```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   216,904:    46,639      9,078     55,837    100,209    140,730    202,685    205,645:    14,219     11,259
Old  :     1,829:         0        225          0      1,813      1,028      1,813      1,253:        16        576
Other:   215,075:    46,684      8,898     55,792     98,396    139,702    200,872    204,392:    14,203     10,683
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :    -8,548:       527      1,173       -371     -6,949     -9,017     -6,793     -8,216:    -1,755       -332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        4.2       25.7       46.2       64.9       93.4       94.8:       6.6        5.2
Old  :     100.0:       0.0       12.3        0.0       99.1       56.2       99.1       68.5:       0.9       31.5
Other:     100.0:      21.7        4.1       25.9       45.7       65.0       93.4       95.0:       6.6        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:       116         33         80         59         66        193        163:
Old  :        10:         0          3          0          1          6          1          9:
Other:       228:       116         33         79         59         66        193        162:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       27.4       30.4       37.6       12.2       18.7       18.0       25.3
Old  :                 99.1       62.3       99.1       68.2       99.1       62.3       99.1       68.2
Other:                 17.8       27.5       29.8       37.5       12.3       19.3       18.2       25.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    44,442:    21,174        323      6,125     12,054     36,398     39,353     42,847:     5,089      1,595
Old  :    40,401:    20,310        956      4,541     10,884     33,378     35,735     38,875:     4,666      1,525
Other:     4,041:     1,517         20        932      1,170      3,020      3,618      3,971:       423         70
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :       171:      -432       -426        191        597        772        356        538:      -185       -367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.6        0.7       13.8       27.1       81.9       88.5       96.4:      11.5        3.6
Old  :     100.0:      50.3        2.4       11.2       26.9       82.6       88.4       96.2:      11.6        3.8
Other:     100.0:      37.5        0.5       23.1       29.0       74.7       89.5       98.3:      10.5        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        67         11         18         25         30         99         52:
Old  :       118:        60         18         18         24         30         98         52:
Other:        31:        14          3         13         11          8         28         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.0       56.1       33.8       66.6       20.5       47.9       29.8       57.8
Old  :                 23.1       55.1       35.4       66.4       21.5       47.4       31.5       58.1
Other:                 43.7       71.1       63.1       86.0       36.8       65.0       51.4       67.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   183,586:    39,495     25,863     34,964     99,580    114,192    174,038    175,018:     9,548      8,569
Old  :    71,566:    33,380     31,196      3,603     28,167     30,631     65,150     65,431:     6,415      6,135
Other:   112,021:    14,258      2,810     23,217     71,413     83,561    108,888    109,587:     3,133      2,434
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :       353:       937     -3,273       -420       -762      4,070       -244        377:       598        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       14.1       19.0       54.2       62.2       94.8       95.3:       5.2        4.7
Old  :     100.0:      46.6       43.6        5.0       39.4       42.8       91.0       91.4:       9.0        8.6
Other:     100.0:      12.7        2.5       20.7       63.8       74.6       97.2       97.8:       2.8        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        56         47         44         56         51        137        117:
Old  :       151:        45         47         29         43         33        106         91:
Other:       112:        31         21         20         49         45         90         77:
     :----------------------------------------------------------------------------------------------------
     :             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       34.8       45.2       49.6       20.7       21.1       29.1       29.1
Old  :                 31.5       35.1       43.4       48.9       31.5       34.3       43.4       46.6
Other:                 40.6       38.8       60.4       53.7       21.6       22.0       31.2       32.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   785,543:   202,531     38,633    148,922    348,329    535,136    699,783    722,692:    85,760     62,851
Old  :   785,543:   202,531     38,633    148,922    348,329    535,136    699,783    722,692:    85,760     62,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :     3,665:       590     -1,715     15,812    -16,246     -5,196        156      8,902:     3,508     -5,237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        4.9       19.0       44.3       68.1       89.1       92.0:      10.9        8.0
Old  :     100.0:      25.8        4.9       19.0       44.3       68.1       89.1       92.0:      10.9        8.0
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  :       243:        96         43         85         81         96        212        191:
Old  :       243:        96         43         85         81         96        212        191:
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  :                 14.3       20.0       24.0       31.0       13.2       15.3       21.1       23.4
Old  :                 14.3       20.0       24.0       31.0       13.2       15.3       21.1       23.4
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 with Delta-adjusted Options and Futures Combined, 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  :   161,074:    19,550     16,800     45,476     89,123     91,290    154,148    153,566:     6,927      7,508
Old  :    89,319:    14,892     15,528     21,970     47,819     46,806     84,680     84,305:     4,638      5,014
Other:    71,756:     7,859      4,473     20,304     41,304     44,484     69,467     69,261:     2,288      2,494
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :       495:        33        -32        674        388        605      1,094      1,247:      -600       -752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       10.4       28.2       55.3       56.7       95.7       95.3:       4.3        4.7
Old  :     100.0:      16.7       17.4       24.6       53.5       52.4       94.8       94.4:       5.2        5.6
Other:     100.0:      11.0        6.2       28.3       57.6       62.0       96.8       96.5:       3.2        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:       103         91        110        116        124        268        280:
Old  :       318:        89         91         82         95        106        219        244:
Other:       237:        54         51         58         97        104        186        179:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       16.1       31.1       26.6       11.9        8.9       20.0       14.6
Old  :                 23.7       16.5       39.6       27.8       19.9       13.6       31.5       22.2
Other:                 23.8       19.6       36.1       31.4       16.1       10.2       22.1       14.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    51,217:    35,610     22,639      1,032      6,964     24,791     43,606     48,462:     7,611      2,754
Old  :    51,217:    35,610     22,639      1,032      6,964     24,791     43,606     48,462:     7,611      2,754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :     4,280:     4,448     -3,404       -327       -131      8,000      3,990      4,269:       290         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.5       44.2        2.0       13.6       48.4       85.1       94.6:      14.9        5.4
Old  :     100.0:      69.5       44.2        2.0       13.6       48.4       85.1       94.6:      14.9        5.4
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  :       106:        51         32         10         10         14         68         50:
Old  :       106:        51         32         10         10         14         68         50:
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  :                 60.8       52.2       66.6       69.5       60.8       52.2       65.6       69.5
Old  :                 60.8       52.2       66.6       69.5       60.8       52.2       65.6       69.5
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 with Delta-adjusted Options and Futures Combined, 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  :   436,629:     9,426     65,469      5,236    397,639    339,326    412,301    410,031:    24,328     26,598
Old  :   436,629:     9,426     65,469      5,236    397,639    339,326    412,301    410,031:    24,328     26,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :      -940:    -2,948       -314     -1,286     -2,150     -3,715     -6,385     -5,315:     5,445      4,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       15.0        1.2       91.1       77.7       94.4       93.9:       5.6        6.1
Old  :     100.0:       2.2       15.0        1.2       91.1       77.7       94.4       93.9:       5.6        6.1
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  :       258:        19         57         17        105        115        138        175:
Old  :       258:        19         57         17        105        115        138        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  :                 41.5       16.2       56.8       27.3       38.7       15.3       51.5       24.4
Old  :                 41.5       16.2       56.8       27.3       38.7       15.3       51.5       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 1, 2011