WHEAT - CHICAGO BOARD OF TRADE                                                                                                                   Code-001602
Disaggregated Commitments of Traders - Futures Only, June 5, 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  :   429,358:    41,442    142,637    154,977     15,524     33,545     85,737     88,978     48,318     25,988     36,372     11,407:   27,944    52,577
Old  :   402,874:    39,760    135,657    151,483     15,582     30,245     77,680     88,779     41,235     26,396     34,305      9,781:   26,294    47,290
Other:    26,484:     1,682      6,980      4,174        622      2,620      8,864      1,006      6,276        932      3,407        286:    1,650     5,287
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :      -390:     5,246    -22,106     -8,577     -1,509     10,983       -137     17,106     -5,687      1,247     -1,739     -3,237:     -228     5,799
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.7       33.2       36.1        3.6        7.8       20.0       20.7       11.3        6.1        8.5        2.7:      6.5      12.2
Old  :     100.0:       9.9       33.7       37.6        3.9        7.5       19.3       22.0       10.2        6.6        8.5        2.4:      6.5      11.7
Other:     100.0:       6.4       26.4       15.8        2.3        9.9       33.5        3.8       23.7        3.5       12.9        1.1:      6.2      20.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       354:        57         83         15         10         21         48         59         50         51         74         66:
Old  :       350:        56         82         15         10         19         48         59         50         55         70         59:
Other:       119:        10         45         13          5         10          5          7          4          8         29          4:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 23.3       14.5       35.9       23.7       19.7       11.6       32.1       19.1
Old  :                 24.4       14.8       37.4       23.8       20.7       12.3       33.7       20.4
Other:                 61.4       41.9       74.2       51.0       36.9       17.7       46.1       23.5
 
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                                               Code-001612
Disaggregated Commitments of Traders - Futures Only, June 5, 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  :   148,612:    31,971     69,813     35,631      1,928      4,850     29,472     15,654     13,755      7,887      8,230      3,702:   21,344    30,680
Old  :   142,487:    31,589     66,739     33,639      1,928      4,560     28,132     15,654     13,346      7,735      8,450      2,924:   20,562    28,886
Other:     6,125:       382      3,074      2,278        286          4      1,749        409          0        692        320        238:      782     1,794
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    10,153:       462      1,902      1,411          0       -158      1,727      1,788      2,438       -598        145        623:    4,248     3,415
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.5       47.0       24.0        1.3        3.3       19.8       10.5        9.3        5.3        5.5        2.5:     14.4      20.6
Old  :     100.0:      22.2       46.8       23.6        1.4        3.2       19.7       11.0        9.4        5.4        5.9        2.1:     14.4      20.3
Other:     100.0:       6.2       50.2       37.2        4.7        0.1       28.6        6.7        0.0       11.3        5.2        3.9:     12.8      29.3
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       151:        38         46         14          .         10         23         21         23         14         20         19:
Old  :       151:        38         46         14          .          9         24         21         22         14         21         16:
Other:        52:         5         23          5          .          .          4          .          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  :                 15.9       25.8       26.9       36.2       13.7       19.1       23.0       27.4
Old  :                 16.3       26.1       26.9       36.1       14.1       19.8       22.9       27.0
Other:                 53.8       43.5       71.0       53.3       53.8       43.3       70.8       51.8
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                                                                                               Code-001626
Disaggregated Commitments of Traders - Futures Only, June 5, 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  :    38,396:    16,564     20,704      3,820          0        310      4,880      3,432        769      3,412      1,599        388:    8,253    11,194
Old  :    13,460:     2,002      5,201         17        170          0      5,649      2,961          0      2,600        587          0:    3,192     4,541
Other:    24,936:    14,562     15,503      3,973          0        140          0      1,240          0        959      1,159        241:    5,061     6,653
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :       -34:      -265     -1,141       -209          0        -40     -1,550        408        -48        438       -417        -86:    1,726     1,290
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.1       53.9        9.9        0.0        0.8       12.7        8.9        2.0        8.9        4.2        1.0:     21.5      29.2
Old  :     100.0:      14.9       38.6        0.1        1.3        0.0       42.0       22.0        0.0       19.3        4.4        0.0:     23.7      33.7
Other:     100.0:      58.4       62.2       15.9        0.0        0.6        0.0        5.0        0.0        3.8        4.6        1.0:     20.3      26.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        23         19          4          0          .          .          8          .          6          5          5:
Old  :        43:        10         13          .          .          0          4          7          0          5          .          0:
Other:        45:        22         18          4          0          .          0          4          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  :                 28.2       30.4       46.2       42.7       23.6       27.5       37.3       38.1
Old  :                 56.4       31.7       67.5       49.7       56.4       31.7       67.5       49.7
Other:                 40.7       40.9       55.3       53.2       37.8       38.6       51.3       50.7
 
CORN - CHICAGO BOARD OF TRADE                                                                                                                    Code-002602
Disaggregated Commitments of Traders - Futures Only, June 5, 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  : 1,178,388:   246,638    518,773    309,652     27,096     51,678    180,602    130,789    113,026     87,834     44,081     59,242:  129,716   233,703
Old  :   641,815:    88,782    288,644    188,135     16,464     17,846    150,519    138,561     33,021     76,588     26,660     17,973:   68,951   102,646
Other:   536,573:   157,856    230,129    143,144     32,259     12,205     96,906     59,051     13,182     36,280     42,455     16,235:   60,765   131,057
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :     5,102:    -5,190    -21,169     -7,407      4,078      6,073      4,456     25,489     -1,873      2,187     -5,761       -913:    7,769      -822
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.9       44.0       26.3        2.3        4.4       15.3       11.1        9.6        7.5        3.7        5.0:     11.0      19.8
Old  :     100.0:      13.8       45.0       29.3        2.6        2.8       23.5       21.6        5.1       11.9        4.2        2.8:     10.7      16.0
Other:     100.0:      29.4       42.9       26.7        6.0        2.3       18.1       11.0        2.5        6.8        7.9        3.0:     11.3      24.4
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       677:       174        255         19         10         21         67         79         85         96         83        121:
Old  :       609:       126        229         20          6         12         64         73         57        102         61         58:
Other:       559:       112        224         17         11         16         46         47         28         60         92         57:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 13.8       12.9       24.1       20.0       13.4        9.1       22.3       14.4
Old  :                 15.4       18.5       25.8       28.8       15.4       18.2       25.8       25.9
Other:                 19.1       15.9       32.5       21.8       18.9       14.8       31.4       20.5
 
OATS - CHICAGO BOARD OF TRADE                                                                                                                    Code-004603
Disaggregated Commitments of Traders - Futures Only, June 5, 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  :    11,639:     4,421      6,720      1,852          0         20        921      2,354         64      1,859        203         85:    2,417     2,193
Old  :    11,639:     4,421      6,720      1,852          0         20        921      2,354         64      1,859        203         85:    2,417     2,193
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :       894:       465       -869         90          0         20       -280      1,195          0        505        169         -1:       95       380
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.0       57.7       15.9        0.0        0.2        7.9       20.2        0.5       16.0        1.7        0.7:     20.8      18.8
Old  :     100.0:      38.0       57.7       15.9        0.0        0.2        7.9       20.2        0.5       16.0        1.7        0.7:     20.8      18.8
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  :        45:        12         10          4          0          .          7          7          .         11          .          .:
Old  :        45:        12         10          4          0          .          7          7          .         11          .          .:
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  :                 29.1       56.4       47.7       70.1       27.7       52.6       40.5       61.6
Old  :                 29.1       56.4       47.7       70.1       27.7       52.6       40.5       61.6
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, June 5, 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  :    15,635:     5,932      5,240      1,758        347          0      1,490      3,866         74      2,401      2,330      1,364:    2,616     2,414
Old  :     8,829:     2,941      1,445        486          0          0        363      3,653          5      3,347      2,058          0:    1,687     1,668
Other:     6,806:     2,991      3,795      1,272        347          0      1,127        213         69        327      1,545         91:      929       746
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :     1,369:     1,518       -213       -229        127          0       -272        516         69        221          5        207:     -145       658
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.9       33.5       11.2        2.2        0.0        9.5       24.7        0.5       15.4       14.9        8.7:     16.7      15.4
Old  :     100.0:      33.3       16.4        5.5        0.0        0.0        4.1       41.4        0.1       37.9       23.3        0.0:     19.1      18.9
Other:     100.0:      43.9       55.8       18.7        5.1        0.0       16.6        3.1        1.0        4.8       22.7        1.3:     13.6      11.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        86:        15         13          6          .          0          5         15          .         19          9         17:
Old  :        73:        11          7          4          0          0          .         14          .         26          9          0:
Other:        53:        10         11          .          .          0          4          4          .          8         15          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  :                 31.5       34.7       44.0       48.2       31.5       32.0       43.2       45.4
Old  :                 25.8       38.7       40.0       60.3       25.8       38.6       40.0       60.3
Other:                 50.2       48.9       67.3       64.8       50.2       47.5       66.4       63.5
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                                                          Code-054642
Disaggregated Commitments of Traders - Futures Only, June 5, 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  :   269,249:    29,274     85,518     73,629      3,758     11,088     44,751     35,291     38,119     17,509     28,885     27,104:   27,775    39,486
Old  :   192,605:    21,282     43,297     46,465      5,522      9,159     37,383     37,705     31,401     16,362     25,120     14,476:   16,077    25,925
Other:    76,644:     7,992     42,221     29,083        155         10     12,330      2,548      1,756      8,122     10,740      5,653:   11,698    13,561
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -1,712:    -5,483      5,348      1,421     -1,748        835     -2,714    -10,494      2,171     -2,189     -4,775      5,402:   -1,155     1,549
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.9       31.8       27.3        1.4        4.1       16.6       13.1       14.2        6.5       10.7       10.1:     10.3      14.7
Old  :     100.0:      11.0       22.5       24.1        2.9        4.8       19.4       19.6       16.3        8.5       13.0        7.5:      8.3      13.5
Other:     100.0:      10.4       55.1       37.9        0.2        0.0       16.1        3.3        2.3       10.6       14.0        7.4:     15.3      17.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       292:        46         73         15          .         11         53         51         56         34         37         55:
Old  :       282:        26         64         14          4         11         48         54         51         29         49         41:
Other:       154:        38         62         14          .          .         16          6          8         23         21         23:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 18.6        9.8       30.8       16.2       15.4        9.5       27.0       15.0
Old  :                 19.8       10.7       30.1       18.5       19.7       10.0       28.8       15.4
Other:                 34.9       15.8       51.0       28.0       34.9       15.8       50.6       26.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                        Code-057642
Disaggregated Commitments of Traders - Futures Only, June 5, 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  :   326,300:    47,179    146,383     91,154      5,656      6,801     88,163     40,921     29,167     19,097     26,883     16,427:   28,312    54,062
Old  :   326,300:    47,179    146,383     91,154      5,656      6,801     88,163     40,921     29,167     19,097     26,883     16,427:   28,312    54,062
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -3,517:    -1,562      1,280      2,353       -384        437     -2,383     -2,572       -533     -5,395     -2,994        755:    2,811       494
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.5       44.9       27.9        1.7        2.1       27.0       12.5        8.9        5.9        8.2        5.0:      8.7      16.6
Old  :     100.0:      14.5       44.9       27.9        1.7        2.1       27.0       12.5        8.9        5.9        8.2        5.0:      8.7      16.6
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  :       379:        60        131         17          5         11         62         51         55         41         46         69:
Old  :       379:        60        131         17          5         11         62         51         55         41         46         69:
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  :                 22.0       13.8       35.0       20.6       22.0       13.6       34.9       19.9
Old  :                 22.0       13.8       35.0       20.6       22.0       13.6       34.9       19.9
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, June 5, 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  :    38,923:     7,059      7,680      4,057        561        864     12,403      1,365      1,081      1,750      7,155      4,488:    7,221    15,729
Old  :    38,923:     7,059      7,680      4,057        561        864     12,403      1,365      1,081      1,750      7,155      4,488:    7,221    15,729
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :        49:       255        -30       -312         18         75       -120        -64         36       -385       -473        450:       50        37
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.1       19.7       10.4        1.4        2.2       31.9        3.5        2.8        4.5       18.4       11.5:     18.6      40.4
Old  :     100.0:      18.1       19.7       10.4        1.4        2.2       31.9        3.5        2.8        4.5       18.4       11.5:     18.6      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  :       182:        25         53          8          .          6         38         12         13         19         28         19:
Old  :       182:        25         53          8          .          6         38         12         13         19         28         19:
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  :                 18.4       18.3       30.4       24.6       16.6       14.1       26.8       18.7
Old  :                 18.4       18.3       30.4       24.6       16.6       14.1       26.8       18.7
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, June 5, 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  :     4,498:     3,874      3,965         62          0          0          0          0          0         51        126         31:      480       376
Old  :     4,498:     3,874      3,965         62          0          0          0          0          0         51        126         31:      480       376
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :      -614:      -485       -405         62          0          0          0          0          0        -96        -31        -19:      -76      -159
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.1       88.2        1.4        0.0        0.0        0.0        0.0        0.0        1.1        2.8        0.7:     10.7       8.4
Old  :     100.0:      86.1       88.2        1.4        0.0        0.0        0.0        0.0        0.0        1.1        2.8        0.7:     10.7       8.4
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  :        22:        11         12          .          0          0          0          0          0          .          .          .:
Old  :        22:        11         12          .          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  :                 70.8       64.8       85.0       83.3       70.8       64.6       82.4       80.6
Old  :                 70.8       64.8       85.0       83.3       70.8       64.6       82.4       80.6
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, June 5, 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  :    23,603:    14,066     12,019          0        728         48      1,094          0          0      3,858      5,962        731:    3,806     4,115
Old  :    23,603:    14,066     12,019          0        728         48      1,094          0          0      3,858      5,962        731:    3,806     4,115
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -4,002:    -2,780     -1,765          0        -95          2       -281          0          0       -735     -1,442       -312:      104      -390
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.6       50.9        0.0        3.1        0.2        4.6        0.0        0.0       16.3       25.3        3.1:     16.1      17.4
Old  :     100.0:      59.6       50.9        0.0        3.1        0.2        4.6        0.0        0.0       16.3       25.3        3.1:     16.1      17.4
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  :        66:        24         21          0          .          .          .          0          0         11         13         14:
Old  :        66:        24         21          0          .          .          .          0          0         11         13         14:
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  :                 45.4       37.3       60.8       54.7       45.2       36.4       59.0       53.5
Old  :                 45.4       37.3       60.8       54.7       45.2       36.4       59.0       53.5
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, June 5, 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  :     9,130:     8,244      4,792          0          0          0          0         68          1        112      4,063         50:      723       156
Old  :     9,130:     8,244      4,792          0          0          0          0         68          1        112      4,063         50:      723       156
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    -1,444:    -1,561       -425          0          0          0          0       -137          1        -35       -773        -17:      168       -93
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.3       52.5        0.0        0.0        0.0        0.0        0.7        0.0        1.2       44.5        0.5:      7.9       1.7
Old  :     100.0:      90.3       52.5        0.0        0.0        0.0        0.0        0.7        0.0        1.2       44.5        0.5:      7.9       1.7
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  :        33:        15         12          0          0          0          0          .          .          .         10          7:
Old  :        33:        15         12          0          0          0          0          .          .          .         10          7:
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  :                 79.2       69.0       88.4       86.7       78.8       68.7       86.0       86.5
Old  :                 79.2       69.0       88.4       86.7       78.8       68.7       86.0       86.5
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, June 5, 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  :   762,748:   146,019    441,650    118,045      8,760     40,433    195,251     16,082     75,949     74,883     40,356     51,523:   60,645    87,995
Old  :   274,746:    42,851    177,027     56,821     11,865      1,187    106,987     18,280      8,134     31,822     25,612      6,119:   20,825    26,522
Other:   488,002:   103,168    264,623     77,109     12,780     23,361    103,638     13,176     52,441     60,888     32,571     27,577:   39,820    61,473
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :   -11,235:     6,019    -14,129        558       -470      3,341    -20,378        -44      4,346     -1,650        630     -1,605:   -1,866    -3,304
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.1       57.9       15.5        1.1        5.3       25.6        2.1       10.0        9.8        5.3        6.8:      8.0      11.5
Old  :     100.0:      15.6       64.4       20.7        4.3        0.4       38.9        6.7        3.0       11.6        9.3        2.2:      7.6       9.7
Other:     100.0:      21.1       54.2       15.8        2.6        4.8       21.2        2.7       10.7       12.5        6.7        5.7:      8.2      12.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       575:       131        180         16          6         19        107         24         68        110         90        128:
Old  :       485:        70        152         17          5         11         83         23         29         83         90         44:
Other:       482:       111        165         16          6         17         67         26         48        102         65         92:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 13.4       22.7       20.6       31.7        8.9       17.9       15.4       25.2
Old  :                 21.0       29.9       32.0       40.3       21.0       29.5       31.9       39.4
Other:                 12.9       24.5       21.0       32.4       11.3       18.6       18.7       25.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                                                             Code-007601
Disaggregated Commitments of Traders - Futures Only, June 5, 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  :   395,897:   119,222    167,644     78,590      1,878     24,736     39,972     71,857     25,048     33,067     23,740     41,978:   33,284    39,016
Old  :   241,352:    90,818     73,646     39,045     15,878      5,179     36,386     77,261      1,943     33,002     22,292     16,695:   18,284    28,458
Other:   154,545:    28,404     93,998     55,334      1,789      3,768     21,494     12,504      5,197     13,190     14,573     12,158:   15,000    10,558
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :      -856:     1,407     -9,077       -624         30      2,974     -1,717      3,147     -2,631     -3,570      1,130      2,047:    1,258     1,524
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.1       42.3       19.9        0.5        6.2       10.1       18.2        6.3        8.4        6.0       10.6:      8.4       9.9
Old  :     100.0:      37.6       30.5       16.2        6.6        2.1       15.1       32.0        0.8       13.7        9.2        6.9:      7.6      11.8
Other:     100.0:      18.4       60.8       35.8        1.2        2.4       13.9        8.1        3.4        8.5        9.4        7.9:      9.7       6.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       297:        58         52         17          .         15         29         49         29         47         32         85:
Old  :       282:        50         51         14          5         12         25         50         13         65         33         57:
Other:       191:        38         34         15          4         10         24         12         11         30         41         38:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 23.0       18.0       32.0       26.7       15.2       11.5       22.4       18.7
Old  :                 28.4       13.4       37.5       23.7       28.0       13.1       36.7       22.3
Other:                 23.7       38.3       37.9       51.4       19.7       28.5       31.7       39.7
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                                                            Code-026603
Disaggregated Commitments of Traders - Futures Only, June 5, 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  :   237,205:    68,234    176,654     18,010      1,958      1,683     71,849      4,152      9,590     14,580      7,671     12,047:   41,212    23,450
Old  :   138,447:    28,564    105,205     11,308      1,228        939     56,117      6,311      1,529     11,710      6,794      2,245:   26,035    14,196
Other:    98,758:    39,670     71,449      6,857        885        589     19,397      1,506      4,396      6,009      4,016      6,663:   15,177     9,254
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :   -12,681:       981    -14,588     -2,946       -151         -4    -10,792      1,642      2,227     -1,019     -2,233       -895:     -233     1,321
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.8       74.5        7.6        0.8        0.7       30.3        1.8        4.0        6.1        3.2        5.1:     17.4       9.9
Old  :     100.0:      20.6       76.0        8.2        0.9        0.7       40.5        4.6        1.1        8.5        4.9        1.6:     18.8      10.3
Other:     100.0:      40.2       72.3        6.9        0.9        0.6       19.6        1.5        4.5        6.1        4.1        6.7:     15.4       9.4
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       215:        60         61         12          .         10         58          5         16         36         18         34:
Old  :       199:        46         57         10          5          7         50          7         10         34         19         18:
Other:       150:        48         40         10          4          6         24          .          7         22         20         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  :                 11.0       34.2       19.3       48.3        9.1       31.7       15.5       42.9
Old  :                 13.9       38.7       22.8       50.7       12.6       37.5       20.9       49.4
Other:                 17.1       33.2       28.4       51.4       14.8       30.3       23.3       43.5
 
COTTON NO. 2 - ICE FUTURES U.S.                                                                                                                  Code-033661
Disaggregated Commitments of Traders - Futures Only, June 5, 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  :   201,644:    42,615     78,262     59,888     10,890      6,854     31,856     42,946     10,576     26,402     25,918     10,238:   13,215    15,960
Old  :    78,613:    33,168     15,393     14,533     13,802        171     14,044     32,203        559     11,527      6,890         93:    4,518     9,502
Other:   123,031:     9,447     62,869     50,915      2,648      1,123     21,698     14,629      6,131     22,991     27,144      2,029:    8,697     6,458
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :     9,668:    10,051      1,141     -2,639      2,562         92        521      1,822        159        505      2,095      2,666:   -1,687      -869
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.1       38.8       29.7        5.4        3.4       15.8       21.3        5.2       13.1       12.9        5.1:      6.6       7.9
Old  :     100.0:      42.2       19.6       18.5       17.6        0.2       17.9       41.0        0.7       14.7        8.8        0.1:      5.7      12.1
Other:     100.0:       7.7       51.1       41.4        2.2        0.9       17.6       11.9        5.0       18.7       22.1        1.6:      7.1       5.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       292:        36         44         21         10         13         35         66         31         58         46         39:
Old  :       228:        24         27         16         13          .         22         58          9         43         31          .:
Other:       235:        24         40         23          6          6         36         31         13         55         34         20:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 21.5       21.4       33.3       29.9       15.9       11.6       25.9       19.2
Old  :                 40.7       17.7       53.6       31.8       40.7       17.7       53.6       30.7
Other:                 19.0       31.4       29.2       42.6       19.0       28.8       29.2       40.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                                                                Code-040701
Disaggregated Commitments of Traders - Futures Only, June 5, 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  :    26,883:    10,559     16,071      3,103        439        212      3,943      5,714         76      6,085      1,027        439:    2,466     2,905
Old  :    25,002:     9,668     14,682      3,100        439        212      3,923      5,714         76      5,603        967         69:    2,351     2,843
Other:     1,881:       891      1,389          3          0          0         20          0          0        493         71        359:      115        62
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :     2,352:     2,384      1,622        148        340          0       -127        323         -5        -50         -6       -176:      178       254
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.3       59.8       11.5        1.6        0.8       14.7       21.3        0.3       22.6        3.8        1.6:      9.2      10.8
Old  :     100.0:      38.7       58.7       12.4        1.8        0.8       15.7       22.9        0.3       22.4        3.9        0.3:      9.4      11.4
Other:     100.0:      47.4       73.8        0.2        0.0        0.0        1.1        0.0        0.0       26.2        3.8       19.1:      6.1       3.3
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        95:        21         10          6          .          .         11         24          .         21          8         11:
Old  :        94:        20         10          6          .          .         11         24          .         20          8          6:
Other:        24:         8          .          .          0          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  :                 34.1       59.6       47.3       68.9       23.5       49.1       35.1       56.4
Old  :                 36.4       58.5       50.6       68.3       25.3       47.4       37.7       55.0
Other:                 56.4       84.5       80.2       95.2       49.9       75.3       64.6       75.3
 
COCOA - ICE FUTURES U.S.                                                                                                                         Code-073732
Disaggregated Commitments of Traders - Futures Only, June 5, 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  :   190,254:    91,981     86,085     23,230     14,621      7,059     22,859     36,327     22,579      7,164      4,574      6,873:    8,509    12,136
Old  :   104,562:    43,125     21,993     16,923     16,236      2,103     21,863     35,325      8,833      4,226      8,349      1,475:    6,014    10,248
Other:    85,692:    48,856     64,092     11,224      3,302         39     10,761     10,767      3,981      7,416        703        920:    2,495     1,888
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :       869:    -1,916     -4,093        739     -1,101        524        333      1,717      1,023       -670        789      1,374:     -538       636
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.3       45.2       12.2        7.7        3.7       12.0       19.1       11.9        3.8        2.4        3.6:      4.5       6.4
Old  :     100.0:      41.2       21.0       16.2       15.5        2.0       20.9       33.8        8.4        4.0        8.0        1.4:      5.8       9.8
Other:     100.0:      57.0       74.8       13.1        3.9        0.0       12.6       12.6        4.6        8.7        0.8        1.1:      2.9       2.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       191:        35         31         19          4         12         25         57         27         24         20         20:
Old  :       185:        29         22         17          6          8         23         57         20         23         19         14:
Other:       102:        27         24         15          .          .         13         10          6         18          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       26.0       38.8       40.0       21.9       19.0       30.8       27.8
Old  :                 27.4       23.8       42.7       36.1       27.4       21.2       40.0       31.2
Other:                 37.2       42.8       53.6       64.3       33.9       37.4       49.5       58.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                                                                  Code-080732
Disaggregated Commitments of Traders - Futures Only, June 5, 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  :   775,795:   230,270    371,895    168,559     75,894     26,987    149,494     98,264     62,789     51,426     30,789     20,918:   65,352    88,259
Old  :   775,795:   230,270    371,895    168,559     75,894     26,987    149,494     98,264     62,789     51,426     30,789     20,918:   65,352    88,259
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :    22,255:     9,886      8,317     -4,715        848      2,921      2,385      1,268     12,451        777       -563       -719:     -731    -2,268
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.7       47.9       21.7        9.8        3.5       19.3       12.7        8.1        6.6        4.0        2.7:      8.4      11.4
Old  :     100.0:      29.7       47.9       21.7        9.8        3.5       19.3       12.7        8.1        6.6        4.0        2.7:      8.4      11.4
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  :       241:        56         60         18         12         18         31         38         29         34         38         44:
Old  :       241:        56         60         18         12         18         31         38         29         34         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  :                 13.2       18.8       24.4       27.9       12.2       17.2       21.1       24.5
Old  :                 13.2       18.8       24.4       27.9       12.2       17.2       21.1       24.5
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, June 5, 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  :   159,364:    46,894     61,259     28,810      7,424     10,301     22,796     35,992     18,926     14,836      7,486      9,583:    7,218     8,393
Old  :   107,677:    24,043     37,679     23,859      6,135      2,927     26,485     37,145      7,626     14,767      6,107      2,853:    5,117     7,205
Other:    51,687:    22,851     23,580      8,558      4,896      3,767      6,419      8,955      1,192      4,342      5,652      2,457:    2,101     1,188
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2012                                                                     :
     :     8,676:       603       -160       -253        211      2,260        556        505      3,820       -639        223      2,079:      250      -262
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.4       38.4       18.1        4.7        6.5       14.3       22.6       11.9        9.3        4.7        6.0:      4.5       5.3
Old  :     100.0:      22.3       35.0       22.2        5.7        2.7       24.6       34.5        7.1       13.7        5.7        2.6:      4.8       6.7
Other:     100.0:      44.2       45.6       16.6        9.5        7.3       12.4       17.3        2.3        8.4       10.9        4.8:      4.1       2.3
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       374:        98         88         19         13         20         41         79         42         48         45         57:
Old  :       366:        84         81         18         14         14         42         77         33         55         44         37:
Other:       224:        67         65         17          8         11         21         18          6         33         31         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  :                 12.3       13.6       22.6       21.7       10.3       10.7       18.6       17.2
Old  :                 14.5       16.0       25.4       25.9       14.5       13.3       24.7       22.1
Other:                 22.3       18.5       36.0       30.8       22.0       14.1       34.6       24.7
 
 

Updated June 8, 2012