```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   230,594:    50,490      7,456     56,942    104,797    152,995    212,229    217,393:    18,365     13,201
Old  :    29,201:     7,384      2,511        143     18,689     22,608     26,216     25,262:     2,985      3,939
Other:   201,393:    44,135      5,974     55,770     86,108    130,387    186,013    192,131:    15,380      9,262
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   -76,991:     5,113        584    -43,530    -34,845    -32,538    -73,262    -75,484:    -3,729     -1,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        3.2       24.7       45.4       66.3       92.0       94.3:       8.0        5.7
Old  :     100.0:      25.3        8.6        0.5       64.0       77.4       89.8       86.5:      10.2       13.5
Other:     100.0:      21.9        3.0       27.7       42.8       64.7       92.4       95.4:       7.6        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:       114         33         73         59         68        191        156:
Old  :        98:        26         18          2         22         33         49         52:
Other:       214:       108         31         71         58         66        185        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  :                 20.6       27.1       31.2       37.9       11.0       17.8       16.5       24.9
Old  :                 50.8       51.6       64.3       62.7       50.8       51.6       64.3       62.0
Other:                 18.1       29.1       29.4       38.7       12.7       21.4       18.5       27.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :    46,695:    21,480        985      7,705     12,147     36,088     41,332     44,778:     5,364      1,917
Old  :    43,455:    20,828      1,481      6,366     11,130     33,703     38,325     41,550:     5,130      1,905
Other:     3,241:     1,181         34        808      1,017      2,385      3,007      3,228:       234         13
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :     1,105:      -657        102        255      1,027        462        625        819:       480        286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0        2.1       16.5       26.0       77.3       88.5       95.9:      11.5        4.1
Old  :     100.0:      47.9        3.4       14.7       25.6       77.6       88.2       95.6:      11.8        4.4
Other:     100.0:      36.5        1.1       24.9       31.4       73.6       92.8       99.6:       7.2        0.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        70         15         20         23         30        101         57:
Old  :       123:        67         18         20         22         30        100         57:
Other:        31:        14          4         12         10          8         28         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       53.0       32.7       64.6       17.6       45.2       27.0       54.7
Old  :                 22.1       52.1       34.0       64.4       18.2       45.1       28.2       55.1
Other:                 43.8       70.0       64.5       87.5       36.3       61.6       48.9       64.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   184,080:    38,327     32,525     34,983    101,555    108,431    174,865    175,939:     9,215      8,141
Old  :    77,891:    32,824     32,901      5,585     32,347     33,709     70,756     72,195:     7,135      5,696
Other:   106,189:    11,701      5,821     23,201     69,207     74,722    104,109    103,744:     2,080      2,446
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :     1,591:     3,310        732      4,198     -6,468     -4,111      1,040        818:       551        773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       17.7       19.0       55.2       58.9       95.0       95.6:       5.0        4.4
Old  :     100.0:      42.1       42.2        7.2       41.5       43.3       90.8       92.7:       9.2        7.3
Other:     100.0:      11.0        5.5       21.8       65.2       70.4       98.0       97.7:       2.0        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        59         57         47         62         51        149        127:
Old  :       174:        55         53         35         50         36        122        108:
Other:       112:        26         28         18         49         44         86         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.4       34.2       45.4       47.6       21.8       19.9       29.8       27.8
Old  :                 30.3       30.3       41.5       46.4       30.3       29.4       41.5       44.2
Other:                 43.4       38.1       62.6       53.5       23.4       20.4       30.9       30.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   838,076:   182,036     39,140    168,101    410,498    565,482    760,635    772,723:    77,441     65,353
Old  :   838,076:   182,036     39,140    168,101    410,498    565,482    760,635    772,723:    77,441     65,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    15,538:    14,660     -3,363      3,877      2,829     21,688     21,366     22,202:    -5,828     -6,664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        4.7       20.1       49.0       67.5       90.8       92.2:       9.2        7.8
Old  :     100.0:      21.7        4.7       20.1       49.0       67.5       90.8       92.2:       9.2        7.8
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  :       244:        94         50        100         84         89        226        194:
Old  :       244:        94         50        100         84         89        226        194:
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  :                 13.9       19.9       23.7       31.0       11.7       12.8       18.5       22.1
Old  :                 13.9       19.9       23.7       31.0       11.7       12.8       18.5       22.1
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 14, 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  :   151,164:    24,479     11,994     39,360     79,921     93,910    143,759    145,263:     7,405      5,901
Old  :    92,587:    20,927     11,663     19,478     46,652     57,511     87,057     88,652:     5,530      3,935
Other:    58,577:     7,508      4,287     15,925     33,269     36,399     56,703     56,611:     1,875      1,966
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :   -24,866:      -574     -1,823    -14,539     -8,861     -6,843    -23,974    -23,205:      -892     -1,661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        7.9       26.0       52.9       62.1       95.1       96.1:       4.9        3.9
Old  :     100.0:      22.6       12.6       21.0       50.4       62.1       94.0       95.8:       6.0        4.2
Other:     100.0:      12.8        7.3       27.2       56.8       62.1       96.8       96.6:       3.2        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:       101         79        101        109        121        264        256:
Old  :       302:        95         74         81         90        111        224        232:
Other:       220:        49         48         50         84         98        165        164:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       14.7       29.0       26.0       12.8       10.9       21.1       17.5
Old  :                 19.7       16.7       33.7       28.1       18.0       16.5       28.6       25.8
Other:                 23.8       19.1       35.7       32.1       17.5       10.6       23.8       16.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :    54,172:    36,993     31,087      1,310      8,678     17,730     46,980     50,128:     7,191      4,044
Old  :    54,172:    36,993     31,087      1,310      8,678     17,730     46,980     50,128:     7,191      4,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    -9,030:     2,977       -838     -2,091     -9,952     -5,986     -9,066     -8,915:        36       -115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.3       57.4        2.4       16.0       32.7       86.7       92.5:      13.3        7.5
Old  :     100.0:      68.3       57.4        2.4       16.0       32.7       86.7       92.5:      13.3        7.5
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:        46         38          9         10         13         60         57:
Old  :       105:        46         38          9         10         13         60         57:
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  :                 58.4       54.1       69.9       70.8       57.7       54.1       68.4       70.2
Old  :                 58.4       54.1       69.9       70.8       57.7       54.1       68.4       70.2
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 14, 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  :   482,640:    10,602     77,165      4,746    446,121    375,660    461,468    457,571:    21,172     25,069
Old  :   482,640:    10,602     77,165      4,746    446,121    375,660    461,468    457,571:    21,172     25,069
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :    49,867:      -579     -6,875      2,413     44,701     49,743     46,535     45,281:     3,332      4,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       16.0        1.0       92.4       77.8       95.6       94.8:       4.4        5.2
Old  :     100.0:       2.2       16.0        1.0       92.4       77.8       95.6       94.8:       4.4        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  :       270:        27         59         20        109        123        149        189:
Old  :       270:        27         59         20        109        123        149        189:
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  :                 42.5       18.6       58.5       27.8       35.0       13.3       47.9       21.3
Old  :                 42.5       18.6       58.5       27.8       35.0       13.3       47.9       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated Jun 17, 2011