COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   298,639:    53,705     46,379     83,644    145,844    150,419    283,193    280,442:    15,446     18,197
Old  :   156,707:    29,802     43,978     34,113     86,662     65,739    150,577    143,830:     6,130     12,877
Other:   141,932:    31,968     10,466     41,466     59,182     84,680    132,616    136,613:     9,316      5,320
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :    16,679:    -5,968     -2,358     11,540      9,467      7,172     15,039     16,354:     1,640        326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       15.5       28.0       48.8       50.4       94.8       93.9:       5.2        6.1
Old  :     100.0:      19.0       28.1       21.8       55.3       42.0       96.1       91.8:       3.9        8.2
Other:     100.0:      22.5        7.4       29.2       41.7       59.7       93.4       96.3:       6.6        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:       116        107         94         73         72        230        235:
Old  :       274:        81        116         59         58         59        167        206:
Other:       227:       107         35         50         59         63        183        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       25.9       31.4       35.6       11.1       13.8       18.7       19.2
Old  :                 27.8       23.7       39.2       32.8       22.6       14.7       31.5       22.3
Other:                 18.6       31.4       28.2       42.4       13.1       24.9       21.0       33.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    31,613:     8,702      5,979      6,574     13,683     16,227     28,959     28,780:     2,654      2,833
Old  :    27,543:     8,863      5,931      4,629     11,529     14,224     25,020     24,783:     2,522      2,759
Other:     4,070:       156        365      1,628      2,154      2,004      3,938      3,997:       132         73
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :     1,485:        59        957        244        865       -156      1,167      1,044:       318        441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       18.9       20.8       43.3       51.3       91.6       91.0:       8.4        9.0
Old  :     100.0:      32.2       21.5       16.8       41.9       51.6       90.8       90.0:       9.2       10.0
Other:     100.0:       3.8        9.0       40.0       52.9       49.2       96.8       98.2:       3.2        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        26         42         20         26         15         66         64:
Old  :        98:        32         35         20         26         14         64         63:
Other:        29:         5         12         14         12          4         29         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.9       49.7       39.1       62.7       22.8       41.6       33.6       47.7
Old  :                 26.3       49.2       39.2       60.7       23.8       42.9       34.9       49.9
Other:                 53.9       70.7       75.0       89.1       34.6       41.5       41.0       43.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   197,393:    28,675     37,224     39,359    120,476    110,908    188,511    187,492:     8,882      9,901
Old  :   117,943:    25,519     39,961     20,275     65,096     48,755    110,890    108,990:     7,053      8,953
Other:    79,450:    11,078      5,185     11,163     55,380     62,154     77,621     78,502:     1,829        948
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :     1,588:       125      1,850        353      1,575       -872      2,054      1,331:      -466        256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       18.9       19.9       61.0       56.2       95.5       95.0:       4.5        5.0
Old  :     100.0:      21.6       33.9       17.2       55.2       41.3       94.0       92.4:       6.0        7.6
Other:     100.0:      13.9        6.5       14.1       69.7       78.2       97.7       98.8:       2.3        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        53         72         56         56         47        141        147:
Old  :       188:        51         74         51         53         40        134        137:
Other:        97:        24         16         18         45         34         77         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.7       25.7       36.6       39.2       21.6       19.1       30.3       27.7
Old  :                 24.2       21.4       38.8       33.2       23.7       18.3       36.2       26.3
Other:                 36.0       40.9       52.2       61.4       32.4       36.0       48.1       53.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   905,277:   181,279    111,644    180,522    474,852    521,527    836,652    813,693:    68,625     91,585
Old  :   905,277:   181,279    111,644    180,522    474,852    521,527    836,652    813,693:    68,625     91,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :    16,743:     1,134     -5,192     14,513      3,775      1,183     19,422     10,504:    -2,679      6,240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       12.3       19.9       52.5       57.6       92.4       89.9:       7.6       10.1
Old  :     100.0:      20.0       12.3       19.9       52.5       57.6       92.4       89.9:       7.6       10.1
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  :       247:        73         75         88         86         89        205        208:
Old  :       247:        73         75         88         86         89        205        208:
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  :                 11.2       17.7       20.3       26.9       10.9       15.2       19.0       21.0
Old  :                 11.2       17.7       20.3       26.9       10.9       15.2       19.0       21.0
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 with Delta-adjusted Options and Futures Combined, 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  :   222,621:    31,322     37,677     80,199    104,066     96,855    215,587    214,730:     7,033      7,891
Old  :   153,903:    35,544     38,131     45,842     66,961     63,184    148,347    147,157:     5,557      6,746
Other:    68,718:     5,564      9,331     24,571     37,105     33,670     67,241     67,573:     1,477      1,145
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :     6,124:       710       -397      3,828      1,206      1,732      5,744      5,163:       380        961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       16.9       36.0       46.7       43.5       96.8       96.5:       3.2        3.5
Old  :     100.0:      23.1       24.8       29.8       43.5       41.1       96.4       95.6:       3.6        4.4
Other:     100.0:       8.1       13.6       35.8       54.0       49.0       97.9       98.3:       2.1        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       402:       114        125        126        133        128        310        326:
Old  :       392:       116        120        107        121        121        282        307:
Other:       225:        49         50         51         98         89        178        162:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       13.8       22.6       24.3        8.0        7.8       14.4       12.5
Old  :                 12.5       14.2       22.7       24.3       11.0        9.7       18.3       16.6
Other:                 18.8       16.2       33.2       29.0       14.4       11.1       22.3       18.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    75,200:    58,797     25,721      1,083      9,255     46,766     69,136     73,571:     6,064      1,629
Old  :    75,200:    58,797     25,721      1,083      9,255     46,766     69,136     73,571:     6,064      1,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :    15,179:    14,535       -877         11        486     16,106     15,032     15,239:       147        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.2       34.2        1.4       12.3       62.2       91.9       97.8:       8.1        2.2
Old  :     100.0:      78.2       34.2        1.4       12.3       62.2       91.9       97.8:       8.1        2.2
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          7         22          7        107         27:
Old  :       125:        78         19          7         22          7        107         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  :                 41.0       80.6       55.2       91.3       41.0       80.4       55.2       90.7
Old  :                 41.0       80.6       55.2       91.3       41.0       80.4       55.2       90.7
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 with Delta-adjusted Options and Futures Combined, 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  :   442,261:    23,221     53,725      4,070    399,440    367,352    426,732    425,147:    15,529     17,114
Old  :   442,261:    23,221     53,725      4,070    399,440    367,352    426,732    425,147:    15,529     17,114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2012                         :
     :     9,097:    -6,053      1,476     -1,097     16,817      8,303      9,667      8,682:      -570        415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       12.1        0.9       90.3       83.1       96.5       96.1:       3.5        3.9
Old  :     100.0:       5.3       12.1        0.9       90.3       83.1       96.5       96.1:       3.5        3.9
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:        31         48         11        102        104        142        154:
Old  :       248:        31         48         11        102        104        142        154:
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  :                 37.4       29.7       51.4       40.0       33.9       29.6       47.8       38.6
Old  :                 37.4       29.7       51.4       40.0       33.9       29.6       47.8       38.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 25, 2012