```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :   248,228:    63,433     38,260     55,325    113,821    138,399    232,578    231,984:    15,649     16,243
Old  :   135,529:    45,060     34,399     21,013     61,146     68,632    127,219    124,045:     8,310     11,484
Other:   112,698:    27,164     12,652     25,521     52,675     69,767    105,359    107,939:     7,339      4,759
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :       755:     2,342      1,490        317        283     -1,837      2,942        -30:    -2,187        785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       15.4       22.3       45.9       55.8       93.7       93.5:       6.3        6.5
Old  :     100.0:      33.2       25.4       15.5       45.1       50.6       93.9       91.5:       6.1        8.5
Other:     100.0:      24.1       11.2       22.6       46.7       61.9       93.5       95.8:       6.5        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:       120         78         96         65         69        225        206:
Old  :       260:        96         87         63         57         59        182        180:
Other:       207:        89         41         46         51         59        158        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  :                 14.5       23.9       26.6       35.9       13.0       18.0       22.0       25.4
Old  :                 15.9       24.3       27.2       34.4       14.0       21.3       24.2       30.2
Other:                 17.9       30.9       30.8       43.4       14.9       27.0       25.4       37.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :    25,967:     9,242      2,751      4,777      9,388     16,149     23,406     23,677:     2,561      2,290
Old  :    23,203:     9,358      2,745      3,350      8,012     14,846     20,721     20,941:     2,482      2,262
Other:     2,764:        68        191      1,242      1,376      1,303      2,686      2,736:        78         28
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :       -26:        89        210        584       -650     -1,054         22       -260:       -49        234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       10.6       18.4       36.2       62.2       90.1       91.2:       9.9        8.8
Old  :     100.0:      40.3       11.8       14.4       34.5       64.0       89.3       90.3:      10.7        9.7
Other:     100.0:       2.5        6.9       44.9       49.8       47.1       97.2       99.0:       2.8        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        28         25         16         22         16         57         51:
Old  :        80:        26         27         16         22         16         56         51:
Other:        24:         9          6         11          9          3         23         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       56.4       40.6       69.3       26.4       50.4       38.7       58.9
Old  :                 27.6       56.6       41.4       68.7       27.6       53.5       41.3       63.0
Other:                 65.9       76.8       84.6       93.9       26.5       30.4       28.7       31.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :   195,076:    28,105     39,984     37,693    118,944    107,272    184,743    184,949:    10,333     10,126
Old  :   125,560:    25,466     41,239     20,381     71,767     54,587    117,615    116,207:     7,946      9,353
Other:    69,515:    10,015      6,122      9,936     47,176     52,684     67,128     68,742:     2,387        774
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     5,116:     1,253     -1,440      2,811      1,066      4,209      5,129      5,580:       -13       -464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       20.5       19.3       61.0       55.0       94.7       94.8:       5.3        5.2
Old  :     100.0:      20.3       32.8       16.2       57.2       43.5       93.7       92.6:       6.3        7.4
Other:     100.0:      14.4        8.8       14.3       67.9       75.8       96.6       98.9:       3.4        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        48         75         51         55         47        142        136:
Old  :       183:        46         74         44         54         41        134        127:
Other:        93:        25         15         18         38         31         71         56:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       24.5       38.2       38.5       22.5       19.1       31.8       27.0
Old  :                 25.5       22.8       39.7       33.6       23.4       19.2       34.8       27.8
Other:                 36.3       39.5       52.2       60.3       32.8       33.7       48.2       52.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :   860,705:   179,389    103,600    159,548    457,417    523,911    796,354    787,059:    64,351     73,646
Old  :   860,705:   179,389    103,600    159,548    457,417    523,911    796,354    787,059:    64,351     73,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    -2,433:    -3,147      8,079     10,037      4,461    -14,605     11,351      3,510:   -13,784     -5,943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       12.0       18.5       53.1       60.9       92.5       91.4:       7.5        8.6
Old  :     100.0:      20.8       12.0       18.5       53.1       60.9       92.5       91.4:       7.5        8.6
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  :       246:        72         68         85         87         93        208        200:
Old  :       246:        72         68         85         87         93        208        200:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       17.4       22.6       27.0       12.0       14.8       20.9       21.5
Old  :                 12.5       17.4       22.6       27.0       12.0       14.8       20.9       21.5
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 1, 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  :   210,953:    31,528     39,802     70,387    101,414     92,942    203,329    203,131:     7,624      7,823
Old  :   155,165:    36,213     40,367     42,705     69,786     65,272    148,703    148,344:     6,461      6,821
Other:    55,789:     3,790      7,910     19,208     31,628     27,669     54,626     54,787:     1,163      1,002
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     1,414:       -61       -494      2,316     -1,196       -523      1,059      1,299:       355        115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       18.9       33.4       48.1       44.1       96.4       96.3:       3.6        3.7
Old  :     100.0:      23.3       26.0       27.5       45.0       42.1       95.8       95.6:       4.2        4.4
Other:     100.0:       6.8       14.2       34.4       56.7       49.6       97.9       98.2:       2.1        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       375:       110        110        117        131        128        293        307:
Old  :       367:       107        109        101        123        121        271        291:
Other:       205:        40         51         48         89         82        162        151:
     :----------------------------------------------------------------------------------------------------
     :             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       14.0       21.5       24.2        8.3        8.5       15.1       13.6
Old  :                 12.4       13.6       22.6       24.9       10.2       10.5       17.9       17.4
Other:                 19.8       17.0       34.8       30.3       17.4       12.0       24.7       19.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :    46,062:    31,377     17,822      1,483      7,314     24,516     40,175     43,821:     5,887      2,241
Old  :    46,062:    31,377     17,822      1,483      7,314     24,516     40,175     43,821:     5,887      2,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     2,588:     4,774      7,165        224      1,011     -4,140      6,010      3,249:    -3,421       -661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.1       38.7        3.2       15.9       53.2       87.2       95.1:      12.8        4.9
Old  :     100.0:      68.1       38.7        3.2       15.9       53.2       87.2       95.1:      12.8        4.9
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  :       102:        50         27          8         15         12         67         46:
Old  :       102:        50         27          8         15         12         67         46:
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  :                 55.3       65.2       66.4       78.0       54.1       65.2       64.7       78.0
Old  :                 55.3       65.2       66.4       78.0       54.1       65.2       64.7       78.0
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 1, 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  :   400,015:    32,958     42,733      3,377    344,659    338,967    380,993    385,077:    19,022     14,938
Old  :   400,015:    32,958     42,733      3,377    344,659    338,967    380,993    385,077:    19,022     14,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :   -11,384:     9,742    -16,621     -2,714    -18,699      9,885    -11,671     -9,450:       287     -1,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       10.7        0.8       86.2       84.7       95.2       96.3:       4.8        3.7
Old  :     100.0:       8.2       10.7        0.8       86.2       84.7       95.2       96.3:       4.8        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  :       255:        46         39         18        101        103        160        147:
Old  :       255:        46         39         18        101        103        160        147:
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  :                 34.4       28.6       46.5       38.7       31.7       28.5       43.8       38.0
Old  :                 34.4       28.6       46.5       38.7       31.7       28.5       43.8       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated May 4, 2012