COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY 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:      180,227
COMMITMENTS
  60,544   66,455   10,286   93,972   88,027  164,802  164,768   15,425   15,459

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -14,013)
   5,175    1,949  -11,424   -9,525   -3,220  -15,774  -12,695    1,761   -1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     36.9      5.7     52.1     48.8     91.4     91.4      8.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      92       96       54       58       60      186      177
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY 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:       25,876
COMMITMENTS
   9,682    6,847      365   12,987   15,818   23,034   23,030    2,842    2,846

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -1,431)
    -588      -66     -208   -1,235   -1,184   -2,031   -1,458      600       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     26.5      1.4     50.2     61.1     89.0     89.0     11.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      31       23       13       26       12       57       48
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY 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:      167,650
COMMITMENTS
  32,088   33,768   19,527  106,893  104,313  158,508  157,608    9,142   10,042

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -1,914)
   2,535   -1,476   -2,131   -2,174    1,929   -1,770   -1,678     -144     -236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     20.1     11.6     63.8     62.2     94.5     94.0      5.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      53       56       36       54       44      129      115
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY 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:      743,939
COMMITMENTS
 176,233  108,767   76,693  424,471  484,579  677,397  670,039   66,542   73,900

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -15,184)
 -10,568   -8,239   -2,776   -4,548    5,507  -17,892   -5,508    2,708   -9,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     14.6     10.3     57.1     65.1     91.1     90.1      8.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      53       69       56       84       87      171      179
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY 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:      142,573
COMMITMENTS
  34,185   43,701   18,680   82,350   71,934  135,215  134,315    7,358    8,258

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -9,155)
    -154      422   -3,370   -5,798   -6,247   -9,322   -9,195      167       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     30.7     13.1     57.8     50.5     94.8     94.2      5.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
      90      115       81      125      112      261      275
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY 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:       69,963
COMMITMENTS
  58,565    7,798      599    5,111   60,389   64,275   68,786    5,688    1,177

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -11,347)
  -8,120   -6,266     -349   -2,167   -4,486  -10,636  -11,101     -711     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.7     11.1      0.9      7.3     86.3     91.9     98.3      8.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      61       12        7       15        9       80       26
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY 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:      433,255
COMMITMENTS
  26,906   53,436    2,369  389,893  363,951  419,168  419,756   14,087   13,499

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -49,022)
   1,395   -4,769   -3,700  -46,257  -41,946  -48,562  -50,415     -460    1,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     12.3      0.5     90.0     84.0     96.7     96.9      3.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      30       43        7       98      100      132      146
 

Updated June 22, 2012