COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      251,461
COMMITMENTS
  55,780   36,355   74,152  105,724  124,837  235,656  235,344   15,805   16,117

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -6,150)
  -2,488     -249    4,235   -7,386   -9,435   -5,639   -5,449     -510     -701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     14.5     29.5     42.0     49.6     93.7     93.6      6.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     114       87       77       62       68      216      195
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,094
COMMITMENTS
   8,545    6,189    5,264   12,575   14,974   26,383   26,427    2,711    2,667

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -3,338)
     370     -161      -49   -3,389   -2,863   -3,067   -3,073     -270     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4     21.3     18.1     43.2     51.5     90.7     90.8      9.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      39       30       21       28       14       73       59
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      183,950
COMMITMENTS
  30,317   35,522   31,827  111,871  105,158  174,015  172,506    9,935   11,444

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      4,106)
     417    3,506      893    2,279   -1,467    3,589    2,932      517    1,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     19.3     17.3     60.8     57.2     94.6     93.8      5.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      48       66       48       54       41      131      128
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      812,937
COMMITMENTS
 172,755   93,701  140,127  433,665  502,574  746,547  736,401   66,389   76,535

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -38,875)
     106   -6,680      120  -34,504  -29,323  -34,279  -35,883   -4,596   -2,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     11.5     17.2     53.3     61.8     91.8     90.6      8.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      69       48       68       83       84      184      168
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      213,750
COMMITMENTS
  28,703   39,486   75,000  102,001   90,526  205,704  205,012    8,047    8,739

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      2,733)
    -258     -779    2,614      407      746    2,763    2,582      -31      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     18.5     35.1     47.7     42.4     96.2     95.9      3.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     104      117      120      137      129      300      314
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       67,317
COMMITMENTS
  53,596   11,444      768    6,114   54,005   60,477   66,218    6,840    1,100

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -3,246)
  -5,001    3,597      -69      745   -6,654   -4,325   -3,126    1,079     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.6     17.0      1.1      9.1     80.2     89.8     98.4     10.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      75       10        7       18        9       96       24
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      437,383
COMMITMENTS
  20,393   59,404    2,471  397,772  359,815  420,636  421,690   16,746   15,692

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      2,248)
  -6,518    5,525     -204    6,560   -4,746     -161      576    2,409    1,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     13.6      0.6     90.9     82.3     96.2     96.4      3.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      27       43       10       99       99      132      146
 

Updated June 29, 2012