```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 28, 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  :   135,984:    44,250     18,912      5,267     74,146    102,178    123,663    126,357:    12,321      9,627
Old  :     1,829:         0        225          0      1,813      1,028      1,813      1,253:        16        576
Other:   134,155:    44,295     18,732      5,222     72,333    101,150    121,850    125,104:    12,305      9,051
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :   -10,090:       381      1,645     -1,194     -7,574    -10,399     -8,387     -9,948:    -1,703       -142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       13.9        3.9       54.5       75.1       90.9       92.9:       9.1        7.1
Old  :     100.0:       0.0       12.3        0.0       99.1       56.2       99.1       68.5:       0.9       31.5
Other:     100.0:      33.0       14.0        3.9       53.9       75.4       90.8       93.3:       9.2        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        87         51         51         50         55        160        138:
Old  :        10:         0          3          0          1          6          1          9:
Other:       212:        87         50         50         50         55        160        136:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.1       34.3       35.1       44.5       20.6       30.1       30.4       40.1
Old  :                 99.1       62.3       99.1       68.2       99.1       62.3       99.1       68.2
Other:                 22.3       34.6       34.3       44.5       21.0       31.8       30.9       41.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 28, 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  :    36,761:    20,961      3,871        179     10,686     31,317     31,826     35,367:     4,935      1,394
Old  :    35,062:    20,320      3,483         90     10,087     30,131     30,497     33,704:     4,565      1,358
Other:     1,699:       691        438         39        599      1,186      1,329      1,663:       370         36
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :        65:      -299       -346         -1        586        803        286        456:      -221       -391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.0       10.5        0.5       29.1       85.2       86.6       96.2:      13.4        3.8
Old  :     100.0:      58.0        9.9        0.3       28.8       85.9       87.0       96.1:      13.0        3.9
Other:     100.0:      40.7       25.8        2.3       35.3       69.8       78.2       97.9:      21.8        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        57         20          8         22         28         87         48:
Old  :       115:        58         19          3         20         28         81         47:
Other:        28:         4         11          3         10          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  :                 25.4       58.6       40.3       70.2       25.4       53.0       38.4       63.4
Old  :                 26.5       58.6       40.8       70.8       26.5       53.6       38.7       64.0
Other:                 59.8       71.9       72.1       87.0       59.8       71.6       72.1       85.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 28, 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  :   161,999:    41,871     27,519     21,570     89,898    104,692    153,339    153,781:     8,660      8,218
Old  :    67,615:    33,794     31,859        764     26,915     29,090     61,473     61,713:     6,142      5,902
Other:    94,384:    16,459      4,042     12,424     62,983     75,602     91,866     92,068:     2,518      2,316
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :       369:     1,169     -3,301       -412       -470      4,102        287        389:        82        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       17.0       13.3       55.5       64.6       94.7       94.9:       5.3        5.1
Old  :     100.0:      50.0       47.1        1.1       39.8       43.0       90.9       91.3:       9.1        8.7
Other:     100.0:      17.4        4.3       13.2       66.7       80.1       97.3       97.5:       2.7        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        57         38         35         56         47        132        102:
Old  :       146:        46         41         11         40         30         92         76:
Other:       106:        33         12         14         49         42         87         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.6       35.4       46.2       52.1       20.6       23.7       30.0       32.8
Old  :                 33.2       37.2       45.9       51.5       33.2       36.3       45.9       50.1
Other:                 41.5       38.9       62.6       56.7       23.1       26.0       34.9       37.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 28, 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  :   618,878:   199,133     60,984     41,691    300,396    461,589    541,220    564,264:    77,658     54,614
Old  :   618,878:   199,133     60,984     41,691    300,396    461,589    541,220    564,264:    77,658     54,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :   -10,953:      -747      3,640      3,367    -18,023    -13,973    -15,403     -6,966:     4,450     -3,987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        9.9        6.7       48.5       74.6       87.5       91.2:      12.5        8.8
Old  :     100.0:      32.2        9.9        6.7       48.5       74.6       87.5       91.2:      12.5        8.8
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  :       240:        73         64         51         76         89        179        176:
Old  :       240:        73         64         51         76         89        179        176:
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  :                 17.3       25.2       28.6       37.1       16.7       19.7       26.4       29.4
Old  :                 17.3       25.2       28.6       37.1       16.7       19.7       26.4       29.4
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 28, 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  :   106,103:    25,139     16,328      8,609     66,146     74,479     99,894     99,416:     6,209      6,687
Old  :    56,768:    17,044     14,756        986     34,633     36,602     52,663     52,344:     4,105      4,424
Other:    49,335:    12,148      5,625      3,570     31,513     37,877     47,231     47,072:     2,104      2,263
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :    -1,295:       648      1,958     -1,222       -674     -1,769     -1,248     -1,033:       -47       -262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       15.4        8.1       62.3       70.2       94.1       93.7:       5.9        6.3
Old  :     100.0:      30.0       26.0        1.7       61.0       64.5       92.8       92.2:       7.2        7.8
Other:     100.0:      24.6       11.4        7.2       63.9       76.8       95.7       95.4:       4.3        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:       100         70         71        108        115        235        234:
Old  :       293:        81         78         14         70         84        158        169:
Other:       217:        60         31         37         84         98        160        151:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.2       18.3       37.4       29.8       18.0       13.4       30.0       22.1
Old  :                 32.6       21.1       50.1       35.1       31.5       21.1       46.7       33.9
Other:                 26.0       23.0       38.9       36.5       23.1       17.4       31.0       25.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 28, 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  :    50,419:    35,543     22,811        611      6,832     24,367     42,986     47,789:     7,433      2,630
Old  :    50,419:    35,543     22,811        611      6,832     24,367     42,986     47,789:     7,433      2,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :     4,140:     4,409     -3,380       -389       -141      7,904      3,879      4,135:       261          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.5       45.2        1.2       13.6       48.3       85.3       94.8:      14.7        5.2
Old  :     100.0:      70.5       45.2        1.2       13.6       48.3       85.3       94.8:      14.7        5.2
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  :       102:        49         30          5         10         13         62         46:
Old  :       102:        49         30          5         10         13         62         46:
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  :                 61.8       53.0       67.7       70.6       61.8       53.0       66.6       70.6
Old  :                 61.8       53.0       67.7       70.6       61.8       53.0       66.6       70.6
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 28, 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  :   435,536:     9,269     65,425      5,003    397,197    338,930    411,469    409,358:    24,067     26,178
Old  :   435,536:     9,269     65,425      5,003    397,197    338,930    411,469    409,358:    24,067     26,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :      -989:    -2,916       -274     -1,312     -2,217     -3,673     -6,445     -5,259:     5,456      4,270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       15.0        1.1       91.2       77.8       94.5       94.0:       5.5        6.0
Old  :     100.0:       2.1       15.0        1.1       91.2       77.8       94.5       94.0:       5.5        6.0
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:        18         55         10        101        115        127        172:
Old  :       255:        18         55         10        101        115        127        172:
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  :                 41.6       16.2       56.9       27.3       38.8       15.3       51.6       24.4
Old  :                 41.6       16.2       56.9       27.3       38.8       15.3       51.6       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 1, 2011