```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   201,644:    58,258     68,864     20,814    109,357     96,006    188,429    185,684:    13,215     15,960
Old  :    78,613:    25,571     39,093        652     47,872     29,366     74,095     69,111:     4,518      9,502
Other:   123,031:    44,689     41,773      8,160     61,485     66,640    114,334    116,573:     8,697      6,458
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     9,668:     1,026      3,917      2,825      7,504      3,795     11,355     10,537:    -1,687       -869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       34.2       10.3       54.2       47.6       93.4       92.1:       6.6        7.9
Old  :     100.0:      32.5       49.7        0.8       60.9       37.4       94.3       87.9:       5.7       12.1
Other:     100.0:      36.3       34.0        6.6       50.0       54.2       92.9       94.8:       7.1        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:        93        112         70         61         63        200        202:
Old  :       228:        65         89         12         41         42        115        135:
Other:       235:        91         65         33         48         51        162        128:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.5       21.4       33.3       29.9       15.9       11.6       25.9       19.2
Old  :                 40.7       17.7       53.6       31.8       40.7       17.7       53.6       30.7
Other:                 19.0       31.4       29.2       42.6       19.0       28.8       29.2       40.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    26,883:    10,028      6,741        515     13,874     16,722     24,417     23,978:     2,466      2,905
Old  :    25,002:     9,526      6,681        145     12,980     15,333     22,651     22,159:     2,351      2,843
Other:     1,881:       513         71        359        894      1,389      1,766      1,819:       115         62
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     2,352:      -177        317       -181      2,532      1,962      2,174      2,098:       178        254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       25.1        1.9       51.6       62.2       90.8       89.2:       9.2       10.8
Old  :     100.0:      38.1       26.7        0.6       51.9       61.3       90.6       88.6:       9.4       11.4
Other:     100.0:      27.3        3.8       19.1       47.5       73.8       93.9       96.7:       6.1        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        32         32         13         27         13         60         58:
Old  :        94:        31         32          8         26         13         58         53:
Other:        24:        11          2          9          9          2         21         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  :                 34.1       59.6       47.3       68.9       23.5       49.1       35.1       56.4
Old  :                 36.4       58.5       50.6       68.3       25.3       47.4       37.7       55.0
Other:                 56.4       84.5       80.2       95.2       49.9       75.3       64.6       75.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   190,254:    30,023     40,901     29,452    122,270    107,765    181,745    178,118:     8,509     12,136
Old  :   104,562:    26,089     43,674     10,308     62,151     40,332     98,548     94,314:     6,014     10,248
Other:    85,692:    18,177     11,470      4,901     60,119     67,433     83,197     83,804:     2,495      1,888
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :       869:      -337      2,506      2,397       -653     -4,670      1,407        233:      -538        636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       21.5       15.5       64.3       56.6       95.5       93.6:       4.5        6.4
Old  :     100.0:      25.0       41.8        9.9       59.4       38.6       94.2       90.2:       5.8        9.8
Other:     100.0:      21.2       13.4        5.7       70.2       78.7       97.1       97.8:       2.9        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        49         77         47         55         46        134        143:
Old  :       185:        46         76         34         48         34        115        126:
Other:       102:        31         16         15         42         28         80         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.9       26.0       38.8       40.0       21.9       19.0       30.8       27.8
Old  :                 27.4       23.8       42.7       36.1       27.4       21.2       40.0       31.2
Other:                 37.2       42.8       53.6       64.3       33.9       37.4       49.5       58.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   775,795:   200,920    129,053     83,707    425,816    474,776    710,443    687,536:    65,352     88,259
Old  :   775,795:   200,920    129,053     83,707    425,816    474,776    710,443    687,536:    65,352     88,259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    22,255:     3,162        705     11,732      8,092     12,086     22,986     24,523:      -731     -2,268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       16.6       10.8       54.9       61.2       91.6       88.6:       8.4       11.4
Old  :     100.0:      25.9       16.6       10.8       54.9       61.2       91.6       88.6:       8.4       11.4
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  :       241:        65         76         73         79         85        185        195:
Old  :       241:        65         76         73         79         85        185        195:
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  :                 13.2       18.8       24.4       27.9       12.2       17.2       21.1       24.5
Old  :                 13.2       18.8       24.4       27.9       12.2       17.2       21.1       24.5
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 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   159,364:    37,632     43,478     28,509     86,005     78,984    152,146    150,971:     7,218      8,393
Old  :   107,677:    41,252     43,252     10,479     50,829     46,741    102,560    100,472:     5,117      7,205
Other:    51,687:    10,761     14,607      3,649     35,176     32,243     49,586     50,499:     2,101      1,188
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     8,676:       -83        728      5,899      2,610      2,311      8,426      8,938:       250       -262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       27.3       17.9       54.0       49.6       95.5       94.7:       4.5        5.3
Old  :     100.0:      38.3       40.2        9.7       47.2       43.4       95.2       93.3:       4.8        6.7
Other:     100.0:      20.8       28.3        7.1       68.1       62.4       95.9       97.7:       4.1        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:        89        124         99        126        112        276        288:
Old  :       366:        97        121         70        111        100        244        258:
Other:       224:        54         49         31         88         80        161        144:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       13.6       22.6       21.7       10.3       10.7       18.6       17.2
Old  :                 14.5       16.0       25.4       25.9       14.5       13.3       24.7       22.1
Other:                 22.3       18.5       36.0       30.8       22.0       14.1       34.6       24.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    80,104:    65,872     20,072        865      6,443     57,605     73,180     78,542:     6,924      1,562
Old  :    80,104:    65,872     20,072        865      6,443     57,605     73,180     78,542:     6,924      1,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     3,360:     5,148        983        244     -2,055      2,159      3,337      3,386:        23        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.2       25.1        1.1        8.0       71.9       91.4       98.1:       8.6        1.9
Old  :     100.0:      82.2       25.1        1.1        8.0       71.9       91.4       98.1:       8.6        1.9
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  :       109:        64         19          5         20          7         89         27:
Old  :       109:        64         19          5         20          7         89         27:
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  :                 44.5       83.5       62.2       92.9       44.5       83.5       62.2       92.7
Old  :                 44.5       83.5       62.2       92.9       44.5       83.5       62.2       92.7
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 5, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   457,455:    21,069     59,233      2,786    419,225    377,075    443,080    439,094:    14,375     18,361
Old  :   457,455:    21,069     59,233      2,786    419,225    377,075    443,080    439,094:    14,375     18,361
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    15,855:      -168      6,116       -734     17,442      9,150     16,540     14,532:      -685      1,323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       12.9        0.6       91.6       82.4       96.9       96.0:       3.1        4.0
Old  :     100.0:       4.6       12.9        0.6       91.6       82.4       96.9       96.0:       3.1        4.0
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  :       240:        24         47          9         97        103        128        152:
Old  :       240:        24         47          9         97        103        128        152:
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  :                 37.3       29.9       52.4       40.2       32.9       28.8       47.9       37.7
Old  :                 37.3       29.9       52.4       40.2       32.9       28.8       47.9       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 8, 2012