COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      306,308
COMMITMENTS
  55,200   45,599   90,151  144,737  151,884  290,089  287,634   16,219   18,674

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      7,669)
   1,495     -780    6,507   -1,107    1,465    6,895    7,192      774      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     14.9     29.4     47.3     49.6     94.7     93.9      5.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     121      104       95       74       73      236      234
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       33,141
COMMITMENTS
   8,383    5,961    7,103   15,073   17,305   30,560   30,369    2,581    2,772

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,528)
    -319      -19      529    1,391    1,078    1,601    1,589      -73      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     18.0     21.4     45.5     52.2     92.2     91.6      7.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      34       37       20       27       16       68       67
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      201,720
COMMITMENTS
  27,225   36,007   39,063  125,934  114,777  192,223  189,848    9,497   11,872

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      4,327)
  -1,450   -1,217     -296    5,458    3,869    3,712    2,356      615    1,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     17.8     19.4     62.4     56.9     95.3     94.1      4.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      49       79       54       57       43      140      145
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      934,883
COMMITMENTS
 183,038  114,646  193,826  485,345  527,751  862,209  836,223   72,674   98,660

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     29,606)
   1,759    3,002   13,305   10,493    6,224   25,557   22,531    4,049    7,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     12.3     20.7     51.9     56.5     92.2     89.4      7.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      77       73       91       86       90      208      211
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      229,971
COMMITMENTS
  29,018   38,845   86,589  106,575   95,460  222,182  220,895    7,789    9,076

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      7,350)
  -2,305    1,169    6,391    2,509   -1,395    6,595    6,165      755    1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     16.9     37.7     46.3     41.5     96.6     96.1      3.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
      98      131      123      136      122      299      322
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       77,603
COMMITMENTS
  60,725   18,760    1,207    8,693   55,960   70,624   75,926    6,979    1,677

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      2,403)
   1,927   -6,962      123     -562    9,193    1,489    2,355      915       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.2     24.2      1.6     11.2     72.1     91.0     97.8      9.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      73       16        7       21        6      101       23
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      444,079
COMMITMENTS
  20,622   53,001    4,607  403,459  368,831  428,688  426,439   15,391   17,640

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      1,819)
  -2,599     -724      537    4,019    1,479    1,957    1,292     -138      526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     11.9      1.0     90.9     83.1     96.5     96.0      3.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      28       47       12      100      103      137      153
 

Updated June 5, 2012