COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      225,452
COMMITMENTS
  46,112    7,906   56,208  107,158  149,748  209,478  213,861   15,974   11,591

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -5,142)
  -4,379      449     -734    2,361   -3,248   -2,751   -3,532   -2,391   -1,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      3.5     24.9     47.5     66.4     92.9     94.9      7.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
     114       29       74       60       68      189      157
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       44,271
COMMITMENTS
  21,606      749    5,934   11,457   35,626   38,996   42,309    5,274    1,962

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -2,424)
     126     -236   -1,771     -690     -462   -2,335   -2,469      -89       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.8      1.7     13.4     25.9     80.5     88.1     95.6     11.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      70       11       19       23       29       98       54
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      183,233
COMMITMENTS
  38,557   29,135   35,383  100,342  110,122  174,283  174,641    8,951    8,592

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:       -847)
     230   -3,389      400   -1,213    1,692     -583   -1,298     -264      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     15.9     19.3     54.8     60.1     95.1     95.3      4.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      58       51       46       58       52      141      126
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      781,878
COMMITMENTS
 201,941   40,348  133,110  364,575  540,332  699,626  713,790   82,252   68,088

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -56,197)
  19,905    1,208  -34,991  -45,923  -25,150  -61,008  -58,933    4,811    2,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      5.2     17.0     46.6     69.1     89.5     91.3     10.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      94       40       85       83       95      211      190
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      160,580
COMMITMENTS
  19,517   16,832   44,802   88,735   90,685  153,053  152,319    7,526    8,261

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      9,416)
  -4,962    4,839    5,442    8,814   -3,225    9,294    7,056      122    2,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     10.5     27.9     55.3     56.5     95.3     94.9      4.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      92       96      107      112      125      261      275
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       46,937
COMMITMENTS
  31,162   26,043    1,359    7,095   16,792   39,615   44,194    7,321    2,743

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -7,235)
  -5,832   -5,044       49   -1,583     -939   -7,365   -5,934      130   -1,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.4     55.5      2.9     15.1     35.8     84.4     94.2     15.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      49       37        8       11       13       66       53
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      437,569
COMMITMENTS
  12,374   65,783    6,522  399,789  343,041  418,686  415,346   18,884   22,223

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -45,071)
   1,772  -11,382    1,777  -46,332  -32,620  -42,783  -42,225   -2,288   -2,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8     15.0      1.5     91.4     78.4     95.7     94.9      4.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      24       52       17      103      117      139      174
 

Updated June 24, 2011