COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      135,984
COMMITMENTS
  44,250   18,912    5,267   74,146  102,178  123,663  126,357   12,321    9,627

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -10,090)
     381    1,645   -1,194   -7,574  -10,399   -8,387   -9,948   -1,703     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     13.9      3.9     54.5     75.1     90.9     92.9      9.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      87       51       51       50       55      160      138
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       36,761
COMMITMENTS
  20,961    3,871      179   10,686   31,317   31,826   35,367    4,935    1,394

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:         65)
    -299     -346       -1      586      803      286      456     -221     -391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.0     10.5      0.5     29.1     85.2     86.6     96.2     13.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      57       20        8       22       28       87       48
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      161,999
COMMITMENTS
  41,871   27,519   21,570   89,898  104,692  153,339  153,781    8,660    8,218

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        369)
   1,169   -3,301     -412     -470    4,102      287      389       82      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     17.0     13.3     55.5     64.6     94.7     94.9      5.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      57       38       35       56       47      132      102
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      618,878
COMMITMENTS
 199,133   60,984   41,691  300,396  461,589  541,220  564,264   77,658   54,614

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:    -10,953)
    -747    3,640    3,367  -18,023  -13,973  -15,403   -6,966    4,450   -3,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      9.9      6.7     48.5     74.6     87.5     91.2     12.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      73       64       51       76       89      179      176
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      106,103
COMMITMENTS
  25,139   16,328    8,609   66,146   74,479   99,894   99,416    6,209    6,687

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -1,295)
     648    1,958   -1,222     -674   -1,769   -1,248   -1,033      -47     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     15.4      8.1     62.3     70.2     94.1     93.7      5.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     100       70       71      108      115      235      234
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       50,419
COMMITMENTS
  35,543   22,811      611    6,832   24,367   42,986   47,789    7,433    2,630

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      4,140)
   4,409   -3,380     -389     -141    7,904    3,879    4,135      261        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.5     45.2      1.2     13.6     48.3     85.3     94.8     14.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      49       30        5       10       13       62       46
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      435,536
COMMITMENTS
   9,269   65,425    5,003  397,197  338,930  411,469  409,358   24,067   26,178

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -989)
  -2,916     -274   -1,312   -2,217   -3,673   -6,445   -5,259    5,456    4,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     15.0      1.1     91.2     77.8     94.5     94.0      5.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      18       55       10      101      115      127      172
 

Updated July 1, 2011