COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      190,015
COMMITMENTS
  55,128   62,602   17,726  102,770   93,013  175,624  173,341   14,391   16,674

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,406)
  -4,461     -609    1,864    2,667      -39       70    1,216    1,336      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     32.9      9.3     54.1     49.0     92.4     91.2      7.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      95      114       69       60       64      194      213
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       23,546
COMMITMENTS
  10,398    6,415      583   10,183   13,830   21,164   20,828    2,382    2,718

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,067)
     506      911      -99      702     -264    1,109      548      -42      519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     27.2      2.5     43.2     58.7     89.9     88.5     10.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      32       31       11       25       12       59       53
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      185,050
COMMITMENTS
  31,277   39,214   27,769  117,478  108,478  176,524  175,461    8,526    9,589

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,720)
     -67    2,159      482    1,825   -1,149    2,240    1,492     -520      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     21.2     15.0     63.5     58.6     95.4     94.8      4.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      53       67       49       56       46      136      139
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      729,589
COMMITMENTS
 191,733  122,709   64,683  411,006  458,990  667,422  646,382   62,167   83,207

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      2,322)
   7,463   -2,551      878   -2,079     -844    6,262   -2,517   -3,940    4,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     16.8      8.9     56.3     62.9     91.5     88.6      8.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      67       76       69       77       84      180      195
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      149,445
COMMITMENTS
  39,576   41,048   20,898   82,584   79,937  143,058  141,883    6,387    7,562

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      3,556)
     622     -936    2,349      254    1,182    3,225    2,595      331      961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     27.5     14.0     55.3     53.5     95.7     94.9      4.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      99      110       95      124      118      273      286
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       74,493
COMMITMENTS
  58,795   26,008      593    9,094   46,342   68,482   72,943    6,011    1,550

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     15,114)
  14,534     -811      -56      485   16,046   14,963   15,179      151      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.9     34.9      0.8     12.2     62.2     91.9     97.9      8.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      78       19        4       21        7      103       27
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      439,673
COMMITMENTS
  23,624   53,572    3,278  397,723  366,346  424,625  423,196   15,048   16,477

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      9,420)
  -6,176    1,497     -756   16,826    8,255    9,894    8,996     -474      424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     12.2      0.7     90.5     83.3     96.6     96.3      3.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      32       47        9      100      103      138      153
 

Updated May 25, 2012