COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      307,585
COMMITMENTS
  45,377    6,872  100,472  139,642  185,533  285,491  292,877   22,094   14,708

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      3,329)
  -4,098      559     -799    6,413    3,332    1,516    3,092    1,813      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      2.2     32.7     45.4     60.3     92.8     95.2      7.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
     109       42       81       61       70      194      169
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       45,590
COMMITMENTS
  22,137      883    7,450   11,120   35,626   40,706   43,959    4,884    1,632

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:        998)
     993       30      357     -479      651      871    1,038      127      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.6      1.9     16.3     24.4     78.1     89.3     96.4     10.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      72       14       21       24       28      105       55
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      182,489
COMMITMENTS
  35,017   31,793   30,786  108,022  112,542  173,825  175,121    8,664    7,368

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -13,639)
  -2,813      172  -10,724    2,366     -969  -11,170  -11,521   -2,469   -2,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     17.4     16.9     59.2     61.7     95.3     96.0      4.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      52       52       49       60       53      140      130
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      822,537
COMMITMENTS
 167,376   42,503  164,223  407,669  543,795  739,268  750,521   83,269   72,016

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:     32,630)
   3,074   -3,810   -2,005   20,588   36,652   21,657   30,837   10,974    1,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      5.2     20.0     49.6     66.1     89.9     91.2     10.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      80       55       95       88       91      220      191
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      176,030
COMMITMENTS
  25,053   13,816   53,898   88,782  100,753  167,733  168,468    8,297    7,562

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      1,609)
  -1,242    1,840      178    3,524     -545    2,460    1,473     -851      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      7.8     30.6     50.4     57.2     95.3     95.7      4.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
     118       88      121      125      126      299      288
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       63,201
COMMITMENTS
  34,017   31,926    3,400   18,629   23,717   56,046   59,043    7,155    4,159

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      6,253)
   5,500    8,024    1,845     -784   -4,188    6,562    5,681     -309      572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.8     50.5      5.4     29.5     37.5     88.7     93.4     11.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      46       44       13       14       11       67       63
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      432,773
COMMITMENTS
  11,181   84,040    2,332  401,420  325,917  414,933  412,290   17,840   20,483

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      9,370)
  -9,018   11,624   -3,142   22,544    2,539   10,384   11,021   -1,014   -1,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     19.4      0.5     92.8     75.3     95.9     95.3      4.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      26       57       17      109      115      147      178
 

Updated June 10, 2011