COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      298,639
COMMITMENTS
  53,705   46,379   83,644  145,844  150,419  283,193  280,442   15,446   18,197

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     16,679)
  -5,968   -2,358   11,540    9,467    7,172   15,039   16,354    1,640      326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     15.5     28.0     48.8     50.4     94.8     93.9      5.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     116      107       94       73       72      230      235
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       31,613
COMMITMENTS
   8,702    5,979    6,574   13,683   16,227   28,959   28,780    2,654    2,833

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,485)
      59      957      244      865     -156    1,167    1,044      318      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     18.9     20.8     43.3     51.3     91.6     91.0      8.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      26       42       20       26       15       66       64
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      197,393
COMMITMENTS
  28,675   37,224   39,359  120,476  110,908  188,511  187,492    8,882    9,901

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,588)
     125    1,850      353    1,575     -872    2,054    1,331     -466      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     18.9     19.9     61.0     56.2     95.5     95.0      4.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      53       72       56       56       47      141      147
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      905,277
COMMITMENTS
 181,279  111,644  180,522  474,852  521,527  836,652  813,693   68,625   91,585

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     16,743)
   1,134   -5,192   14,513    3,775    1,183   19,422   10,504   -2,679    6,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     12.3     19.9     52.5     57.6     92.4     89.9      7.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      73       75       88       86       89      205      208
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      222,621
COMMITMENTS
  31,322   37,677   80,199  104,066   96,855  215,587  214,730    7,033    7,891

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      6,124)
     710     -397    3,828    1,206    1,732    5,744    5,163      380      961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     16.9     36.0     46.7     43.5     96.8     96.5      3.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
     114      125      126      133      128      310      326
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       75,200
COMMITMENTS
  58,797   25,721    1,083    9,255   46,766   69,136   73,571    6,064    1,629

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     15,179)
  14,535     -877       11      486   16,106   15,032   15,239      147      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.2     34.2      1.4     12.3     62.2     91.9     97.8      8.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      78       19        7       22        7      107       27
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      442,261
COMMITMENTS
  23,221   53,725    4,070  399,440  367,352  426,732  425,147   15,529   17,114

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      9,097)
  -6,053    1,476   -1,097   16,817    8,303    9,667    8,682     -570      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     12.1      0.9     90.3     83.1     96.5     96.1      3.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      31       48       11      102      104      142      154
 

Updated May 25, 2012