COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      151,844
COMMITMENTS
  46,862   15,023    8,353   80,110  116,862  135,325  140,238   16,519   11,606

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -7,456)
   2,858   -1,776   -3,762   -3,648   -1,654   -4,552   -7,192   -2,904     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      9.9      5.5     52.8     77.0     89.1     92.4     10.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      92       44       47       49       56      162      128
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       36,862
COMMITMENTS
  21,287    5,681      232   10,100   29,293   31,619   35,206    5,243    1,656

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:        679)
    -787      370      -15    1,019        7      217      362      462      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.7     15.4      0.6     27.4     79.5     85.8     95.5     14.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      59       25        9       20       27       88       52
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      163,076
COMMITMENTS
  40,172   33,859   22,115   91,890   99,297  154,177  155,271    8,899    7,805

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:       -285)
   2,757    1,249    3,310   -6,895   -5,624     -828   -1,065      543      780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     20.8     13.6     56.3     60.9     94.5     95.2      5.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      62       50       36       62       46      145      112
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      646,223
COMMITMENTS
 183,605   57,447   48,049  345,763  484,058  577,417  589,554   68,806   56,669

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     11,263)
  15,537    2,119     -211    1,085   15,632   16,411   17,540   -5,148   -6,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      8.9      7.4     53.5     74.9     89.4     91.2     10.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      83       58       78       77       81      204      177
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      107,353
COMMITMENTS
  28,688   10,992    9,973   61,942   81,307  100,603  102,272    6,750    5,081

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -5,293)
     605   -1,507   -3,682   -1,457    1,490   -4,534   -3,699     -759   -1,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     10.2      9.3     57.7     75.7     93.7     95.3      6.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
     106       55       70       95      113      233      217
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       53,773
COMMITMENTS
  37,064   31,093    1,107    8,554   17,639   46,725   49,839    7,048    3,934

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -9,052)
   3,043     -844   -2,127   -9,945   -5,977   -9,029   -8,948      -23     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9     57.8      2.1     15.9     32.8     86.9     92.7     13.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      46       35        7       10       12       59       52
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      481,202
COMMITMENTS
  10,399   76,914    4,438  445,635  375,077  460,472  456,429   20,730   24,773

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     49,901)
    -476   -6,803    2,384   44,692   49,776   46,600   45,357    3,301    4,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     16.0      0.9     92.6     77.9     95.7     94.9      4.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      25       58       14      106      123      140      186
 

Updated Jun 17, 2011