```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   256,820:    66,975     46,371     56,632    118,681    135,877    242,288    238,879:    14,533     17,941
Old  :   139,691:    47,041     40,096     21,672     64,060     65,300    132,773    127,068:     6,918     12,623
Other:   117,130:    27,079     13,421     27,814     54,621     70,576    109,514    111,811:     7,615      5,318
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     8,593:     3,542      8,110      1,307      4,860     -2,522      9,709      6,895:    -1,116      1,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       18.1       22.1       46.2       52.9       94.3       93.0:       5.7        7.0
Old  :     100.0:      33.7       28.7       15.5       45.9       46.7       95.0       91.0:       5.0        9.0
Other:     100.0:      23.1       11.5       23.7       46.6       60.3       93.5       95.5:       6.5        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:       126         92         95         68         70        231        223:
Old  :       278:        98        100         58         59         61        184        192:
Other:       215:        95         41         46         53         58        165        129:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       23.9       27.0       34.8       12.4       16.0       21.3       23.3
Old  :                 17.9       23.0       28.8       32.7       15.1       18.9       25.1       27.8
Other:                 18.2       30.6       30.8       42.3       15.3       26.9       25.5       36.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :    29,292:     9,120      4,501      5,656     11,740     16,407     26,516     26,564:     2,776      2,727
Old  :    25,829:     9,264      4,391      4,016      9,892     14,759     23,172     23,166:     2,657      2,663
Other:     3,462:        69        324      1,427      1,848      1,648      3,344      3,398:       118         64
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     3,324:      -122      1,750        880      2,352        258      3,110      2,887:       215        437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       15.4       19.3       40.1       56.0       90.5       90.7:       9.5        9.3
Old  :     100.0:      35.9       17.0       15.5       38.3       57.1       89.7       89.7:      10.3       10.3
Other:     100.0:       2.0        9.3       41.2       53.4       47.6       96.6       98.1:       3.4        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        24         36         18         24         17         61         59:
Old  :        89:        28         31         18         24         16         60         58:
Other:        24:         4         10         12         10          4         24         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  :                 26.0       51.9       39.0       65.1       25.2       45.3       36.9       52.8
Old  :                 25.4       52.6       38.9       63.4       25.4       47.2       38.6       55.6
Other:                 58.8       71.0       80.3       90.4       36.1       40.2       40.0       41.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   192,619:    28,803     35,886     38,147    116,045    109,261    182,996    183,294:     9,623      9,325
Old  :   120,008:    26,092     37,671     20,576     65,871     53,382    112,539    111,630:     7,469      8,378
Other:    72,611:     9,855      5,360     10,426     50,175     55,879     70,457     71,665:     2,155        946
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    -2,457:       698     -4,098        454     -2,898      1,990     -1,747     -1,655:      -710       -802
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       18.6       19.8       60.2       56.7       95.0       95.2:       5.0        4.8
Old  :     100.0:      21.7       31.4       17.1       54.9       44.5       93.8       93.0:       6.2        7.0
Other:     100.0:      13.6        7.4       14.4       69.1       77.0       97.0       98.7:       3.0        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        50         73         49         53         47        137        138:
Old  :       183:        50         72         44         48         41        128        129:
Other:        91:        20         18         19         38         33         68         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.5       25.6       38.7       40.5       22.5       19.7       31.3       28.3
Old  :                 26.0       23.3       39.9       35.4       24.4       20.1       34.9       28.3
Other:                 36.6       39.6       51.8       61.1       32.4       34.6       47.1       52.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   882,047:   176,563    115,415    168,065    471,222    515,646    815,849    799,126:    66,198     82,921
Old  :   882,047:   176,563    115,415    168,065    471,222    515,646    815,849    799,126:    66,198     82,921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    21,342:    -2,827     11,815      8,517     13,805     -8,265     19,495     12,067:     1,847      9,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       13.1       19.1       53.4       58.5       92.5       90.6:       7.5        9.4
Old  :     100.0:      20.0       13.1       19.1       53.4       58.5       92.5       90.6:       7.5        9.4
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  :       248:        76         71         86         86         90        208        204:
Old  :       248:        76         71         86         86         90        208        204:
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  :                 11.8       17.5       21.5       26.5       11.4       14.6       20.0       21.0
Old  :                 11.8       17.5       21.5       26.5       11.4       14.6       20.0       21.0
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 with Delta-adjusted Options and Futures Combined, May 8, 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  :   219,299:    30,700     41,142     77,634    104,540     93,333    212,874    212,109:     6,424      7,190
Old  :   156,938:    35,170     41,141     45,538     70,854     63,847    151,562    150,526:     5,376      6,412
Other:    62,361:     4,470      8,941     23,156     33,686     29,486     61,312     61,583:     1,049        778
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :     8,345:      -829      1,339      7,247      3,127        391      9,545      8,978:    -1,200       -633
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       18.8       35.4       47.7       42.6       97.1       96.7:       2.9        3.3
Old  :     100.0:      22.4       26.2       29.0       45.1       40.7       96.6       95.9:       3.4        4.1
Other:     100.0:       7.2       14.3       37.1       54.0       47.3       98.3       98.8:       1.7        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       107        123        120        134        126        305        315:
Old  :       384:       110        121        103        127        118        282        298:
Other:       216:        44         54         49         94         82        172        153:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       13.5       22.0       23.6        7.9        8.0       14.3       13.1
Old  :                 12.5       13.4       22.6       23.8       10.3        9.4       18.0       16.4
Other:                 18.5       16.4       32.5       29.7       15.4       11.3       22.6       19.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :    46,552:    32,125     21,934      1,485      7,227     21,390     40,837     44,810:     5,715      1,742
Old  :    46,552:    32,125     21,934      1,485      7,227     21,390     40,837     44,810:     5,715      1,742
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :       490:       748      4,112          2        -88     -3,126        663        989:      -172       -498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.0       47.1        3.2       15.5       45.9       87.7       96.3:      12.3        3.7
Old  :     100.0:      69.0       47.1        3.2       15.5       45.9       87.7       96.3:      12.3        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  :       107:        58         24          9         18          8         81         37:
Old  :       107:        58         24          9         18          8         81         37:
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  :                 50.9       74.5       61.1       82.4       49.6       74.5       59.3       82.4
Old  :                 50.9       74.5       61.1       82.4       49.6       74.5       59.3       82.4
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 8, 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  :   417,126:    25,920     53,083      4,681    369,645    341,703    400,246    399,467:    16,880     17,659
Old  :   417,126:    25,920     53,083      4,681    369,645    341,703    400,246    399,467:    16,880     17,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2012                          :
     :    17,110:    -7,038     10,350      1,304     24,986      2,736     19,253     14,390:    -2,142      2,720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       12.7        1.1       88.6       81.9       96.0       95.8:       4.0        4.2
Old  :     100.0:       6.2       12.7        1.1       88.6       81.9       96.0       95.8:       4.0        4.2
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  :       249:        33         45         15         99        108        144        156:
Old  :       249:        33         45         15         99        108        144        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  :                 36.1       28.0       50.2       37.9       33.3       27.9       47.4       37.2
Old  :                 36.1       28.0       50.2       37.9       33.3       27.9       47.4       37.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated May 11, 2012