```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY 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:      188,609
COMMITMENTS
  59,589   63,211   15,862  100,103   93,052  175,554  172,125   13,055   16,484

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      3,751)
  -4,200    3,201    1,261    7,612     -535    4,673    3,927     -922     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     33.5      8.4     53.1     49.3     93.1     91.3      6.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      99      111       66       58       60      194      204
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY 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:       22,479
COMMITMENTS
   9,892    5,504      682    9,481   14,094   20,055   20,280    2,424    2,199

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:        418)
    -299      636       -5      832      114      528      745     -110     -327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     24.5      3.0     42.2     62.7     89.2     90.2     10.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      30       30       11       23       13       56       52
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY 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:      183,330
COMMITMENTS
  31,344   37,055   27,287  115,653  109,627  174,284  173,969    9,046    9,361

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      3,607)
     -90     -602    1,190    2,795    2,665    3,895    3,253     -288      354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     20.2     14.9     63.1     59.8     95.1     94.9      4.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      51       64       46       54       48      131      136
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY 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:      727,267
COMMITMENTS
 184,270  125,260   63,805  413,085  459,834  661,160  648,899   66,107   78,368

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     12,156)
   3,454    5,204   -1,080    3,776    3,982    6,150    8,106    6,006    4,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     17.2      8.8     56.8     63.2     90.9     89.2      9.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      63       77       63       76       85      177      190
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY 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:      145,889
COMMITMENTS
  38,954   41,984   18,549   82,330   78,755  139,833  139,288    6,056    6,601

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:       -825)
    -237   -2,381      116     -833    1,693     -954     -572      129     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     28.8     12.7     56.4     54.0     95.8     95.5      4.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      95      108       93      119      120      266      280
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY 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:       59,379
COMMITMENTS
  44,261   26,819      649    8,609   30,296   53,519   57,764    5,860    1,615

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     13,383)
  12,171    4,758     -506    1,532    9,218   13,197   13,470      186      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.5     45.2      1.1     14.5     51.0     90.1     97.3      9.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      76       22        6       20        8      100       34
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY 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:      430,253
COMMITMENTS
  29,800   52,075    4,034  380,897  358,091  414,731  414,200   15,522   16,053

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     15,759)
   3,333     -936      416   12,913   17,249   16,662   16,729     -903     -970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     12.1      0.9     88.5     83.2     96.4     96.3      3.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      34       47       12      101      104      142      156
```

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Updated May 21, 2012