COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   180,785:    60,674     51,682     14,803     90,202     99,153    165,679    165,638:    15,106     15,147
Old  :    98,979:    43,481     37,790      2,730     44,805     47,303     91,016     87,823:     7,963     11,156
Other:    81,806:    25,645     22,344      3,621     45,397     51,850     74,663     77,815:     7,143      3,991
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -2,058:     2,258      1,638       -115     -2,209     -4,407        -66     -2,884:    -1,992        826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       28.6        8.2       49.9       54.8       91.6       91.6:       8.4        8.4
Old  :     100.0:      43.9       38.2        2.8       45.3       47.8       92.0       88.7:       8.0       11.3
Other:     100.0:      31.3       27.3        4.4       55.5       63.4       91.3       95.1:       8.7        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        99         88         72         51         59        191        183:
Old  :       249:        91         84         21         37         45        136        142:
Other:       192:        67         53         24         40         48        126        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       23.2       30.5       32.7       18.0       20.0       30.4       28.6
Old  :                 19.1       24.1       32.5       36.9       19.1       24.1       32.5       36.1
Other:                 20.9       34.4       35.9       48.1       20.9       33.6       35.7       46.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    19,917:     9,996      3,209        713      6,803     13,876     17,512     17,798:     2,405      2,119
Old  :    18,697:    10,021      3,257        130      6,215     13,217     16,366     16,604:     2,331      2,093
Other:     1,220:        75         52        483        588        659      1,146      1,194:        74         26
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :      -699:       124        215        152       -899     -1,249       -623       -882:       -76        183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.2       16.1        3.6       34.2       69.7       87.9       89.4:      12.1       10.6
Old  :     100.0:      53.6       17.4        0.7       33.2       70.7       87.5       88.8:      12.5       11.2
Other:     100.0:       6.1        4.3       39.6       48.2       54.0       93.9       97.9:       6.1        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        29         20         12         20         14         53         43:
Old  :        76:        30         20          6         18         14         50         38:
Other:        20:         3          6          8          8          2         17         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.2       63.5       48.1       72.7       32.2       63.0       48.0       72.1
Old  :                 34.3       64.1       50.8       73.9       34.3       64.1       50.7       73.9
Other:                 61.9       83.4       84.3       96.1       37.5       48.2       44.8       49.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   182,207:    30,859     42,004     25,581    115,828    104,886    172,268    172,471:     9,939      9,736
Old  :   118,112:    26,457     41,796     14,670     69,350     52,629    110,477    109,095:     7,635      9,017
Other:    64,095:    11,796      7,602      3,517     46,478     52,257     61,791     63,376:     2,304        719
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     4,758:       875     -1,711      2,873      1,028      4,115      4,776      5,277:       -18       -519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       23.1       14.0       63.6       57.6       94.5       94.7:       5.5        5.3
Old  :     100.0:      22.4       35.4       12.4       58.7       44.6       93.5       92.4:       6.5        7.6
Other:     100.0:      18.4       11.9        5.5       72.5       81.5       96.4       98.9:       3.6        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        55         63         44         54         45        136        128:
Old  :       179:        50         66         30         52         38        122        116:
Other:        92:        27         12         13         38         29         69         50:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       26.0       40.7       40.7       24.1       20.7       34.0       29.5
Old  :                 26.9       24.1       41.9       35.6       24.8       20.4       36.9       30.0
Other:                 39.4       42.6       56.1       65.1       35.6       37.5       52.2       58.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   706,597:   184,434    112,721     63,150    400,364    464,750    647,948    640,621:    58,649     65,976
Old  :   706,597:   184,434    112,721     63,150    400,364    464,750    647,948    640,621:    58,649     65,976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :   -18,521:    -2,875      7,702        610     -2,005    -18,937     -4,270    -10,625:   -14,251     -7,896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       16.0        8.9       56.7       65.8       91.7       90.7:       8.3        9.3
Old  :     100.0:      26.1       16.0        8.9       56.7       65.8       91.7       90.7:       8.3        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        64         72         62         78         88        180        188:
Old  :       243:        64         72         62         78         88        180        188:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       19.9       26.7       29.7       14.3       17.7       25.2       25.5
Old  :                 14.6       19.9       26.7       29.7       14.3       17.7       25.2       25.5
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
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   144,219:    38,524     42,703     17,172     81,474     77,017    137,170    136,892:     7,049      7,327
Old  :   108,774:    41,212     41,802      6,159     55,446     54,436    102,817    102,397:     5,957      6,377
Other:    35,445:     5,531      9,120      2,794     26,028     22,581     34,353     34,495:     1,092        950
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -2,148:       391         38       -834     -2,036     -1,452     -2,479     -2,248:       331        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       29.6       11.9       56.5       53.4       95.1       94.9:       4.9        5.1
Old  :     100.0:      37.9       38.4        5.7       51.0       50.0       94.5       94.1:       5.5        5.9
Other:     100.0:      15.6       25.7        7.9       73.4       63.7       96.9       97.3:       3.1        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       351:        99         99         87        120        118        258        271:
Old  :       348:       103         97         60        105        107        228        245:
Other:       187:        41         36         25         78         75        134        124:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       15.9       24.7       25.7       12.1       12.7       21.3       20.2
Old  :                 15.4       17.1       26.1       29.5       14.5       15.1       25.1       25.4
Other:                 28.0       21.3       42.9       38.3       27.6       19.2       38.0       31.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    45,539:    31,374     17,996      1,169      7,219     24,200     39,762     43,365:     5,777      2,174
Old  :    45,539:    31,374     17,996      1,169      7,219     24,200     39,762     43,365:     5,777      2,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     2,395:     4,727      7,327         76      1,018     -4,344      5,821      3,059:    -3,426       -664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.9       39.5        2.6       15.9       53.1       87.3       95.2:      12.7        4.8
Old  :     100.0:      68.9       39.5        2.6       15.9       53.1       87.3       95.2:      12.7        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        49         28          6         15         12         66         45:
Old  :       102:        49         28          6         15         12         66         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       66.0       67.0       78.9       54.7       66.0       65.4       78.9
Old  :                 55.8       66.0       67.0       78.9       54.7       66.0       65.4       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   397,471:    32,992     42,204      2,701    343,021    338,169    378,714    383,074:    18,757     14,397
Old  :   397,471:    32,992     42,204      2,701    343,021    338,169    378,714    383,074:    18,757     14,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :   -11,514:     9,308    -17,006     -2,577    -18,734      9,934    -12,003     -9,649:       489     -1,865
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       10.6        0.7       86.3       85.1       95.3       96.4:       4.7        3.6
Old  :     100.0:       8.3       10.6        0.7       86.3       85.1       95.3       96.4:       4.7        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        47         38         14         99        101        155        144:
Old  :       255:        47         38         14         99        101        155        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       28.7       46.8       38.9       31.9       28.7       44.1       38.3
Old  :                 34.7       28.7       46.8       38.9       31.9       28.7       44.1       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 4, 2012