WHEAT - CHICAGO BOARD OF TRADE                                                                                                                   Code-001602
Disaggregated Commitments of Traders - Futures Only, June 7, 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  :   455,705:    42,504    189,349    178,067     15,688     24,757     66,735     50,087     39,446     26,883     41,200     31,587:   45,726    63,591
Old  :   398,335:    33,046    176,238    166,165     13,191     18,601     62,760     47,963     28,051     28,836     44,106     20,774:   40,102    49,411
Other:    57,370:     9,458     13,111     13,398      3,993      4,660      8,942      7,091      6,428      5,589      4,636      3,271:    5,624    14,180
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :      -855:    -3,510     -9,257      5,333     -1,351        389     -5,608      7,831      1,668     -1,643     -1,416     -2,173:    4,689     3,454
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.3       41.6       39.1        3.4        5.4       14.6       11.0        8.7        5.9        9.0        6.9:     10.0      14.0
Old  :     100.0:       8.3       44.2       41.7        3.3        4.7       15.8       12.0        7.0        7.2       11.1        5.2:     10.1      12.4
Other:     100.0:      16.5       22.9       23.4        7.0        8.1       15.6       12.4       11.2        9.7        8.1        5.7:      9.8      24.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       435:        68        102         19          9         22         63         58         58         76         78         99:
Old  :       430:        64         98         19          9         19         66         55         55         76         87         82:
Other:       196:        24         65         12         10         12         13         18          6         29         33         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  :                 22.7       18.9       36.2       25.3       20.9       16.3       33.0       21.4
Old  :                 24.5       21.2       37.5       28.2       22.9       19.6       35.2       25.5
Other:                 37.1       19.5       52.9       28.4       27.8        9.6       39.9       15.7
 
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                                               Code-001612
Disaggregated Commitments of Traders - Futures Only, June 7, 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  :   182,847:    40,902    104,040     26,807      6,544      9,564     44,928      5,318     10,839     11,722      5,793      9,036:   29,049    31,713
Old  :   168,666:    39,104     98,123     26,023      6,979      8,846     40,327      5,074      9,650     10,921      5,762      6,897:   26,898    27,335
Other:    14,181:     1,798      5,917      1,476        257         26      5,496      1,139        294      2,554      1,784        386:    2,151     4,378
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :     3,247:     1,562     -3,579     -1,852       -234        369     -1,213        589        -79       -629       -725        946:    4,143     5,960
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.4       56.9       14.7        3.6        5.2       24.6        2.9        5.9        6.4        3.2        4.9:     15.9      17.3
Old  :     100.0:      23.2       58.2       15.4        4.1        5.2       23.9        3.0        5.7        6.5        3.4        4.1:     15.9      16.2
Other:     100.0:      12.7       41.7       10.4        1.8        0.2       38.8        8.0        2.1       18.0       12.6        2.7:     15.2      30.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       188:        41         64         13          .          8         37          7         21         26         16         32:
Old  :       187:        40         63         13          .          8         40          6         19         29         17         25:
Other:        92:         6         47          6          .          .          7          .          .          8         16          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  :                 20.7       30.2       30.9       38.7       12.7       23.2       21.6       30.4
Old  :                 21.2       31.5       31.9       40.6       14.0       24.6       22.3       32.3
Other:                 48.7       28.7       64.9       38.1       48.7       28.7       64.7       37.3
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                                                                                               Code-001626
Disaggregated Commitments of Traders - Futures Only, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    56,645:    13,298     39,129      1,309          0          3     16,021         23      1,070      6,611        826      1,819:   16,514    13,775
Old  :    10,168:     2,199      8,137        151          0          0      2,774         59          0        690         62          0:    4,354     1,910
Other:    46,477:    11,099     30,992      1,158          0          3     13,283          0      1,034      5,961        804      1,779:   12,160    11,865
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :    -1,944:    -1,826     -2,060       -307          0          3       -463         23       -120       -231       -149         90:      910       269
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.5       69.1        2.3        0.0        0.0       28.3        0.0        1.9       11.7        1.5        3.2:     29.2      24.3
Old  :     100.0:      21.6       80.0        1.5        0.0        0.0       27.3        0.6        0.0        6.8        0.6        0.0:     42.8      18.8
Other:     100.0:      23.9       66.7        2.5        0.0        0.0       28.6        0.0        2.2       12.8        1.7        3.8:     26.2      25.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        79:        21         23          5          0          .         20          .          5         15          4          6:
Old  :        47:        12         11          .          0          0          9          .          0          7          .          0:
Other:        74:        17         22          5          0          .         18          0          4         13          4          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  :                 22.0       54.5       31.3       61.3       22.0       51.4       30.6       58.2
Old  :                 24.4       68.7       35.1       77.2       24.4       68.7       35.1       77.2
Other:                 24.6       53.3       34.4       59.6       24.6       53.2       34.3       58.7
 
CORN - CHICAGO BOARD OF TRADE                                                                                                                    Code-002602
Disaggregated Commitments of Traders - Futures Only, June 7, 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  : 1,451,153:   238,673    797,456    267,091     95,591     54,185    371,280     32,771    101,266    180,981     61,358     75,474:  162,203   233,052
Old  :   748,881:    79,536    434,606    200,225     42,915      7,521    208,404     40,318     51,082     97,269     53,959     22,183:   82,661    96,297
Other:   702,272:   159,137    362,850     87,087     72,897     26,443    192,033     21,610     21,027    114,894     38,581     22,109:   79,542   136,755
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :    15,795:     3,728    -12,654     -4,104      4,516     -3,740     -7,867        232     10,371      5,213      2,500     11,281:      913     3,289
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.4       55.0       18.4        6.6        3.7       25.6        2.3        7.0       12.5        4.2        5.2:     11.2      16.1
Old  :     100.0:      10.6       58.0       26.7        5.7        1.0       27.8        5.4        6.8       13.0        7.2        3.0:     11.0      12.9
Other:     100.0:      22.7       51.7       12.4       10.4        3.8       27.3        3.1        3.0       16.4        5.5        3.1:     11.3      19.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       877:       195        361         16         12         22        123         29         72        150        114        142:
Old  :       800:       143        329         17          9          8        108         29         56        136        110         79:
Other:       752:       126        325         15         12         19         86         26         30        123        102         69:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 13.3       12.3       20.8       18.5       11.8       10.9       17.9       16.4
Old  :                 16.4       17.4       23.7       23.9       16.3       17.1       23.1       23.1
Other:                 16.0       10.0       25.4       15.7       14.8        9.5       23.0       14.6
 
OATS - CHICAGO BOARD OF TRADE                                                                                                                    Code-004603
Disaggregated Commitments of Traders - Futures Only, June 7, 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  :    12,644:     3,154     10,467      2,323          0        135      2,848        220         61        874        421        262:    2,987     1,078
Old  :    12,643:     3,154     10,467      2,323          0        135      2,848        220         61        873        421        262:    2,987     1,077
Other:         1:         0          0          0          0          0          0          0          0          1          0          0:        0         1
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :       -62:       196        523       -109          0          3        493        -40          0       -200        -78       -351:      -94      -119
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.9       82.8       18.4        0.0        1.1       22.5        1.7        0.5        6.9        3.3        2.1:     23.6       8.5
Old  :     100.0:      24.9       82.8       18.4        0.0        1.1       22.5        1.7        0.5        6.9        3.3        2.1:     23.6       8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0      100.0        0.0        0.0:      0.0     100.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        11         10          5          0          .         10          .          .          9          .          .:
Old  :        43:        11         10          5          0          .         10          .          .          9          .          .:
Other:         .:         0          0          0          0          0          0          0          0          .          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       63.2       44.4       80.2       25.7       56.9       38.5       72.7
Old  :                 26.6       63.2       44.4       80.2       25.7       56.9       38.5       72.7
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, June 7, 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  :    20,471:     3,490     15,925      4,217          0          0      3,605        728         13      3,214      1,286      1,143:    4,789     1,376
Old  :    10,928:     1,359      8,900      1,088          0          0      2,561        524          0      3,001        863         75:    2,844       566
Other:     9,543:     2,131      7,025      3,129          0          0      1,057        217          0        656        866        625:    1,945       810
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :    -1,222:      -262     -1,046       -361          0          0       -432          0          5         89        -12         56:     -317      -225
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.0       77.8       20.6        0.0        0.0       17.6        3.6        0.1       15.7        6.3        5.6:     23.4       6.7
Old  :     100.0:      12.4       81.4       10.0        0.0        0.0       23.4        4.8        0.0       27.5        7.9        0.7:     26.0       5.2
Other:     100.0:      22.3       73.6       32.8        0.0        0.0       11.1        2.3        0.0        6.9        9.1        6.5:     20.4       8.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        94:        13         20         11          0          0         18          4          .         24          9         14:
Old  :        80:         5         15          9          0          0         15          .          0         25          8          .:
Other:        60:        10         17          8          0          0          8          .          0          6         11          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  :                 21.0       50.7       33.3       65.2       21.0       50.2       32.5       64.1
Old  :                 21.7       61.2       34.9       77.7       21.0       61.2       34.2       77.7
Other:                 43.5       44.5       58.3       61.7       43.5       43.2       56.7       59.7
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                                                          Code-054642
Disaggregated Commitments of Traders - Futures Only, June 7, 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  :   224,702:    25,698     85,145     80,174      1,271      3,627     39,041     36,563     25,409      9,954     22,805     18,748:   22,051    31,134
Old  :   169,589:    19,917     55,711     66,065      1,200      2,230     31,867     43,863     15,792      8,245     18,015      9,756:   15,717    23,022
Other:    55,113:     5,781     29,434     15,283      1,245        223     15,497      1,023      1,294      6,932     10,013      3,769:    6,334     8,112
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :     2,062:      -430     -1,258        457        -19       -777        223        574        508        -63        161      1,950:      194       923
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.4       37.9       35.7        0.6        1.6       17.4       16.3       11.3        4.4       10.1        8.3:      9.8      13.9
Old  :     100.0:      11.7       32.9       39.0        0.7        1.3       18.8       25.9        9.3        4.9       10.6        5.8:      9.3      13.6
Other:     100.0:      10.5       53.4       27.7        2.3        0.4       28.1        1.9        2.3       12.6       18.2        6.8:     11.5      14.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       255:        29         55         15          .          8         51         50         52         30         29         49:
Old  :       250:        22         50         15          .          6         47         54         50         23         41         39:
Other:       133:        18         48         12          4          .         19          5          4         21         18         14:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       19.8       38.7       27.8       23.7       18.6       37.9       26.1
Old  :                 27.1       18.3       40.8       26.8       27.0       18.0       40.4       26.0
Other:                 27.9       27.4       47.6       39.9       27.9       22.8       47.6       34.9
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                        Code-057642
Disaggregated Commitments of Traders - Futures Only, June 7, 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  :   327,332:    51,360    151,119    108,842      7,037      2,046     84,656     38,382     22,281     11,965     23,588     19,238:   26,944    63,641
Old  :   327,332:    51,360    151,119    108,842      7,037      2,046     84,656     38,382     22,281     11,965     23,588     19,238:   26,944    63,641
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :    -9,448:     1,362     -2,347        564        199     -1,348     -8,824      3,516     -2,888     -1,716    -10,116      2,095:    1,307     1,441
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.7       46.2       33.3        2.1        0.6       25.9       11.7        6.8        3.7        7.2        5.9:      8.2      19.4
Old  :     100.0:      15.7       46.2       33.3        2.1        0.6       25.9       11.7        6.8        3.7        7.2        5.9:      8.2      19.4
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  :       385:        71        139         18          5          9         59         57         59         32         51         57:
Old  :       385:        71        139         18          5          9         59         57         59         32         51         57:
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  :                 26.5       14.4       38.6       21.2       26.5       13.9       38.6       20.2
Old  :                 26.5       14.4       38.6       21.2       26.5       13.9       38.6       20.2
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, June 7, 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  :    35,302:     7,017      7,333      5,223        224        219     11,374      2,334        794      1,467      4,119      2,499:    6,709    17,780
Old  :    35,302:     7,017      7,333      5,223        224        219     11,374      2,334        794      1,467      4,119      2,499:    6,709    17,780
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :     1,043:     1,446        268       -533          0        -97       -235        664        154         91       -259       -201:      418       514
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.9       20.8       14.8        0.6        0.6       32.2        6.6        2.2        4.2       11.7        7.1:     19.0      50.4
Old  :     100.0:      19.9       20.8       14.8        0.6        0.6       32.2        6.6        2.2        4.2       11.7        7.1:     19.0      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         47         13          .          .         19         17          9         10         23         21:
Old  :       146:        24         47         13          .          .         19         17          9         10         23         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  :                 20.4       10.2       35.8       15.5       20.2        8.5       35.2       13.2
Old  :                 20.4       10.2       35.8       15.5       20.2        8.5       35.2       13.2
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, June 7, 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  :     3,418:     2,244      2,141        109          0          0          0          0          0        308        993          2:      755       282
Old  :     3,418:     2,244      2,141        109          0          0          0          0          0        308        993          2:      755       282
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :       -74:       126        173        -29          0          0          0          0          0        -54       -220          0:     -117       -27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.7       62.6        3.2        0.0        0.0        0.0        0.0        0.0        9.0       29.1        0.1:     22.1       8.3
Old  :     100.0:      65.7       62.6        3.2        0.0        0.0        0.0        0.0        0.0        9.0       29.1        0.1:     22.1       8.3
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          .          .          .:
Old  :        23:        10         10          .          0          0          0          0          0          .          .          .:
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  :                 54.7       55.5       70.3       76.9       54.1       54.4       69.7       75.2
Old  :                 54.7       55.5       70.3       76.9       54.1       54.4       69.7       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                                                                    Code-052641
Disaggregated Commitments of Traders - Futures Only, June 7, 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  :    33,193:    21,215     21,177          0      1,843         33      2,906          0          9      2,668      4,768      1,041:    5,321     4,322
Old  :    33,193:    21,215     21,177          0      1,843         33      2,906          0          9      2,668      4,768      1,041:    5,321     4,322
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :    -3,415:    -2,830     -2,410          0       -154         29         67          0          9       -497        252        -85:     -108    -1,056
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.9       63.8        0.0        5.6        0.1        8.8        0.0        0.0        8.0       14.4        3.1:     16.0      13.0
Old  :     100.0:      63.9       63.8        0.0        5.6        0.1        8.8        0.0        0.0        8.0       14.4        3.1:     16.0      13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        82:        33         31          0          .          .          8          0          .         12         10         14:
Old  :        82:        33         31          0          .          .          8          0          .         12         10         14:
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  :                 40.5       42.6       50.6       61.1       40.5       39.8       49.7       58.2
Old  :                 40.5       42.6       50.6       61.1       40.5       39.8       49.7       58.2
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, June 7, 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  :   596,874:   120,379    330,444    117,385     19,600     22,856    136,770     31,066     45,978     62,245     33,768     33,813:   57,448    79,349
Old  :   249,571:    34,654    161,641     50,771      8,914      2,562     87,147     23,792      7,008     31,853     15,598      5,565:   30,011    24,491
Other:   347,303:    85,725    168,803     73,734     17,806     13,174     72,335     29,986     16,258     39,719     27,497     18,921:   27,437    54,858
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :    18,498:    -1,695      8,910     -1,061        501      4,208     10,725      3,810        502      2,418         21      1,177:    2,224      -631
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.2       55.4       19.7        3.3        3.8       22.9        5.2        7.7       10.4        5.7        5.7:      9.6      13.3
Old  :     100.0:      13.9       64.8       20.3        3.6        1.0       34.9        9.5        2.8       12.8        6.2        2.2:     12.0       9.8
Other:     100.0:      24.7       48.6       21.2        5.1        3.8       20.8        8.6        4.7       11.4        7.9        5.4:      7.9      15.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       551:        85        168         17          9         19        109         23         58         97         92         94:
Old  :       486:        55        149         16          9          7         87         33         22         94         76         45:
Other:       453:        62        159         16         10         17         73         27         35         61         81         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  :                 14.8       18.4       22.8       26.4       11.8       16.1       18.6       22.1
Old  :                 14.9       28.4       24.4       38.9       12.9       25.2       21.8       33.8
Other:                 16.7       16.9       27.0       24.8       15.1       14.3       24.3       21.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                                                           Code-005603
Disaggregated Commitments of Traders - Futures Only, June 7, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 1,000 Bushels)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    26,919:         3      6,455          0          0          0        200          0          0     23,674      3,161         80:    2,962    17,223
Old  :     4,563:         3        736          0          0          0        200          0          0      2,554        720         17:    1,789     3,090
Other:    22,356:         0      5,719          0          0          0          0          0          0     21,140      2,461         43:    1,173    14,133
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :      -157:         0       -183          0          0          0         15          0          0       -429       -782         -7:      264       815
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       0.0       24.0        0.0        0.0        0.0        0.7        0.0        0.0       87.9       11.7        0.3:     11.0      64.0
Old  :     100.0:       0.1       16.1        0.0        0.0        0.0        4.4        0.0        0.0       56.0       15.8        0.4:     39.2      67.7
Other:     100.0:       0.0       25.6        0.0        0.0        0.0        0.0        0.0        0.0       94.6       11.0        0.2:      5.2      63.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:         .         18          0          0          0          .          0          0         15          9          8:
Old  :        40:         .         15          0          0          0          .          0          0         15          9          .:
Other:        39:         0         18          0          0          0          0          0          0         13          8          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  :                 60.7       13.2       79.2       19.7       60.6       13.2       79.0       19.6
Old  :                 32.1       19.4       51.6       28.0       31.8       19.4       51.2       28.0
Other:                 66.6       13.0       86.7       19.8       66.5       12.9       86.6       19.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                                                             Code-007601
Disaggregated Commitments of Traders - Futures Only, June 7, 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  :   333,551:    57,668    220,596     77,047      1,833      9,241     82,413     15,422     12,911     24,482     18,629     28,808:   40,981    26,111
Old  :   190,430:    27,394    113,174     42,241      3,476      2,765     54,984     12,800      5,116     18,469     22,506     11,045:   28,416    19,548
Other:   143,121:    30,274    107,422     40,006      3,557      1,276     32,186      7,379      3,038     15,000      5,110      8,776:   12,565     6,563
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :    11,953:       242     12,904       -448        595     -1,436     10,275        675        970       -582     -1,339      1,050:    1,882    -1,466
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.3       66.1       23.1        0.5        2.8       24.7        4.6        3.9        7.3        5.6        8.6:     12.3       7.8
Old  :     100.0:      14.4       59.4       22.2        1.8        1.5       28.9        6.7        2.7        9.7       11.8        5.8:     14.9      10.3
Other:     100.0:      21.2       75.1       28.0        2.5        0.9       22.5        5.2        2.1       10.5        3.6        6.1:      8.8       4.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       273:        44         60         16          .         11         68         19         28         37         39         57:
Old  :       259:        39         56         15          .          7         60         20         18         42         47         37:
Other:       179:        32         39         14          .          6         34         13          7         36         26         25:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       34.0       21.0       46.3       11.6       31.7       19.4       42.5
Old  :                 15.7       29.0       24.8       37.8       14.9       28.4       23.5       36.9
Other:                 17.7       52.0       31.3       65.6       17.4       47.2       30.2       59.8
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                                                            Code-026603
Disaggregated Commitments of Traders - Futures Only, June 7, 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  :   238,210:    66,825    145,819     18,015      5,056      3,883     49,867     12,516     25,344     14,191      8,026     13,096:   46,989    24,470
Old  :   147,967:    33,982     99,692     11,101        807      1,048     50,242     12,334      6,218      7,996      8,132      3,486:   33,894    16,250
Other:    90,243:    32,843     46,127      9,238      6,573        511     11,812     12,369      6,939      9,988      3,687      5,817:   13,095     8,220
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :    10,013:    -1,810     15,090     -1,045        724     -1,241      7,066     -5,658      2,190       -353         68       -502:    5,708      -658
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.1       61.2        7.6        2.1        1.6       20.9        5.3       10.6        6.0        3.4        5.5:     19.7      10.3
Old  :     100.0:      23.0       67.4        7.5        0.5        0.7       34.0        8.3        4.2        5.4        5.5        2.4:     22.9      11.0
Other:     100.0:      36.4       51.1       10.2        7.3        0.6       13.1       13.7        7.7       11.1        4.1        6.4:     14.5       9.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       197:        49         49          9          5         10         51         13         29         25         14         28:
Old  :       186:        39         47         10          .          7         52         11         18         25         20         18:
Other:       132:        39         34          8          4          5         15         16          8         22         12         15:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 11.9       33.9       19.3       43.9        7.4       27.9       13.7       34.7
Old  :                 11.3       37.7       19.6       48.1       10.2       37.7       18.2       47.4
Other:                 24.4       31.1       36.0       49.9       15.3       25.1       25.7       38.4
 
COTTON NO. 2 - ICE FUTURES U.S.                                                                                                                  Code-033661
Disaggregated Commitments of Traders - Futures Only, June 7, 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  :   159,300:    31,105     91,980     42,288     16,171     10,365     32,563      7,392      6,973     11,441      9,407      5,142:   19,423    11,870
Old  :    52,982:    13,213     27,614     17,640      7,049         73     11,934      6,328        214      3,065      5,903        420:    6,423     5,381
Other:   106,318:    17,892     64,366     32,210     16,684      2,730     25,100      5,535      2,288     11,004      6,132      2,094:   13,000     6,489
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :     4,158:     2,262      1,623      1,047        186      1,146        637      1,777       -983     -1,909        260          5:    1,953       144
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.5       57.7       26.5       10.2        6.5       20.4        4.6        4.4        7.2        5.9        3.2:     12.2       7.5
Old  :     100.0:      24.9       52.1       33.3       13.3        0.1       22.5       11.9        0.4        5.8       11.1        0.8:     12.1      10.2
Other:     100.0:      16.8       60.5       30.3       15.7        2.6       23.6        5.2        2.2       10.4        5.8        2.0:     12.2       6.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       210:        23         37         18         13         17         59         15         29         29         31         34:
Old  :       165:        12         25         20          6          .         28         22          7         23         30          4:
Other:       193:        22         34         18         13         14         53          9         13         32         25         17:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 21.8       33.3       31.6       42.1       19.5       27.7       27.0       35.9
Old  :                 27.8       39.9       43.7       51.4       25.1       39.9       41.0       50.9
Other:                 21.4       38.2       33.9       48.3       20.1       35.3       32.6       45.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                                                                Code-040701
Disaggregated Commitments of Traders - Futures Only, June 7, 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  :    36,183:     4,674     27,217      4,341      2,003         66     19,863        217         34      2,211      5,094        213:    4,781     1,339
Old  :    35,464:     4,257     26,973      4,338      1,859         60     19,863        217         34      2,200      4,844        157:    4,555     1,320
Other:       719:       417        244          9        150          0          0          0          0         34        273         33:      226        19
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :       467:      -582        109        -38         13         33        830         50         34        210        470       -145:      125       -97
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.9       75.2       12.0        5.5        0.2       54.9        0.6        0.1        6.1       14.1        0.6:     13.2       3.7
Old  :     100.0:      12.0       76.1       12.2        5.2        0.2       56.0        0.6        0.1        6.2       13.7        0.4:     12.8       3.7
Other:     100.0:      58.0       33.9        1.3       20.9        0.0        0.0        0.0        0.0        4.7       38.0        4.6:     31.4       2.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       121:        12         20          7          5          .         46          .          .         15         22          9:
Old  :       121:        11         20          7          5          .         46          .          .         16         21          7:
Other:        26:         7          .          .          .          0          0          0          0          5         10          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       55.9       39.2       68.2       25.0       53.8       39.2       66.0
Old  :                 25.5       56.3       39.9       68.9       25.5       54.5       39.9       67.0
Other:                 44.1       72.2       62.3       91.7       44.1       67.3       56.1       83.6
 
COCOA - ICE FUTURES U.S.                                                                                                                         Code-073732
Disaggregated Commitments of Traders - Futures Only, June 7, 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  :   163,361:    71,238     91,454     22,369      8,289      5,178     30,676     28,590     14,405      6,739      4,020      4,400:    8,356     7,025
Old  :    86,889:    25,122     38,007     15,567      5,067      3,869     26,830     24,785      3,535      4,882      6,395        555:    6,529     4,676
Other:    76,472:    46,116     53,447      7,368      3,788        743      5,263      5,222      9,453      5,366      1,134        336:    1,827     2,349
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :       680:     8,297      3,958     -1,245       -375       -236     -2,705     -2,765      2,548     -1,740      1,608     -2,092:   -2,147    -1,966
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.6       56.0       13.7        5.1        3.2       18.8       17.5        8.8        4.1        2.5        2.7:      5.1       4.3
Old  :     100.0:      28.9       43.7       17.9        5.8        4.5       30.9       28.5        4.1        5.6        7.4        0.6:      7.5       5.4
Other:     100.0:      60.3       69.9        9.6        5.0        1.0        6.9        6.8       12.4        7.0        1.5        0.4:      2.4       3.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       171:        36         36         20          4         13         38         31         22         18         14         19:
Old  :       163:        27         27         17          6          7         36         33         17         17         14          7:
Other:       103:        29         32         15          4          7         12         11          4         17          6          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  :                 30.0       34.1       45.9       47.8       21.6       20.0       30.3       29.1
Old  :                 29.6       31.6       40.8       45.8       26.6       22.9       36.8       37.1
Other:                 43.5       39.6       64.6       56.3       27.4       25.0       39.7       37.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                                                                  Code-080732
Disaggregated Commitments of Traders - Futures Only, June 7, 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  :   634,960:   173,521    347,057    139,331     89,543     31,826    132,367     34,277     22,380     35,701     21,051     25,880:   73,954    62,946
Old  :   634,960:   173,521    347,057    139,331     89,543     31,826    132,367     34,277     22,380     35,701     21,051     25,880:   73,954    62,946
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :    28,478:    21,386     33,408     -2,239       -151         90      3,008     -1,913     -7,464     -1,343     -1,862      4,841:   10,199     1,529
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.3       54.7       21.9       14.1        5.0       20.8        5.4        3.5        5.6        3.3        4.1:     11.6       9.9
Old  :     100.0:      27.3       54.7       21.9       14.1        5.0       20.8        5.4        3.5        5.6        3.3        4.1:     11.6       9.9
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  :       236:        57         58         17         14         20         45         19         30         31         37         45:
Old  :       236:        57         58         17         14         20         45         19         30         31         37         45:
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  :                 16.7       21.6       27.9       36.1       14.4       17.4       23.4       28.4
Old  :                 16.7       21.6       27.9       36.1       14.4       17.4       23.4       28.4
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, June 7, 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  :   112,646:    26,314     66,125     31,764      8,371      5,321     23,072      8,176      6,362      5,011      4,323      7,293:    7,509     6,675
Old  :    75,576:    14,323     44,887     24,500      4,957      1,058     20,808      9,688      2,543      2,889      3,846      3,486:    5,969     5,111
Other:    37,070:    11,991     21,238     10,948      7,098        579      5,683      1,907        400      4,107      2,462      1,822:    1,540     1,564
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2011                                                                     :
     :       454:     4,188        -31       -837       -634       -362     -1,830      1,525     -1,337        445        216      1,102:     -915       -25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.4       58.7       28.2        7.4        4.7       20.5        7.3        5.6        4.4        3.8        6.5:      6.7       5.9
Old  :     100.0:      19.0       59.4       32.4        6.6        1.4       27.5       12.8        3.4        3.8        5.1        4.6:      7.9       6.8
Other:     100.0:      32.3       57.3       29.5       19.1        1.6       15.3        5.1        1.1       11.1        6.6        4.9:      4.2       4.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       322:        79         92         20         12         17         67         31         40         41         36         45:
Old  :       308:        55         82         19         12          8         63         37         29         29         45         32:
Other:       203:        53         76         20          8          5         27          8          5         32         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  :                 18.9       16.6       33.9       28.5       17.4       14.9       28.5       23.7
Old  :                 22.7       19.9       37.4       31.7       22.6       19.8       37.3       31.1
Other:                 25.8       26.9       38.9       39.0       24.6       21.0       36.6       31.5
 
 

Updated June 10, 2011