COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      247,729
COMMITMENTS
  58,070   36,716   72,187  102,474  123,124  232,731  232,027   14,998   15,702

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -3,732)
   2,290      361   -1,965   -3,250   -1,713   -2,924   -3,317     -807     -414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     14.8     29.1     41.4     49.7     93.9     93.7      6.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     130       81       77       67       68      229      196
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       28,755
COMMITMENTS
   8,274    6,236    5,768   12,165   14,626   26,206   26,631    2,548    2,124

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -339)
    -271       48      505     -410     -348     -177      204     -162     -544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     21.7     20.1     42.3     50.9     91.1     92.6      8.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      37       28       21       28       13       73       54
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      193,582
COMMITMENTS
  37,895   30,112   35,403  108,809  119,358  182,107  184,873   11,475    8,709

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      9,632)
   7,578   -5,410    3,576   -3,062   14,200    8,092   12,367    1,540   -2,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     15.6     18.3     56.2     61.7     94.1     95.5      5.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      56       59       49       55       49      141      130
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      796,998
COMMITMENTS
 171,251   81,936  143,664  420,754  503,342  735,670  728,942   61,328   68,056

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -15,938)
  -1,504  -11,764    3,538  -12,911      768  -10,878   -7,459   -5,061   -8,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     10.3     18.0     52.8     63.2     92.3     91.5      7.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      68       50       72       83       86      185      174
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      221,165
COMMITMENTS
  28,030   34,257   82,675  104,547   97,018  215,251  213,950    5,914    7,215

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      7,415)
    -672   -5,228    7,674    2,546    6,492    9,548    8,938   -2,133   -1,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     15.5     37.4     47.3     43.9     97.3     96.7      2.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     101      113      124      133      130      297      311
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       65,668
COMMITMENTS
  50,736   12,162      800    7,959   51,212   59,496   64,174    6,172    1,494

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,650)
  -2,859      717       32    1,846   -2,793     -981   -2,044     -668      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.3     18.5      1.2     12.1     78.0     90.6     97.7      9.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      62       12        6       18        9       82       26
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      442,533
COMMITMENTS
  26,161   56,355    2,800  393,127  366,966  422,087  426,120   20,446   16,413

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      5,150)
   5,768   -3,049      328   -4,645    7,150    1,451    4,430    3,700      721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     12.7      0.6     88.8     82.9     95.4     96.3      4.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      35       48       15       96      101      141      154
 

Updated July 3, 2012