COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   328,931:    52,996     41,245    106,849    153,783    162,126    313,627    310,220:    15,303     18,711
Old  :   105,186:     4,572     13,445     35,980     60,980     49,826    101,533     99,252:     3,653      5,934
Other:   223,745:    51,881     31,257     67,411     92,803    112,300    212,095    210,968:    11,650     12,776
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    -3,960:    -3,661     -5,559      3,828     -4,492     -2,700     -4,325     -4,431:       365        470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       12.5       32.5       46.8       49.3       95.3       94.3:       4.7        5.7
Old  :     100.0:       4.3       12.8       34.2       58.0       47.4       96.5       94.4:       3.5        5.6
Other:     100.0:      23.2       14.0       30.1       41.5       50.2       94.8       94.3:       5.2        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:       124         99         98         71         72        238        229:
Old  :       197:        51         74         58         54         54        135        156:
Other:       289:       125         79         75         60         67        215        193:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       26.1       29.2       35.3        9.3       13.3       15.1       17.9
Old  :                 38.9       25.0       52.7       39.1       21.2        7.7       24.6       11.8
Other:                 16.9       28.6       26.3       37.1       12.3       21.3       19.7       28.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    35,907:     8,242      6,363      7,223     17,953     19,436     33,418     33,023:     2,489      2,884
Old  :    31,156:     8,074      6,300      4,999     15,753     17,060     28,826     28,359:     2,330      2,798
Other:     4,751:       411        306      1,982      2,199      2,377      4,591      4,664:       159         87
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       292:       149         75         70        317        235        536        380:      -244        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       17.7       20.1       50.0       54.1       93.1       92.0:       6.9        8.0
Old  :     100.0:      25.9       20.2       16.0       50.6       54.8       92.5       91.0:       7.5        9.0
Other:     100.0:       8.6        6.4       41.7       46.3       50.0       96.6       98.2:       3.4        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        34         33         22         30         19         71         67:
Old  :        97:        36         28         22         30         18         68         66:
Other:        31:         6         12         13         13          4         31         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       52.5       42.1       64.5       19.8       38.7       29.7       44.1
Old  :                 29.8       52.1       42.0       62.5       20.1       38.8       30.6       45.1
Other:                 48.6       70.4       70.0       88.9       33.1       42.2       42.0       44.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   180,729:    27,525     33,866     32,198    111,455    104,158    171,179    170,222:     9,551     10,507
Old  :    85,647:    23,621     37,944      7,056     48,145     32,364     78,821     77,364:     6,826      8,283
Other:    95,082:    16,561      8,577     12,486     63,310     71,794     92,357     92,858:     2,724      2,224
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :   -19,948:       185     -5,129     -7,700    -13,196     -5,233    -20,711    -18,061:       763     -1,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       18.7       17.8       61.7       57.6       94.7       94.2:       5.3        5.8
Old  :     100.0:      27.6       44.3        8.2       56.2       37.8       92.0       90.3:       8.0        9.7
Other:     100.0:      17.4        9.0       13.1       66.6       75.5       97.1       97.7:       2.9        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        46         64         44         56         49        126        133:
Old  :       162:        38         65         32         50         38        108        115:
Other:       106:        31         18         18         45         34         86         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       26.9       40.2       40.8       22.5       20.1       30.7       30.1
Old  :                 30.9       22.2       44.6       34.5       30.6       22.0       42.6       33.5
Other:                 34.7       38.8       50.1       59.5       31.4       33.0       45.6       51.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   936,600:   175,090    106,554    195,522    496,967    544,097    867,579    846,173:    69,021     90,427
Old  :   936,600:   175,090    106,554    195,522    496,967    544,097    867,579    846,173:    69,021     90,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :   -32,139:    -7,482     -6,627    -19,509     -2,840         31    -29,831    -26,105:    -2,308     -6,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       11.4       20.9       53.1       58.1       92.6       90.3:       7.4        9.7
Old  :     100.0:      18.7       11.4       20.9       53.1       58.1       92.6       90.3:       7.4        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        65         76         88         91         92        206        207:
Old  :       242:        65         76         88         91         92        206        207:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       16.1       21.2       25.8       10.4       13.9       17.6       19.8
Old  :                 12.8       16.1       21.2       25.8       10.4       13.9       17.6       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   216,169:    28,410     40,330     73,181    106,773     94,197    208,364    207,708:     7,805      8,461
Old  :   131,224:    31,185     37,270     33,770     60,559     53,234    125,515    124,275:     5,709      6,949
Other:    84,945:     6,632     12,467     30,004     46,214     40,963     82,850     83,433:     2,095      1,512
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :   -29,873:        70      1,169    -25,113     -4,785     -5,572    -29,828    -29,516:       -45       -357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       18.7       33.9       49.4       43.6       96.4       96.1:       3.6        3.9
Old  :     100.0:      23.8       28.4       25.7       46.1       40.6       95.6       94.7:       4.4        5.3
Other:     100.0:       7.8       14.7       35.3       54.4       48.2       97.5       98.2:       2.5        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       404:       108        133        123        137        124        306        331:
Old  :       384:       100        133        100        119        109        267        297:
Other:       258:        68         56         60        107         91        204        182:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       14.9       23.1       24.3        8.1        7.4       14.6       12.2
Old  :                 14.4       14.1       24.6       23.7       11.5        9.3       19.8       16.6
Other:                 18.2       19.2       30.8       31.7       13.6        8.5       20.4       15.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    81,758:    66,686     13,865      1,248      7,362     65,186     75,296     80,299:     6,462      1,459
Old  :    81,758:    66,686     13,865      1,248      7,362     65,186     75,296     80,299:     6,462      1,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       616:       815     -5,870       -318        664      6,978      1,161        790:      -545       -174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.6       17.0        1.5        9.0       79.7       92.1       98.2:       7.9        1.8
Old  :     100.0:      81.6       17.0        1.5        9.0       79.7       92.1       98.2:       7.9        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        69         13          8         20          8         97         23:
Old  :       106:        69         13          8         20          8         97         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       87.7       61.2       94.8       44.2       86.9       61.2       93.7
Old  :                 44.2       87.7       61.2       94.8       44.2       86.9       61.2       93.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   484,836:    24,980     58,242      7,057    437,846    406,833    469,882    472,132:    14,953     12,703
Old  :   484,836:    24,980     58,242      7,057    437,846    406,833    469,882    472,132:    14,953     12,703
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    24,758:     4,526       -913      3,271     16,901     28,702     24,698     31,061:        60     -6,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       12.0        1.5       90.3       83.9       96.9       97.4:       3.1        2.6
Old  :     100.0:       5.2       12.0        1.5       90.3       83.9       96.9       97.4:       3.1        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        26         51         18        105        110        142        168:
Old  :       249:        26         51         18        105        110        142        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       29.5       50.1       39.1       29.2       27.2       42.9       35.5
Old  :                 35.4       29.5       50.1       39.1       29.2       27.2       42.9       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 15, 2012