WHEAT - CHICAGO BOARD OF TRADE                                                                                                                   Code-001602
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   429,748:    36,196    164,743    163,554     17,033     22,562     85,874     71,872     54,005     24,741     38,111     14,644:   28,172    46,778
Old  :   409,727:    34,996    160,102    161,184     17,061     19,702     82,595     72,524     47,355     24,351     36,502     13,478:   26,066    43,003
Other:    20,021:     1,200      4,641      3,470      1,072      1,760      4,433        502      5,496      1,214      2,433        342:    2,106     3,775
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     9,269:     5,176      7,402     -3,752       -247     -1,594      2,926     -7,199      3,680     -1,546      1,815      4,990:     -611       422
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.4       38.3       38.1        4.0        5.3       20.0       16.7       12.6        5.8        8.9        3.4:      6.6      10.9
Old  :     100.0:       8.5       39.1       39.3        4.2        4.8       20.2       17.7       11.6        5.9        8.9        3.3:      6.4      10.5
Other:     100.0:       6.0       23.2       17.3        5.4        8.8       22.1        2.5       27.5        6.1       12.2        1.7:     10.5      18.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       363:        53         86         15         10         18         53         61         53         45         77         63:
Old  :       360:        50         86         15         10         17         52         63         52         45         79         56:
Other:       114:        12         43         11          7          9          6          5          4         12         21          6:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 22.4       17.5       35.3       26.2       21.2       15.4       33.9       22.6
Old  :                 23.1       18.3       36.3       26.8       22.0       16.2       35.1       23.7
Other:                 55.2       43.2       68.4       53.7       31.0       15.7       38.8       23.9
 
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                                               Code-001612
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   138,459:    31,509     67,911     34,220      1,928      5,008     27,745     13,866     11,317      8,485      8,085      3,079:   17,096    27,265
Old  :   134,949:    31,163     66,057     33,117      1,928      4,720     27,538     13,866     11,317      7,929      8,292      2,674:   16,491    26,095
Other:     3,510:       346      1,854      1,387        284          4        207          0          0        851         88        110:      605     1,170
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :       909:    -2,691      2,038        649        -53        536       -285     -3,629        433        581        -97       -174:    1,860     1,855
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.8       49.0       24.7        1.4        3.6       20.0       10.0        8.2        6.1        5.8        2.2:     12.3      19.7
Old  :     100.0:      23.1       48.9       24.5        1.4        3.5       20.4       10.3        8.4        5.9        6.1        2.0:     12.2      19.3
Other:     100.0:       9.9       52.8       39.5        8.1        0.1        5.9        0.0        0.0       24.2        2.5        3.1:     17.2      33.3
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       154:        38         47         16          .         11         22         23         24         12         21         13:
Old  :       154:        38         47         16          .         10         22         23         24         12         22         11:
Other:        43:         5         21          5          .          .          .          0          0          4          7          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 16.7       27.3       28.3       37.1       13.9       20.2       23.8       27.0
Old  :                 16.8       27.6       28.7       37.1       14.1       20.8       24.2       26.9
Other:                 56.8       49.0       74.2       57.8       56.6       47.6       73.7       55.3
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                                                                                               Code-001626
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    38,430:    16,829     21,845      4,029          0        350      6,430      3,024        817      2,974      2,016        474:    6,527     9,904
Old  :    14,652:     2,500      6,804         33        210          0      7,247      2,811          0      2,669      1,079          0:    2,203     3,748
Other:    23,778:    14,329     15,041      4,206          0        140          0      1,030          0        567      1,199        212:    4,324     6,156
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :      -227:       339        408       -478          0       -184       -345       -204         -1        -27        343         59:      410      -648
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.8       56.8       10.5        0.0        0.9       16.7        7.9        2.1        7.7        5.2        1.2:     17.0      25.8
Old  :     100.0:      17.1       46.4        0.2        1.4        0.0       49.5       19.2        0.0       18.2        7.4        0.0:     15.0      25.6
Other:     100.0:      60.3       63.3       17.7        0.0        0.6        0.0        4.3        0.0        2.4        5.0        0.9:     18.2      25.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        23         21          4          0          .          .          6          .          6          5          5:
Old  :        41:        10         12          .          .          0          4          5          0          5          .          0:
Other:        46:        23         20          4          0          .          0          .          0          4          6          5:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 35.2       32.1       54.0       44.5       29.0       28.1       43.3       38.6
Old  :                 62.7       35.6       73.4       57.4       62.7       35.6       73.4       57.4
Other:                 45.7       42.0       59.3       53.4       43.6       39.6       54.6       50.5
 
CORN - CHICAGO BOARD OF TRADE                                                                                                                    Code-002602
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 1,173,286:   251,828    539,942    317,059     23,018     45,605    176,146    105,300    114,899     85,647     49,842     60,155:  121,947   234,525
Old  :   645,800:    83,535    299,649    200,279     15,829     15,498    146,754    116,312     37,022     73,539     30,312     20,181:   68,992   110,997
Other:   527,486:   168,293    240,293    134,875     25,284     12,012     96,965     56,561     10,304     36,016     43,438     16,066:   52,955   123,528
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :   -21,755:    10,106    -29,826      2,731      1,627      2,117    -23,785     20,234    -11,669     -1,871     -5,850       -639:    1,255     2,251
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.5       46.0       27.0        2.0        3.9       15.0        9.0        9.8        7.3        4.2        5.1:     10.4      20.0
Old  :     100.0:      12.9       46.4       31.0        2.5        2.4       22.7       18.0        5.7       11.4        4.7        3.1:     10.7      17.2
Other:     100.0:      31.9       45.6       25.6        4.8        2.3       18.4       10.7        2.0        6.8        8.2        3.0:     10.0      23.4
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       705:       183        276         18         10         20         61         73         71         91        102        120:
Old  :       639:       130        249         20          6         10         62         68         43         99         76         54:
Other:       577:       122        243         16         11         14         39         42         28         59        102         60:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 13.9       12.9       24.3       19.2       13.9        8.8       22.9       13.8
Old  :                 16.1       16.5       27.0       24.5       16.1       16.0       26.9       23.2
Other:                 18.4       16.7       31.4       22.1       18.1       14.9       30.3       20.1
 
OATS - CHICAGO BOARD OF TRADE                                                                                                                    Code-004603
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    10,745:     3,956      7,589      1,762          0          0      1,201      1,159         64      1,354         34         86:    2,322     1,813
Old  :    10,745:     3,956      7,589      1,762          0          0      1,201      1,159         64      1,354         34         86:    2,322     1,813
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :    -1,297:       428     -2,020        -83          0          0     -1,934        738          0        306       -136       -242:      228       363
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.8       70.6       16.4        0.0        0.0       11.2       10.8        0.6       12.6        0.3        0.8:     21.6      16.9
Old  :     100.0:      36.8       70.6       16.4        0.0        0.0       11.2       10.8        0.6       12.6        0.3        0.8:     21.6      16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        11         10          4          0          0          6          6          .          8          .          4:
Old  :        40:        11         10          4          0          0          6          6          .          8          .          4:
Other:         0:         0          0          0          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  :                 29.4       59.1       48.9       73.9       28.9       50.0       44.1       62.9
Old  :                 29.4       59.1       48.9       73.9       28.9       50.0       44.1       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                                                              Code-039601
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    14,266:     4,414      5,453      1,987        220          0      1,762      3,350          5      2,180      2,325      1,157:    2,761     1,756
Old  :    10,376:     2,660      3,320      1,651         96          0      1,117      3,350          5      2,763      2,414          0:    2,180     1,191
Other:     3,890:     1,754      2,133        336        124          0        645          0          0        557      1,051         17:      581       565
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :       630:       349     -1,050          6        127          0       -226      1,061          0        475        -12         -4:       30       508
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.9       38.2       13.9        1.5        0.0       12.4       23.5        0.0       15.3       16.3        8.1:     19.4      12.3
Old  :     100.0:      25.6       32.0       15.9        0.9        0.0       10.8       32.3        0.0       26.6       23.3        0.0:     21.0      11.5
Other:     100.0:      45.1       54.8        8.6        3.2        0.0       16.6        0.0        0.0       14.3       27.0        0.4:     14.9      14.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        75:        16         13          7          .          0          6         11          .         18          9         11:
Old  :        73:        12          8          7          .          0          6         11          .         18         10          0:
Other:        36:         8         11          .          .          0          .          0          0          6          8          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 26.2       38.4       39.4       53.2       26.2       36.1       39.4       50.9
Old  :                 23.5       44.9       38.1       63.3       23.5       44.8       38.1       63.3
Other:                 49.6       51.2       67.7       69.8       48.5       49.2       66.7       67.8
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                                                          Code-054642
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   270,961:    34,757     80,170     72,208      5,506     10,253     47,465     45,785     35,948     19,698     33,660     21,702:   28,930    37,937
Old  :   205,254:    27,122     43,731     49,203      7,382      8,224     40,910     48,070     29,687     16,511     26,708     14,588:   19,009    26,864
Other:    65,707:     7,635     36,439     25,024        143         10     11,653      2,813      1,163      5,773      9,538      4,528:    9,921    11,073
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     5,802:     2,029      2,386      2,019      3,994     -1,196      1,860     -3,028      1,980       -127      2,387       -618:     -145      -103
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.8       29.6       26.6        2.0        3.8       17.5       16.9       13.3        7.3       12.4        8.0:     10.7      14.0
Old  :     100.0:      13.2       21.3       24.0        3.6        4.0       19.9       23.4       14.5        8.0       13.0        7.1:      9.3      13.1
Other:     100.0:      11.6       55.5       38.1        0.2        0.0       17.7        4.3        1.8        8.8       14.5        6.9:     15.1      16.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       298:        45         67         14          4         11         49         60         57         30         49         57:
Old  :       289:        26         59         13          5         11         47         61         54         28         58         50:
Other:       142:        35         59         14          .          .         12         10          6         16         21         22:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 20.8       11.7       32.6       18.0       17.6       11.7       29.4       17.0
Old  :                 21.1       12.1       31.6       19.1       20.8       11.7       29.7       17.4
Other:                 42.2       16.5       55.2       29.2       42.2       16.1       54.3       27.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                        Code-057642
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   329,817:    48,741    145,103     88,801      6,040      6,364     90,546     43,493     29,700     24,492     29,877     15,672:   25,501    53,568
Old  :   329,817:    48,741    145,103     88,801      6,040      6,364     90,546     43,493     29,700     24,492     29,877     15,672:   25,501    53,568
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :    -1,932:     1,927      3,372       -600        545     -1,358     -1,302     -5,048       -800     -1,278      1,424        943:      536    -1,010
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.8       44.0       26.9        1.8        1.9       27.5       13.2        9.0        7.4        9.1        4.8:      7.7      16.2
Old  :     100.0:      14.8       44.0       26.9        1.8        1.9       27.5       13.2        9.0        7.4        9.1        4.8:      7.7      16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       386:        59        136         16          6         11         65         51         56         49         41         62:
Old  :       386:        59        136         16          6         11         65         51         56         49         41         62:
Other:         0:         0          0          0          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  :                 22.4       13.6       34.8       20.9       22.3       13.5       34.7       20.1
Old  :                 22.4       13.6       34.8       20.9       22.3       13.5       34.7       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                      Code-061641
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    38,874:     6,804      7,710      4,369        543        789     12,523      1,429      1,045      2,135      7,628      4,038:    7,171    15,692
Old  :    38,874:     6,804      7,710      4,369        543        789     12,523      1,429      1,045      2,135      7,628      4,038:    7,171    15,692
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :    -2,709:      -517       -318         83          9        -30       -852         81       -124     -1,329     -1,772        439:     -379      -994
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.5       19.8       11.2        1.4        2.0       32.2        3.7        2.7        5.5       19.6       10.4:     18.4      40.4
Old  :     100.0:      17.5       19.8       11.2        1.4        2.0       32.2        3.7        2.7        5.5       19.6       10.4:     18.4      40.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       180:        22         48          9          .          5         39         10         13         22         28         18:
Old  :       180:        22         48          9          .          5         39         10         13         22         28         18:
Other:         0:         0          0          0          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  :                 19.3       18.0       31.7       24.5       17.9       15.1       28.2       20.1
Old  :                 19.3       18.0       31.7       24.5       17.9       15.1       28.2       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                                                              Code-050642
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 20,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     5,112:     4,359      4,370          0          0          0          0          0          0        147        157         50:      556       535
Old  :     5,112:     4,359      4,370          0          0          0          0          0          0        147        157         50:      556       535
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :        -4:        -1         23          0          0          0          0          0          0         -2          7          4:       -5       -38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.3       85.5        0.0        0.0        0.0        0.0        0.0        0.0        2.9        3.1        1.0:     10.9      10.5
Old  :     100.0:      85.3       85.5        0.0        0.0        0.0        0.0        0.0        0.0        2.9        3.1        1.0:     10.9      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         11          0          0          0          0          0          0          .          .          .:
Old  :        22:        11         11          0          0          0          0          0          0          .          .          .:
Other:         0:         0          0          0          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  :                 70.7       62.0       84.5       80.4       70.7       61.9       83.2       78.1
Old  :                 70.7       62.0       84.5       80.4       70.7       61.9       83.2       78.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                                                                    Code-052641
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    27,605:    16,846     13,784          0        823         46      1,375          0          0      4,593      7,404      1,043:    3,702     4,505
Old  :    27,605:    16,846     13,784          0        823         46      1,375          0          0      4,593      7,404      1,043:    3,702     4,505
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :       856:       184        670          0         84          0        488       -147          0        -11         14         95:      100       140
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.0       49.9        0.0        3.0        0.2        5.0        0.0        0.0       16.6       26.8        3.8:     13.4      16.3
Old  :     100.0:      61.0       49.9        0.0        3.0        0.2        5.0        0.0        0.0       16.6       26.8        3.8:     13.4      16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        68:        28         21          0          .          .          .          0          0          8         16         15:
Old  :        68:        28         21          0          .          .          .          0          0          8         16         15:
Other:         0:         0          0          0          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  :                 45.3       36.2       60.7       54.0       43.7       35.7       59.0       52.8
Old  :                 45.3       36.2       60.7       54.0       43.7       35.7       59.0       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                                                              Code-063642
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 20,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    10,574:     9,805      5,217          0          0          0          0        205          0        147      4,836         67:      555       249
Old  :    10,574:     9,805      5,217          0          0          0          0        205          0        147      4,836         67:      555       249
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :       180:       487        150          0          0          0          0          0         -1       -276        104        -27:       -3       -46
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.7       49.3        0.0        0.0        0.0        0.0        1.9        0.0        1.4       45.7        0.6:      5.2       2.4
Old  :     100.0:      92.7       49.3        0.0        0.0        0.0        0.0        1.9        0.0        1.4       45.7        0.6:      5.2       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        18         12          0          0          0          0          .          0          .         12          6:
Old  :        38:        18         12          0          0          0          0          .          0          .         12          6:
Other:         0:         0          0          0          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  :                 79.1       66.9       88.3       84.5       78.4       66.4       85.8       82.6
Old  :                 79.1       66.9       88.3       84.5       78.4       66.4       85.8       82.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                                                                Code-005602
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   773,983:   140,000    455,779    117,487      9,230     37,092    215,629     16,126     71,603     76,533     39,726     53,128:   62,511    91,299
Old  :   300,965:    34,458    198,530     67,983      9,921      1,183    120,692     19,217      9,114     36,942     26,137      8,012:   22,581    28,851
Other:   473,018:   105,542    257,249     62,977     12,782     22,436    107,596      9,568     49,830     59,958     33,956     24,749:   39,930    62,448
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :    -2,806:     4,253     -4,427     -1,218       -187     -1,636     -3,876      4,442       -263        409        668        810:   -1,285    -2,213
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.1       58.9       15.2        1.2        4.8       27.9        2.1        9.3        9.9        5.1        6.9:      8.1      11.8
Old  :     100.0:      11.4       66.0       22.6        3.3        0.4       40.1        6.4        3.0       12.3        8.7        2.7:      7.5       9.6
Other:     100.0:      22.3       54.4       13.3        2.7        4.7       22.7        2.0       10.5       12.7        7.2        5.2:      8.4      13.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       585:       133        182         16          7         17        115         22         68        107         99        140:
Old  :       510:        62        154         17          5          8         91         29         27         96         92         53:
Other:       485:       115        167         15          7         14         68         21         43        101         80         95:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 12.2       22.1       19.3       31.8        8.8       18.1       15.1       26.3
Old  :                 19.5       29.4       30.8       40.5       19.5       29.1       30.7       39.5
Other:                 12.6       24.0       20.4       32.7       10.8       17.2       17.1       24.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                                                             Code-007601
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 60,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   396,753:   117,815    176,721     79,214      1,848     21,762     41,689     68,710     27,679     36,637     22,610     39,931:   32,026    37,492
Old  :   250,363:    87,658     83,073     42,807     12,814      5,086     39,366     75,766      5,400     36,447     24,003     15,218:   18,381    29,003
Other:   146,390:    30,157     93,648     49,139      1,766      3,944     19,844     10,465      4,758     13,695     12,112     11,208:   13,645     8,489
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :      -115:     3,265    -14,335     -4,000         14      1,792     -3,706      3,762        360     -3,649        766      4,960:      863     2,566
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.7       44.5       20.0        0.5        5.5       10.5       17.3        7.0        9.2        5.7       10.1:      8.1       9.4
Old  :     100.0:      35.0       33.2       17.1        5.1        2.0       15.7       30.3        2.2       14.6        9.6        6.1:      7.3      11.6
Other:     100.0:      20.6       64.0       33.6        1.2        2.7       13.6        7.1        3.3        9.4        8.3        7.7:      9.3       5.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       300:        54         55         17          .         14         30         52         30         47         35         82:
Old  :       289:        46         53         14          5         11         30         51         18         57         40         52:
Other:       180:        34         34         15          4          9         21         13         11         35         32         41:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 22.2       19.2       31.4       28.6       14.3       12.8       21.5       20.7
Old  :                 27.2       12.7       36.9       23.4       26.3       12.5       35.5       22.3
Other:                 24.8       40.3       38.1       54.1       19.4       29.3       30.7       40.6
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                                                            Code-026603
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 TONS)                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   249,886:    67,253    191,242     20,956      2,109      1,687     82,641      2,510      7,363     15,599      9,904     12,942:   41,445    22,129
Old  :   158,803:    29,966    122,482     16,085      1,384        733     70,464      4,108      1,211      8,737      9,790      3,890:   27,717    15,205
Other:    91,083:    37,287     68,760      5,114        968        711     14,449        674      3,880      9,152      2,404      6,762:   13,728     6,924
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     1,039:       740     -1,588        152       -237        234     -4,858         72     -1,447      1,890      2,781      2,954:    1,374    -1,730
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.9       76.5        8.4        0.8        0.7       33.1        1.0        2.9        6.2        4.0        5.2:     16.6       8.9
Old  :     100.0:      18.9       77.1       10.1        0.9        0.5       44.4        2.6        0.8        5.5        6.2        2.4:     17.5       9.6
Other:     100.0:      40.9       75.5        5.6        1.1        0.8       15.9        0.7        4.3       10.0        2.6        7.4:     15.1       7.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       221:        59         60         12          .          8         65          .         15         34         21         32:
Old  :       204:        49         58         11          4          5         56          6          6         28         23         22:
Other:       148:        47         40          9          5          6         21          5          6         33         11         24:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 10.1       36.5       18.4       50.1        8.7       34.2       15.6       45.1
Old  :                 12.8       40.5       22.3       51.7       12.2       39.4       21.1       49.5
Other:                 15.9       35.5       26.4       51.8       13.8       31.8       22.1       45.8
 
COTTON NO. 2 - ICE FUTURES U.S.                                                                                                                  Code-033661
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   191,976:    32,564     77,121     62,527      8,328      6,762     31,335     41,124     10,417     25,897     23,823      7,572:   14,902    16,829
Old  :    91,096:    24,710     18,660     26,199     12,633        213     20,502     37,498      1,514     11,839      8,094        189:    5,930    12,295
Other:   100,880:     7,854     58,461     41,245        612      1,632     16,347      9,140      3,389     20,447     22,118        994:    8,972     4,534
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     1,961:       226       -257       -778       -180       -365        658     -2,739        962      1,446      5,084       -699:      511       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.0       40.2       32.6        4.3        3.5       16.3       21.4        5.4       13.5       12.4        3.9:      7.8       8.8
Old  :     100.0:      27.1       20.5       28.8       13.9        0.2       22.5       41.2        1.7       13.0        8.9        0.2:      6.5      13.5
Other:     100.0:       7.8       58.0       40.9        0.6        1.6       16.2        9.1        3.4       20.3       21.9        1.0:      8.9       4.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       298:        32         46         23          7         15         38         71         34         59         41         36:
Old  :       250:        19         32         19         10          .         27         72         12         44         33          .:
Other:       218:        24         41         22          6          9         37         20         11         49         31         14:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 20.3       21.2       33.7       30.1       16.6       12.9       27.9       21.1
Old  :                 30.7       15.8       45.5       28.2       30.7       15.6       45.5       28.0
Other:                 20.2       35.0       31.6       46.7       20.2       32.7       31.6       44.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                                                                Code-040701
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 15,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    24,531:     8,175     14,449      2,955         99        212      4,070      5,391         81      6,135      1,033        615:    2,288     2,651
Old  :    22,614:     7,225     13,066      2,952         99        212      4,050      5,391         79      5,689        973        223:    2,184     2,571
Other:     1,917:       950      1,383          3          0          0         20          0          2        457         71        381:      104        80
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :       985:     1,229        930        -70          0          0       -395         30          1        202        -21        112:      -94       -67
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.3       58.9       12.0        0.4        0.9       16.6       22.0        0.3       25.0        4.2        2.5:      9.3      10.8
Old  :     100.0:      31.9       57.8       13.1        0.4        0.9       17.9       23.8        0.3       25.2        4.3        1.0:      9.7      11.4
Other:     100.0:      49.6       72.1        0.2        0.0        0.0        1.0        0.0        0.1       23.8        3.7       19.9:      5.4       4.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        95:        20         11          6          .          .         11         24          .         21          9         12:
Old  :        94:        19         11          6          .          .         11         24          .         20          9          9:
Other:        25:         8          .          .          0          0          .          0          .         10          .          9:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 31.3       58.1       44.9       68.2       26.3       52.2       38.4       60.0
Old  :                 33.6       57.0       48.3       67.6       28.5       51.0       41.2       59.1
Other:                 54.8       84.0       80.0       94.3       47.3       70.5       61.7       70.5
 
COCOA - ICE FUTURES U.S.                                                                                                                         Code-073732
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 10 METRIC TONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   189,385:    93,897     90,178     22,491     15,722      6,535     22,526     34,610     21,556      7,834      3,785      5,499:    9,047    11,500
Old  :   109,803:    46,475     28,513     16,064     16,995      2,149     20,931     33,054     11,042      5,095      6,762        858:    7,189    10,430
Other:    79,582:    47,422     61,665     10,639      2,939        174      7,747      7,708      4,362      6,321        605      1,059:    1,858     1,070
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     4,335:     5,024        858     -1,309      1,369      1,730     -1,506       -918       -341        589         99       -373:      521     1,911
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.6       47.6       11.9        8.3        3.5       11.9       18.3       11.4        4.1        2.0        2.9:      4.8       6.1
Old  :     100.0:      42.3       26.0       14.6       15.5        2.0       19.1       30.1       10.1        4.6        6.2        0.8:      6.5       9.5
Other:     100.0:      59.6       77.5       13.4        3.7        0.2        9.7        9.7        5.5        7.9        0.8        1.3:      2.3       1.3
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       189:        36         30         19          4          9         26         58         30         24         16         15:
Old  :       185:        31         24         17          6          5         22         61         25         24         14          9:
Other:        98:        27         24         16          .          .         14          8          7         14          6          9:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 25.9       26.2       39.3       39.7       22.6       19.7       31.5       27.7
Old  :                 26.9       21.7       41.8       32.6       26.5       20.1       39.6       29.3
Other:                 39.0       43.6       55.7       64.6       35.4       38.5       51.5       57.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                                                                  Code-080732
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 112,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   753,540:   220,384    363,578    173,274     75,046     24,066    147,109     96,996     50,338     50,649     31,352     21,637:   66,083    90,527
Old  :   753,540:   220,384    363,578    173,274     75,046     24,066    147,109     96,996     50,338     50,649     31,352     21,637:   66,083    90,527
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :    23,951:     7,813      4,141       -711        -57       -384      4,591      8,263      4,111      1,434     -2,624      3,181:    3,916     7,320
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.2       48.2       23.0       10.0        3.2       19.5       12.9        6.7        6.7        4.2        2.9:      8.8      12.0
Old  :     100.0:      29.2       48.2       23.0       10.0        3.2       19.5       12.9        6.7        6.7        4.2        2.9:      8.8      12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       244:        53         57         20         11         18         33         37         31         37         38         44:
Old  :       244:        53         57         20         11         18         33         37         31         37         38         44:
Other:         0:         0          0          0          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  :                 12.7       20.3       23.5       29.6       12.6       17.8       22.2       25.4
Old  :                 12.7       20.3       23.5       29.6       12.6       17.8       22.2       25.4
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
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 37,500 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   150,688:    46,291     61,419     29,063      7,213      8,041     22,240     35,487     15,106     15,475      7,263      7,504:    6,968     8,655
Old  :   104,879:    24,002     41,028     25,048      5,443      2,357     26,057     35,860      5,329     14,825      5,720      2,025:    5,236     7,117
Other:    45,809:    22,289     20,391      6,955      4,710      2,744      4,878      8,322      1,082      3,856      4,749      2,273:    1,732     1,538
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     1,243:     1,785     -2,988       -309        389       -665       -507        785      1,089     -1,354        917        623:      581     1,093
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.7       40.8       19.3        4.8        5.3       14.8       23.5       10.0       10.3        4.8        5.0:      4.6       5.7
Old  :     100.0:      22.9       39.1       23.9        5.2        2.2       24.8       34.2        5.1       14.1        5.5        1.9:      5.0       6.8
Other:     100.0:      48.7       44.5       15.2       10.3        6.0       10.6       18.2        2.4        8.4       10.4        5.0:      3.8       3.4
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       362:        98         86         19         13         21         39         76         39         44         44         58:
Old  :       356:        84         79         18         14         13         38         77         31         50         44         34:
Other:       206:        66         60         16          9         10         17         15          5         29         28         25:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 12.6       14.8       23.2       22.9       11.4       11.6       20.2       18.7
Old  :                 15.4       17.7       26.1       27.7       15.4       14.8       26.1       24.8
Other:                 23.9       19.0       39.2       32.0       23.6       17.2       37.7       29.3
 
 

Updated June 5, 2012