```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   191,976:    57,232     64,947     17,989    101,853     92,211    177,074    175,147:    14,902     16,829
Old  :    91,096:    32,341     45,592      1,703     51,122     31,506     85,166     78,801:     5,930     12,295
Other:   100,880:    36,794     31,258      4,383     50,731     60,705     91,908     96,346:     8,972      4,534
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     1,961:     2,104      2,345        263       -917       -802      1,450      1,806:       511        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       33.8        9.4       53.1       48.0       92.2       91.2:       7.8        8.8
Old  :     100.0:      35.5       50.0        1.9       56.1       34.6       93.5       86.5:       6.5       13.5
Other:     100.0:      36.5       31.0        4.3       50.3       60.2       91.1       95.5:       8.9        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        97        112         70         60         63        197        209:
Old  :       250:        71        105         15         39         44        116        158:
Other:       218:        86         51         25         50         52        154        111:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       21.2       33.7       30.1       16.6       12.9       27.9       21.1
Old  :                 30.7       15.8       45.5       28.2       30.7       15.6       45.5       28.0
Other:                 20.2       35.0       31.6       46.7       20.2       32.7       31.6       44.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    24,531:    10,205      6,424        696     11,342     14,760     22,243     21,880:     2,288      2,651
Old  :    22,614:     9,739      6,364        302     10,389     13,377     20,430     20,043:     2,184      2,571
Other:     1,917:       477         71        383        953      1,383      1,813      1,837:       104         80
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :       985:      -193          9        113      1,159        930      1,079      1,052:       -94        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6       26.2        2.8       46.2       60.2       90.7       89.2:       9.3       10.8
Old  :     100.0:      43.1       28.1        1.3       45.9       59.2       90.3       88.6:       9.7       11.4
Other:     100.0:      24.9        3.7       20.0       49.7       72.1       94.6       95.8:       5.4        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        32         33         13         26         13         60         58:
Old  :        94:        31         33         10         25         13         58         55:
Other:        25:        11          2         10          9          2         22         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       58.1       44.9       68.2       26.3       52.2       38.4       60.0
Old  :                 33.6       57.0       48.3       67.6       28.5       51.0       41.2       59.1
Other:                 54.8       84.0       80.0       94.3       47.3       70.5       61.7       70.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   189,385:    30,360     38,395     27,055    122,923    112,435    180,338    177,885:     9,047     11,500
Old  :   109,803:    26,026     39,816     11,900     64,688     47,657    102,614     99,373:     7,189     10,430
Other:    79,582:    14,068      8,313      5,421     58,235     64,778     77,724     78,512:     1,858      1,070
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     4,335:      -917       -819       -714      5,445      3,957      3,814      2,424:       521      1,911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       20.3       14.3       64.9       59.4       95.2       93.9:       4.8        6.1
Old  :     100.0:      23.7       36.3       10.8       58.9       43.4       93.5       90.5:       6.5        9.5
Other:     100.0:      17.7       10.4        6.8       73.2       81.4       97.7       98.7:       2.3        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        50         74         45         56         42        134        136:
Old  :       185:        46         75         34         49         34        117        123:
Other:        98:        28         14         16         43         28         78         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       26.2       39.3       39.7       22.6       19.7       31.5       27.7
Old  :                 26.9       21.7       41.8       32.6       26.5       20.1       39.6       29.3
Other:                 39.0       43.6       55.7       64.6       35.4       38.5       51.5       57.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   753,540:   197,758    128,348     71,975    417,724    462,690    687,457    663,013:    66,083     90,527
Old  :   753,540:   197,758    128,348     71,975    417,724    462,690    687,457    663,013:    66,083     90,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    23,951:     6,025      5,639      7,292      6,718      3,700     20,035     16,631:     3,916      7,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       17.0        9.6       55.4       61.4       91.2       88.0:       8.8       12.0
Old  :     100.0:      26.2       17.0        9.6       55.4       61.4       91.2       88.0:       8.8       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        70         75         75         76         83        186        195:
Old  :       244:        70         75         75         76         83        186        195:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.7       20.3       23.5       29.6       12.6       17.8       22.2       25.4
Old  :                 12.7       20.3       23.5       29.6       12.6       17.8       22.2       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   150,688:    37,715     42,750     22,610     83,395     76,673    143,720    142,033:     6,968      8,655
Old  :   104,879:    40,882     41,580      7,354     51,407     48,828     99,643     97,762:     5,236      7,117
Other:    45,809:     8,734     13,071      3,355     31,988     27,845     44,077     44,271:     1,732      1,538
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     1,243:    -1,861      1,702      1,712        811     -3,264        662        150:       581      1,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       28.4       15.0       55.3       50.9       95.4       94.3:       4.6        5.7
Old  :     100.0:      39.0       39.6        7.0       49.0       46.6       95.0       93.2:       5.0        6.8
Other:     100.0:      19.1       28.5        7.3       69.8       60.8       96.2       96.6:       3.8        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       362:        83        120         97        126        111        264        287:
Old  :       356:        88        121         65        110         98        230        256:
Other:       206:        46         43         30         87         74        152        132:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       14.8       23.2       22.9       11.4       11.6       20.2       18.7
Old  :                 15.4       17.7       26.1       27.7       15.4       14.8       26.1       24.8
Other:                 23.9       19.0       39.2       32.0       23.6       17.2       37.7       29.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    76,744:    60,724     19,089        621      8,498     55,446     69,843     75,156:     6,901      1,588
Old  :    76,744:    60,724     19,089        621      8,498     55,446     69,843     75,156:     6,901      1,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     2,251:     1,929     -6,919         28       -596      9,104      1,361      2,213:       890         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.1       24.9        0.8       11.1       72.2       91.0       97.9:       9.0        2.1
Old  :     100.0:      79.1       24.9        0.8       11.1       72.2       91.0       97.9:       9.0        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        73         16          4         21          6         98         23:
Old  :       115:        73         16          4         21          6         98         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       86.2       56.3       93.9       39.0       86.2       56.3       93.9
Old  :                 39.0       86.2       56.3       93.9       39.0       86.2       56.3       93.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   441,600:    21,237     53,117      3,520    401,783    367,925    426,540    424,562:    15,060     17,038
Old  :   441,600:    21,237     53,117      3,520    401,783    367,925    426,540    424,562:    15,060     17,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     1,927:    -2,387       -455        242      4,060      1,579      1,915      1,366:        12        561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       12.0        0.8       91.0       83.3       96.6       96.1:       3.4        3.9
Old  :     100.0:       4.8       12.0        0.8       91.0       83.3       96.6       96.1:       3.4        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        28         47          9         99        102        133        152:
Old  :       243:        28         47          9         99        102        133        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       29.6       52.4       40.1       34.3       29.6       48.8       38.6
Old  :                 37.9       29.6       52.4       40.1       34.3       29.6       48.8       38.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 5, 2012