COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      191,976
COMMITMENTS
  57,232   64,947   17,989  101,853   92,211  177,074  175,147   14,902   16,829

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,961)
   2,104    2,345      263     -917     -802    1,450    1,806      511      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     33.8      9.4     53.1     48.0     92.2     91.2      7.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      97      112       70       60       63      197      209
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       24,531
COMMITMENTS
  10,205    6,424      696   11,342   14,760   22,243   21,880    2,288    2,651

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        985)
    -193        9      113    1,159      930    1,079    1,052      -94      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     26.2      2.8     46.2     60.2     90.7     89.2      9.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      32       33       13       26       13       60       58
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      189,385
COMMITMENTS
  30,360   38,395   27,055  122,923  112,435  180,338  177,885    9,047   11,500

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      4,335)
    -917     -819     -714    5,445    3,957    3,814    2,424      521    1,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     20.3     14.3     64.9     59.4     95.2     93.9      4.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      50       74       45       56       42      134      136
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      753,540
COMMITMENTS
 197,758  128,348   71,975  417,724  462,690  687,457  663,013   66,083   90,527

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     23,951)
   6,025    5,639    7,292    6,718    3,700   20,035   16,631    3,916    7,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     17.0      9.6     55.4     61.4     91.2     88.0      8.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      70       75       75       76       83      186      195
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      150,688
COMMITMENTS
  37,715   42,750   22,610   83,395   76,673  143,720  142,033    6,968    8,655

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,243)
  -1,861    1,702    1,712      811   -3,264      662      150      581    1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     28.4     15.0     55.3     50.9     95.4     94.3      4.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
      83      120       97      126      111      264      287
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       76,744
COMMITMENTS
  60,724   19,089      621    8,498   55,446   69,843   75,156    6,901    1,588

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      2,251)
   1,929   -6,919       28     -596    9,104    1,361    2,213      890       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.1     24.9      0.8     11.1     72.2     91.0     97.9      9.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      73       16        4       21        6       98       23
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      441,600
COMMITMENTS
  21,237   53,117    3,520  401,783  367,925  426,540  424,562   15,060   17,038

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,927)
  -2,387     -455      242    4,060    1,579    1,915    1,366       12      561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     12.0      0.8     91.0     83.3     96.6     96.1      3.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      28       47        9       99      102      133      152
 

Updated June 5, 2012