COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 28, 2013                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   186,279:    73,170     16,354     11,329     84,804    145,128    169,303    172,811:    16,976     13,468
Old  :   110,999:    49,060     19,275      2,679     49,609     79,034    101,348    100,988:     9,651     10,011
Other:    75,280:    31,747      4,716      1,013     35,195     66,094     67,955     71,823:     7,325      3,457
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :    -4,715:    -6,828        591      2,989      1,090    -11,731     -2,749     -8,151:    -1,966      3,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3        8.8        6.1       45.5       77.9       90.9       92.8:       9.1        7.2
Old  :     100.0:      44.2       17.4        2.4       44.7       71.2       91.3       91.0:       8.7        9.0
Other:     100.0:      42.2        6.3        1.3       46.8       87.8       90.3       95.4:       9.7        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:       117         54         51         41         64        180        152:
Old  :       227:        92         64         13         32         44        131        114:
Other:       167:        69         26         17         32         56        107         93:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       38.3       27.3       53.5       14.7       33.5       23.6       44.6
Old  :                 20.6       47.5       31.7       58.2       20.6       47.5       31.6       58.2
Other:                 20.9       44.3       33.3       58.9       20.8       43.9       33.1       56.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 28, 2013                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    21,363:    10,889      1,108        430      5,913     18,931     17,232     20,469:     4,131        894
Old  :    21,062:    10,890        894        400      5,701     18,929     16,991     20,223:     4,071        839
Other:       301:        24        239          5        212          2        241        246:        60         55
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :       351:       967       -257         78       -711        646        334        467:        17       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.0        5.2        2.0       27.7       88.6       80.7       95.8:      19.3        4.2
Old  :     100.0:      51.7        4.2        1.9       27.1       89.9       80.7       96.0:      19.3        4.0
Other:     100.0:       8.0       79.4        1.7       70.4        0.7       80.1       81.7:      19.9       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        55          9         12         20         14         79         31:
Old  :        89:        56          8         11         19         14         78         30:
Other:        17:         3          7          2          7          1         10         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       76.5       33.6       87.7       19.6       75.8       33.6       86.7
Old  :                 19.9       77.6       34.1       88.3       19.9       77.1       34.1       87.3
Other:                 59.8       76.7       76.4       80.4       59.1       76.7       75.1       79.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 28, 2013                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   218,635:    78,739     27,832     34,548     92,484    149,539    205,771    211,919:    12,864      6,716
Old  :   130,384:    64,333     33,527     14,240     41,551     76,465    120,124    124,232:    10,260      6,152
Other:    88,251:    28,741      8,640      5,973     50,933     73,074     85,647     87,687:     2,604        564
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :    -5,496:    -5,322     -5,061       -336      1,544       -157     -4,114     -5,554:    -1,382         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       12.7       15.8       42.3       68.4       94.1       96.9:       5.9        3.1
Old  :     100.0:      49.3       25.7       10.9       31.9       58.6       92.1       95.3:       7.9        4.7
Other:     100.0:      32.6        9.8        6.8       57.7       82.8       97.0       99.4:       3.0        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        73         50         42         57         56        154        128:
Old  :       193:        73         48         25         47         48        132        111:
Other:       100:        25         16         11         44         37         75         58:
     :----------------------------------------------------------------------------------------------------
     :             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       32.1       40.5       46.8       24.0       24.6       33.6       35.6
Old  :                 23.4       28.5       37.8       42.3       22.3       24.4       35.1       36.1
Other:                 47.0       50.1       61.4       69.2       42.2       45.3       55.6       60.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 28, 2013                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   894,044:   235,437    237,973    102,718    479,010    458,053    817,165    798,744:    76,879     95,300
Old  :   894,044:   235,437    237,973    102,718    479,010    458,053    817,165    798,744:    76,879     95,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :    30,747:    14,196      3,802      6,512     13,564     27,745     34,272     38,059:    -3,525     -7,312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       26.6       11.5       53.6       51.2       91.4       89.3:       8.6       10.7
Old  :     100.0:      26.3       26.6       11.5       53.6       51.2       91.4       89.3:       8.6       10.7
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  :       251:        80         74         64         83         74        192        187:
Old  :       251:        80         74         64         83         74        192        187:
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  :                 14.0       20.5       25.0       32.7       13.7       15.2       23.4       24.0
Old  :                 14.0       20.5       25.0       32.7       13.7       15.2       23.4       24.0
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 28, 2013                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   176,276:    52,511     63,028     21,383     91,907     81,843    165,801    166,254:    10,475     10,022
Old  :   136,793:    49,387     63,089     11,113     67,782     54,017    128,282    128,219:     8,511      8,574
Other:    39,483:     9,825      6,640      3,569     24,125     27,826     37,519     38,035:     1,964      1,448
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :    14,166:     5,163     12,705      1,438      5,298     -1,491     11,899     12,652:     2,267      1,514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       35.8       12.1       52.1       46.4       94.1       94.3:       5.9        5.7
Old  :     100.0:      36.1       46.1        8.1       49.6       39.5       93.8       93.7:       6.2        6.3
Other:     100.0:      24.9       16.8        9.0       61.1       70.5       95.0       96.3:       5.0        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:       120        113         71        120         95        280        248:
Old  :       373:       117        114         57        102         87        249        233:
Other:       179:        42         26         18         93         64        145         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  :                 12.3       13.9       22.1       24.5       11.2       10.4       20.8       18.6
Old  :                 13.3       15.6       24.1       26.6       13.2       13.0       23.4       23.4
Other:                 17.2       28.2       29.6       45.7       17.0       23.9       27.7       37.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 28, 2013                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    92,698:    72,598     26,943      2,190      4,844     61,936     79,632     91,069:    13,066      1,629
Old  :    92,698:    72,598     26,943      2,190      4,844     61,936     79,632     91,069:    13,066      1,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :    -2,067:    -3,075     -2,869        556        179       -179     -2,340     -2,492:       273        425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.3       29.1        2.4        5.2       66.8       85.9       98.2:      14.1        1.8
Old  :     100.0:      78.3       29.1        2.4        5.2       66.8       85.9       98.2:      14.1        1.8
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  :       162:       130         15          8         14          5        147         25:
Old  :       162:       130         15          8         14          5        147         25:
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  :                 28.6       82.1       41.3       93.6       27.6       81.9       39.8       93.4
Old  :                 28.6       82.1       41.3       93.6       27.6       81.9       39.8       93.4
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 28, 2013                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   364,802:    60,857     31,906      5,712    270,925    306,981    337,494    344,599:    27,308     20,203
Old  :   364,802:    60,857     31,906      5,712    270,925    306,981    337,494    344,599:    27,308     20,203
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :    -4,086:     4,378     -1,603        -43     -8,899     -1,165     -4,564     -2,811:       478     -1,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        8.7        1.6       74.3       84.2       92.5       94.5:       7.5        5.5
Old  :     100.0:      16.7        8.7        1.6       74.3       84.2       92.5       94.5:       7.5        5.5
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  :       261:        56         31         10        107        103        165        142:
Old  :       261:        56         31         10        107        103        165        142:
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  :                 30.9       34.4       40.8       46.2       28.3       34.4       37.7       45.4
Old  :                 30.9       34.4       40.8       46.2       28.3       34.4       37.7       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 31, 2013