COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      216,904
COMMITMENTS
  46,639    9,078   55,837  100,209  140,730  202,685  205,645   14,219   11,259

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     -8,548)
     527    1,173     -371   -6,949   -9,017   -6,793   -8,216   -1,755     -332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      4.2     25.7     46.2     64.9     93.4     94.8      6.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
     116       33       80       59       66      193      163
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       44,442
COMMITMENTS
  21,174      323    6,125   12,054   36,398   39,353   42,847    5,089    1,595

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        171)
    -432     -426      191      597      772      356      538     -185     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.6      0.7     13.8     27.1     81.9     88.5     96.4     11.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      67       11       18       25       30       99       52
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      183,586
COMMITMENTS
  39,495   25,863   34,964   99,580  114,192  174,038  175,018    9,548    8,569

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        353)
     937   -3,273     -420     -762    4,070     -244      377      598      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     14.1     19.0     54.2     62.2     94.8     95.3      5.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      56       47       44       56       51      137      117
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      785,543
COMMITMENTS
 202,531   38,633  148,922  348,329  535,136  699,783  722,692   85,760   62,851

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      3,665)
     590   -1,715   15,812  -16,246   -5,196      156    8,902    3,508   -5,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      4.9     19.0     44.3     68.1     89.1     92.0     10.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      96       43       85       81       96      212      191
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      161,074
COMMITMENTS
  19,550   16,800   45,476   89,123   91,290  154,148  153,566    6,927    7,508

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:        495)
      33      -32      674      388      605    1,094    1,247     -600     -752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     10.4     28.2     55.3     56.7     95.7     95.3      4.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     103       91      110      116      124      268      280
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       51,217
COMMITMENTS
  35,610   22,639    1,032    6,964   24,791   43,606   48,462    7,611    2,754

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      4,280)
   4,448   -3,404     -327     -131    8,000    3,990    4,269      290       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.5     44.2      2.0     13.6     48.4     85.1     94.6     14.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      51       32       10       10       14       68       50
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      436,629
COMMITMENTS
   9,426   65,469    5,236  397,639  339,326  412,301  410,031   24,328   26,598

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -940)
  -2,948     -314   -1,286   -2,150   -3,715   -6,385   -5,315    5,445    4,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     15.0      1.2     91.1     77.7     94.4     93.9      5.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      19       57       17      105      115      138      175
 

Updated July 1, 2011