COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      184,858
COMMITMENTS
  63,789   60,010   14,601   92,491   93,587  170,881  168,198   13,977   16,660

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      4,073)
   3,115    8,328     -202    2,289   -5,566    5,202    2,560   -1,129    1,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     32.5      7.9     50.0     50.6     92.4     91.0      7.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
     101      103       70       55       60      194      199
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       22,061
COMMITMENTS
  10,191    4,868      687    8,649   13,980   19,527   19,535    2,534    2,526

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      2,144)
     195    1,659      -26    1,846      104    2,015    1,737      129      407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     22.1      3.1     39.2     63.4     88.5     88.5     11.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      29       26       11       21       14       54       48
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      179,723
COMMITMENTS
  31,434   37,657   26,097  112,858  106,962  170,389  170,716    9,334    9,007

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -2,484)
     575   -4,347      516   -2,970    2,076   -1,879   -1,755     -605     -729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     21.0     14.5     62.8     59.5     94.8     95.0      5.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      57       62       42       52       46      131      131
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      715,111
COMMITMENTS
 180,816  120,056   64,885  409,309  455,852  655,010  640,793   60,101   74,318

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      8,514)
  -3,618    7,335    1,735    8,945   -8,898    7,062      172    1,452    8,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     16.8      9.1     57.2     63.7     91.6     89.6      8.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      65       78       66       77       86      184      192
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      146,714
COMMITMENTS
  39,191   44,365   18,433   83,163   77,062  140,787  139,860    5,927    6,854

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      2,495)
     667    1,662    1,261    1,689       45    3,617    2,968   -1,122     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     30.2     12.6     56.7     52.5     96.0     95.3      4.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
      97      107       90      124      114      267      276
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       45,996
COMMITMENTS
  32,090   22,061    1,155    7,077   21,078   40,322   44,294    5,674    1,702

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        457)
     716    4,065      -14     -142   -3,122      560      929     -103     -472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.8     48.0      2.5     15.4     45.8     87.7     96.3     12.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      58       24        8       18        8       81       36
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      414,494
COMMITMENTS
  26,467   53,011    3,618  367,984  340,842  398,069  397,471   16,425   17,023

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     17,023)
  -6,525   10,807      917   24,963    2,673   19,355   14,397   -2,332    2,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     12.8      0.9     88.8     82.2     96.0     95.9      4.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      34       44       12       98      106      140      154
 

Updated May 11, 2012