COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 22, 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  :   190,015:    55,128     62,602     17,726    102,770     93,013    175,624    173,341:    14,391     16,674
Old  :    99,504:    34,126     47,403      2,869     56,779     36,601     93,774     86,873:     5,730     12,631
Other:    90,511:    31,382     25,579      4,477     45,991     56,412     81,850     86,468:     8,661      4,043
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :     1,406:    -4,461       -609      1,864      2,667        -39         70      1,216:     1,336        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       32.9        9.3       54.1       49.0       92.4       91.2:       7.6        8.8
Old  :     100.0:      34.3       47.6        2.9       57.1       36.8       94.2       87.3:       5.8       12.7
Other:     100.0:      34.7       28.3        4.9       50.8       62.3       90.4       95.5:       9.6        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        95        114         69         60         64        194        213:
Old  :       258:        73        110         16         40         44        122        161:
Other:       209:        80         49         24         49         52        144        112:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       21.1       34.0       30.6       16.7       13.2       28.1       21.1
Old  :                 30.1       17.6       43.7       29.8       30.1       17.5       43.7       29.7
Other:                 20.2       35.7       32.1       47.1       20.2       33.8       32.1       45.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 22, 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  :    23,546:    10,398      6,415        583     10,183     13,830     21,164     20,828:     2,382      2,718
Old  :    21,737:    10,067      6,375        156      9,230     12,562     19,453     19,093:     2,284      2,644
Other:     1,809:       349         58        409        953      1,268      1,711      1,735:        98         74
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :     1,067:       506        911        -99        702       -264      1,109        548:       -42        519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.2       27.2        2.5       43.2       58.7       89.9       88.5:      10.1       11.5
Old  :     100.0:      46.3       29.3        0.7       42.5       57.8       89.5       87.8:      10.5       12.2
Other:     100.0:      19.3        3.2       22.6       52.7       70.1       94.6       95.9:       5.4        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        32         31         11         25         12         59         53:
Old  :        92:        32         31          7         24         12         57         49:
Other:        25:        10          4          9          9          2         21         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       56.2       44.3       66.9       27.8       54.0       40.8       62.5
Old  :                 32.3       55.0       47.7       66.5       30.1       53.1       43.5       62.2
Other:                 54.0       84.1       79.5       94.1       45.1       67.3       59.6       67.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 22, 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  :   185,050:    31,277     39,214     27,769    117,478    108,478    176,524    175,461:     8,526      9,589
Old  :   111,269:    26,551     40,621     14,957     62,979     46,997    104,487    102,575:     6,782      8,694
Other:    73,781:    12,592      6,459      4,946     54,499     61,481     72,037     72,886:     1,744        895
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :     1,720:       -67      2,159        482      1,825     -1,149      2,240      1,492:      -520        228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       21.2       15.0       63.5       58.6       95.4       94.8:       4.6        5.2
Old  :     100.0:      23.9       36.5       13.4       56.6       42.2       93.9       92.2:       6.1        7.8
Other:     100.0:      17.1        8.8        6.7       73.9       83.3       97.6       98.8:       2.4        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        53         67         49         56         46        136        139:
Old  :       183:        49         71         40         50         36        124        124:
Other:        96:        29         10         13         45         32         76         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       27.1       38.5       41.4       23.1       20.9       32.3       30.2
Old  :                 25.5       22.5       40.4       34.9       25.2       19.4       38.5       27.9
Other:                 38.8       43.6       56.1       65.6       34.9       38.8       51.8       58.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 22, 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  :   729,589:   191,733    122,709     64,683    411,006    458,990    667,422    646,382:    62,167     83,207
Old  :   729,589:   191,733    122,709     64,683    411,006    458,990    667,422    646,382:    62,167     83,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :     2,322:     7,463     -2,551        878     -2,079       -844      6,262     -2,517:    -3,940      4,839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       16.8        8.9       56.3       62.9       91.5       88.6:       8.5       11.4
Old  :     100.0:      26.3       16.8        8.9       56.3       62.9       91.5       88.6:       8.5       11.4
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  :       242:        67         76         69         77         84        180        195:
Old  :       242:        67         76         69         77         84        180        195:
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  :                 13.1       20.9       24.1       30.0       13.0       18.1       23.1       25.7
Old  :                 13.1       20.9       24.1       30.0       13.0       18.1       23.1       25.7
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 22, 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  :   149,445:    39,576     41,048     20,898     82,584     79,937    143,058    141,883:     6,387      7,562
Old  :   106,015:    41,399     39,965      7,475     52,177     52,117    101,051     99,557:     4,964      6,458
Other:    43,430:     8,261     11,167      3,339     30,407     27,820     42,007     42,326:     1,423      1,104
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :     3,556:       622       -936      2,349        254      1,182      3,225      2,595:       331        961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       27.5       14.0       55.3       53.5       95.7       94.9:       4.3        5.1
Old  :     100.0:      39.1       37.7        7.1       49.2       49.2       95.3       93.9:       4.7        6.1
Other:     100.0:      19.0       25.7        7.7       70.0       64.1       96.7       97.5:       3.3        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:        99        110         95        124        118        273        286:
Old  :       367:       104        110         62        105        106        235        256:
Other:       204:        46         38         30         84         82        146        138:
     :----------------------------------------------------------------------------------------------------
     :             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       14.8       24.1       23.3       11.9       11.7       20.8       18.8
Old  :                 15.9       17.3       26.7       27.6       15.8       14.9       26.6       24.7
Other:                 23.8       19.7       38.9       33.1       22.9       17.6       35.8       29.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 22, 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  :    74,493:    58,795     26,008        593      9,094     46,342     68,482     72,943:     6,011      1,550
Old  :    74,493:    58,795     26,008        593      9,094     46,342     68,482     72,943:     6,011      1,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :    15,114:    14,534       -811        -56        485     16,046     14,963     15,179:       151        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.9       34.9        0.8       12.2       62.2       91.9       97.9:       8.1        2.1
Old  :     100.0:      78.9       34.9        0.8       12.2       62.2       91.9       97.9:       8.1        2.1
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  :       125:        78         19          4         21          7        103         27:
Old  :       125:        78         19          4         21          7        103         27:
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  :                 41.4       81.2       55.7       91.5       41.4       81.2       55.7       91.4
Old  :                 41.4       81.2       55.7       91.5       41.4       81.2       55.7       91.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, May 22, 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  :   439,673:    23,624     53,572      3,278    397,723    366,346    424,625    423,196:    15,048     16,477
Old  :   439,673:    23,624     53,572      3,278    397,723    366,346    424,625    423,196:    15,048     16,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :     9,420:    -6,176      1,497       -756     16,826      8,255      9,894      8,996:      -474        424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       12.2        0.7       90.5       83.3       96.6       96.3:       3.4        3.7
Old  :     100.0:       5.4       12.2        0.7       90.5       83.3       96.6       96.3:       3.4        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        32         47          9        100        103        138        153:
Old  :       248:        32         47          9        100        103        138        153:
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  :                 37.6       29.8       51.7       40.2       34.1       29.8       48.1       38.9
Old  :                 37.6       29.8       51.7       40.2       34.1       29.8       48.1       38.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 25, 2012