COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      138,997
COMMITMENTS
  46,016   19,673    5,454   75,985  103,808  127,455  128,935   11,542   10,062

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      3,013)
   1,766      761      187    1,839    1,630    3,792    2,578     -779      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     14.2      3.9     54.7     74.7     91.7     92.8      8.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      88       53       52       51       56      167      138
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,552
COMMITMENTS
  21,228    3,888      200    8,523   29,330   29,951   33,418    4,601    1,134

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -2,209)
     267       17       21   -2,163   -1,987   -1,875   -1,949     -334     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.4     11.3      0.6     24.7     84.9     86.7     96.7     13.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      58       21        9       21       27       88       48
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      171,344
COMMITMENTS
  47,250   28,921   22,668   91,249  112,177  161,167  163,766   10,177    7,578

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      9,345)
   5,379    1,402    1,098    1,351    7,485    7,828    9,985    1,517     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     16.9     13.2     53.3     65.5     94.1     95.6      5.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      66       37       40       53       49      142      105
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      615,184
COMMITMENTS
 208,141   66,911   43,972  282,087  451,720  534,200  562,603   80,984   52,581

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -3,694)
   9,008    5,927    2,281  -18,309   -9,869   -7,020   -1,661    3,326   -2,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     10.9      7.1     45.9     73.4     86.8     91.5     13.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      76       61       56       72       89      181      176
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      107,245
COMMITMENTS
  26,523   15,804    7,551   66,155   77,431  100,229  100,786    7,016    6,459

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      1,142)
   1,384     -524   -1,058        9    2,952      335    1,370      807     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     14.7      7.0     61.7     72.2     93.5     94.0      6.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      95       71       70      102      115      227      230
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       47,393
COMMITMENTS
  32,928   25,207    1,252    6,348   17,728   40,528   44,187    6,865    3,206

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -3,026)
  -2,615    2,396      641     -484   -6,639   -2,458   -3,602     -568      576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.5     53.2      2.6     13.4     37.4     85.5     93.2     14.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      47       35        7       10       10       62       48
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      416,009
COMMITMENTS
  18,165   68,366    3,963  377,328  327,676  399,456  400,005   16,553   16,004

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -19,527)
   8,896    2,941   -1,040  -19,869  -11,254  -12,013   -9,353   -7,514  -10,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     16.4      1.0     90.7     78.8     96.0     96.2      4.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      20       53       12      100      110      127      168
 

Updated July 8, 2011