```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 12, 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  :   194,240:    55,369     64,506     21,710    103,497     91,247    180,576    177,463:    13,664     16,777
Old  :    47,763:    13,061     16,687      1,554     30,318     24,155     44,933     42,396:     2,830      5,367
Other:   146,477:    53,595     59,106      8,869     73,179     67,092    135,643    135,067:    10,834     11,410
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    -7,404:    -2,889     -4,358        896     -5,860     -4,759     -7,853     -8,221:       449        817
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       33.2       11.2       53.3       47.0       93.0       91.4:       7.0        8.6
Old  :     100.0:      27.3       34.9        3.3       63.5       50.6       94.1       88.8:       5.9       11.2
Other:     100.0:      36.6       40.4        6.1       50.0       45.8       92.6       92.2:       7.4        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:        95        108         76         60         59        201        202:
Old  :       182:        41         71         10         37         40         86        113:
Other:       267:        93         94         46         46         52        170        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  :                 17.0       20.0       28.4       28.4       15.1       11.6       25.0       19.9
Old  :                 50.4       23.7       63.2       34.5       50.4       23.5       63.1       33.2
Other:                 18.2       26.0       29.7       35.9       18.2       25.0       29.7       34.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 12, 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  :    27,307:    10,270      6,913        573     14,222     17,002     25,065     24,488:     2,242      2,819
Old  :    25,084:     9,397      6,758        265     13,321     15,328     22,983     22,351:     2,101      2,733
Other:     2,223:       884        166        297        901      1,674      2,082      2,137:       141         86
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :       424:       242        172         58        348        280        648        510:      -224        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       25.3        2.1       52.1       62.3       91.8       89.7:       8.2       10.3
Old  :     100.0:      37.5       26.9        1.1       53.1       61.1       91.6       89.1:       8.4       10.9
Other:     100.0:      39.8        7.5       13.4       40.5       75.3       93.7       96.1:       6.3        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        32         28         14         29         15         62         56:
Old  :        90:        31         28          9         29         15         61         51:
Other:        26:        12          2         10         10          2         23         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.3       59.4       47.1       68.9       23.7       49.1       35.7       57.2
Old  :                 36.1       58.0       50.1       68.0       24.9       46.9       38.0       55.1
Other:                 53.6       86.1       77.3       94.7       49.3       81.2       67.1       81.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 12, 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  :   169,564:    29,553     35,244     21,658    109,067    102,384    160,278    159,286:     9,286     10,278
Old  :    80,819:    23,788     38,100      3,303     47,077     31,294     74,168     72,697:     6,651      8,122
Other:    88,745:    18,767     10,146      5,353     61,990     71,090     86,110     86,589:     2,635      2,156
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :   -20,690:      -470     -5,657     -7,794    -13,203     -5,381    -21,467    -18,832:       777     -1,858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       20.8       12.8       64.3       60.4       94.5       93.9:       5.5        6.1
Old  :     100.0:      29.4       47.1        4.1       58.2       38.7       91.8       90.0:       8.2       10.0
Other:     100.0:      21.1       11.4        6.0       69.9       80.1       97.0       97.6:       3.0        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        48         57         35         55         46        121        120:
Old  :       158:        41         58         19         48         33        100         99:
Other:       103:        33         13         12         42         32         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  :                 28.2       28.4       42.4       43.1       24.0       21.9       32.8       32.6
Old  :                 32.6       23.6       47.1       36.6       32.5       23.3       45.2       35.8
Other:                 37.1       41.2       53.5       63.4       33.6       35.6       48.8       56.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 12, 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  :   759,123:   186,801    117,006     79,469    429,019    479,072    695,289    675,547:    63,834     83,576
Old  :   759,123:   186,801    117,006     79,469    429,019    479,072    695,289    675,547:    63,834     83,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :   -16,672:   -14,119    -12,047     -4,238      3,203      4,296    -15,154    -11,989:    -1,518     -4,683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       15.4       10.5       56.5       63.1       91.6       89.0:       8.4       11.0
Old  :     100.0:      24.6       15.4       10.5       56.5       63.1       91.6       89.0:       8.4       11.0
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  :       239:        63         75         71         81         85        184        192:
Old  :       239:        63         75         71         81         85        184        192:
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  :                 14.7       19.0       25.0       28.5       12.4       16.8       21.4       24.2
Old  :                 14.7       19.0       25.0       28.5       12.4       16.8       21.4       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 - Futures Only, June 12, 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  :   151,728:    34,339     43,279     22,050     88,148     78,181    144,537    143,510:     7,191      8,218
Old  :    97,186:    35,102     38,828      6,866     50,042     44,708     92,010     90,402:     5,176      6,784
Other:    54,542:     9,496     14,710      4,925     38,106     33,473     52,527     53,108:     2,015      1,434
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    -7,636:    -3,293       -199     -6,459      2,143       -803     -7,609     -7,461:       -27       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       28.5       14.5       58.1       51.5       95.3       94.6:       4.7        5.4
Old  :     100.0:      36.1       40.0        7.1       51.5       46.0       94.7       93.0:       5.3        7.0
Other:     100.0:      17.4       27.0        9.0       69.9       61.4       96.3       97.4:       3.7        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       376:        96        120         87        127        113        267        289:
Old  :       364:        93        123         47        106         95        222        245:
Other:       233:        57         48         33         95         83        171        150:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       15.8       23.8       24.2       11.2       10.0       20.0       16.9
Old  :                 15.6       17.2       27.4       27.3       15.5       12.9       26.7       22.6
Other:                 21.7       19.2       34.3       30.1       21.2       13.2       31.4       23.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 12, 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  :    81,310:    66,685     14,064        948      7,278     64,875     74,911     79,887:     6,399      1,423
Old  :    81,310:    66,685     14,064        948      7,278     64,875     74,911     79,887:     6,399      1,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :     1,206:       813     -6,008         83        835      7,270      1,731      1,345:      -525       -139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.0       17.3        1.2        9.0       79.8       92.1       98.2:       7.9        1.8
Old  :     100.0:      82.0       17.3        1.2        9.0       79.8       92.1       98.2:       7.9        1.8
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  :       106:        69         13          6         20          8         95         23:
Old  :       106:        69         13          6         20          8         95         23:
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  :                 44.4       88.2       61.6       94.9       44.4       87.5       61.6       94.1
Old  :                 44.4       88.2       61.6       94.9       44.4       87.5       61.6       94.1
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 12, 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  :   482,277:    25,511     58,205      6,069    436,150    405,897    467,730    470,171:    14,547     12,106
Old  :   482,277:    25,511     58,205      6,069    436,150    405,897    467,730    470,171:    14,547     12,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 5, 2012                         :
     :    24,822:     4,442     -1,028      3,283     16,925     28,822     24,650     31,077:       172     -6,255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       12.1        1.3       90.4       84.2       97.0       97.5:       3.0        2.5
Old  :     100.0:       5.3       12.1        1.3       90.4       84.2       97.0       97.5:       3.0        2.5
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  :       249:        26         51         16        103        109        138        167:
Old  :       249:        26         51         16        103        109        138        167:
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  :                 35.5       29.7       50.4       39.3       29.3       27.4       43.2       35.7
Old  :                 35.5       29.7       50.4       39.3       29.3       27.4       43.2       35.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 15, 2012