```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      194,240
COMMITMENTS
  55,369   64,506   21,710  103,497   91,247  180,576  177,463   13,664   16,777

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -7,404)
  -2,889   -4,358      896   -5,860   -4,759   -7,853   -8,221      449      817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     33.2     11.2     53.3     47.0     93.0     91.4      7.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      95      108       76       60       59      201      202
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       27,307
COMMITMENTS
  10,270    6,913      573   14,222   17,002   25,065   24,488    2,242    2,819

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:        424)
     242      172       58      348      280      648      510     -224      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     25.3      2.1     52.1     62.3     91.8     89.7      8.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      32       28       14       29       15       62       56
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      169,564
COMMITMENTS
  29,553   35,244   21,658  109,067  102,384  160,278  159,286    9,286   10,278

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -20,690)
    -470   -5,657   -7,794  -13,203   -5,381  -21,467  -18,832      777   -1,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     20.8     12.8     64.3     60.4     94.5     93.9      5.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      48       57       35       55       46      121      120
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      759,123
COMMITMENTS
 186,801  117,006   79,469  429,019  479,072  695,289  675,547   63,834   83,576

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -16,672)
 -14,119  -12,047   -4,238    3,203    4,296  -15,154  -11,989   -1,518   -4,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     15.4     10.5     56.5     63.1     91.6     89.0      8.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      63       75       71       81       85      184      192
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      151,728
COMMITMENTS
  34,339   43,279   22,050   88,148   78,181  144,537  143,510    7,191    8,218

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -7,636)
  -3,293     -199   -6,459    2,143     -803   -7,609   -7,461      -27     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     28.5     14.5     58.1     51.5     95.3     94.6      4.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
      96      120       87      127      113      267      289
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       81,310
COMMITMENTS
  66,685   14,064      948    7,278   64,875   74,911   79,887    6,399    1,423

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      1,206)
     813   -6,008       83      835    7,270    1,731    1,345     -525     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.0     17.3      1.2      9.0     79.8     92.1     98.2      7.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      69       13        6       20        8       95       23
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 06/12/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      482,277
COMMITMENTS
  25,511   58,205    6,069  436,150  405,897  467,730  470,171   14,547   12,106

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     24,822)
   4,442   -1,028    3,283   16,925   28,822   24,650   31,077      172   -6,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     12.1      1.3     90.4     84.2     97.0     97.5      3.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      26       51       16      103      109      138      167
```

----

Updated June 15, 2012