COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      230,594
COMMITMENTS
  50,490    7,456   56,942  104,797  152,995  212,229  217,393   18,365   13,201

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -76,991)
   5,113      584  -43,530  -34,845  -32,538  -73,262  -75,484   -3,729   -1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      3.2     24.7     45.4     66.3     92.0     94.3      8.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
     114       33       73       59       68      191      156
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       46,695
COMMITMENTS
  21,480      985    7,705   12,147   36,088   41,332   44,778    5,364    1,917

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      1,105)
    -657      102      255    1,027      462      625      819      480      286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.0      2.1     16.5     26.0     77.3     88.5     95.9     11.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      70       15       20       23       30      101       57
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      184,080
COMMITMENTS
  38,327   32,525   34,983  101,555  108,431  174,865  175,939    9,215    8,141

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      1,591)
   3,310      732    4,198   -6,468   -4,111    1,040      818      551      773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     17.7     19.0     55.2     58.9     95.0     95.6      5.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      59       57       47       62       51      149      127
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      838,076
COMMITMENTS
 182,036   39,140  168,101  410,498  565,482  760,635  772,723   77,441   65,353

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     15,538)
  14,660   -3,363    3,877    2,829   21,688   21,366   22,202   -5,828   -6,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      4.7     20.1     49.0     67.5     90.8     92.2      9.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      94       50      100       84       89      226      194
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      151,164
COMMITMENTS
  24,479   11,994   39,360   79,921   93,910  143,759  145,263    7,405    5,901

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    -24,866)
    -574   -1,823  -14,539   -8,861   -6,843  -23,974  -23,205     -892   -1,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      7.9     26.0     52.9     62.1     95.1     96.1      4.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     101       79      101      109      121      264      256
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       54,172
COMMITMENTS
  36,993   31,087    1,310    8,678   17,730   46,980   50,128    7,191    4,044

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -9,030)
   2,977     -838   -2,091   -9,952   -5,986   -9,066   -8,915       36     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.3     57.4      2.4     16.0     32.7     86.7     92.5     13.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      46       38        9       10       13       60       57
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      482,640
COMMITMENTS
  10,602   77,165    4,746  446,121  375,660  461,468  457,571   21,172   25,069

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     49,867)
    -579   -6,875    2,413   44,701   49,743   46,535   45,281    3,332    4,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     16.0      1.0     92.4     77.8     95.6     94.8      4.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      27       59       20      109      123      149      189
 

Updated Jun 17, 2011