COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      217,807
COMMITMENTS
  48,364    9,937   54,688  101,577  141,558  204,629  206,183   13,178   11,624

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        904)
   1,725      859   -1,148    1,368      827    1,945      538   -1,041      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      4.6     25.1     46.6     65.0     93.9     94.7      6.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
     117       34       81       59       67      196      164
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       42,370
COMMITMENTS
  21,409      399    6,232    9,966   34,423   37,608   41,054    4,762    1,316

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -2,071)
     235       75      107   -2,087   -1,975   -1,744   -1,792     -327     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.5      0.9     14.7     23.5     81.2     88.8     96.9     11.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      67       13       19       24       30      100       53
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      194,281
COMMITMENTS
  44,653   26,335   37,603  100,822  122,405  183,078  186,342   11,203    7,939

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     10,694)
   5,159      472    2,639    1,242    8,213    9,040   11,324    1,655     -630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     13.6     19.4     51.9     63.0     94.2     95.9      5.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      66       42       48       53       51      145      117
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      797,192
COMMITMENTS
 212,114   40,690  162,865  333,378  533,302  708,356  736,857   88,836   60,335

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     11,649)
   9,583    2,057   13,943  -14,952   -1,834    8,574   14,166    3,075   -2,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      5.1     20.4     41.8     66.9     88.9     92.4     11.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      96       46       88       79       94      213      191
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      163,194
COMMITMENTS
  21,075   13,917   46,016   88,330   95,865  155,422  155,798    7,772    7,396

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      2,120)
   1,526   -2,883      540     -792    4,575    1,274    2,232      846     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      8.5     28.2     54.1     58.7     95.2     95.5      4.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
     100       92      108      115      125      266      276
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       48,108
COMMITMENTS
  32,980   25,035    1,637    6,469   18,120   41,086   44,792    7,022    3,316

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -3,109)
  -2,630    2,396      606     -495   -6,672   -2,519   -3,671     -589      562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.6     52.0      3.4     13.4     37.7     85.4     93.1     14.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      50       36        9       10       11       65       52
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      417,526
COMMITMENTS
  18,224   68,115    4,567  377,942  328,281  400,733  400,964   16,793   16,562

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -19,103)
   8,798    2,646     -669  -19,697  -11,045  -11,568   -9,067   -7,535  -10,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     16.3      1.1     90.5     78.6     96.0     96.0      4.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      20       55       20      104      110      138      171
 

Updated July 8, 2011