WHEAT - CHICAGO BOARD OF TRADE                                                                                                                   Code-001602
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   546,285:    47,717    187,409    165,147     14,227     46,554     85,835     70,250     74,930     22,006     28,186     74,113:   29,983    50,615
Old  :   526,185:    46,517    182,768    162,796     14,255     43,650     82,556     70,902     68,280     21,645     26,631     72,866:   27,875    46,833
Other:    20,100:     1,200      4,641      3,450      1,072      1,805      4,433        502      5,496      1,225      2,419        383:    2,108     3,782
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :       731:     4,534      6,691     -3,004       -372     -2,373      3,111     -5,447      2,488     -1,291      1,989     -1,665:   -1,069      -581
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.7       34.3       30.2        2.6        8.5       15.7       12.9       13.7        4.0        5.2       13.6:      5.5       9.3
Old  :     100.0:       8.8       34.7       30.9        2.7        8.3       15.7       13.5       13.0        4.1        5.1       13.8:      5.3       8.9
Other:     100.0:       6.0       23.1       17.2        5.3        9.0       22.1        2.5       27.3        6.1       12.0        1.9:     10.5      18.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       395:        68         99         15         10         21         57         62         59         53         83         87:
Old  :       392:        66         99         15         10         20         56         64         58         52         86         80:
Other:       115:        12         43         11          7         10          6          5          4         13         21         10:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 18.0       14.2       29.8       21.6       16.5       12.6       26.9       18.3
Old  :                 18.4       14.7       30.4       22.0       16.9       13.1       27.5       19.0
Other:                 55.0       43.0       68.1       53.5       30.8       15.7       38.7       23.8
 
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                                               Code-001612
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   144,292:    32,816     69,947     34,288      1,928      5,024     27,745     13,866     11,317      8,257      6,348      7,342:   17,503    28,520
Old  :   140,634:    32,468     67,990     33,125      1,928      4,734     27,538     13,866     11,317      7,703      6,623      6,863:   16,886    27,313
Other:     3,659:       348      1,957      1,387        224         66        207          0          0        856         27        178:      616     1,207
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     1,066:    -2,572      1,942        656        -53        535       -285     -3,629        433        336       -309         98:    1,865     2,048
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.7       48.5       23.8        1.3        3.5       19.2        9.6        7.8        5.7        4.4        5.1:     12.1      19.8
Old  :     100.0:      23.1       48.3       23.6        1.4        3.4       19.6        9.9        8.0        5.5        4.7        4.9:     12.0      19.4
Other:     100.0:       9.5       53.5       37.9        6.1        1.8        5.7        0.0        0.0       23.4        0.7        4.9:     16.9      33.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       155:        41         50         16          .         11         22         23         24         16         17         18:
Old  :       155:        41         50         16          .         10         22         23         24         16         18         16:
Other:        44:         6         21          5          .          .          .          0          0          9          .          7:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 16.2       26.4       27.3       35.8       13.3       19.3       22.9       25.8
Old  :                 16.2       26.7       27.6       35.7       13.5       19.9       23.3       25.7
Other:                 54.5       47.0       71.1       57.1       54.3       46.7       70.7       54.1
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                                                                                               Code-001626
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    39,498:    17,096     21,945      4,065          0        494      6,430      3,024        817      2,760      1,972        965:    6,872    10,281
Old  :    15,088:     2,536      6,902         33        114        102      7,247      2,811          0      2,527      1,035        278:    2,366     3,847
Other:    24,410:    14,560     15,043      4,146          0        278          0      1,030          0        499      1,203        421:    4,505     6,434
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :      -225:       342        411       -451          0       -196       -345       -204         -1          4        363          7:      416      -604
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.3       55.6       10.3        0.0        1.3       16.3        7.7        2.1        7.0        5.0        2.4:     17.4      26.0
Old  :     100.0:      16.8       45.7        0.2        0.8        0.7       48.0       18.6        0.0       16.7        6.9        1.8:     15.7      25.5
Other:     100.0:      59.6       61.6       17.0        0.0        1.1        0.0        4.2        0.0        2.0        4.9        1.7:     18.5      26.4
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        23         21          4          0          .          .          6          .          6          5          5:
Old  :        41:        12         12          .          .          .          4          5          0          5          .          .:
Other:        46:        23         20          4          0          .          0          .          0          .          7          5:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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       31.5       52.9       43.6       28.2       27.4       42.3       37.5
Old  :                 60.9       35.2       71.5       56.4       60.9       34.9       71.5       56.0
Other:                 45.0       40.9       58.4       52.0       43.0       38.5       53.9       49.2
 
CORN - CHICAGO BOARD OF TRADE                                                                                                                    Code-002602
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 1,681,497:   330,482    601,548    314,115     20,452    101,125    179,348    117,855    206,124     84,779     33,641    304,259:  161,263   296,492
Old  :   946,029:   138,524    330,633    199,695     13,955     39,834    139,151    121,070    102,510     55,108     22,378    182,470:   88,736   133,177
Other:   735,468:   191,958    270,915    129,070     21,147     46,641    100,714     57,302     43,096     42,927     24,518    108,534:   72,528   163,315
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :   -18,251:    11,836    -28,004      4,961      1,609      1,559    -24,287     23,242    -14,008        519     -5,010     -1,463:    2,631     3,824
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.7       35.8       18.7        1.2        6.0       10.7        7.0       12.3        5.0        2.0       18.1:      9.6      17.6
Old  :     100.0:      14.6       34.9       21.1        1.5        4.2       14.7       12.8       10.8        5.8        2.4       19.3:      9.4      14.1
Other:     100.0:      26.1       36.8       17.5        2.9        6.3       13.7        7.8        5.9        5.8        3.3       14.8:      9.9      22.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       751:       230        299         19          9         25         72         78         85        113        111        177:
Old  :       685:       192        273         20          7         22         64         74         56        107         95        125:
Other:       616:       160        265         17         10         21         43         46         42         84        101        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  :                 11.0       10.5       18.8       16.0        9.6        6.0       15.9        9.4
Old  :                 11.6       12.3       20.4       18.8       11.4       10.6       18.4       15.1
Other:                 14.4       13.6       24.5       18.6       12.6       11.0       21.1       15.5
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                                                                Code-00260C
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     5,591:       590        759        567        367         24        548        577      1,613        832        571      1,199:      218       482
Old  :     5,307:       590        759        567        367         24        548        400      1,610        581        519      1,197:      190       433
Other:       284:         0          0          0          0          0          0        178          3        251         52          2:       28        49
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :    -1,090:      -275     -1,004        190          3        -33       -526        -77        144        108        372       -547:     -150        53
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.5       13.6       10.1        6.6        0.4        9.8       10.3       28.8       14.9       10.2       21.4:      3.9       8.6
Old  :     100.0:      11.1       14.3       10.7        6.9        0.5       10.3        7.5       30.3       11.0        9.8       22.6:      3.6       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0       62.5        1.1       88.4       18.5        0.7:      9.8      17.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         .          6          .          .          .          .          5          4          .          .          4:
Old  :        21:         .          6          .          .          .          .          5          4          .          .          4:
Other:         4:         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  :                 47.3       53.7       70.8       77.4       25.1       25.1       38.1       32.9
Old  :                 49.7       52.4       74.5       77.1       25.6       23.0       36.8       30.4
Other:                 90.2       82.8       90.2       82.8       88.4       81.0       88.4       81.0
 
OATS - CHICAGO BOARD OF TRADE                                                                                                                    Code-004603
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    11,899:     4,815      7,785      1,762          0          0      1,201      1,159         64        759          0        899:    2,398     1,992
Old  :    11,899:     4,815      7,785      1,762          0          0      1,201      1,159         64        759          0        899:    2,398     1,992
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :      -988:       783     -2,149        -83          0          0     -1,934        738          0        -63       -109         88:      221       444
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.5       65.4       14.8        0.0        0.0       10.1        9.7        0.5        6.4        0.0        7.6:     20.2      16.7
Old  :     100.0:      40.5       65.4       14.8        0.0        0.0       10.1        9.7        0.5        6.4        0.0        7.6:     20.2      16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        12         11          4          0          0          6          6          .          9          0          7:
Old  :        41:        12         11          4          0          0          6          6          .          9          0          7:
Other:         0:         0          0          0          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  :                 30.6       53.9       49.7       68.0       29.2       45.0       42.7       55.7
Old  :                 30.6       53.9       49.7       68.0       29.2       45.0       42.7       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                                                              Code-039601
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    15,262:     5,163      5,539      1,987        220          0      1,762      3,350          5      1,529      2,387      1,960:    2,856     1,801
Old  :    10,968:     3,169      3,363      1,651         96          0      1,117      3,350          5      2,358      2,453        480:    2,189     1,221
Other:     4,293:     1,994      2,176        336        124          0        645          0          0        453      1,216        199:      667       579
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :       929:       752     -1,200          6        127          0       -226      1,061          0        -38         24        380:       55       537
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       36.3       13.0        1.4        0.0       11.5       22.0        0.0       10.0       15.6       12.8:     18.7      11.8
Old  :     100.0:      28.9       30.7       15.1        0.9        0.0       10.2       30.5        0.0       21.5       22.4        4.4:     20.0      11.1
Other:     100.0:      46.4       50.7        7.8        2.9        0.0       15.0        0.0        0.0       10.5       28.3        4.6:     15.5      13.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        76:        19         14          7          .          0          6         11          .         15         13         13:
Old  :        74:        15          9          7          .          0          6         11          .         17         12          8:
Other:        37:        11         13          .          .          0          .          0          0          4         10          6:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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       35.9       40.5       49.7       26.4       33.7       40.0       47.5
Old  :                 24.2       42.5       39.4       59.9       24.2       42.4       39.1       59.8
Other:                 49.1       46.4       65.6       63.9       47.9       44.2       64.0       61.1
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                                                          Code-054642
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   335,328:    41,412    100,307     73,924      5,578     10,325     46,829     44,456     48,010     18,658     18,408     63,750:   32,420    44,493
Old  :   252,492:    31,347     54,811     49,345      7,474      8,248     40,125     48,484     39,023     15,367     16,492     47,275:   21,762    30,685
Other:    82,835:    10,065     45,496     26,598        123         58     11,788      1,056      3,903      6,282      4,907     13,484:   10,658    13,808
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     4,316:       990      1,739      2,213      4,035     -1,199      1,670     -3,635      1,848         49      2,317       -750:     -505       -38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.3       29.9       22.0        1.7        3.1       14.0       13.3       14.3        5.6        5.5       19.0:      9.7      13.3
Old  :     100.0:      12.4       21.7       19.5        3.0        3.3       15.9       19.2       15.5        6.1        6.5       18.7:      8.6      12.2
Other:     100.0:      12.2       54.9       32.1        0.1        0.1       14.2        1.3        4.7        7.6        5.9       16.3:     12.9      16.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       311:        62         73         14          4         11         49         64         62         36         52         72:
Old  :       305:        52         69         13          5         11         47         63         59         35         56         69:
Other:       154:        47         64         14          .          .         15          8          8         29         13         32:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 17.4       10.9       27.2       18.5       13.9        9.6       23.4       14.9
Old  :                 17.2       11.3       25.8       18.2       15.8        9.4       23.0       14.2
Other:                 33.5       19.0       45.4       31.5       33.5       16.9       43.5       27.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                        Code-057642
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   446,622:    67,402    188,140     89,335      6,367      6,598     95,769     37,162     52,077     20,331      6,956     85,223:   29,887    64,099
Old  :   446,622:    67,402    188,140     89,335      6,367      6,598     95,769     37,162     52,077     20,331      6,956     85,223:   29,887    64,099
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :      -973:     3,503      4,845       -727        505     -1,336     -4,595     -5,487        485         11       -163      1,242:      444    -1,064
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.1       42.1       20.0        1.4        1.5       21.4        8.3       11.7        4.6        1.6       19.1:      6.7      14.4
Old  :     100.0:      15.1       42.1       20.0        1.4        1.5       21.4        8.3       11.7        4.6        1.6       19.1:      6.7      14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       414:        90        149         16          6         12         69         54         66         63         40         87:
Old  :       414:        90        149         16          6         12         69         54         66         63         40         87:
Other:         0:         0          0          0          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  :                 16.9       15.5       27.3       21.5       16.5       10.3       25.9       14.8
Old  :                 16.9       15.5       27.3       21.5       16.5       10.3       25.9       14.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                      Code-061641
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    45,384:     7,385      8,754      4,369        543        789     12,681      1,463      1,241      2,100      5,508      8,674:    8,144    18,412
Old  :    45,384:     7,385      8,754      4,369        543        789     12,681      1,463      1,241      2,100      5,508      8,674:    8,144    18,412
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :    -5,032:      -419       -544         83          9        -30     -1,339       -168        -71     -1,051     -1,053     -1,722:     -483    -1,454
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.3       19.3        9.6        1.2        1.7       27.9        3.2        2.7        4.6       12.1       19.1:     17.9      40.6
Old  :     100.0:      16.3       19.3        9.6        1.2        1.7       27.9        3.2        2.7        4.6       12.1       19.1:     17.9      40.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       199:        39         62          9          .          5         37         12         14         29         26         26:
Old  :       199:        39         62          9          .          5         37         12         14         29         26         26:
Other:         0:         0          0          0          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  :                 16.5       15.8       27.7       22.2       15.0       11.3       24.5       15.5
Old  :                 16.5       15.8       27.7       22.2       15.0       11.3       24.5       15.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                                                              Code-050642
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 20,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     5,811:     4,892      4,975          0          0          0          0          0          0        192        168        107:      620       560
Old  :     5,811:     4,892      4,975          0          0          0          0          0          0        192        168        107:      620       560
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :        -6:       -12         24          0          0          0          0          0          0          2         16         -7:       11       -38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.2       85.6        0.0        0.0        0.0        0.0        0.0        0.0        3.3        2.9        1.8:     10.7       9.6
Old  :     100.0:      84.2       85.6        0.0        0.0        0.0        0.0        0.0        0.0        3.3        2.9        1.8:     10.7       9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         12          0          0          0          0          0          0          .          .          .:
Old  :        24:        13         12          0          0          0          0          0          0          .          .          .:
Other:         0:         0          0          0          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  :                 70.3       63.0       82.4       80.0       70.3       62.8       82.1       77.6
Old  :                 70.3       63.0       82.4       80.0       70.3       62.8       82.1       77.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                                                                    Code-052641
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    47,403:    24,504     21,512          0        843         64      1,445          0         24      5,374      3,700     10,996:    4,998    10,266
Old  :    47,403:    24,504     21,512          0        843         64      1,445          0         24      5,374      3,700     10,996:    4,998    10,266
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     1,246:       245        944          0         85         -1        484       -147          9        190        -16        262:       57       110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.7       45.4        0.0        1.8        0.1        3.0        0.0        0.0       11.3        7.8       23.2:     10.5      21.7
Old  :     100.0:      51.7       45.4        0.0        1.8        0.1        3.0        0.0        0.0       11.3        7.8       23.2:     10.5      21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        76:        38         32          0          .          .          .          0          .         14         12         21:
Old  :        76:        38         32          0          .          .          .          0          .         14         12         21:
Other:         0:         0          0          0          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  :                 35.7       29.1       50.4       42.3       34.3       27.5       45.5       36.6
Old  :                 35.7       29.1       50.4       42.3       34.3       27.5       45.5       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                                                              Code-063642
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 20,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    11,249:    10,024      5,635          0          0          0          0        205          0        228      4,729        288:      710       391
Old  :    11,249:    10,024      5,635          0          0          0          0        205          0        228      4,729        288:      710       391
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :       188:       461        189          0          0          0          0         -0         -1       -272         68         -6:        7       -61
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.1       50.1        0.0        0.0        0.0        0.0        1.8        0.0        2.0       42.0        2.6:      6.3       3.5
Old  :     100.0:      89.1       50.1        0.0        0.0        0.0        0.0        1.8        0.0        2.0       42.0        2.6:      6.3       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        19         16          0          0          0          0          .          0          .         10         10:
Old  :        39:        19         16          0          0          0          0          .          0          .         10         10:
Other:         0:         0          0          0          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  :                 75.2       62.9       84.4       81.4       74.5       62.4       81.6       78.6
Old  :                 75.2       62.9       84.4       81.4       74.5       62.4       81.6       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                                                                Code-005602
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 1,093,933:   213,347    494,360    122,024     12,077     60,953    215,036     13,201    134,164     38,987     36,448    239,003:   70,418   103,727
Old  :   446,287:    62,141    213,203     66,541     11,638     11,019    116,793     17,804     37,905     23,884     20,331    101,984:   26,020    32,402
Other:   647,646:   151,206    281,157     69,852     14,808     35,566    109,683      6,837     84,819     32,227     33,240    119,895:   44,398    71,324
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :   -14,805:     1,396     -4,142     -1,716        578     -1,269        268        740     -3,376     -2,400        777     -5,964:   -1,744    -2,150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.5       45.2       11.2        1.1        5.6       19.7        1.2       12.3        3.6        3.3       21.8:      6.4       9.5
Old  :     100.0:      13.9       47.8       14.9        2.6        2.5       26.2        4.0        8.5        5.4        4.6       22.9:      5.8       7.3
Other:     100.0:      23.3       43.4       10.8        2.3        5.5       16.9        1.1       13.1        5.0        5.1       18.5:      6.9      11.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       618:       145        189         16          7         20        128         21         90        120        111        185:
Old  :       543:        89        165         15          7         18         96         32         51         99        106        117:
Other:       516:       130        178         15          7         18         79         17         59        101        102        141:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 10.9       17.4       18.3       25.2        6.5       12.3       11.0       17.2
Old  :                 13.8       19.9       22.3       29.0       12.7       17.5       20.5       24.8
Other:                 12.4       19.5       20.7       28.2        8.0       11.8       13.0       16.8
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                                                             Code-005606
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    16,348:     4,268      3,735        347        520        613        218      2,221      1,784      2,707        640      6,090:      322       746
Old  :    16,201:     4,268      3,735        347        520        613        218      2,183      1,766      2,598        640      6,073:      318       672
Other:       147:         0          0          0          0          0          0         38         18        108          0         17:        4        74
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :      -155:        45         22         -3         -0         -8         62        208        -61       -264       -420         75:       -2        28
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.1       22.8        2.1        3.2        3.7        1.3       13.6       10.9       16.6        3.9       37.3:      2.0       4.6
Old  :     100.0:      26.3       23.1        2.1        3.2        3.8        1.3       13.5       10.9       16.0        4.0       37.5:      2.0       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0       25.9       12.3       73.5        0.0       11.5:      2.7      50.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:         7         10          .          .          .          .          .          4          6          6          7:
Old  :        33:         7         10          .          .          .          .          .          4          6          6          7:
Other:         .:         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  :                 61.3       55.4       82.1       70.8       19.6       15.9       23.9       21.8
Old  :                 61.0       55.5       81.9       71.0       19.1       15.8       23.4       21.7
Other:                 97.3       49.8       97.3       49.8       73.5       25.9       73.5       25.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                                                             Code-007601
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 60,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   470,165:   159,661    205,217     79,957      1,890     22,629     41,237     69,699     36,320     23,681     22,585     73,765:   32,914    38,059
Old  :   306,694:   123,663    105,588     42,875     12,665      5,699     36,954     76,003     11,951     25,195     23,889     41,563:   18,794    29,336
Other:   163,472:    35,998     99,630     49,649      1,791      4,364     20,272      9,685      8,381     11,758     11,968     18,930:   14,120     8,723
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     3,142:     4,441    -12,096     -3,881         16      1,845     -3,769      3,768        879     -3,007        645      5,693:      941     2,393
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.0       43.6       17.0        0.4        4.8        8.8       14.8        7.7        5.0        4.8       15.7:      7.0       8.1
Old  :     100.0:      40.3       34.4       14.0        4.1        1.9       12.0       24.8        3.9        8.2        7.8       13.6:      6.1       9.6
Other:     100.0:      22.0       60.9       30.4        1.1        2.7       12.4        5.9        5.1        7.2        7.3       11.6:      8.6       5.3
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       305:        59         63         17          .         14         31         54         33         30         55         90:
Old  :       294:        53         62         14          5         12         31         52         21         45         55         70:
Other:       186:        41         43         15          4         10         21         14         13         30         38         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  :                 20.1       19.7       29.2       29.0        9.8        9.4       15.9       15.3
Old  :                 24.4       12.2       34.3       21.5       18.9        8.7       26.6       15.4
Other:                 22.4       38.6       35.6       51.0       17.4       27.4       27.5       37.3
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                                                            Code-026603
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 TONS)                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   300,731:    77,218    201,374     22,436      2,549      5,362     82,084      2,935     18,648     11,928      6,504     38,943:   44,112    24,416
Old  :   188,867:    34,888    128,987     16,862      1,617      2,760     70,022      2,699      8,786      5,528      6,352     20,827:   29,195    16,840
Other:   111,864:    42,330     72,387      5,795      1,153      2,381     14,724      2,898      7,200      8,083      1,836     16,432:   14,918     7,576
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     1,121:       613     -1,548       -251       -383        417     -5,197       -102     -1,049      1,315      1,890      3,939:    1,333    -2,044
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.7       67.0        7.5        0.8        1.8       27.3        1.0        6.2        4.0        2.2       12.9:     14.7       8.1
Old  :     100.0:      18.5       68.3        8.9        0.9        1.5       37.1        1.4        4.7        2.9        3.4       11.0:     15.5       8.9
Other:     100.0:      37.8       64.7        5.2        1.0        2.1       13.2        2.6        6.4        7.2        1.6       14.7:     13.3       6.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       229:        62         67         12          .         10         64          7         19         34         24         38:
Old  :       214:        57         65         11          4          8         60          6         12         26         28         32:
Other:       151:        49         45          9          5          8         21          5          8         30         15         30:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 10.7       31.7       17.8       45.5        7.2       28.5       12.9       37.3
Old  :                 11.6       34.9       20.3       46.1       10.1       33.0       17.6       42.4
Other:                 17.2       33.5       26.8       48.6       11.2       27.1       18.3       38.3
 
COTTON NO. 2 - ICE FUTURES U.S.                                                                                                                  Code-033661
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   306,308:    60,973    125,083     63,557      6,593     20,208     30,215     39,625     24,449     24,985      5,975     65,702:   16,219    18,674
Old  :   149,058:    46,219     40,834     26,024     10,629      7,960     21,789     35,597      7,516      5,663      6,368     27,208:    6,680    12,945
Other:   157,250:    14,754     84,249     42,711      1,142      7,069     15,361     10,962      9,998     20,877      1,161     36,940:    9,540     5,728
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     7,669:      -610      1,624       -520       -183         23        239     -3,302      1,618      1,257      2,522      4,889:      774       477
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.9       40.8       20.7        2.2        6.6        9.9       12.9        8.0        8.2        2.0       21.4:      5.3       6.1
Old  :     100.0:      31.0       27.4       17.5        7.1        5.3       14.6       23.9        5.0        3.8        4.3       18.3:      4.5       8.7
Other:     100.0:       9.4       53.6       27.2        0.7        4.5        9.8        7.0        6.4       13.3        0.7       23.5:      6.1       3.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       316:        45         51         22          8         21         43         73         44         78         31         51:
Old  :       266:        33         39         20          9         16         33         73         22         45         38         40:
Other:       237:        33         47         21          8         16         40         23         18         74         15         32:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 20.1       25.1       30.7       34.5       10.6       13.5       18.0       18.8
Old  :                 28.2       22.2       38.8       31.6       22.5       13.4       31.5       20.4
Other:                 17.7       31.4       27.5       41.5       13.1       24.9       20.9       32.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                                                                Code-040701
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 15,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    33,141:    11,906     16,994      2,955         99        212      3,881      5,392        525      4,503        568      6,578:    2,581     2,772
Old  :    28,759:     9,696     14,814      2,952         99        212      3,873      5,392        498      4,574        557      4,497:    2,457     2,691
Other:     4,381:     2,210      2,181          3          0          0         20         13         15        195        277      1,815:      124        81
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     1,528:     1,461      1,078        -70          0          0       -397         15         13         78        -33        517:      -73       -61
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.9       51.3        8.9        0.3        0.6       11.7       16.3        1.6       13.6        1.7       19.8:      7.8       8.4
Old  :     100.0:      33.7       51.5       10.3        0.3        0.7       13.5       18.7        1.7       15.9        1.9       15.6:      8.5       9.4
Other:     100.0:      50.4       49.8        0.1        0.0        0.0        0.5        0.3        0.3        4.4        6.3       41.4:      2.8       1.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       103:        20         14          7          .          .         11         25          .         23         12         17:
Old  :       100:        20         13          7          .          .         11         25          .         22         10         17:
Other:        30:        11          4          .          0          0          .          .          .          5         10         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  :                 26.2       51.2       40.4       63.6       21.3       40.0       31.7       45.1
Old  :                 27.9       50.6       41.0       61.7       22.4       41.0       32.8       46.9
Other:                 52.6       70.8       75.1       88.4       32.7       39.2       39.5       41.1
 
COCOA - ICE FUTURES U.S.                                                                                                                         Code-073732
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 10 METRIC TONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   201,720:    95,901     91,085     22,104     15,764      7,928     22,539     32,320     25,448      4,686      3,687     13,615:    9,497    11,872
Old  :   116,420:    47,816     28,966     15,514     17,024      3,329     21,073     32,438     12,423      3,799      6,584      4,915:    7,551    10,742
Other:    85,300:    48,086     62,119     10,738      2,888        452      7,777      6,194      6,714      4,384        600      5,203:    1,946     1,131
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     4,327:     5,088        801     -1,460      1,239      1,829     -1,496     -1,189       -251         46        -28        -45:      615     1,971
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.5       45.2       11.0        7.8        3.9       11.2       16.0       12.6        2.3        1.8        6.7:      4.7       5.9
Old  :     100.0:      41.1       24.9       13.3       14.6        2.9       18.1       27.9       10.7        3.3        5.7        4.2:      6.5       9.2
Other:     100.0:      56.4       72.8       12.6        3.4        0.5        9.1        7.3        7.9        5.1        0.7        6.1:      2.3       1.3
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       193:        37         31         18          5          9         27         58         32         22         21         22:
Old  :       189:        34         26         16          7          7         23         61         29         24         17         19:
Other:       100:        29         25         16          .          4         15          7          7          9         12         14:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 24.4       24.9       37.2       37.6       21.2       18.4       29.5       25.5
Old  :                 25.5       20.6       40.0       30.9       25.0       18.9       37.4       27.7
Other:                 36.4       41.1       52.2       60.7       33.0       36.0       48.1       53.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                                                                  Code-080732
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 112,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   934,883:   252,439    403,895    174,601     65,552     58,304    133,860    103,372     85,390     49,178     11,274    108,436:   72,674    98,660
Old  :   934,883:   252,439    403,895    174,601     65,552     58,304    133,860    103,372     85,390     49,178     11,274    108,436:   72,674    98,660
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :    29,606:     9,735      6,339       -437     -1,311      1,196      1,185      2,473      9,440        574        529      3,865:    4,049     7,075
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.0       43.2       18.7        7.0        6.2       14.3       11.1        9.1        5.3        1.2       11.6:      7.8      10.6
Old  :     100.0:      27.0       43.2       18.7        7.0        6.2       14.3       11.1        9.1        5.3        1.2       11.6:      7.8      10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       249:        59         62         19         12         24         31         40         34         46         33         57:
Old  :       249:        59         62         19         12         24         31         40         34         46         33         57:
Other:         0:         0          0          0          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  :                 11.0       17.6       19.9       26.5       10.6       14.9       18.3       20.6
Old  :                 11.0       17.6       19.9       26.5       10.6       14.9       18.3       20.6
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
Disaggregated Commitments of Traders - Options and Futures Combined, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 37,500 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   229,971:    65,001     75,575     28,566      6,878     13,008     23,518     35,693     28,074      5,500      3,153     58,515:    7,789     9,076
Old  :   157,971:    37,514     50,738     25,028      5,535      5,130     27,144     35,946     15,217      7,356      3,333     34,578:    6,004     7,494
Other:    71,999:    27,488     24,837      6,965      4,769      4,451      4,871      8,244      4,360      1,328      3,004     20,753:    1,785     1,583
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     7,350:     3,010     -1,177       -215         68       -286     -1,477        826      2,873       -827        342      3,518:      755     1,185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.3       32.9       12.4        3.0        5.7       10.2       15.5       12.2        2.4        1.4       25.4:      3.4       3.9
Old  :     100.0:      23.7       32.1       15.8        3.5        3.2       17.2       22.8        9.6        4.7        2.1       21.9:      3.8       4.7
Other:     100.0:      38.2       34.5        9.7        6.6        6.2        6.8       11.5        6.1        1.8        4.2       28.8:      2.5       2.2
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       389:       108         97         20         12         21         46         77         44         52         54         79:
Old  :       378:        98         93         18         14         17         45         78         38         59         46         66:
Other:       229:        81         66         17          8         11         19         17          7         31         37         45:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             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  :                 12.8       14.4       23.3       24.9        7.6        7.7       13.9       12.3
Old  :                 12.5       13.8       22.4       24.4       10.3        9.3       17.5       15.8
Other:                 18.8       17.4       33.5       30.6       15.0       10.9       23.2       18.3
 


Updated June 5, 2012