COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      150,026
COMMITMENTS
  43,778   14,542   13,266   76,426  111,021  133,470  138,829   16,556   11,197

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:        -76)
   1,280     -171     -441       40    1,490      879      878     -955     -954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      9.7      8.8     50.9     74.0     89.0     92.5     11.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      99       47       61       52       55      178      138
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,635
COMMITMENTS
  18,241    4,158      551    9,298   26,843   28,090   31,552    4,545    1,083

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      3,865)
   2,464      838      187      688    2,651    3,339    3,676      526      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.9     12.7      1.7     28.5     82.3     86.1     96.7     13.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      57       21       12       21       24       88       49
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      155,550
COMMITMENTS
  42,693   32,462   15,258   86,032  100,076  143,983  147,796   11,567    7,754

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -2,108)
  -3,598    3,677       60      513   -6,969   -3,025   -3,232      917    1,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     20.9      9.8     55.3     64.3     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      58       42       36       54       48      130      109
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      584,612
COMMITMENTS
 176,736   61,221   44,521  308,828  414,795  530,085  520,537   54,527   64,075

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,982)
  -3,848    7,263    5,933    2,495  -14,346    4,580   -1,150   -2,598    3,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     10.5      7.6     52.8     71.0     90.7     89.0      9.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      81       55       77       81       81      201      175
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      110,725
COMMITMENTS
  32,450   10,926   10,639   60,764   84,466  103,853  106,031    6,872    4,694

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -4,960)
  -7,491     -252    2,029    2,106   -5,850   -3,356   -4,073   -1,604     -887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      9.9      9.6     54.9     76.3     93.8     95.8      6.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     108       65       77      109      113      251      227
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       55,791
COMMITMENTS
  28,169   29,439      899   19,248   22,211   48,316   52,549    7,475    3,242

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      3,429)
   2,576     -717     -446    1,106    5,614    3,236    4,451      193   -1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5     52.8      1.6     34.5     39.8     86.6     94.2     13.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      44       35        6       12       14       60       52
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      415,793
COMMITMENTS
  14,875   90,862    1,917  379,274  303,206  396,066  395,985   19,727   19,808

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     17,241)
  -5,368    6,427   -3,501   25,886   11,805   17,017   14,731      224    2,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     21.9      0.5     91.2     72.9     95.3     95.2      4.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      24       55       10      109      111      140      169
 

Updated May 20, 2011