COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      281,960
COMMITMENTS
  59,673   48,737   72,104  136,377  143,247  268,154  264,088   13,805   17,872

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     25,139)
  -7,302    2,366   15,473   17,696    7,371   25,867   25,209     -727      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     17.3     25.6     48.4     50.8     95.1     93.7      4.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     118      103       94       70       69      228      229
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,128
COMMITMENTS
   8,643    5,022    6,330   12,818   16,384   27,791   27,736    2,337    2,392

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        836)
    -477      521      674    1,078      -23    1,275    1,171     -439     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7     16.7     21.0     42.5     54.4     92.2     92.1      7.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      28       38       19       26       16       64       64
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      195,805
COMMITMENTS
  28,550   35,374   39,006  118,901  111,780  186,457  186,160    9,348    9,645

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      3,186)
    -253     -512      859    2,856    2,519    3,462    2,866     -276      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     18.1     19.9     60.7     57.1     95.2     95.1      4.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      45       74       53       55       49      137      143
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      888,534
COMMITMENTS
 180,144  116,836  166,009  471,077  520,344  817,230  803,189   71,304   85,345

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      6,487)
   3,582    1,421   -2,056     -145    4,698    1,381    4,063    5,106    2,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     13.1     18.7     53.0     58.6     92.0     90.4      8.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      72       73       84       84       89      202      203
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      216,497
COMMITMENTS
  30,612   38,074   76,371  102,860   95,123  209,843  209,567    6,653    6,930

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -2,802)
     -87   -3,068   -1,264   -1,680    1,790   -3,031   -2,542      229     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     17.6     35.3     47.5     43.9     96.9     96.8      3.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     109      122      122      131      131      305      318
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       60,022
COMMITMENTS
  44,262   26,598    1,073    8,769   30,660   54,104   58,332    5,918    1,690

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     13,470)
  12,137    4,664     -413    1,543    9,270   13,267   13,522      203      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.7     44.3      1.8     14.6     51.1     90.1     97.2      9.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      76       22       10       20        8      104       34
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      433,164
COMMITMENTS
  29,274   52,249    5,167  382,624  359,049  417,065  416,465   16,099   16,699

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     16,039)
   3,354     -834      486   12,979   17,346   16,819   16,998     -781     -960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     12.1      1.2     88.3     82.9     96.3     96.1      3.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      34       48       15      102      106      147      158
 

Updated May 21, 2012