```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, 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  :   188,609:    59,589     63,211     15,862    100,103     93,052    175,554    172,125:    13,055     16,484
Old  :   101,794:    40,964     48,757      1,903     53,808     38,578     96,675     89,238:     5,119     12,556
Other:    86,815:    28,493     24,322      4,091     46,295     54,474     78,879     82,887:     7,936      3,928
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :     3,751:    -4,200      3,201      1,261      7,612       -535      4,673      3,927:      -922       -176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       33.5        8.4       53.1       49.3       93.1       91.3:       6.9        8.7
Old  :     100.0:      40.2       47.9        1.9       52.9       37.9       95.0       87.7:       5.0       12.3
Other:     100.0:      32.8       28.0        4.7       53.3       62.7       90.9       95.5:       9.1        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        99        111         66         58         60        194        204:
Old  :       266:        80        110         16         39         47        128        164:
Other:       196:        72         48         25         46         50        136        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.5       20.6       33.4       30.6       17.1       13.2       28.7       21.2
Old  :                 27.6       18.3       39.9       31.5       27.6       18.2       39.9       30.6
Other:                 21.6       36.3       34.6       48.3       21.6       34.6       34.2       46.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, 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  :    22,479:     9,892      5,504        682      9,481     14,094     20,055     20,280:     2,424      2,199
Old  :    20,768:     9,724      5,527        204      8,520     12,882     18,448     18,613:     2,320      2,155
Other:     1,711:       227         36        419        961      1,212      1,607      1,667:       104         44
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :       418:      -299        636         -5        832        114        528        745:      -110       -327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0       24.5        3.0       42.2       62.7       89.2       90.2:      10.8        9.8
Old  :     100.0:      46.8       26.6        1.0       41.0       62.0       88.8       89.6:      11.2       10.4
Other:     100.0:      13.3        2.1       24.5       56.2       70.8       93.9       97.4:       6.1        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        30         30         11         23         13         56         52:
Old  :        90:        30         30          6         22         13         55         47:
Other:        22:         8          3          7          9          2         18         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.5       59.4       45.0       68.8       28.9       57.0       43.5       65.2
Old  :                 31.7       58.4       47.6       68.5       31.3       56.3       45.3       65.1
Other:                 58.1       86.5       83.1       96.0       47.8       66.7       58.1       66.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, 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  :   183,330:    31,344     37,055     27,287    115,653    109,627    174,284    173,969:     9,046      9,361
Old  :   112,132:    26,507     37,583     15,611     62,767     50,269    104,885    103,463:     7,247      8,669
Other:    71,198:    12,049      6,684      4,464     52,886     59,358     69,399     70,506:     1,799        692
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :     3,607:       -90       -602      1,190      2,795      2,665      3,895      3,253:      -288        354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       20.2       14.9       63.1       59.8       95.1       94.9:       4.9        5.1
Old  :     100.0:      23.6       33.5       13.9       56.0       44.8       93.5       92.3:       6.5        7.7
Other:     100.0:      16.9        9.4        6.3       74.3       83.4       97.5       99.0:       2.5        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        51         64         46         54         48        131        136:
Old  :       178:        46         69         35         51         40        120        123:
Other:        92:        25         12         13         40         32         71         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.6       27.1       40.0       42.1       23.7       21.2       33.5       30.7
Old  :                 26.2       24.0       41.0       36.6       25.6       20.4       38.3       29.4
Other:                 40.6       42.9       56.6       65.8       36.4       37.8       52.1       57.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, 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  :   727,267:   184,270    125,260     63,805    413,085    459,834    661,160    648,899:    66,107     78,368
Old  :   727,267:   184,270    125,260     63,805    413,085    459,834    661,160    648,899:    66,107     78,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    12,156:     3,454      5,204     -1,080      3,776      3,982      6,150      8,106:     6,006      4,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       17.2        8.8       56.8       63.2       90.9       89.2:       9.1       10.8
Old  :     100.0:      25.3       17.2        8.8       56.8       63.2       90.9       89.2:       9.1       10.8
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  :       239:        63         77         63         76         85        177        190:
Old  :       239:        63         77         63         76         85        177        190:
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  :                 13.4       20.8       24.7       29.6       13.2       17.6       23.5       25.0
Old  :                 13.4       20.8       24.7       29.6       13.2       17.6       23.5       25.0
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 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  :   145,889:    38,954     41,984     18,549     82,330     78,755    139,833    139,288:     6,056      6,601
Old  :   105,240:    40,201     39,603      7,029     53,033     52,861    100,263     99,493:     4,977      5,747
Other:    40,649:     6,763     10,391      3,510     29,297     25,894     39,570     39,795:     1,079        854
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :      -825:      -237     -2,381        116       -833      1,693       -954       -572:       129       -253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       28.8       12.7       56.4       54.0       95.8       95.5:       4.2        4.5
Old  :     100.0:      38.2       37.6        6.7       50.4       50.2       95.3       94.5:       4.7        5.5
Other:     100.0:      16.6       25.6        8.6       72.1       63.7       97.3       97.9:       2.7        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       363:        95        108         93        119        120        266        280:
Old  :       359:       102        108         61        102        109        231        252:
Other:       199:        47         36         26         81         78        143        128:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       15.5       24.5       24.7       11.9       12.1       21.0       19.5
Old  :                 15.6       17.9       27.0       28.8       15.6       15.0       26.9       25.0
Other:                 24.4       20.2       39.7       35.3       23.7       18.0       36.2       30.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, 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  :    59,379:    44,261     26,819        649      8,609     30,296     53,519     57,764:     5,860      1,615
Old  :    59,379:    44,261     26,819        649      8,609     30,296     53,519     57,764:     5,860      1,615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    13,383:    12,171      4,758       -506      1,532      9,218     13,197     13,470:       186        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.5       45.2        1.1       14.5       51.0       90.1       97.3:       9.9        2.7
Old  :     100.0:      74.5       45.2        1.1       14.5       51.0       90.1       97.3:       9.9        2.7
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          6         20          8        100         34:
Old  :       126:        76         22          6         20          8        100         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  :                 38.6       65.3       50.6       86.8       38.6       65.3       50.6       86.8
Old  :                 38.6       65.3       50.6       86.8       38.6       65.3       50.6       86.8
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 - Futures Only, 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  :   430,253:    29,800     52,075      4,034    380,897    358,091    414,731    414,200:    15,522     16,053
Old  :   430,253:    29,800     52,075      4,034    380,897    358,091    414,731    414,200:    15,522     16,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2012                          :
     :    15,759:     3,333       -936        416     12,913     17,249     16,662     16,729:      -903       -970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       12.1        0.9       88.5       83.2       96.4       96.3:       3.6        3.7
Old  :     100.0:       6.9       12.1        0.9       88.5       83.2       96.4       96.3:       3.6        3.7
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  :       254:        34         47         12        101        104        142        156:
Old  :       254:        34         47         12        101        104        142        156:
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  :                 37.0       30.1       51.0       40.4       33.6       30.0       47.6       39.2
Old  :                 37.0       30.1       51.0       40.4       33.6       30.0       47.6       39.2
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