COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      302,469
COMMITMENTS
  47,398    8,514  100,045  135,510  179,820  282,953  288,378   19,516   14,091

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      4,795)
     119      327     -481    4,715    4,660    4,352    4,506      443      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      2.8     33.1     44.8     59.5     93.5     95.3      6.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
     115       44       77       62       72      200      171
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       42,992
COMMITMENTS
  19,887      713    7,305   11,306   33,555   38,498   41,573    4,494    1,419

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      1,769)
   1,560       53      373       -1    1,283    1,931    1,709     -162       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.3      1.7     17.0     26.3     78.0     89.5     96.7     10.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      73       13       24       23       28      107       57
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      194,250
COMMITMENTS
  39,959   33,419   40,857  101,357  110,563  182,173  184,840   12,077    9,411

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      5,098)
  -2,451      872    6,431    1,246   -3,328    5,225    3,975     -128    1,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     17.2     21.0     52.2     56.9     93.8     95.2      6.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      52       57       51       60       53      138      136
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      759,727
COMMITMENTS
 159,940   44,031  155,933  376,781  484,460  692,654  684,424   67,073   75,304

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      3,135)
  -8,527   -8,870    1,119    6,457    8,086     -951      335    4,086    2,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      5.8     20.5     49.6     63.8     91.2     90.1      8.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      80       55       93       88       90      218      189
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      175,594
COMMITMENTS
  25,674   12,870   52,518   88,108  101,959  166,300  167,347    9,294    8,247

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      5,159)
  -3,800    1,180    4,036    3,310   -2,732    3,546    2,485    1,613    2,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      7.3     29.9     50.2     58.1     94.7     95.3      5.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     105       85      111      120      125      280      269
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       63,120
COMMITMENTS
  33,160   30,939    1,465   20,167   27,497   54,793   59,901    8,327    3,219

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      6,055)
   4,660      881      190      628    5,166    5,478    6,238      578     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.5     49.0      2.3     32.0     43.6     86.8     94.9     13.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      48       37       12       12       12       70       52
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      418,829
COMMITMENTS
  14,020   80,285    4,405  381,475  312,700  399,900  397,390   18,929   21,438

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:        911)
  -1,421  -11,076    2,048    1,547    8,636    2,174     -392   -1,263    1,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     19.2      1.1     91.1     74.7     95.5     94.9      4.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      27       51       18      110      111      148      169
 

Updated May 27, 2011