COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      304,256
COMMITMENTS
  49,475    6,313  101,271  133,229  182,201  283,975  289,785   20,281   14,471

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      1,787)
   2,078   -2,200    1,226   -2,282    2,381    1,022    1,407      765      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      2.1     33.3     43.8     59.9     93.3     95.2      6.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
     126       35       81       63       71      206      171
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       44,592
COMMITMENTS
  21,143      853    7,093   11,599   34,975   39,835   42,920    4,757    1,672

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      1,599)
   1,256      140     -212      293    1,419    1,337    1,347      263      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.4      1.9     15.9     26.0     78.4     89.3     96.3     10.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      73       16       21       24       28      108       55
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      196,128
COMMITMENTS
  37,830   31,621   41,509  105,656  113,510  184,995  186,641   11,133    9,487

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      1,878)
  -2,129   -1,798      652    4,299    2,947    2,822    1,801     -944       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     16.1     21.2     53.9     57.9     94.3     95.2      5.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      55       52       49       61       54      141      131
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      789,907
COMMITMENTS
 164,302   46,313  166,228  387,081  507,143  717,612  719,684   72,295   70,223

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     30,180)
   4,362    2,282   10,295   10,300   22,683   24,958   35,260    5,222   -5,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      5.9     21.0     49.0     64.2     90.8     91.1      9.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      89       52       97       91       95      228      199
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      174,422
COMMITMENTS
  26,295   11,976   53,720   85,258  101,298  165,273  166,994    9,148    7,427

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -1,172)
     620     -893    1,202   -2,850     -661   -1,027     -353     -145     -820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      6.9     30.8     48.9     58.1     94.8     95.7      5.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     123       81      118      118      123      294      273
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       56,948
COMMITMENTS
  28,516   23,902    1,555   19,413   27,905   49,484   53,362    7,464    3,587

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -6,172)
  -4,644   -7,037       90     -754      408   -5,308   -6,540     -863      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.1     42.0      2.7     34.1     49.0     86.9     93.7     13.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      44       40       10       12       11       61       58
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      423,402
COMMITMENTS
  20,199   72,417    5,475  378,875  323,378  404,549  401,269   18,854   22,133

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      4,574)
   6,179   -7,869    1,069   -2,599   10,678    4,649    3,879      -75      695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     17.1      1.3     89.5     76.4     95.5     94.8      4.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      24       52       18      105      116      142      173
 

Updated June 3, 2011