```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   146,074:    43,869     17,267      6,461     81,720    112,577    132,050    136,305:    14,024      9,769
Old  :    15,753:     1,161        868          0     13,878     13,430     15,039     14,298:       714      1,455
Other:   130,321:    43,591     17,282      5,578     67,842     99,147    117,011    122,007:    13,310      8,314
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -5,770:    -2,993      2,244     -1,892      1,610     -4,285     -3,275     -3,933:    -2,495     -1,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       11.8        4.4       55.9       77.1       90.4       93.3:       9.6        6.7
Old  :     100.0:       7.4        5.5        0.0       88.1       85.3       95.5       90.8:       4.5        9.2
Other:     100.0:      33.4       13.3        4.3       52.1       76.1       89.8       93.6:      10.2        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        89         46         47         51         58        161        133:
Old  :        57:         7          7          0         14         30         21         37:
Other:       209:        88         45         45         50         56        159        128:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       35.8       38.6       46.3       18.9       25.2       28.0       35.2
Old  :                 86.8       62.0       92.5       76.1       86.8       62.0       92.5       76.1
Other:                 23.1       37.8       35.1       47.2       21.8       35.9       31.9       45.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    36,696:    21,260      4,217        180     10,100     30,514     31,540     34,911:     5,156      1,785
Old  :    35,069:    20,489      3,864         98      9,578     29,363     30,165     33,325:     4,904      1,744
Other:     1,627:       814        396         39        522      1,151      1,375      1,586:       252         41
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :      -166:       -27     -1,464        -52          0      1,221        -79       -295:       -87        129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.9       11.5        0.5       27.5       83.2       85.9       95.1:      14.1        4.9
Old  :     100.0:      58.4       11.0        0.3       27.3       83.7       86.0       95.0:      14.0        5.0
Other:     100.0:      50.0       24.3        2.4       32.1       70.7       84.5       97.5:      15.5        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        58         22          9         21         27         87         50:
Old  :       116:        59         21          6         17         27         80         50:
Other:        27:         4         10          4          9          4         17         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       56.3       40.0       68.1       24.4       52.3       37.6       61.8
Old  :                 25.9       56.2       40.4       68.5       25.5       52.8       37.9       62.2
Other:                 58.2       73.6       77.3       87.4       58.2       73.3       77.3       85.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   161,630:    40,702     30,820     21,982     90,368    100,590    153,052    153,392:     8,578      8,238
Old  :    69,154:    33,135     33,632        805     28,897     29,053     62,837     63,490:     6,317      5,664
Other:    92,476:    15,699      5,320     13,045     61,471     71,537     90,215     89,902:     2,261      2,574
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -1,446:       530     -3,039       -133     -1,522      1,293     -1,125     -1,879:      -321        433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       19.1       13.6       55.9       62.2       94.7       94.9:       5.3        5.1
Old  :     100.0:      47.9       48.6        1.2       41.8       42.0       90.9       91.8:       9.1        8.2
Other:     100.0:      17.0        5.8       14.1       66.5       77.4       97.6       97.2:       2.4        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        58         44         36         58         48        136        110:
Old  :       161:        49         48         11         44         29        100         81:
Other:       109:        34         14         16         49         42         90         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       34.5       46.8       50.2       21.7       23.0       30.8       32.0
Old  :                 34.0       34.4       46.4       49.7       34.0       33.2       46.4       48.1
Other:                 42.4       38.3       63.2       56.3       24.1       25.3       35.6       37.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   629,831:   199,880     57,344     38,324    318,419    475,562    556,623    571,230:    73,208     58,601
Old  :   629,831:   199,880     57,344     38,324    318,419    475,562    556,623    571,230:    73,208     58,601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -16,392:    16,275       -103     -9,725    -27,344     -8,496    -20,794    -18,324:     4,402      1,932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        9.1        6.1       50.6       75.5       88.4       90.7:      11.6        9.3
Old  :     100.0:      31.7        9.1        6.1       50.6       75.5       88.4       90.7:      11.6        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        75         57         56         79         88        185        175:
Old  :       234:        75         57         56         79         88        185        175:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       25.8       28.4       37.4       16.1       19.7       26.0       29.8
Old  :                 16.6       25.8       28.4       37.4       16.1       19.7       26.0       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   107,398:    24,491     14,370      9,831     66,820     76,248    101,142    100,449:     6,256      6,949
Old  :    62,113:    18,665     14,884      1,024     38,280     41,579     57,969     57,487:     4,144      4,626
Other:    45,285:    12,114      5,774      2,519     28,540     34,669     43,173     42,962:     2,112      2,323
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :        45:    -4,197      3,378       -142      4,878     -5,059        539     -1,823:      -494      1,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       13.4        9.2       62.2       71.0       94.2       93.5:       5.8        6.5
Old  :     100.0:      30.1       24.0        1.6       61.6       66.9       93.3       92.6:       6.7        7.4
Other:     100.0:      26.8       12.8        5.6       63.0       76.6       95.3       94.9:       4.7        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:        94         70         71        102        115        224        235:
Old  :       288:        77         76         17         64         90        150        175:
Other:       216:        55         35         30         82         97        150        149:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       17.7       38.3       29.0       17.7       13.5       29.2       21.5
Old  :                 32.7       20.3       49.1       34.2       29.5       20.2       45.9       33.4
Other:                 26.4       24.2       39.2       37.0       23.1       19.0       32.7       27.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    46,279:    31,134     26,191      1,000      6,973     16,463     39,107     43,654:     7,172      2,625
Old  :    46,279:    31,134     26,191      1,000      6,973     16,463     39,107     43,654:     7,172      2,625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -7,494:    -5,930     -4,902       -107     -1,581     -1,176     -7,618     -6,185:       124     -1,309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.3       56.6        2.2       15.1       35.6       84.5       94.3:      15.5        5.7
Old  :     100.0:      67.3       56.6        2.2       15.1       35.6       84.5       94.3:      15.5        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        48         34          5         11         12         62         49:
Old  :       105:        48         34          5         11         12         62         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       60.9       63.8       76.0       56.4       60.9       62.2       74.9
Old  :                 57.1       60.9       63.8       76.0       56.4       60.9       62.2       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   436,525:    12,185     65,699      6,315    399,414    342,603    417,914    414,617:    18,611     21,908
Old  :   436,525:    12,185     65,699      6,315    399,414    342,603    417,914    414,617:    18,611     21,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -44,677:     1,786    -11,215      1,877    -46,221    -32,474    -42,558    -41,812:    -2,119     -2,865
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       15.1        1.4       91.5       78.5       95.7       95.0:       4.3        5.0
Old  :     100.0:       2.8       15.1        1.4       91.5       78.5       95.7       95.0:       4.3        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        23         50         11        100        117        130        171:
Old  :       255:        23         50         11        100        117        130        171:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       16.2       56.9       27.8       37.0       15.0       50.5       24.2
Old  :                 41.2       16.2       56.9       27.8       37.0       15.0       50.5       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 24, 2011