```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      165,480
COMMITMENTS
  60,507   65,211   10,302   80,547   75,767  151,356  151,280   14,124   14,200

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,291)
     969   -2,144      607   -2,086      418     -510   -1,119     -781     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     39.4      6.2     48.7     45.8     91.5     91.4      8.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      98       93       44       53       53      182      165
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       21,674
COMMITMENTS
   9,822    6,770      337    9,101   12,489   19,260   19,596    2,414    2,078

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -905)
    -205       69       12     -546     -480     -739     -399     -166     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     31.2      1.6     42.0     57.6     88.9     90.4     11.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      37       20       13       26        9       63       42
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      179,152
COMMITMENTS
  39,937   31,206   22,697  105,293  116,746  167,927  170,649   11,225    8,503

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      7,379)
   8,467   -4,941    1,160   -3,827   13,890    5,800   10,109    1,579   -2,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     17.4     12.7     58.8     65.2     93.7     95.3      6.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      58       53       43       55       47      137      122
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      678,681
COMMITMENTS
 175,098   92,484   74,155  372,876  450,677  622,129  617,316   56,552   61,365

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -21,505)
    -971   -8,205     -684  -15,004   -3,648  -16,659  -12,537   -4,846   -8,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     13.6     10.9     54.9     66.4     91.7     91.0      8.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      59       56       48       75       79      159      158
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      137,944
COMMITMENTS
  33,517   39,748   18,018   79,885   72,353  131,420  130,119    6,524    7,825

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,502)
  -1,153   -3,757    1,041     -564    1,633     -676   -1,083     -826     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     28.8     13.1     57.9     52.5     95.3     94.3      4.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      84      106       80      118      116      251      260
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       65,041
COMMITMENTS
  50,645   12,094      596    7,737   50,905   58,978   63,595    6,063    1,446

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,701)
  -2,873      601       77    1,786   -2,774   -1,010   -2,096     -691      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.9     18.6      0.9     11.9     78.3     90.7     97.8      9.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      60       12        3       18        8       79       23
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      440,281
COMMITMENTS
  26,088   55,964    2,397  391,611  366,282  420,096  424,643   20,185   15,638

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      4,892)
   5,753   -2,852      187   -4,785    7,130    1,155    4,465    3,737      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     12.7      0.5     88.9     83.2     95.4     96.4      4.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      35       48       11       93      100      135      152
```

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Updated July 3, 2012