COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   151,844:    46,862     15,023      8,353     80,110    116,862    135,325    140,238:    16,519     11,606
Old  :    29,201:     7,384      2,511        143     18,689     22,608     26,216     25,262:     2,985      3,939
Other:   122,643:    41,833     14,867      5,855     61,421     94,254    109,109    114,976:    13,534      7,667
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -7,456:     2,858     -1,776     -3,762     -3,648     -1,654     -4,552     -7,192:    -2,904       -264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        9.9        5.5       52.8       77.0       89.1       92.4:      10.9        7.6
Old  :     100.0:      25.3        8.6        0.5       64.0       77.4       89.8       86.5:      10.2       13.5
Other:     100.0:      34.1       12.1        4.8       50.1       76.9       89.0       93.7:      11.0        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        92         44         47         49         56        162        128:
Old  :        98:        26         18          2         22         33         49         52:
Other:       198:        86         41         43         48         53        155        118:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.3       35.7       35.7       46.3       18.2       27.2       26.5       37.3
Old  :                 50.8       51.6       64.3       62.7       50.8       51.6       64.3       62.0
Other:                 22.9       38.3       34.3       47.7       21.7       36.4       32.0       45.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    36,862:    21,287      5,681        232     10,100     29,293     31,619     35,206:     5,243      1,656
Old  :    35,671:    20,816      5,326        186      9,652     28,512     30,654     34,024:     5,017      1,647
Other:     1,191:       487        371         30        448        781        965      1,182:       226          9
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :       679:      -787        370        -15      1,019          7        217        362:       462        317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.7       15.4        0.6       27.4       79.5       85.8       95.5:      14.2        4.5
Old  :     100.0:      58.4       14.9        0.5       27.1       79.9       85.9       95.4:      14.1        4.6
Other:     100.0:      40.9       31.2        2.5       37.6       65.6       81.0       99.2:      19.0        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        59         25          9         20         27         88         52:
Old  :       120:        60         24          6         18         27         83         52:
Other:        26:         4         11          3          9          3         16         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  :                 25.3       55.5       40.1       67.6       25.3       50.9       38.6       62.8
Old  :                 25.9       55.7       40.5       68.1       25.8       51.5       38.9       63.4
Other:                 55.3       73.8       72.5       90.5       55.3       70.9       71.9       86.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   163,076:    40,172     33,859     22,115     91,890     99,297    154,177    155,271:     8,899      7,805
Old  :    73,689:    33,267     33,490      2,543     30,957     32,201     66,767     68,234:     6,922      5,455
Other:    89,387:    13,464      6,928     13,013     60,933     67,096     87,410     87,037:     1,977      2,350
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :      -285:     2,757      1,249      3,310     -6,895     -5,624       -828     -1,065:       543        780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       20.8       13.6       56.3       60.9       94.5       95.2:       5.5        4.8
Old  :     100.0:      45.1       45.4        3.5       42.0       43.7       90.6       92.6:       9.4        7.4
Other:     100.0:      15.1        7.8       14.6       68.2       75.1       97.8       97.4:       2.2        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        62         50         36         62         46        145        112:
Old  :       171:        55         50         18         49         33        115         91:
Other:       105:        30         16         12         49         40         83         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.3       34.6       45.8       49.3       21.5       22.3       30.5       31.2
Old  :                 32.0       32.0       43.8       48.9       32.0       31.3       43.8       47.5
Other:                 43.4       37.8       65.0       56.2       24.7       24.1       35.3       36.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   646,223:   183,605     57,447     48,049    345,763    484,058    577,417    589,554:    68,806     56,669
Old  :   646,223:   183,605     57,447     48,049    345,763    484,058    577,417    589,554:    68,806     56,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    11,263:    15,537      2,119       -211      1,085     15,632     16,411     17,540:    -5,148     -6,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        8.9        7.4       53.5       74.9       89.4       91.2:      10.6        8.8
Old  :     100.0:      28.4        8.9        7.4       53.5       74.9       89.4       91.2:      10.6        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        83         58         78         77         81        204        177:
Old  :       240:        83         58         78         77         81        204        177:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       24.7       28.4       38.3       14.6       16.9       23.5       28.3
Old  :                 17.0       24.7       28.4       38.3       14.6       16.9       23.5       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   107,353:    28,688     10,992      9,973     61,942     81,307    100,603    102,272:     6,750      5,081
Old  :    66,694:    22,277     11,407      2,667     36,669     49,232     61,613     63,306:     5,081      3,388
Other:    40,659:    11,343      4,517      2,374     25,273     32,075     38,990     38,966:     1,669      1,693
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -5,293:       605     -1,507     -3,682     -1,457      1,490     -4,534     -3,699:      -759     -1,594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       10.2        9.3       57.7       75.7       93.7       95.3:       6.3        4.7
Old  :     100.0:      33.4       17.1        4.0       55.0       73.8       92.4       94.9:       7.6        5.1
Other:     100.0:      27.9       11.1        5.8       62.2       78.9       95.9       95.8:       4.1        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:       106         55         70         95        113        233        217:
Old  :       283:        92         62         31         66         96        174        178:
Other:       204:        59         29         29         73         89        145        134:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       18.3       34.2       31.1       18.1       15.4       29.1       24.7
Old  :                 25.4       22.6       41.2       35.8       25.1       22.6       38.8       35.6
Other:                 26.8       24.1       38.4       35.6       24.3       18.8       33.1       28.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    53,773:    37,064     31,093      1,107      8,554     17,639     46,725     49,839:     7,048      3,934
Old  :    53,773:    37,064     31,093      1,107      8,554     17,639     46,725     49,839:     7,048      3,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -9,052:     3,043       -844     -2,127     -9,945     -5,977     -9,029     -8,948:       -23       -104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.9       57.8        2.1       15.9       32.8       86.9       92.7:      13.1        7.3
Old  :     100.0:      68.9       57.8        2.1       15.9       32.8       86.9       92.7:      13.1        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        46         35          7         10         12         59         52:
Old  :       102:        46         35          7         10         12         59         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.7       54.5       70.2       71.4       58.2       54.5       69.0       70.7
Old  :                 58.7       54.5       70.2       71.4       58.2       54.5       69.0       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   481,202:    10,399     76,914      4,438    445,635    375,077    460,472    456,429:    20,730     24,773
Old  :   481,202:    10,399     76,914      4,438    445,635    375,077    460,472    456,429:    20,730     24,773
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    49,901:      -476     -6,803      2,384     44,692     49,776     46,600     45,357:     3,301      4,544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       16.0        0.9       92.6       77.9       95.7       94.9:       4.3        5.1
Old  :     100.0:       2.2       16.0        0.9       92.6       77.9       95.7       94.9:       4.3        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        25         58         14        106        123        140        186:
Old  :       267:        25         58         14        106        123        140        186:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       18.7       58.7       27.9       35.1       13.4       48.1       21.4
Old  :                 42.7       18.7       58.7       27.9       35.1       13.4       48.1       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated Jun 17, 2011