COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   149,384:    42,733     17,759     10,289     77,992    108,982    131,014    137,030:    18,370     12,354
Old  :    73,387:    23,498     17,247        437     41,476     47,819     65,411     65,503:     7,976      7,884
Other:    75,997:    25,416      6,693      3,671     36,516     61,163     65,603     71,527:    10,394      4,470
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :    -5,568:       499     -3,542       -506     -4,835     -2,091     -4,842     -6,139:      -726        571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       11.9        6.9       52.2       73.0       87.7       91.7:      12.3        8.3
Old  :     100.0:      32.0       23.5        0.6       56.5       65.2       89.1       89.3:      10.9       10.7
Other:     100.0:      33.4        8.8        4.8       48.0       80.5       86.3       94.1:      13.7        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        88         58         51         53         56        172        135:
Old  :       191:        67         56         12         36         39        108        102:
Other:       165:        68         28         23         47         50        125         92:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.1       30.6       34.0       41.5       19.0       22.9       27.8       33.2
Old  :                 26.7       32.8       42.6       48.3       26.3       32.6       40.4       44.9
Other:                 29.1       37.3       40.5       50.4       28.0       33.8       39.1       46.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    28,301:    15,597      3,103        343      8,573     24,097     24,513     27,543:     3,788        758
Old  :    27,925:    15,585      3,033        330      8,370     23,808     24,285     27,171:     3,640        754
Other:       376:        13         71         12        203        289        228        372:       148          4
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :       244:     1,664        745         72     -1,196       -269        540        548:      -296       -304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.1       11.0        1.2       30.3       85.1       86.6       97.3:      13.4        2.7
Old  :     100.0:      55.8       10.9        1.2       30.0       85.3       87.0       97.3:      13.0        2.7
Other:     100.0:       3.5       18.9        3.2       54.0       76.9       60.6       98.9:      39.4        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        58         19         12         22         23         91         44:
Old  :       110:        58         18         11         21         23         89         44:
Other:        16:         3          7          1          5          1          9          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.6       61.4       42.4       73.6       28.6       60.6       42.4       72.0
Old  :                 29.0       61.2       42.9       73.6       29.0       60.7       42.9       72.4
Other:                 52.4       91.8       60.4       98.9       52.4       91.8       57.4       95.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   158,881:    49,631     32,217     13,534     83,895    107,890    147,060    153,641:    11,821      5,240
Old  :   100,895:    44,914     31,328      3,004     42,592     62,180     90,510     96,512:    10,385      4,383
Other:    57,986:     8,262      4,434      6,985     41,303     45,710     56,550     57,129:     1,436        857
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :     4,274:     2,010      2,342      2,331     -1,547        550      2,794      5,223:     1,480       -949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       20.3        8.5       52.8       67.9       92.6       96.7:       7.4        3.3
Old  :     100.0:      44.5       31.1        3.0       42.2       61.6       89.7       95.7:      10.3        4.3
Other:     100.0:      14.2        7.6       12.0       71.2       78.8       97.5       98.5:       2.5        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        76         34         35         53         46        146        101:
Old  :       170:        73         35         23         45         39        128         89:
Other:        82:        19         12          8         40         39         62         57:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       42.3       39.0       55.3       20.5       28.3       28.3       38.9
Old  :                 23.3       42.1       34.3       56.5       23.2       40.4       34.1       54.5
Other:                 52.7       44.7       66.1       62.6       32.0       26.8       41.4       41.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   568,473:   176,606     55,360     38,956    297,459    414,796    513,021    509,112:    55,452     59,361
Old  :   568,473:   176,606     55,360     38,956    297,459    414,796    513,021    509,112:    55,452     59,361
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :   -29,073:    13,797      5,997       -720    -38,263    -36,038    -25,186    -30,761:    -3,887      1,688
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1        9.7        6.9       52.3       73.0       90.2       89.6:       9.8       10.4
Old  :     100.0:      31.1        9.7        6.9       52.3       73.0       90.2       89.6:       9.8       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        72         51         67         77         80        181        168:
Old  :       225:        72         51         67         77         80        181        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       24.3       32.2       39.4       17.3       20.9       28.0       32.8
Old  :                 18.5       24.3       32.2       39.4       17.3       20.9       28.0       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   120,301:    44,725     11,092      7,275     59,099     97,270    111,099    115,637:     9,202      4,664
Old  :    93,332:    39,877     10,909      4,222     40,940     74,125     85,039     89,256:     8,293      4,076
Other:    26,969:     6,893      2,228      1,008     18,159     23,145     26,060     26,381:       909        588
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :     3,603:     2,113      2,604        601        169       -158      2,883      3,047:       720        556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        9.2        6.0       49.1       80.9       92.4       96.1:       7.6        3.9
Old  :     100.0:      42.7       11.7        4.5       43.9       79.4       91.1       95.6:       8.9        4.4
Other:     100.0:      25.6        8.3        3.7       67.3       85.8       96.6       97.8:       3.4        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:       145         50         65        112        130        291        219:
Old  :       343:       136         53         44         94        117        254        195:
Other:       185:        52         19         14         68         90        125        118:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       19.6       33.0       33.1       17.6       16.8       29.9       26.6
Old  :                 20.7       21.2       36.3       34.5       20.7       20.6       36.3       32.1
Other:                 32.9       36.6       46.9       51.3       32.3       30.3       45.7       43.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    53,901:    27,607     34,723      1,046     16,997     13,097     45,650     48,866:     8,251      5,035
Old  :    53,901:    27,607     34,723      1,046     16,997     13,097     45,650     48,866:     8,251      5,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :     2,208:     2,147        774       -173         10      1,393      1,984      1,994:       224        214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.2       64.4        1.9       31.5       24.3       84.7       90.7:      15.3        9.3
Old  :     100.0:      51.2       64.4        1.9       31.5       24.3       84.7       90.7:      15.3        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        45         60          7         13         18         62         82:
Old  :       135:        45         60          7         13         18         62         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.1       36.6       71.1       51.7       65.1       36.6       70.8       51.7
Old  :                 65.1       36.6       71.1       51.7       65.1       36.6       70.8       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   398,072:    23,913     83,292      3,458    349,529    292,475    376,900    379,225:    21,172     18,847
Old  :   398,072:    23,913     83,292      3,458    349,529    292,475    376,900    379,225:    21,172     18,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :     4,425:    -1,593      3,109      1,123      3,216     -2,493      2,746      1,739:     1,679      2,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       20.9        0.9       87.8       73.5       94.7       95.3:       5.3        4.7
Old  :     100.0:       6.0       20.9        0.9       87.8       73.5       94.7       95.3:       5.3        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        32         46          8        107        114        144        163:
Old  :       264:        32         46          8        107        114        144        163:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       15.2       53.0       25.5       36.4       14.5       47.2       24.3
Old  :                 42.0       15.2       53.0       25.5       36.4       14.5       47.2       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 6, 2011