```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 26, 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  :   166,771:    59,538     67,355      9,695     82,633     75,349    151,866    152,399:    14,905     14,372
Old  :     1,141:         0          0          0      1,116      1,024      1,116      1,024:        25        117
Other:   165,630:    59,538     67,355      9,695     81,517     74,325    150,750    151,375:    14,880     14,255
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -13,456:    -1,006        900       -591    -11,339    -12,678    -12,936    -12,369:      -520     -1,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       40.4        5.8       49.5       45.2       91.1       91.4:       8.9        8.6
Old  :     100.0:       0.0        0.0        0.0       97.8       89.7       97.8       89.7:       2.2       10.3
Other:     100.0:      35.9       40.7        5.9       49.2       44.9       91.0       91.4:       9.0        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:        85         97         48         51         54        174        167:
Old  :         6:         0          0          0          2          4          2          4:
Other:       269:        85         97         48         50         54        173        167:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       23.2       29.3       33.1       17.8       22.8       29.2       32.2
Old  :                 97.8       89.7       97.8       89.7       97.8       89.7       97.8       89.7
Other:                 18.0       23.1       29.5       33.0       18.0       22.7       29.4       32.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 26, 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  :    22,579:    10,027      6,701        325      9,647     12,969     19,999     19,995:     2,580      2,584
Old  :    19,765:     8,632      6,489         68      8,693     10,705     17,393     17,262:     2,372      2,503
Other:     2,814:     1,428        245        224        954      2,264      2,606      2,733:       208         81
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -3,297:       345       -146        -40     -3,340     -2,849     -3,035     -3,035:      -262       -262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       29.7        1.4       42.7       57.4       88.6       88.6:      11.4       11.4
Old  :     100.0:      43.7       32.8        0.3       44.0       54.2       88.0       87.3:      12.0       12.7
Other:     100.0:      50.7        8.7        8.0       33.9       80.5       92.6       97.1:       7.4        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        36         24         13         27         10         64         46:
Old  :        89:        34         24          4         26         10         61         37:
Other:        30:        15          3          9         10          3         25         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.5       59.5       43.7       70.2       29.5       59.3       43.7       69.9
Old  :                 30.7       56.5       46.8       68.4       30.7       56.5       46.8       68.3
Other:                 56.1       90.4       75.7       95.6       55.5       87.3       70.0       88.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 26, 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  :   171,773:    31,470     36,147     21,537    109,120    102,856    162,127    160,540:     9,646     11,233
Old  :    74,527:    25,989     37,997      1,461     40,808     26,536     68,258     65,994:     6,269      8,533
Other:    97,246:    18,321     10,990      7,236     68,312     76,320     93,869     94,546:     3,377      2,700
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     4,123:      -618      2,379      2,010      2,227     -1,457      3,619      2,932:       504      1,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       21.0       12.5       63.5       59.9       94.4       93.5:       5.6        6.5
Old  :     100.0:      34.9       51.0        2.0       54.8       35.6       91.6       88.6:       8.4       11.4
Other:     100.0:      18.8       11.3        7.4       70.2       78.5       96.5       97.2:       3.5        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        50         60         40         52         39        125        118:
Old  :       161:        48         57         14         40         23         97         85:
Other:       107:        33         21         16         42         33         81         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       27.8       41.5       43.3       24.8       21.8       34.5       33.3
Old  :                 29.6       21.9       45.7       35.4       29.6       21.9       43.9       35.2
Other:                 37.9       38.7       54.3       64.4       37.6       32.5       51.8       55.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 26, 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  :   700,186:   176,069    100,689     74,839    387,880    454,325    638,788    629,853:    61,398     70,333
Old  :   700,186:   176,069    100,689     74,839    387,880    454,325    638,788    629,853:    61,398     70,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -43,753:      -164     -8,078     -1,854    -36,591    -30,254    -38,609    -40,186:    -5,144     -3,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       14.4       10.7       55.4       64.9       91.2       90.0:       8.8       10.0
Old  :     100.0:      25.1       14.4       10.7       55.4       64.9       91.2       90.0:       8.8       10.0
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  :       208:        57         57         51         76         79        164        157:
Old  :       208:        57         57         51         76         79        164        157:
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  :                 15.3       20.6       26.2       31.9       14.0       19.4       23.7       27.4
Old  :                 15.3       20.6       26.2       31.9       14.0       19.4       23.7       27.4
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 26, 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  :   139,446:    34,670     43,505     16,977     80,449     70,720    132,096    131,202:     7,350      8,244
Old  :    78,943:    33,167     36,224      3,145     37,686     33,392     73,998     72,761:     4,945      6,182
Other:    60,503:    10,113     15,891      5,222     42,763     37,328     58,098     58,441:     2,405      2,062
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -3,127:       485       -196     -1,703     -1,901     -1,214     -3,119     -3,113:        -8        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       31.2       12.2       57.7       50.7       94.7       94.1:       5.3        5.9
Old  :     100.0:      42.0       45.9        4.0       47.7       42.3       93.7       92.2:       6.3        7.8
Other:     100.0:      16.7       26.3        8.6       70.7       61.7       96.0       96.6:       4.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:        89        109         76        124        115        257        264:
Old  :       340:        92        104         20         75         88        176        203:
Other:       243:        62         46         35        104         89        185        154:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       14.4       24.6       23.1       12.6       10.1       22.2       17.6
Old  :                 18.1       16.2       30.7       27.4       18.1       15.1       30.6       26.2
Other:                 21.8       18.8       34.6       31.5       20.1       13.7       29.8       24.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 26, 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  :    66,742:    53,518     11,493        519      5,951     53,679     59,988     65,691:     6,754      1,051
Old  :    66,742:    53,518     11,493        519      5,951     53,679     59,988     65,691:     6,754      1,051
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -3,221:    -5,047      3,695        -80        840     -6,710     -4,287     -3,095:     1,066       -126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.2       17.2        0.8        8.9       80.4       89.9       98.4:      10.1        1.6
Old  :     100.0:      80.2       17.2        0.8        8.9       80.4       89.9       98.4:      10.1        1.6
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  :       109:        74         10          4         18          8         93         22:
Old  :       109:        74         10          4         18          8         93         22:
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  :                 38.1       91.3       54.9       95.4       38.1       90.5       54.9       94.6
Old  :                 38.1       91.3       54.9       95.4       38.1       90.5       54.9       94.6
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 26, 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  :   435,389:    20,335     58,816      2,210    396,396    359,152    418,941    420,178:    16,448     15,211
Old  :   435,389:    20,335     58,816      2,210    396,396    359,152    418,941    420,178:    16,448     15,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     2,134:    -6,571      5,380       -159      6,503     -4,799       -227        422:     2,361      1,712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       13.5        0.5       91.0       82.5       96.2       96.5:       3.8        3.5
Old  :     100.0:       4.7       13.5        0.5       91.0       82.5       96.2       96.5:       3.8        3.5
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  :       234:        26         44          6         96         98        126        144:
Old  :       234:        26         44          6         96         98        126        144:
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  :                 37.2       30.4       51.0       40.4       34.0       30.4       47.8       40.1
Old  :                 37.2       30.4       51.0       40.4       34.0       30.4       47.8       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 29, 2012