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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   332,891:    56,657     46,804    103,021    158,275    164,826    317,953    314,650:    14,938     18,241
Old  :   138,425:    18,998     35,373     36,125     77,952     56,728    133,076    128,227:     5,349     10,198
Other:   194,466:    45,516     19,288     59,037     80,323    108,098    184,876    186,424:     9,590      8,042
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    26,583:     1,457      1,204     12,870     13,538     12,942     27,864     27,016:    -1,281       -433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       14.1       30.9       47.5       49.5       95.5       94.5:       4.5        5.5
Old  :     100.0:      13.7       25.6       26.1       56.3       41.0       96.1       92.6:       3.9        7.4
Other:     100.0:      23.4        9.9       30.4       41.3       55.6       95.1       95.9:       4.9        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:       117        105         93         73         75        237        228:
Old  :       242:        73         95         57         57         58        158        182:
Other:       254:       114         56         60         59         65        202        153:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       26.8       31.8       36.5       10.4       13.3       16.7       18.1
Old  :                 35.6       24.0       46.6       34.5       27.4       12.8       35.0       20.2
Other:                 17.1       31.9       26.6       41.8       12.3       24.3       19.2       31.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    35,615:     8,093      6,288      7,153     17,635     19,202     32,882     32,643:     2,733      2,972
Old  :    31,278:     8,110      6,249      5,091     15,478     17,028     28,679     28,368:     2,598      2,909
Other:     4,337:       214        269      1,831      2,158      2,174      4,203      4,274:       135         63
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     2,474:      -290        327         50      2,562      1,896      2,323      2,274:       152        201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       17.7       20.1       49.5       53.9       92.3       91.7:       7.7        8.3
Old  :     100.0:      25.9       20.0       16.3       49.5       54.4       91.7       90.7:       8.3        9.3
Other:     100.0:       4.9        6.2       42.2       49.7       50.1       96.9       98.5:       3.1        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        31         39         22         28         16         69         68:
Old  :       100:        31         36         22         28         15         66         67:
Other:        29:         7         10         13         12          4         29         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.7       52.4       42.1       64.3       19.4       38.2       29.2       43.2
Old  :                 30.6       52.0       43.1       62.7       20.2       38.6       30.2       44.4
Other:                 51.8       70.8       74.6       88.7       32.9       39.3       39.7       42.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   200,677:    27,340     38,995     39,898    124,651    109,390    191,889    188,283:     8,788     12,394
Old  :   109,134:    25,319     43,086     14,267     63,395     41,379    102,981     98,732:     6,153     10,402
Other:    91,543:    15,956      9,843     11,696     61,256     68,011     88,908     89,551:     2,635      1,993
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    -1,043:       115      2,988        835     -1,283     -5,387       -334     -1,565:      -709        522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       19.4       19.9       62.1       54.5       95.6       93.8:       4.4        6.2
Old  :     100.0:      23.2       39.5       13.1       58.1       37.9       94.4       90.5:       5.6        9.5
Other:     100.0:      17.4       10.8       12.8       66.9       74.3       97.1       97.8:       2.9        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        46         82         53         57         47        137        151:
Old  :       186:        45         78         44         52         37        123        136:
Other:       104:        30         19         20         45         30         85         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.8       24.8       37.2       38.1       20.7       18.0       29.1       25.9
Old  :                 26.4       22.8       41.1       34.6       26.3       20.2       38.3       29.6
Other:                 34.9       40.3       50.4       60.4       31.8       34.1       46.3       53.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   968,739:   182,572    113,181    215,031    499,806    544,065    897,409    872,278:    71,329     96,461
Old  :   968,739:   182,572    113,181    215,031    499,806    544,065    897,409    872,278:    71,329     96,461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    33,855:      -466     -1,465     21,205     14,461     16,314     35,200     36,055:    -1,345     -2,199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       11.7       22.2       51.6       56.2       92.6       90.0:       7.4       10.0
Old  :     100.0:      18.8       11.7       22.2       51.6       56.2       92.6       90.0:       7.4       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  :       246:        76         70         87         89         91        206        209:
Old  :       246:        76         70         87         89         91        206        209:
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  :                 11.4       16.7       20.6       25.2       10.3       14.5       17.3       19.9
Old  :                 11.4       16.7       20.6       25.2       10.3       14.5       17.3       19.9
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 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  :   246,042:    28,340     39,161     98,294    111,558     99,769    238,192    237,224:     7,850      8,818
Old  :   166,236:    34,205     40,306     57,577     68,776     60,780    160,558    158,663:     5,678      7,573
Other:    79,806:     8,128     12,848     26,724     42,782     38,989     77,634     78,561:     2,172      1,245
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    16,072:      -678        315     11,705      4,983      4,309     16,010     16,330:        61       -258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       15.9       40.0       45.3       40.5       96.8       96.4:       3.2        3.6
Old  :     100.0:      20.6       24.2       34.6       41.4       36.6       96.6       95.4:       3.4        4.6
Other:     100.0:      10.2       16.1       33.5       53.6       48.9       97.3       98.4:       2.7        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       404:       105        137        133        138        124        318        331:
Old  :       389:       110        128        112        127        116        289        307:
Other:       250:        60         63         54        101         88        194        174:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       14.5       23.7       24.9        6.9        7.1       12.7       11.3
Old  :                 13.1       13.9       22.8       23.8        9.3        8.2       16.1       13.9
Other:                 18.5       18.3       31.8       30.9       13.7        9.2       21.9       15.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    81,142:    65,871     19,735      1,566      6,699     58,208     74,136     79,510:     7,006      1,633
Old  :    81,142:    65,871     19,735      1,566      6,699     58,208     74,136     79,510:     7,006      1,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :     3,539:     5,146        975        360     -1,994      2,248      3,511      3,583:        27        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.2       24.3        1.9        8.3       71.7       91.4       98.0:       8.6        2.0
Old  :     100.0:      81.2       24.3        1.9        8.3       71.7       91.4       98.0:       8.6        2.0
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  :       110:        64         20         10         21          7         94         29:
Old  :       110:        64         20         10         21          7         94         29:
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  :                 43.9       82.7       61.4       92.8       43.9       82.4       61.4       91.6
Old  :                 43.9       82.7       61.4       92.8       43.9       82.4       61.4       91.6
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 with Delta-adjusted Options and Futures Combined, 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  :   460,077:    20,454     59,154      3,786    420,944    378,131    445,184    441,071:    14,893     19,006
Old  :   460,077:    20,454     59,154      3,786    420,944    378,131    445,184    441,071:    14,893     19,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2012                         :
     :    15,998:      -168      6,153       -821     17,485      9,300     16,496     14,632:      -498      1,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       12.9        0.8       91.5       82.2       96.8       95.9:       3.2        4.1
Old  :     100.0:       4.4       12.9        0.8       91.5       82.2       96.8       95.9:       3.2        4.1
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         10         98        104        130        153:
Old  :       240:        24         47         10         98        104        130        153:
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  :                 37.1       29.7       52.1       39.9       32.7       28.6       47.6       37.5
Old  :                 37.1       29.7       52.1       39.9       32.7       28.6       47.6       37.5
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