```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 7, 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  :   159,300:    44,004     16,799     12,115     83,758    118,516    139,877    147,430:    19,423     11,870
Old  :    52,982:    14,999     12,231        634     30,926     34,736     46,559     47,601:     6,423      5,381
Other:   106,318:    36,104     11,667      4,382     52,832     83,780     93,318     99,829:    13,000      6,489
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :     4,158:    -1,272      2,037       -978      4,455      2,955      2,205      4,014:     1,953        144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       10.5        7.6       52.6       74.4       87.8       92.5:      12.2        7.5
Old  :     100.0:      28.3       23.1        1.2       58.4       65.6       87.9       89.8:      12.1       10.2
Other:     100.0:      34.0       11.0        4.1       49.7       78.8       87.8       93.9:      12.2        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        88         46         63         50         58        168        141:
Old  :       165:        51         52         11         32         32         90         89:
Other:       193:        85         34         30         48         53        148        105:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       33.3       31.6       42.1       19.5       27.7       27.0       35.9
Old  :                 27.8       39.9       43.7       51.4       25.1       39.9       41.0       50.9
Other:                 21.4       38.2       33.9       48.3       20.1       35.3       32.6       45.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 7, 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  :    36,183:    22,074      5,311        247      9,081     29,286     31,402     34,844:     4,781      1,339
Old  :    35,464:    22,063      5,061        191      8,655     28,892     30,909     34,144:     4,555      1,320
Other:       719:        34        273         33        426        394        493        700:       226         19
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :       467:     1,040        520       -111       -587        155        342        564:       125        -97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.0       14.7        0.7       25.1       80.9       86.8       96.3:      13.2        3.7
Old  :     100.0:      62.2       14.3        0.5       24.4       81.5       87.2       96.3:      12.8        3.7
Other:     100.0:       4.7       38.0        4.6       59.2       54.8       68.6       97.4:      31.4        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        61         24         10         20         26         91         51:
Old  :       121:        62         23          8         18         26         88         50:
Other:        26:         5         10          2          9          3         16         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.0       55.9       39.2       68.2       25.0       53.8       39.2       66.0
Old  :                 25.5       56.3       39.9       68.9       25.5       54.5       39.9       67.0
Other:                 44.1       72.2       62.3       91.7       44.1       67.3       56.1       83.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 7, 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  :   163,361:    37,415     32,610     18,805     98,785    104,921    155,005    156,336:     8,356      7,025
Old  :    86,889:    31,712     31,180      4,090     44,558     46,943     80,360     82,213:     6,529      4,676
Other:    76,472:    10,629      6,356      9,789     54,227     57,978     74,645     74,123:     1,827      2,349
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :       680:    -4,445     -1,157        456      6,816      3,347      2,827      2,646:    -2,147     -1,966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       20.0       11.5       60.5       64.2       94.9       95.7:       5.1        4.3
Old  :     100.0:      36.5       35.9        4.7       51.3       54.0       92.5       94.6:       7.5        5.4
Other:     100.0:      13.9        8.3       12.8       70.9       75.8       97.6       96.9:       2.4        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        56         45         41         60         49        137        118:
Old  :       163:        53         47         24         48         36        114         95:
Other:       103:        29         17         11         48         39         82         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.0       34.1       45.9       47.8       21.6       20.0       30.3       29.1
Old  :                 29.6       31.6       40.8       45.8       26.6       22.9       36.8       37.1
Other:                 43.5       39.6       64.6       56.3       27.4       25.0       39.7       37.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 7, 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  :   634,960:   168,068     55,328     48,260    344,678    468,426    561,006    572,014:    73,954     62,946
Old  :   634,960:   168,068     55,328     48,260    344,678    468,426    561,006    572,014:    73,954     62,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    28,478:     1,665     -3,775     -2,623     19,237     33,347     18,279     26,949:    10,199      1,529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        8.7        7.6       54.3       73.8       88.4       90.1:      11.6        9.9
Old  :     100.0:      26.5        8.7        7.6       54.3       73.8       88.4       90.1:      11.6        9.9
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  :       236:        76         56         75         83         84        200        177:
Old  :       236:        76         56         75         83         84        200        177:
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  :                 16.7       21.6       27.9       36.1       14.4       17.4       23.4       28.4
Old  :                 16.7       21.6       27.9       36.1       14.4       17.4       23.4       28.4
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 7, 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  :   112,646:    28,083     12,499     13,655     63,399     79,817    105,137    105,971:     7,509      6,675
Old  :    75,576:    23,697     13,534      6,029     39,881     50,902     69,607     70,465:     5,969      5,111
Other:    37,070:     9,790      4,369      2,222     23,518     28,915     35,530     35,506:     1,540      1,564
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :       454:    -1,385      1,741       -235      2,989     -1,027      1,369        479:      -915        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       11.1       12.1       56.3       70.9       93.3       94.1:       6.7        5.9
Old  :     100.0:      31.4       17.9        8.0       52.8       67.4       92.1       93.2:       7.9        6.8
Other:     100.0:      26.4       11.8        6.0       63.4       78.0       95.8       95.8:       4.2        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:       108         67         85        108        112        254        239:
Old  :       308:        92         82         61         79         97        203        211:
Other:       203:        59         28         23         76         86        146        126:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       16.6       33.9       28.5       17.4       14.9       28.5       23.7
Old  :                 22.7       19.9       37.4       31.7       22.6       19.8       37.3       31.1
Other:                 25.8       26.9       38.9       39.0       24.6       21.0       36.6       31.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 7, 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  :    62,825:    34,021     31,937      3,234     18,499     23,616     55,754     58,787:     7,071      4,038
Old  :    62,825:    34,021     31,937      3,234     18,499     23,616     55,754     58,787:     7,071      4,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :     7,031:     5,591      8,294      2,222       -625     -4,115      7,188      6,401:      -157        630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.2       50.8        5.1       29.4       37.6       88.7       93.6:      11.3        6.4
Old  :     100.0:      54.2       50.8        5.1       29.4       37.6       88.7       93.6:      11.3        6.4
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  :       112:        46         42         11         14         11         66         60:
Old  :       112:        46         42         11         14         11         66         60:
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  :                 63.1       50.9       71.3       69.1       60.1       50.5       68.1       68.6
Old  :                 63.1       50.9       71.3       69.1       60.1       50.5       68.1       68.6
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 7, 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  :   431,301:    10,875     83,717      2,054    400,943    325,301    413,872    411,072:    17,429     20,229
Old  :   431,301:    10,875     83,717      2,054    400,943    325,301    413,872    411,072:    17,429     20,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :     9,196:    -9,206     11,672     -3,254     22,875      2,309     10,415     10,727:    -1,219     -1,531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       19.4        0.5       93.0       75.4       96.0       95.3:       4.0        4.7
Old  :     100.0:       2.5       19.4        0.5       93.0       75.4       96.0       95.3:       4.0        4.7
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  :       267:        24         57         10        107        115        138        176:
Old  :       267:        24         57         10        107        115        138        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  :                 43.0       15.2       59.9       25.1       39.3       14.4       53.0       22.9
Old  :                 43.0       15.2       59.9       25.1       39.3       14.4       53.0       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 10, 2011