COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      180,785
COMMITMENTS
  60,674   51,682   14,803   90,202   99,153  165,679  165,638   15,106   15,147

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -2,058)
   2,258    1,638     -115   -2,209   -4,407      -66   -2,884   -1,992      826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     28.6      8.2     49.9     54.8     91.6     91.6      8.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      99       88       72       51       59      191      183
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       19,917
COMMITMENTS
   9,996    3,209      713    6,803   13,876   17,512   17,798    2,405    2,119

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -699)
     124      215      152     -899   -1,249     -623     -882      -76      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.2     16.1      3.6     34.2     69.7     87.9     89.4     12.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      29       20       12       20       14       53       43
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      182,207
COMMITMENTS
  30,859   42,004   25,581  115,828  104,886  172,268  172,471    9,939    9,736

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      4,758)
     875   -1,711    2,873    1,028    4,115    4,776    5,277      -18     -519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     23.1     14.0     63.6     57.6     94.5     94.7      5.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      55       63       44       54       45      136      128
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      706,597
COMMITMENTS
 184,434  112,721   63,150  400,364  464,750  647,948  640,621   58,649   65,976

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -18,521)
  -2,875    7,702      610   -2,005  -18,937   -4,270  -10,625  -14,251   -7,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     16.0      8.9     56.7     65.8     91.7     90.7      8.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      64       72       62       78       88      180      188
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      144,219
COMMITMENTS
  38,524   42,703   17,172   81,474   77,017  137,170  136,892    7,049    7,327

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -2,148)
     391       38     -834   -2,036   -1,452   -2,479   -2,248      331      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     29.6     11.9     56.5     53.4     95.1     94.9      4.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      99       99       87      120      118      258      271
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       45,539
COMMITMENTS
  31,374   17,996    1,169    7,219   24,200   39,762   43,365    5,777    2,174

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      2,395)
   4,727    7,327       76    1,018   -4,344    5,821    3,059   -3,426     -664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9     39.5      2.6     15.9     53.1     87.3     95.2     12.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      49       28        6       15       12       66       45
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      397,471
COMMITMENTS
  32,992   42,204    2,701  343,021  338,169  378,714  383,074   18,757   14,397

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -11,514)
   9,308  -17,006   -2,577  -18,734    9,934  -12,003   -9,649      489   -1,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     10.6      0.7     86.3     85.1     95.3     96.4      4.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      47       38       14       99      101      155      144
 

Updated May 4, 2012