COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 17, 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  :   150,026:    43,778     14,542     13,266     76,426    111,021    133,470    138,829:    16,556     11,197
Old  :    69,953:    25,185     15,123        333     37,264     47,279     62,782     62,735:     7,171      7,218
Other:    80,073:    27,151      7,977      4,375     39,162     63,742     70,688     76,094:     9,385      3,979
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :       -76:     1,280       -171       -441         40      1,490        879        878:      -955       -954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        9.7        8.8       50.9       74.0       89.0       92.5:      11.0        7.5
Old  :     100.0:      36.0       21.6        0.5       53.3       67.6       89.7       89.7:      10.3       10.3
Other:     100.0:      33.9       10.0        5.5       48.9       79.6       88.3       95.0:      11.7        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        99         47         61         52         55        178        138:
Old  :       186:        71         50         12         31         38        106         97:
Other:       172:        75         28         33         48         49        136         98:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.1       32.5       32.0       43.6       17.9       27.4       26.3       36.4
Old  :                 26.3       37.0       39.7       52.7       26.3       36.5       39.6       50.1
Other:                 27.5       37.6       39.0       49.8       26.3       34.4       37.5       46.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 17, 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  :    32,635:    18,241      4,158        551      9,298     26,843     28,090     31,552:     4,545      1,083
Old  :    32,182:    18,246      4,064        503      9,065     26,536     27,814     31,103:     4,368      1,079
Other:       453:        13        112         30        233        307        276        449:       177          4
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :     3,865:     2,464        838        187        688      2,651      3,339      3,676:       526        189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.9       12.7        1.7       28.5       82.3       86.1       96.7:      13.9        3.3
Old  :     100.0:      56.7       12.6        1.6       28.2       82.5       86.4       96.6:      13.6        3.4
Other:     100.0:       2.9       24.7        6.6       51.4       67.8       60.9       99.1:      39.1        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        57         21         12         21         24         88         49:
Old  :       114:        58         20          9         20         24         84         49:
Other:        21:         3          8          4          7          3         14         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.1       56.2       40.2       68.9       28.1       52.8       40.2       64.5
Old  :                 28.4       56.3       40.7       69.2       28.4       53.2       40.7       65.2
Other:                 43.5       82.8       56.1       96.2       43.5       80.4       53.0       90.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 17, 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  :   155,550:    42,693     32,462     15,258     86,032    100,076    143,983    147,796:    11,567      7,754
Old  :    92,346:    38,694     30,880      3,949     39,626     51,134     82,269     85,963:    10,077      6,383
Other:    63,204:     6,996      4,579      8,312     46,406     48,942     61,714     61,833:     1,490      1,371
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    -2,108:    -3,598      3,677         60        513     -6,969     -3,025     -3,232:       917      1,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       20.9        9.8       55.3       64.3       92.6       95.0:       7.4        5.0
Old  :     100.0:      41.9       33.4        4.3       42.9       55.4       89.1       93.1:      10.9        6.9
Other:     100.0:      11.1        7.2       13.2       73.4       77.4       97.6       97.8:       2.4        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        58         42         36         54         48        130        109:
Old  :       159:        55         43         28         44         39        115         96:
Other:        83:        16         14         10         43         39         64         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  :                 28.0       37.9       41.7       51.7       21.5       24.1       30.8       35.1
Old  :                 23.4       37.0       34.2       52.7       23.4       35.4       33.8       50.7
Other:                 50.4       40.8       69.1       58.9       32.9       24.3       46.2       36.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 17, 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  :   584,612:   176,736     61,221     44,521    308,828    414,795    530,085    520,537:    54,527     64,075
Old  :   584,612:   176,736     61,221     44,521    308,828    414,795    530,085    520,537:    54,527     64,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :     1,982:    -3,848      7,263      5,933      2,495    -14,346      4,580     -1,150:    -2,598      3,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       10.5        7.6       52.8       71.0       90.7       89.0:       9.3       11.0
Old  :     100.0:      30.2       10.5        7.6       52.8       71.0       90.7       89.0:       9.3       11.0
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  :       238:        81         55         77         81         81        201        175:
Old  :       238:        81         55         77         81         81        201        175:
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  :                 17.4       21.9       30.6       36.5       15.9       18.4       25.8       29.9
Old  :                 17.4       21.9       30.6       36.5       15.9       18.4       25.8       29.9
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 17, 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  :   110,725:    32,450     10,926     10,639     60,764     84,466    103,853    106,031:     6,872      4,694
Old  :    81,128:    28,763     10,592      6,129     40,477     60,538     75,369     77,259:     5,759      3,869
Other:    29,597:     6,661      3,308      1,536     20,287     23,928     28,484     28,772:     1,113        825
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    -4,960:    -7,491       -252      2,029      2,106     -5,850     -3,356     -4,073:    -1,604       -887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        9.9        9.6       54.9       76.3       93.8       95.8:       6.2        4.2
Old  :     100.0:      35.5       13.1        7.6       49.9       74.6       92.9       95.2:       7.1        4.8
Other:     100.0:      22.5       11.2        5.2       68.5       80.8       96.2       97.2:       3.8        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:       108         65         77        109        113        251        227:
Old  :       309:       102         69         54         82        100        208        202:
Other:       187:        47         27         17         72         85        127        122:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       18.1       32.8       30.2       18.2       15.6       29.8       24.6
Old  :                 21.2       21.4       35.9       33.6       21.2       21.2       35.9       31.9
Other:                 31.2       30.4       45.0       43.6       30.4       25.3       43.1       36.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 17, 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  :    55,791:    28,169     29,439        899     19,248     22,211     48,316     52,549:     7,475      3,242
Old  :    55,791:    28,169     29,439        899     19,248     22,211     48,316     52,549:     7,475      3,242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :     3,429:     2,576       -717       -446      1,106      5,614      3,236      4,451:       193     -1,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.5       52.8        1.6       34.5       39.8       86.6       94.2:      13.4        5.8
Old  :     100.0:      50.5       52.8        1.6       34.5       39.8       86.6       94.2:      13.4        5.8
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  :       104:        44         35          6         12         14         60         52:
Old  :       104:        44         35          6         12         14         60         52:
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  :                 66.6       48.3       72.5       69.2       66.6       48.3       71.8       69.0
Old  :                 66.6       48.3       72.5       69.2       66.6       48.3       71.8       69.0
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 17, 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  :   415,793:    14,875     90,862      1,917    379,274    303,206    396,066    395,985:    19,727     19,808
Old  :   415,793:    14,875     90,862      1,917    379,274    303,206    396,066    395,985:    19,727     19,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    17,241:    -5,368      6,427     -3,501     25,886     11,805     17,017     14,731:       224      2,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       21.9        0.5       91.2       72.9       95.3       95.2:       4.7        4.8
Old  :     100.0:       3.6       21.9        0.5       91.2       72.9       95.3       95.2:       4.7        4.8
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:        24         55         10        109        111        140        169:
Old  :       264:        24         55         10        109        111        140        169:
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  :                 42.6       15.6       55.8       25.8       37.7       14.7       49.1       23.4
Old  :                 42.6       15.6       55.8       25.8       37.7       14.7       49.1       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 20, 2011