COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      146,074
COMMITMENTS
  43,869   17,267    6,461   81,720  112,577  132,050  136,305   14,024    9,769

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -5,770)
  -2,993    2,244   -1,892    1,610   -4,285   -3,275   -3,933   -2,495   -1,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     11.8      4.4     55.9     77.1     90.4     93.3      9.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      89       46       47       51       58      161      133
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       36,696
COMMITMENTS
  21,260    4,217      180   10,100   30,514   31,540   34,911    5,156    1,785

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:       -166)
     -27   -1,464      -52        0    1,221      -79     -295      -87      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.9     11.5      0.5     27.5     83.2     85.9     95.1     14.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      58       22        9       21       27       87       50
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      161,630
COMMITMENTS
  40,702   30,820   21,982   90,368  100,590  153,052  153,392    8,578    8,238

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -1,446)
     530   -3,039     -133   -1,522    1,293   -1,125   -1,879     -321      433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     19.1     13.6     55.9     62.2     94.7     94.9      5.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      58       44       36       58       48      136      110
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      629,831
COMMITMENTS
 199,880   57,344   38,324  318,419  475,562  556,623  571,230   73,208   58,601

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -16,392)
  16,275     -103   -9,725  -27,344   -8,496  -20,794  -18,324    4,402    1,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      9.1      6.1     50.6     75.5     88.4     90.7     11.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      75       57       56       79       88      185      175
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      107,398
COMMITMENTS
  24,491   14,370    9,831   66,820   76,248  101,142  100,449    6,256    6,949

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:         45)
  -4,197    3,378     -142    4,878   -5,059      539   -1,823     -494    1,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     13.4      9.2     62.2     71.0     94.2     93.5      5.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      94       70       71      102      115      224      235
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       46,279
COMMITMENTS
  31,134   26,191    1,000    6,973   16,463   39,107   43,654    7,172    2,625

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -7,494)
  -5,930   -4,902     -107   -1,581   -1,176   -7,618   -6,185      124   -1,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3     56.6      2.2     15.1     35.6     84.5     94.3     15.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      48       34        5       11       12       62       49
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      436,525
COMMITMENTS
  12,185   65,699    6,315  399,414  342,603  417,914  414,617   18,611   21,908

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -44,677)
   1,786  -11,215    1,877  -46,221  -32,474  -42,558  -41,812   -2,119   -2,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     15.1      1.4     91.5     78.5     95.7     95.0      4.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      23       50       11      100      117      130      171
 

Updated June 24, 2011