COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      201,644
COMMITMENTS
  58,258   68,864   20,814  109,357   96,006  188,429  185,684   13,215   15,960

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      9,668)
   1,026    3,917    2,825    7,504    3,795   11,355   10,537   -1,687     -869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     34.2     10.3     54.2     47.6     93.4     92.1      6.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      93      112       70       61       63      200      202
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,883
COMMITMENTS
  10,028    6,741      515   13,874   16,722   24,417   23,978    2,466    2,905

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      2,352)
    -177      317     -181    2,532    1,962    2,174    2,098      178      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     25.1      1.9     51.6     62.2     90.8     89.2      9.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      32       32       13       27       13       60       58
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      190,254
COMMITMENTS
  30,023   40,901   29,452  122,270  107,765  181,745  178,118    8,509   12,136

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:        869)
    -337    2,506    2,397     -653   -4,670    1,407      233     -538      636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     21.5     15.5     64.3     56.6     95.5     93.6      4.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      49       77       47       55       46      134      143
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      775,795
COMMITMENTS
 200,920  129,053   83,707  425,816  474,776  710,443  687,536   65,352   88,259

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     22,255)
   3,162      705   11,732    8,092   12,086   22,986   24,523     -731   -2,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     16.6     10.8     54.9     61.2     91.6     88.6      8.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      65       76       73       79       85      185      195
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      159,364
COMMITMENTS
  37,632   43,478   28,509   86,005   78,984  152,146  150,971    7,218    8,393

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      8,676)
     -83      728    5,899    2,610    2,311    8,426    8,938      250     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     27.3     17.9     54.0     49.6     95.5     94.7      4.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
      89      124       99      126      112      276      288
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       80,104
COMMITMENTS
  65,872   20,072      865    6,443   57,605   73,180   78,542    6,924    1,562

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      3,360)
   5,148      983      244   -2,055    2,159    3,337    3,386       23      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.2     25.1      1.1      8.0     71.9     91.4     98.1      8.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      64       19        5       20        7       89       27
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 06/05/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      457,455
COMMITMENTS
  21,069   59,233    2,786  419,225  377,075  443,080  439,094   14,375   18,361

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     15,855)
    -168    6,116     -734   17,442    9,150   16,540   14,532     -685    1,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     12.9      0.6     91.6     82.4     96.9     96.0      3.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      24       47        9       97      103      128      152
 

Updated June 8, 2012