```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   306,308:    55,200     45,599     90,151    144,737    151,884    290,089    287,634:    16,219     18,674
Old  :   149,058:    27,451     41,965     34,724     80,203     59,424    142,378    136,113:     6,680     12,945
Other:   157,250:    36,238     12,124     46,938     64,534     92,460    147,710    151,522:     9,540      5,728
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     7,669:     1,495       -780      6,507     -1,107      1,465      6,895      7,192:       774        477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       14.9       29.4       47.3       49.6       94.7       93.9:       5.3        6.1
Old  :     100.0:      18.4       28.2       23.3       53.8       39.9       95.5       91.3:       4.5        8.7
Other:     100.0:      23.0        7.7       29.8       41.0       58.8       93.9       96.4:       6.1        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       316:       121        104         95         74         73        236        234:
Old  :       266:        78        111         62         58         59        164        204:
Other:       237:       114         38         50         61         64        194        133:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       25.1       30.7       34.5       10.6       13.5       18.0       18.8
Old  :                 28.2       22.2       38.8       31.6       22.5       13.4       31.5       20.4
Other:                 17.7       31.4       27.5       41.5       13.1       24.9       20.9       32.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    33,141:     8,383      5,961      7,103     15,073     17,305     30,560     30,369:     2,581      2,772
Old  :    28,759:     8,447      5,949      4,995     12,860     15,125     26,302     26,069:     2,457      2,691
Other:     4,381:       215        290      1,830      2,213      2,181      4,258      4,300:       124         81
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     1,528:      -319        -19        529      1,391      1,078      1,601      1,589:       -73        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       18.0       21.4       45.5       52.2       92.2       91.6:       7.8        8.4
Old  :     100.0:      29.4       20.7       17.4       44.7       52.6       91.5       90.6:       8.5        9.4
Other:     100.0:       4.9        6.6       41.8       50.5       49.8       97.2       98.1:       2.8        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        34         37         20         27         16         68         67:
Old  :       100:        33         35         20         27         15         65         66:
Other:        30:         6         11         14         12          4         30         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.2       51.2       40.4       63.6       21.3       40.0       31.7       45.1
Old  :                 27.9       50.6       41.0       61.7       22.4       41.0       32.8       46.9
Other:                 52.6       70.8       75.1       88.4       32.7       39.2       39.5       41.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   201,720:    27,225     36,007     39,063    125,934    114,777    192,223    189,848:     9,497     11,872
Old  :   116,420:    24,872     39,022     17,338     66,659     49,318    108,869    105,678:     7,551     10,742
Other:    85,300:    12,162      6,793     11,917     59,275     65,459     83,354     84,169:     1,946      1,131
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     4,327:    -1,450     -1,217       -296      5,458      3,869      3,712      2,356:       615      1,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       17.8       19.4       62.4       56.9       95.3       94.1:       4.7        5.9
Old  :     100.0:      21.4       33.5       14.9       57.3       42.4       93.5       90.8:       6.5        9.2
Other:     100.0:      14.3        8.0       14.0       69.5       76.7       97.7       98.7:       2.3        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        49         79         54         57         43        140        145:
Old  :       189:        47         78         48         52         38        129        136:
Other:       100:        24         19         21         46         30         82         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.4       24.9       37.2       37.6       21.2       18.4       29.5       25.5
Old  :                 25.5       20.6       40.0       30.9       25.0       18.9       37.4       27.7
Other:                 36.4       41.1       52.2       60.7       33.0       36.0       48.1       53.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   934,883:   183,038    114,646    193,826    485,345    527,751    862,209    836,223:    72,674     98,660
Old  :   934,883:   183,038    114,646    193,826    485,345    527,751    862,209    836,223:    72,674     98,660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :    29,606:     1,759      3,002     13,305     10,493      6,224     25,557     22,531:     4,049      7,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       12.3       20.7       51.9       56.5       92.2       89.4:       7.8       10.6
Old  :     100.0:      19.6       12.3       20.7       51.9       56.5       92.2       89.4:       7.8       10.6
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  :       249:        77         73         91         86         90        208        211:
Old  :       249:        77         73         91         86         90        208        211:
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  :                 11.0       17.6       19.9       26.5       10.6       14.9       18.3       20.6
Old  :                 11.0       17.6       19.9       26.5       10.6       14.9       18.3       20.6
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 with Delta-adjusted Options and Futures Combined, 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  :   229,971:    29,018     38,845     86,589    106,575     95,460    222,182    220,895:     7,789      9,076
Old  :   157,971:    34,500     39,279     49,795     67,672     61,404    151,968    150,478:     6,004      7,494
Other:    71,999:     6,199     11,248     25,112     38,903     34,056     70,214     70,417:     1,785      1,583
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     7,350:    -2,305      1,169      6,391      2,509     -1,395      6,595      6,165:       755      1,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       16.9       37.7       46.3       41.5       96.6       96.1:       3.4        3.9
Old  :     100.0:      21.8       24.9       31.5       42.8       38.9       96.2       95.3:       3.8        4.7
Other:     100.0:       8.6       15.6       34.9       54.0       47.3       97.5       97.8:       2.5        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       389:        98        131        123        136        122        299        322:
Old  :       378:       104        124        104        125        115        272        303:
Other:       229:        50         54         52        102         81        185        157:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       14.4       23.3       24.9        7.6        7.7       13.9       12.3
Old  :                 12.5       13.8       22.4       24.4       10.3        9.3       17.5       15.8
Other:                 18.8       17.4       33.5       30.6       15.0       10.9       23.2       18.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    77,603:    60,725     18,760      1,207      8,693     55,960     70,624     75,926:     6,979      1,677
Old  :    77,603:    60,725     18,760      1,207      8,693     55,960     70,624     75,926:     6,979      1,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     2,403:     1,927     -6,962        123       -562      9,193      1,489      2,355:       915         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.2       24.2        1.6       11.2       72.1       91.0       97.8:       9.0        2.2
Old  :     100.0:      78.2       24.2        1.6       11.2       72.1       91.0       97.8:       9.0        2.2
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          7         21          6        101         23:
Old  :       115:        73         16          7         21          6        101         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  :                 38.5       85.4       55.7       93.5       38.5       85.2       55.7       92.5
Old  :                 38.5       85.4       55.7       93.5       38.5       85.2       55.7       92.5
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 with Delta-adjusted Options and Futures Combined, 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  :   444,079:    20,622     53,001      4,607    403,459    368,831    428,688    426,439:    15,391     17,640
Old  :   444,079:    20,622     53,001      4,607    403,459    368,831    428,688    426,439:    15,391     17,640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2012                         :
     :     1,819:    -2,599       -724        537      4,019      1,479      1,957      1,292:      -138        526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       11.9        1.0       90.9       83.1       96.5       96.0:       3.5        4.0
Old  :     100.0:       4.6       11.9        1.0       90.9       83.1       96.5       96.0:       3.5        4.0
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  :       243:        28         47         12        100        103        137        153:
Old  :       243:        28         47         12        100        103        137        153:
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  :                 37.7       29.5       52.1       39.9       34.1       29.4       48.5       38.4
Old  :                 37.7       29.5       52.1       39.9       34.1       29.4       48.5       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 5, 2012