COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      257,610
COMMITMENTS
  58,268   36,604   69,917  113,110  134,271  241,295  240,793   16,315   16,817

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -71,320)
   5,272   -4,641  -36,931  -40,673  -27,855  -72,332  -69,427    1,012   -1,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     14.2     27.1     43.9     52.1     93.7     93.5      6.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     123       78       80       67       71      221      200
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,432
COMMITMENTS
   8,175    6,349    5,312   15,963   17,838   29,451   29,499    2,981    2,932

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -3,475)
     -67      -14   -1,911   -1,989   -1,599   -3,967   -3,523      492       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     19.6     16.4     49.2     55.0     90.8     91.0      9.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      27       34       17       27       16       64       57
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      179,844
COMMITMENTS
  29,900   32,016   30,934  109,592  106,625  170,426  169,575    9,418   10,269

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:       -885)
   2,375   -1,850   -1,265   -1,863    2,467     -753     -647     -132     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     17.8     17.2     60.9     59.3     94.8     94.3      5.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      53       60       45       54       47      132      128
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      851,811
COMMITMENTS
 172,650  100,381  140,007  468,169  531,897  780,826  772,284   70,985   79,527

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -84,788)
  -2,441   -6,174  -55,515  -28,797  -12,200  -86,753  -73,889    1,964  -10,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     11.8     16.4     55.0     62.4     91.7     90.7      8.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      61       63       73       92       91      194      187
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      211,018
COMMITMENTS
  28,961   40,265   72,386  101,594   89,779  202,940  202,430    8,078    8,588

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -5,151)
     551      -65     -795   -5,179   -4,418   -5,424   -5,278      273      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     19.1     34.3     48.1     42.5     96.2     95.9      3.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
     109      121      119      135      127      302      321
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       70,563
COMMITMENTS
  58,597    7,847      837    5,368   60,660   64,803   69,344    5,761    1,220

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -11,195)
  -8,089   -6,017     -411   -1,994   -4,527  -10,494  -10,955     -701     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    83.0     11.1      1.2      7.6     86.0     91.8     98.3      8.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      61       12       10       16        9       83       27
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      435,135
COMMITMENTS
  26,911   53,878    2,675  391,212  364,561  420,798  421,115   14,337   14,020

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -49,701)
   1,931   -4,364   -4,382  -46,634  -42,272  -49,085  -51,017     -616    1,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     12.4      0.6     89.9     83.8     96.7     96.8      3.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      31       42       11      101      101      139      147
 

Updated June 22, 2012