COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      256,820
COMMITMENTS
  66,975   46,371   56,632  118,681  135,877  242,288  238,879   14,533   17,941

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      8,593)
   3,542    8,110    1,307    4,860   -2,522    9,709    6,895   -1,116    1,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1     18.1     22.1     46.2     52.9     94.3     93.0      5.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     126       92       95       68       70      231      223
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,292
COMMITMENTS
   9,120    4,501    5,656   11,740   16,407   26,516   26,564    2,776    2,727

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      3,324)
    -122    1,750      880    2,352      258    3,110    2,887      215      437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1     15.4     19.3     40.1     56.0     90.5     90.7      9.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      24       36       18       24       17       61       59
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      192,619
COMMITMENTS
  28,803   35,886   38,147  116,045  109,261  182,996  183,294    9,623    9,325

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -2,457)
     698   -4,098      454   -2,898    1,990   -1,747   -1,655     -710     -802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     18.6     19.8     60.2     56.7     95.0     95.2      5.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      50       73       49       53       47      137      138
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      882,047
COMMITMENTS
 176,563  115,415  168,065  471,222  515,646  815,849  799,126   66,198   82,921

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     21,342)
  -2,827   11,815    8,517   13,805   -8,265   19,495   12,067    1,847    9,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     13.1     19.1     53.4     58.5     92.5     90.6      7.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      76       71       86       86       90      208      204
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      219,299
COMMITMENTS
  30,700   41,142   77,634  104,540   93,333  212,874  212,109    6,424    7,190

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      8,345)
    -829    1,339    7,247    3,127      391    9,545    8,978   -1,200     -633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     18.8     35.4     47.7     42.6     97.1     96.7      2.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     107      123      120      134      126      305      315
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       46,552
COMMITMENTS
  32,125   21,934    1,485    7,227   21,390   40,837   44,810    5,715    1,742

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        490)
     748    4,112        2      -88   -3,126      663      989     -172     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.0     47.1      3.2     15.5     45.9     87.7     96.3     12.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      58       24        9       18        8       81       37
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      417,126
COMMITMENTS
  25,920   53,083    4,681  369,645  341,703  400,246  399,467   16,880   17,659

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     17,110)
  -7,038   10,350    1,304   24,986    2,736   19,253   14,390   -2,142    2,720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     12.7      1.1     88.6     81.9     96.0     95.8      4.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      33       45       15       99      108      144      156
 

Updated May 11, 2012