```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   281,960:    59,673     48,737     72,104    136,377    143,247    268,154    264,088:    13,805     17,872
Old  :   152,631:    38,140     45,970     28,865     80,207     64,939    147,212    139,775:     5,419     12,856
Other:   129,329:    29,222     10,456     35,549     56,170     78,308    120,942    124,313:     8,387      5,015
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    25,139:    -7,302      2,366     15,473     17,696      7,371     25,867     25,209:      -727        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       17.3       25.6       48.4       50.8       95.1       93.7:       4.9        6.3
Old  :     100.0:      25.0       30.1       18.9       52.5       42.5       96.4       91.6:       3.6        8.4
Other:     100.0:      22.6        8.1       27.5       43.4       60.5       93.5       96.1:       6.5        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:       118        103         94         70         69        228        229:
Old  :       280:        91        109         57         59         61        176        201:
Other:       214:        91         42         49         55         61        169        130:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       24.5       30.5       34.4       11.6       13.7       19.7       19.5
Old  :                 25.8       22.5       36.8       31.7       21.6       15.8       30.2       24.1
Other:                 19.5       30.5       30.3       42.5       14.5       24.9       23.7       34.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :    30,128:     8,643      5,022      6,330     12,818     16,384     27,791     27,736:     2,337      2,392
Old  :    26,209:     8,824      5,024      4,451     10,716     14,403     23,992     23,877:     2,217      2,332
Other:     3,919:        85        265      1,613      2,101      1,981      3,800      3,859:       119         60
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       836:      -477        521        674      1,078        -23      1,275      1,171:      -439       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       16.7       21.0       42.5       54.4       92.2       92.1:       7.8        7.9
Old  :     100.0:      33.7       19.2       17.0       40.9       55.0       91.5       91.1:       8.5        8.9
Other:     100.0:       2.2        6.8       41.2       53.6       50.6       97.0       98.5:       3.0        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        28         38         19         26         16         64         64:
Old  :        97:        30         35         19         26         15         63         63:
Other:        26:         4         10         12         12          4         26         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.6       51.7       39.2       64.8       24.2       44.3       35.7       50.6
Old  :                 25.4       51.9       38.8       62.6       24.8       46.0       37.2       52.9
Other:                 56.2       72.2       78.0       90.4       34.6       40.3       39.6       41.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   195,805:    28,550     35,374     39,006    118,901    111,780    186,457    186,160:     9,348      9,645
Old  :   118,962:    25,474     37,301     20,928     65,093     51,837    111,495    110,065:     7,467      8,897
Other:    76,844:    10,287      5,284     10,868     53,808     59,943     74,963     76,095:     1,881        748
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :     3,186:      -253       -512        859      2,856      2,519      3,462      2,866:      -276        320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       18.1       19.9       60.7       57.1       95.2       95.1:       4.8        4.9
Old  :     100.0:      21.4       31.4       17.6       54.7       43.6       93.7       92.5:       6.3        7.5
Other:     100.0:      13.4        6.9       14.1       70.0       78.0       97.6       99.0:       2.4        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        45         74         53         55         49        137        143:
Old  :       182:        46         73         47         52         42        129        133:
Other:        93:        20         18         19         40         34         73         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.0       25.6       37.9       39.8       22.2       19.2       31.4       28.0
Old  :                 24.9       22.9       39.4       34.8       24.2       19.3       36.1       27.8
Other:                 37.6       40.0       52.7       61.2       33.7       34.8       48.3       52.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   888,534:   180,144    116,836    166,009    471,077    520,344    817,230    803,189:    71,304     85,345
Old  :   888,534:   180,144    116,836    166,009    471,077    520,344    817,230    803,189:    71,304     85,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :     6,487:     3,582      1,421     -2,056       -145      4,698      1,381      4,063:     5,106      2,424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       13.1       18.7       53.0       58.6       92.0       90.4:       8.0        9.6
Old  :     100.0:      20.3       13.1       18.7       53.0       58.6       92.0       90.4:       8.0        9.6
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  :       244:        72         73         84         84         89        202        203:
Old  :       244:        72         73         84         84         89        202        203:
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  :                 11.6       17.9       21.0       26.6       11.2       14.8       19.5       21.2
Old  :                 11.6       17.9       21.0       26.6       11.2       14.8       19.5       21.2
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 15, 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  :   216,497:    30,612     38,074     76,371    102,860     95,123    209,843    209,567:     6,653      6,930
Old  :   151,578:    34,283     37,433     44,519     67,261     63,596    146,063    145,547:     5,515      6,032
Other:    64,918:     4,351      8,663     23,830     35,599     31,527     63,780     64,020:     1,138        898
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    -2,802:       -87     -3,068     -1,264     -1,680      1,790     -3,031     -2,542:       229       -260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       17.6       35.3       47.5       43.9       96.9       96.8:       3.1        3.2
Old  :     100.0:      22.6       24.7       29.4       44.4       42.0       96.4       96.0:       3.6        4.0
Other:     100.0:       6.7       13.3       36.7       54.8       48.6       98.2       98.6:       1.8        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       109        122        122        131        131        305        318:
Old  :       383:       115        115        104        120        124        279        300:
Other:       220:        47         51         51         96         85        176        156:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       13.9       22.2       24.1        8.0        8.0       14.7       13.0
Old  :                 12.6       14.1       22.9       24.5       10.9        9.7       18.7       16.9
Other:                 18.2       16.6       31.6       29.6       14.7       11.3       23.0       18.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :    60,022:    44,262     26,598      1,073      8,769     30,660     54,104     58,332:     5,918      1,690
Old  :    60,022:    44,262     26,598      1,073      8,769     30,660     54,104     58,332:     5,918      1,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    13,470:    12,137      4,664       -413      1,543      9,270     13,267     13,522:       203        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.7       44.3        1.8       14.6       51.1       90.1       97.2:       9.9        2.8
Old  :     100.0:      73.7       44.3        1.8       14.6       51.1       90.1       97.2:       9.9        2.8
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  :       126:        76         22         10         20          8        104         34:
Old  :       126:        76         22         10         20          8        104         34:
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  :                 38.1       64.7       50.1       86.0       38.1       64.5       50.1       85.8
Old  :                 38.1       64.7       50.1       86.0       38.1       64.5       50.1       85.8
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 15, 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  :   433,164:    29,274     52,249      5,167    382,624    359,049    417,065    416,465:    16,099     16,699
Old  :   433,164:    29,274     52,249      5,167    382,624    359,049    417,065    416,465:    16,099     16,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    16,039:     3,354       -834        486     12,979     17,346     16,819     16,998:      -781       -960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       12.1        1.2       88.3       82.9       96.3       96.1:       3.7        3.9
Old  :     100.0:       6.8       12.1        1.2       88.3       82.9       96.3       96.1:       3.7        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  :       255:        34         48         15        102        106        147        158:
Old  :       255:        34         48         15        102        106        147        158:
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  :                 36.7       29.9       50.6       40.2       33.4       29.8       47.3       39.0
Old  :                 36.7       29.9       50.6       40.2       33.4       29.8       47.3       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated May 21, 2012