```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   307,585:    45,377      6,872    100,472    139,642    185,533    285,491    292,877:    22,094     14,708
Old  :   123,266:    12,498      7,745     42,094     61,441     66,969    116,032    116,808:     7,233      6,458
Other:   184,319:    37,362      3,610     53,895     78,201    118,564    169,458    176,068:    14,861      8,251
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :     3,329:    -4,098        559       -799      6,413      3,332      1,516      3,092:     1,813        237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        2.2       32.7       45.4       60.3       92.8       95.2:       7.2        4.8
Old  :     100.0:      10.1        6.3       34.1       49.8       54.3       94.1       94.8:       5.9        5.2
Other:     100.0:      20.3        2.0       29.2       42.4       64.3       91.9       95.5:       8.1        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:       109         42         81         61         70        194        169:
Old  :       182:        47         71         53         46         54        131        140:
Other:       207:       106         24         61         59         65        182        133:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.6       25.7       32.6       37.3        9.0       12.5       12.9       17.7
Old  :                 28.3       30.2       38.9       40.6       12.1       16.9       18.8       22.0
Other:                 19.6       29.2       30.0       39.3       10.8       19.7       18.1       25.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    45,590:    22,137        883      7,450     11,120     35,626     40,706     43,959:     4,884      1,632
Old  :    42,988:    22,054      1,392      6,165     10,111     33,821     38,331     41,378:     4,657      1,610
Other:     2,602:       624         33        743      1,009      1,805      2,376      2,581:       227         22
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :       998:       993         30        357       -479        651        871      1,038:       127        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6        1.9       16.3       24.4       78.1       89.3       96.4:      10.7        3.6
Old  :     100.0:      51.3        3.2       14.3       23.5       78.7       89.2       96.3:      10.8        3.7
Other:     100.0:      24.0        1.3       28.5       38.8       69.3       91.3       99.2:       8.7        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        72         14         21         24         28        105         55:
Old  :       123:        68         18         21         23         28        104         55:
Other:        31:        13          5         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  :                 19.9       53.4       31.5       64.8       17.5       47.9       28.0       57.6
Old  :                 21.1       53.0       33.0       65.0       18.5       48.5       29.7       58.6
Other:                 48.5       68.4       67.8       86.6       33.7       54.9       44.1       56.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   182,489:    35,017     31,793     30,786    108,022    112,542    173,825    175,121:     8,664      7,368
Old  :    91,284:    31,218     30,495      7,349     45,978     48,522     84,546     86,366:     6,738      4,918
Other:    91,205:     9,070      6,568     18,166     62,044     64,020     89,280     88,755:     1,925      2,451
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :   -13,639:    -2,813        172    -10,724      2,366       -969    -11,170    -11,521:    -2,469     -2,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       17.4       16.9       59.2       61.7       95.3       96.0:       4.7        4.0
Old  :     100.0:      34.2       33.4        8.1       50.4       53.2       92.6       94.6:       7.4        5.4
Other:     100.0:       9.9        7.2       19.9       68.0       70.2       97.9       97.3:       2.1        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        52         52         49         60         53        140        130:
Old  :       165:        53         49         38         51         39        121        110:
Other:       108:        23         29         18         48         43         84         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  :                 30.5       33.2       45.8       45.5       22.4       17.9       30.2       26.1
Old  :                 28.9       30.0       39.6       43.7       25.3       21.0       35.0       34.6
Other:                 44.5       38.5       62.5       52.7       27.5       21.0       36.3       31.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   822,537:   167,376     42,503    164,223    407,669    543,795    739,268    750,521:    83,269     72,016
Old  :   822,537:   167,376     42,503    164,223    407,669    543,795    739,268    750,521:    83,269     72,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :    32,630:     3,074     -3,810     -2,005     20,588     36,652     21,657     30,837:    10,974      1,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        5.2       20.0       49.6       66.1       89.9       91.2:      10.1        8.8
Old  :     100.0:      20.3        5.2       20.0       49.6       66.1       89.9       91.2:      10.1        8.8
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  :       239:        80         55         95         88         91        220        191:
Old  :       239:        80         55         95         88         91        220        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  :                 13.7       17.6       23.5       29.2       11.3       13.2       18.4       22.0
Old  :                 13.7       17.6       23.5       29.2       11.3       13.2       18.4       22.0
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 7, 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  :   176,030:    25,053     13,816     53,898     88,782    100,753    167,733    168,468:     8,297      7,562
Old  :   122,398:    22,202     12,940     35,881     57,707     67,785    115,790    116,606:     6,608      5,792
Other:    53,632:     6,353      4,379     14,514     31,076     32,968     51,943     51,862:     1,689      1,770
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :     1,609:    -1,242      1,840        178      3,524       -545      2,460      1,473:      -851        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        7.8       30.6       50.4       57.2       95.3       95.7:       4.7        4.3
Old  :     100.0:      18.1       10.6       29.3       47.1       55.4       94.6       95.3:       5.4        4.7
Other:     100.0:      11.8        8.2       27.1       57.9       61.5       96.9       96.7:       3.1        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:       118         88        121        125        126        299        288:
Old  :       340:       116         84        107        109        118        267        269:
Other:       222:        46         50         49         88         96        169        160:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       15.6       27.6       26.2       11.1        9.4       18.3       14.7
Old  :                 17.5       15.1       29.7       26.3       12.7       12.1       21.3       19.1
Other:                 24.0       20.8       35.5       34.7       17.3       11.7       26.4       17.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    63,201:    34,017     31,926      3,400     18,629     23,717     56,046     59,043:     7,155      4,159
Old  :    63,201:    34,017     31,926      3,400     18,629     23,717     56,046     59,043:     7,155      4,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :     6,253:     5,500      8,024      1,845       -784     -4,188      6,562      5,681:      -309        572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.8       50.5        5.4       29.5       37.5       88.7       93.4:      11.3        6.6
Old  :     100.0:      53.8       50.5        5.4       29.5       37.5       88.7       93.4:      11.3        6.6
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  :       114:        46         44         13         14         11         67         63:
Old  :       114:        46         44         13         14         11         67         63:
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  :                 62.9       50.6       71.0       68.8       59.7       50.2       67.7       68.2
Old  :                 62.9       50.6       71.0       68.8       59.7       50.2       67.7       68.2
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 7, 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  :   432,773:    11,181     84,040      2,332    401,420    325,917    414,933    412,290:    17,840     20,483
Old  :   432,773:    11,181     84,040      2,332    401,420    325,917    414,933    412,290:    17,840     20,483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2011                         :
     :     9,370:    -9,018     11,624     -3,142     22,544      2,539     10,384     11,021:    -1,014     -1,651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       19.4        0.5       92.8       75.3       95.9       95.3:       4.1        4.7
Old  :     100.0:       2.6       19.4        0.5       92.8       75.3       95.9       95.3:       4.1        4.7
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  :       269:        26         57         17        109        115        147        178:
Old  :       269:        26         57         17        109        115        147        178:
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  :                 42.8       15.1       59.7       25.1       39.2       14.4       52.9       22.8
Old  :                 42.8       15.1       59.7       25.1       39.2       14.4       52.9       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated June 10, 2011