```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   225,452:    46,112      7,906     56,208    107,158    149,748    209,478    213,861:    15,974     11,591
Old  :    15,753:     1,161        868          0     13,878     13,430     15,039     14,298:       714      1,455
Other:   209,699:    45,382      7,469     55,776     93,280    136,318    194,439    199,563:    15,260     10,136
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -5,142:    -4,379        449       -734      2,361     -3,248     -2,751     -3,532:    -2,391     -1,610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        3.5       24.9       47.5       66.4       92.9       94.9:       7.1        5.1
Old  :     100.0:       7.4        5.5        0.0       88.1       85.3       95.5       90.8:       4.5        9.2
Other:     100.0:      21.6        3.6       26.6       44.5       65.0       92.7       95.2:       7.3        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:       114         29         74         60         68        189        157:
Old  :        57:         7          7          0         14         30         21         37:
Other:       222:       113         29         74         60         68        189        156:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       27.6       33.0       38.4       11.7       15.8       17.1       23.2
Old  :                 86.8       62.0       92.5       76.1       86.8       62.0       92.5       76.1
Other:                 18.3       29.3       29.8       39.3       12.5       21.7       18.7       28.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    44,271:    21,606        749      5,934     11,457     35,626     38,996     42,309:     5,274      1,962
Old  :    40,367:    20,508      1,319      4,492     10,356     32,643     35,356     38,453:     5,011      1,914
Other:     3,904:     1,687         20        852      1,101      2,983      3,641      3,856:       263         48
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -2,424:       126       -236     -1,771       -690       -462     -2,335     -2,469:       -89         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.8        1.7       13.4       25.9       80.5       88.1       95.6:      11.9        4.4
Old  :     100.0:      50.8        3.3       11.1       25.7       80.9       87.6       95.3:      12.4        4.7
Other:     100.0:      43.2        0.5       21.8       28.2       76.4       93.3       98.8:       6.7        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        70         11         19         23         29         98         54:
Old  :       119:        63         18         19         22         29         97         54:
Other:        30:        15          2         12         10          8         27         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       54.3       33.5       65.1       19.8       47.1       29.3       56.5
Old  :                 22.5       53.0       35.1       64.6       20.5       46.5       31.0       56.6
Other:                 45.0       72.5       63.8       87.4       38.3       66.6       53.9       69.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   183,233:    38,557     29,135     35,383    100,342    110,122    174,283    174,641:     8,951      8,592
Old  :    73,396:    32,696     33,064      3,800     30,324     30,621     66,820     67,485:     6,576      5,911
Other:   109,837:    13,823      4,032     23,622     70,018     79,501    107,462    107,156:     2,375      2,682
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :      -847:       230     -3,389        400     -1,213      1,692       -583     -1,298:      -264        451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       15.9       19.3       54.8       60.1       95.1       95.3:       4.9        4.7
Old  :     100.0:      44.5       45.0        5.2       41.3       41.7       91.0       91.9:       9.0        8.1
Other:     100.0:      12.6        3.7       21.5       63.7       72.4       97.8       97.6:       2.2        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        58         51         46         58         52        141        126:
Old  :       165:        48         53         27         48         32        111         97:
Other:       115:        32         23         23         49         45         93         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.7       34.1       45.9       48.0       21.8       20.4       29.8       28.5
Old  :                 32.1       32.4       43.7       47.0       32.1       31.3       43.7       44.4
Other:                 42.2       38.4       61.3       53.6       22.7       21.4       30.9       31.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   781,878:   201,941     40,348    133,110    364,575    540,332    699,626    713,790:    82,252     68,088
Old  :   781,878:   201,941     40,348    133,110    364,575    540,332    699,626    713,790:    82,252     68,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -56,197:    19,905      1,208    -34,991    -45,923    -25,150    -61,008    -58,933:     4,811      2,735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        5.2       17.0       46.6       69.1       89.5       91.3:      10.5        8.7
Old  :     100.0:      25.8        5.2       17.0       46.6       69.1       89.5       91.3:      10.5        8.7
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  :       237:        94         40         85         83         95        211        190:
Old  :       237:        94         40         85         83         95        211        190:
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  :                 14.2       20.9       24.2       31.7       13.0       15.6       21.2       24.2
Old  :                 14.2       20.9       24.2       31.7       13.0       15.6       21.2       24.2
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 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   160,580:    19,517     16,832     44,802     88,735     90,685    153,053    152,319:     7,526      8,261
Old  :    95,990:    16,454     16,749     22,424     51,890     51,129     90,768     90,302:     5,221      5,687
Other:    64,590:     8,107      5,127     17,334     36,845     39,557     62,285     62,017:     2,305      2,573
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :     9,416:    -4,962      4,839      5,442      8,814     -3,225      9,294      7,056:       122      2,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       10.5       27.9       55.3       56.5       95.3       94.9:       4.7        5.1
Old  :     100.0:      17.1       17.4       23.4       54.1       53.3       94.6       94.1:       5.4        5.9
Other:     100.0:      12.6        7.9       26.8       57.0       61.2       96.4       96.0:       3.6        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:        92         96        107        112        125        261        275:
Old  :       310:        84         89         78         93        108        214        238:
Other:       231:        49         52         54         92        103        176        174:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       14.9       30.8       24.8       12.4        9.1       21.2       14.4
Old  :                 23.5       15.1       39.0       26.3       19.8       13.3       32.0       22.0
Other:                 23.2       19.1       35.0       31.8       16.2       10.4       23.7       15.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    46,937:    31,162     26,043      1,359      7,095     16,792     39,615     44,194:     7,321      2,743
Old  :    46,937:    31,162     26,043      1,359      7,095     16,792     39,615     44,194:     7,321      2,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -7,235:    -5,832     -5,044         49     -1,583       -939     -7,365     -5,934:       130     -1,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.4       55.5        2.9       15.1       35.8       84.4       94.2:      15.6        5.8
Old  :     100.0:      66.4       55.5        2.9       15.1       35.8       84.4       94.2:      15.6        5.8
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  :       109:        49         37          8         11         13         66         53:
Old  :       109:        49         37          8         11         13         66         53:
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  :                 56.4       60.1       63.0       75.0       55.6       60.1       61.2       73.9
Old  :                 56.4       60.1       63.0       75.0       55.6       60.1       61.2       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   437,569:    12,374     65,783      6,522    399,789    343,041    418,686    415,346:    18,884     22,223
Old  :   437,569:    12,374     65,783      6,522    399,789    343,041    418,686    415,346:    18,884     22,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -45,071:     1,772    -11,382      1,777    -46,332    -32,620    -42,783    -42,225:    -2,288     -2,846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       15.0        1.5       91.4       78.4       95.7       94.9:       4.3        5.1
Old  :     100.0:       2.8       15.0        1.5       91.4       78.4       95.7       94.9:       4.3        5.1
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:        24         52         17        103        117        139        174:
Old  :       258:        24         52         17        103        117        139        174:
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  :                 41.1       16.2       56.8       27.7       37.0       15.0       50.4       24.1
Old  :                 41.1       16.2       56.8       27.7       37.0       15.0       50.4       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated June 24, 2011