       38.0       62.2
 
CORN - CHICAGO BOARD OF TRADE                                                                                                                    Code-002602
Disaggregated Commitments of Traders - Futures Only, May 31, 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  : 1,435,358:   234,945    810,110    271,195     91,075     57,925    379,147     32,539     90,895    175,768     58,858     64,193:  161,290   229,763
Old  :   759,047:    82,183    456,697    204,710     33,292     13,007    212,263     36,861     50,077     95,485     53,845     17,744:   83,578    97,524
Other:   676,311:   152,762    353,413     86,683     77,981     24,720    189,808     18,602     17,894    108,895     33,625     17,837:   77,712   132,239
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :    29,923:    -3,793      9,356     -1,377      3,112      1,465     15,626       -666      5,434      7,099       -668      1,706:    3,763    10,184
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.4       56.4       18.9        6.3        4.0       26.4        2.3        6.3       12.2        4.1        4.5:     11.2      16.0
Old  :     100.0:      10.8       60.2       27.0        4.4        1.7       28.0        4.9        6.6       12.6        7.1        2.3:     11.0      12.8
Other:     100.0:      22.6       52.3       12.8       11.5        3.7       28.1        2.8        2.6       16.1        5.0        2.6:     11.5      19.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       856:       190        360         17         10         22        120         30         67        148        104        130:
Old  :       791:       139        334         16         10          9        106         29         49        134        105         71:
Other:       734:       125        323         15         12         19         84         27         28        114         97         59:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 13.1       12.3       20.7       18.8       11.9       10.8       18.0       16.7
Old  :                 16.4       17.1       24.3       23.3       16.4       16.4       23.4       22.3
Other:                 15.1       11.6       24.6       17.5       13.7       11.2       21.9       16.4
 
MINI CORN - CHICAGO BOARD OF TRADE                                                                                                               Code-002603
Disaggregated Commitments of Traders - Futures Only, May 31, 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  :    20,387:         9      3,842          0          0          0          0          0          0     16,309      1,604         96:    3,973    14,845
Old  :     5,060:         9        316          0          0          0          0          0          0      2,742      1,186         20:    2,289     3,538
Other:    15,327:         0      3,526          0          0          0          0          0          0     13,624        475         19:    1,684    11,307
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       0.0       18.8        0.0        0.0        0.0        0.0        0.0        0.0       80.0        7.9        0.5:     19.5      72.8
Old  :     100.0:       0.2        6.2        0.0        0.0        0.0        0.0        0.0        0.0       54.2       23.4        0.4:     45.2      69.9
Other:     100.0:       0.0       23.0        0.0        0.0        0.0        0.0        0.0        0.0       88.9        3.1        0.1:     11.0      73.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         .          8          0          0          0          0          0          0          9          .          7:
Old  :        20:         .          7          0          0          0          0          0          0          9          .          .:
Other:        19:         0          8          0          0          0          0          0          0         10          .          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  :                 53.8       14.3       77.7       22.5       53.7       14.2       77.5       22.4
Old  :                 40.9       26.9       53.9       29.7       40.9       26.6       53.7       29.4
Other:                 62.1       14.6       86.1       24.1       62.0       14.6       86.0       24.1
 
OATS - CHICAGO BOARD OF TRADE                                                                                                                    Code-004603
Disaggregated Commitments of Traders - Futures Only, May 31, 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  :    12,706:     2,958      9,944      2,432          0        132      2,355        260         61      1,074        499        613:    3,081     1,197
Old  :    12,705:     2,958      9,944      2,432          0        132      2,355        260         61      1,073        499        613:    3,081     1,196
Other:         1:         0          0          0          0          0          0          0          0          1          0          0:        0         1
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :       226:       -63        409          5          0          0        376       -156          0       -102        -36        247:     -237      -238
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.3       78.3       19.1        0.0        1.0       18.5        2.0        0.5        8.5        3.9        4.8:     24.2       9.4
Old  :     100.0:      23.3       78.3       19.1        0.0        1.0       18.5        2.0        0.5        8.4        3.9        4.8:     24.3       9.4
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  :        45:        10         10          5          0          .          9          .          .         11          .          .:
Old  :        45:        10         10          5          0          .          9          .          .         11          .          .:
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  :                 27.7       58.8       46.2       77.8       26.0       52.3       37.3       68.6
Old  :                 27.7       58.8       46.2       77.8       26.0       52.3       37.3       68.6
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 31, 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  :    21,693:     3,752     16,971      4,578          0          0      4,037        728          8      3,125      1,298      1,087:    5,106     1,601
Old  :    13,590:     1,256     11,307      2,854          0          0      3,320        524          0      2,865      1,017         40:    3,255       702
Other:     8,103:     2,496      5,664      1,724          0          0        725        212          0        689        710        618:    1,851       899
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :      -708:      -664       -504         16          0          0        241        -96         -2       -338         54          3:       36      -163
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.3       78.2       21.1        0.0        0.0       18.6        3.4        0.0       14.4        6.0        5.0:     23.5       7.4
Old  :     100.0:       9.2       83.2       21.0        0.0        0.0       24.4        3.9        0.0       21.1        7.5        0.3:     24.0       5.2
Other:     100.0:      30.8       69.9       21.3        0.0        0.0        8.9        2.6        0.0        8.5        8.8        7.6:     22.8      11.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        93:        13         19         11          0          0         20          4          .         22          8         12:
Old  :        85:         4         16         11          0          0         19          .          0         23          9          .:
Other:        53:        11         15          7          0          0          6          .          0          8          9          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  :                 20.5       52.0       32.1       66.0       20.5       49.3       31.6       63.0
Old  :                 21.3       62.6       36.1       78.0       21.0       62.6       35.8       78.0
Other:                 36.1       47.2       52.0       63.8       36.0       44.9       50.0       61.2
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                                                          Code-054642
Disaggregated Commitments of Traders - Futures Only, May 31, 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  :   222,640:    26,128     86,403     79,717      1,290      4,404     38,818     35,989     24,901     10,017     22,644     16,798:   21,857    30,211
Old  :   171,941:    20,163     59,047     69,336      1,220      2,872     32,417     43,503     15,201      7,693     19,000      8,355:   15,904    22,743
Other:    50,699:     5,965     27,356     11,714      1,403        199     14,816        901      1,285      6,899      8,219      3,868:    5,953     7,468
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :     2,573:       682     -6,136        -54        134         58       -908      3,455      1,144        877      4,746        410:      364    -1,238
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.7       38.8       35.8        0.6        2.0       17.4       16.2       11.2        4.5       10.2        7.5:      9.8      13.6
Old  :     100.0:      11.7       34.3       40.3        0.7        1.7       18.9       25.3        8.8        4.5       11.1        4.9:      9.2      13.2
Other:     100.0:      11.8       54.0       23.1        2.8        0.4       29.2        1.8        2.5       13.6       16.2        7.6:     11.7      14.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       261:        30         55         16          .         12         48         56         50         29         31         50:
Old  :       255:        23         47         16          .          9         47         57         49         24         40         39:
Other:       125:        18         50          8          5          .         16          .          5         20         19         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  :                 24.0       20.5       39.3       28.5       23.9       19.2       38.5       26.7
Old  :                 27.7       19.0       41.9       27.4       27.7       18.6       41.6       26.5
Other:                 29.1       29.8       51.5       42.3       29.1       24.5       51.3       37.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                        Code-057642
Disaggregated Commitments of Traders - Futures Only, May 31, 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  :   336,780:    49,998    153,466    108,278      6,838      3,394     93,480     34,866     25,169     13,681     33,704     17,143:   25,637    62,200
Old  :   336,780:    49,998    153,466    108,278      6,838      3,394     93,480     34,866     25,169     13,681     33,704     17,143:   25,637    62,200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :    -2,436:     1,763     -3,717       -189         99        386     -1,722      5,124     -2,133     -1,122     -1,531        101:      480      -765
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.8       45.6       32.2        2.0        1.0       27.8       10.4        7.5        4.1       10.0        5.1:      7.6      18.5
Old  :     100.0:      14.8       45.6       32.2        2.0        1.0       27.8       10.4        7.5        4.1       10.0        5.1:      7.6      18.5
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        136         18          5         13         57         53         60         28         56         59:
Old  :       384:        69        136         18          5         13         57         53         60         28         56         59:
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  :                 25.8       14.3       38.8       21.9       25.7       13.7       38.5       20.9
Old  :                 25.8       14.3       38.8       21.9       25.7       13.7       38.5       20.9
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 31, 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  :    34,259:     5,571      7,065      5,756        224        316     11,609      1,670        640      1,376      4,378      2,700:    6,291    17,266
Old  :    34,259:     5,571      7,065      5,756        224        316     11,609      1,670        640      1,376      4,378      2,700:    6,291    17,266
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :    -1,770:       846       -597       -255       -107        138     -1,011        -36       -378       -763        684       -373:       26    -1,101
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.3       20.6       16.8        0.7        0.9       33.9        4.9        1.9        4.0       12.8        7.9:     18.4      50.4
Old  :     100.0:      16.3       20.6       16.8        0.7        0.9       33.9        4.9        1.9        4.0       12.8        7.9:     18.4      50.4
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  :       146:        24         50         15          .          4         19         12          9         13         24         21:
Old  :       146:        24         50         15          .          4         19         12          9         13         24         21:
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       10.9       35.5       16.3       19.5        8.3       35.0       13.1
Old  :                 19.7       10.9       35.5       16.3       19.5        8.3       35.0       13.1
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 31, 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  :     3,492:     2,118      1,968        138          0          0          0          0          0        362      1,213          2:      872       309
Old  :     3,492:     2,118      1,968        138          0          0          0          0          0        362      1,213          2:      872       309
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :       141:        85        188          0          0          0          0          0          0          9         -1          0:       47       -46
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       56.4        4.0        0.0        0.0        0.0        0.0        0.0       10.4       34.7        0.1:     25.0       8.8
Old  :     100.0:      60.7       56.4        4.0        0.0        0.0        0.0        0.0        0.0       10.4       34.7        0.1:     25.0       8.8
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  :                 53.6       53.6       66.1       76.8       53.2       51.9       65.7       72.4
Old  :                 53.6       53.6       66.1       76.8       53.2       51.9       65.7       72.4
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 31, 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  :    36,608:    24,045     23,587          0      1,997          4      2,839          0          0      3,165      4,516      1,126:    5,429     5,378
Old  :    36,608:    24,045     23,587          0      1,997          4      2,839          0          0      3,165      4,516      1,126:    5,429     5,378
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :     1,424:       115        625          0         94          0        508          0          0        434        282         -6:      373       429
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.7       64.4        0.0        5.5        0.0        7.8        0.0        0.0        8.6       12.3        3.1:     14.8      14.7
Old  :     100.0:      65.7       64.4        0.0        5.5        0.0        7.8        0.0        0.0        8.6       12.3        3.1:     14.8      14.7
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  :        78:        31         29          0          .          .          7          0          0         14         10         16:
Old  :        78:        31         29          0          .          .          7          0          0         14         10         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  :                 43.4       43.6       53.5       60.8       43.4       40.9       52.7       58.0
Old  :                 43.4       43.6       53.5       60.8       43.4       40.9       52.7       58.0
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 31, 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  :   578,376:   122,074    321,534    118,446     19,099     18,648    126,045     27,256     45,476     59,827     33,747     32,636:   55,224    79,980
Old  :   268,877:    30,881    177,538     72,947      7,634      2,602     81,744     18,978     12,443     33,138     17,531      4,980:   30,142    27,171
Other:   309,499:    91,193    143,996     54,107     20,073      7,438     66,047     30,024     11,287     38,108     27,635     16,237:   25,082    52,809
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :    23,418:    -1,478     10,110      1,376         15     -1,354      6,319      3,415      8,899      1,392       -422      1,910:    6,354       845
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.1       55.6       20.5        3.3        3.2       21.8        4.7        7.9       10.3        5.8        5.6:      9.5      13.8
Old  :     100.0:      11.5       66.0       27.1        2.8        1.0       30.4        7.1        4.6       12.3        6.5        1.9:     11.2      10.1
Other:     100.0:      29.5       46.5       17.5        6.5        2.4       21.3        9.7        3.6       12.3        8.9        5.2:      8.1      17.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       538:        87        166         17          9         19        103         20         63         89         93         93:
Old  :       481:        52        146         17          8          6         87         29         32         85         81         38:
Other:       430:        60        150         15         10         16         64         28         26         57         79         57:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 15.7       18.9       23.8       26.7       12.9       16.6       20.3       22.6
Old  :                 17.0       30.4       26.6       40.2       16.3       27.8       25.3       36.5
Other:                 19.7       14.9       29.7       23.0       19.2       12.4       28.6       19.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                                                           Code-005603
Disaggregated Commitments of Traders - Futures Only, May 31, 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  :    27,076:         3      6,638          0          0          0        185          0          0     24,103      3,943         87:    2,698    16,408
Old  :     5,189:         3        826          0          0          0        185          0          0      3,303      1,639         10:    1,688     2,714
Other:    21,887:         0      5,812          0          0          0          0          0          0     20,829      2,333         48:    1,010    13,694
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :       856:         0        131          0          0          0          0          0          0      1,065        567         -1:     -208       159
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       0.0       24.5        0.0        0.0        0.0        0.7        0.0        0.0       89.0       14.6        0.3:     10.0      60.6
Old  :     100.0:       0.1       15.9        0.0        0.0        0.0        3.6        0.0        0.0       63.7       31.6        0.2:     32.5      52.3
Other:     100.0:       0.0       26.6        0.0        0.0        0.0        0.0        0.0        0.0       95.2       10.7        0.2:      4.6      62.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:         .         19          0          0          0          .          0          0         18         12          7:
Old  :        48:         .         18          0          0          0          .          0          0         16         13          .:
Other:        44:         0         19          0          0          0          0          0          0         16          9          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  :                 59.3       13.4       76.5       19.7       59.2       13.4       76.3       19.7
Old  :                 34.0       21.2       50.4       35.4       33.8       21.2       50.3       35.4
Other:                 66.2       12.4       85.3       19.2       66.0       12.4       85.1       19.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                                                             Code-007601
Disaggregated Commitments of Traders - Futures Only, May 31, 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  :   321,598:    57,426    207,692     77,495      1,238     10,677     72,138     14,747     11,941     25,064     19,968     27,758:   39,099    27,577
Old  :   195,328:    25,601    114,520     51,078      3,313      2,591     52,640     12,406      5,334     17,882     23,476     12,683:   27,519    21,005
Other:   126,270:    31,825     93,172     32,695      4,203      1,808     22,766      5,609      3,339     13,230      2,540      9,027:   11,580     6,572
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :     3,832:    -5,076      8,097       -142     -1,063        250      5,396     -4,507        -91       -121       -466        594:    3,022     1,018
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.9       64.6       24.1        0.4        3.3       22.4        4.6        3.7        7.8        6.2        8.6:     12.2       8.6
Old  :     100.0:      13.1       58.6       26.1        1.7        1.3       26.9        6.4        2.7        9.2       12.0        6.5:     14.1      10.8
Other:     100.0:      25.2       73.8       25.9        3.3        1.4       18.0        4.4        2.6       10.5        2.0        7.1:      9.2       5.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       263:        45         56         16          .         12         61         19         25         34         40         52:
Old  :       255:        39         53         15          .          7         56         19         17         37         49         34:
Other:       153:        31         37         12          4          6         20         13          4         34         19         23:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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       32.2       21.2       44.9       11.7       28.8       19.6       40.4
Old  :                 16.2       30.0       25.2       38.9       15.8       29.6       24.2       37.8
Other:                 17.8       49.6       32.7       64.0       17.8       42.7       30.8       55.9
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                                                            Code-026603
Disaggregated Commitments of Traders - Futures Only, May 31, 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  :   228,197:    68,635    130,729     19,060      4,332      5,124     42,801     18,174     23,154     14,544      7,958     13,598:   41,281    25,128
Old  :   143,648:    35,796     89,079     14,118        360      1,795     45,154     16,473      5,360      7,834      8,202      4,218:   29,373    18,161
Other:    84,549:    32,839     41,650      7,442      6,472        829      8,321     12,375      7,120      9,756      2,802      6,334:   11,908     6,967
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :       628:      -981     -6,335      1,115      1,135     -1,567        198      3,317        981       -489        312       -381:    1,752     3,166
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.1       57.3        8.4        1.9        2.2       18.8        8.0       10.1        6.4        3.5        6.0:     18.1      11.0
Old  :     100.0:      24.9       62.0        9.8        0.3        1.2       31.4       11.5        3.7        5.5        5.7        2.9:     20.4      12.6
Other:     100.0:      38.8       49.3        8.8        7.7        1.0        9.8       14.6        8.4       11.5        3.3        7.5:     14.1       8.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       186:        48         48          9          5         10         34         15         26         26         17         27:
Old  :       179:        43         45         10          .          7         38         13         15         24         24         21:
Other:       125:        38         33          8          4          5          8         15          8         25          9         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  :                 13.5       33.1       21.7       42.1        7.9       26.2       14.6       32.4
Old  :                 12.0       37.9       21.7       47.6       11.6       37.2       20.9       46.5
Other:                 26.5       30.9       38.9       49.0       17.6       25.6       28.7       38.4
 
COTTON NO. 2 - ICE FUTURES U.S.                                                                                                                  Code-033661
Disaggregated Commitments of Traders - Futures Only, May 31, 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  :   155,142:    28,843     90,357     41,241     15,985      9,219     31,926      5,615      7,956     13,350      9,147      5,137:   17,470    11,726
Old  :    65,026:     7,647     38,218     27,576      5,248         58     18,953      6,942        226      3,750      7,969         46:    6,770     6,319
Other:    90,116:    21,196     52,139     21,391     18,463      1,435     18,570      4,270      2,133     12,385      3,963      2,306:   10,700     5,407
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :     1,167:       -23        -72     -1,171        371        928        874     -1,044         96        147        842       -142:      458       188
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.6       58.2       26.6       10.3        5.9       20.6        3.6        5.1        8.6        5.9        3.3:     11.3       7.6
Old  :     100.0:      11.8       58.8       42.4        8.1        0.1       29.1       10.7        0.3        5.8       12.3        0.1:     10.4       9.7
Other:     100.0:      23.5       57.9       23.7       20.5        1.6       20.6        4.7        2.4       13.7        4.4        2.6:     11.9       6.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       220:        23         36         18         13         17         64         15         28         34         31         31:
Old  :       185:        14         27         20          7          .         46         20          6         22         32          .:
Other:       185:        22         34         16         13         13         42         11         11         36         25         18:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 22.3       32.6       31.9       42.4       19.3       27.7       26.9       36.4
Old  :                 23.9       36.9       40.5       51.1       23.3       36.7       37.9       49.4
Other:                 25.1       37.4       37.9       48.5       23.8       34.3       35.9       44.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                                                                Code-040701
Disaggregated Commitments of Traders - Futures Only, May 31, 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  :    35,716:     5,256     27,108      4,379      1,990         33     19,033        167          0      2,001      4,624        358:    4,656     1,436
Old  :    35,034:     4,868     26,879      4,379      1,858         27     19,033        167          0      2,004      4,418        297:    4,426     1,388
Other:       682:       388        229          6        138          0          0          0          0         25        234         33:      230        48
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :     1,437:       195      1,271        -12         25         17        700        -28        -65        528        149       -178:      252       246
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.7       75.9       12.3        5.6        0.1       53.3        0.5        0.0        5.6       12.9        1.0:     13.0       4.0
Old  :     100.0:      13.9       76.7       12.5        5.3        0.1       54.3        0.5        0.0        5.7       12.6        0.8:     12.6       4.0
Other:     100.0:      56.9       33.6        0.9       20.2        0.0        0.0        0.0        0.0        3.7       34.3        4.8:     33.7       7.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       123:        11         20          7          5          .         47          .          0         17         21         11:
Old  :       123:        11         20          7          5          .         47          .          0         18         20          8:
Other:        24:         7          .          .          .          0          0          0          0          5          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  :                 25.7       55.7       38.2       68.2       25.7       52.2       38.2       64.6
Old  :                 26.1       56.1       38.9       68.9       26.1       52.9       38.9       65.6
Other:                 42.2       69.2       61.4       88.1       42.2       64.1       54.1       79.2
 
COCOA - ICE FUTURES U.S.                                                                                                                         Code-073732
Disaggregated Commitments of Traders - Futures Only, May 31, 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  :   162,681:    62,941     87,496     23,614      8,664      5,414     33,381     31,355     11,857      8,479      2,412      6,492:   10,503     8,991
Old  :    93,409:    18,762     38,221     17,480      5,264      4,186     30,868     27,370      3,488      7,459      5,598      2,303:    8,863     6,979
Other:    69,272:    44,179     49,275      6,623      3,889        739      3,048      4,520      7,834      4,925        719        284:    1,640     2,012
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :     4,431:     3,659      1,658        529         72      1,505     -2,421       -177        436      1,134        308        407:     -818       222
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.7       53.8       14.5        5.3        3.3       20.5       19.3        7.3        5.2        1.5        4.0:      6.5       5.5
Old  :     100.0:      20.1       40.9       18.7        5.6        4.5       33.0       29.3        3.7        8.0        6.0        2.5:      9.5       7.5
Other:     100.0:      63.8       71.1        9.6        5.6        1.1        4.4        6.5       11.3        7.1        1.0        0.4:      2.4       2.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       170:        35         36         21          4         14         38         28         19         19         16         17:
Old  :       165:        26         27         20          4         11         36         30         16         16         16         13:
Other:        84:        28         31         12          5          7          5          6          .         15          4          6:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       33.3       41.7       47.1       21.4       22.1       30.2       32.6
Old  :                 24.5       29.6       35.0       44.7       23.7       27.2       34.1       42.0
Other:                 46.6       39.6       67.9       57.7       31.3       25.6       45.3       38.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                                                                  Code-080732
Disaggregated Commitments of Traders - Futures Only, May 31, 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  :   606,482:   152,135    313,649    141,570     89,694     31,736    129,359     36,190     29,844     37,044     22,913     21,039:   63,755    61,417
Old  :   606,482:   152,135    313,649    141,570     89,694     31,736    129,359     36,190     29,844     37,044     22,913     21,039:   63,755    61,417
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :    21,551:     7,458     12,694      1,786      1,593       -225        -38      2,368      2,808       -287      3,102      4,194:    5,855    -4,983
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.1       51.7       23.3       14.8        5.2       21.3        6.0        4.9        6.1        3.8        3.5:     10.5      10.1
Old  :     100.0:      25.1       51.7       23.3       14.8        5.2       21.3        6.0        4.9        6.1        3.8        3.5:     10.5      10.1
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  :       245:        60         60         19         13         20         46         21         31         29         42         47:
Old  :       245:        60         60         19         13         20         46         21         31         29         42         47:
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  :                 17.7       21.5       30.0       35.4       15.2       17.1       24.8       28.2
Old  :                 17.7       21.5       30.0       35.4       15.2       17.1       24.8       28.2
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 31, 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  :   112,192:    22,126     66,156     32,601      9,005      5,683     24,902      6,651      7,699      4,566      4,107      6,191:    8,424     6,700
Old  :    78,516:    10,070     48,861     27,483      4,709      1,097     22,498      7,244      5,206      2,880      3,730      2,519:    6,763     5,150
Other:    33,676:    12,056     17,295      9,235      8,413        469      4,552      1,555        345      3,606      2,297      1,752:    1,661     1,550
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :      -416:    -2,497     -1,818       -541        301        642       -462       -331      1,116        593       -397        771:      -38      -700
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.7       59.0       29.1        8.0        5.1       22.2        5.9        6.9        4.1        3.7        5.5:      7.5       6.0
Old  :     100.0:      12.8       62.2       35.0        6.0        1.4       28.7        9.2        6.6        3.7        4.8        3.2:      8.6       6.6
Other:     100.0:      35.8       51.4       27.4       25.0        1.4       13.5        4.6        1.0       10.7        6.8        5.2:      4.9       4.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       318:        75         90         22         12         16         75         28         39         40         36         41:
Old  :       307:        54         82         21         12          7         71         32         30         32         40         30:
Other:       190:        52         70         18          8          5         21         11          .         28         20         18:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 18.5       17.2       32.0       28.7       17.7       15.1       28.6       23.8
Old  :                 20.5       20.6       33.8       32.3       20.5       20.5       33.3       31.3
Other:                 27.7       28.3       41.5       40.7       27.0       22.9       40.2       33.5
 
 

Updated June 3, 2011