```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 19, 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  :   180,227:    60,544     66,455     10,286     93,972     88,027    164,802    164,768:    15,425     15,459
Old  :    17,222:     1,842      2,509          7     14,195     12,770     16,044     15,286:     1,178      1,936
Other:   163,005:    59,362     64,606      9,619     79,777     75,257    148,758    149,482:    14,247     13,523
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -14,013:     5,175      1,949    -11,424     -9,525     -3,220    -15,774    -12,695:     1,761     -1,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       36.9        5.7       52.1       48.8       91.4       91.4:       8.6        8.6
Old  :     100.0:      10.7       14.6        0.0       82.4       74.1       93.2       88.8:       6.8       11.2
Other:     100.0:      36.4       39.6        5.9       48.9       46.2       91.3       91.7:       8.7        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        92         96         54         58         60        186        177:
Old  :        83:        11         17          2         27         33         39         51:
Other:       269:        93         93         47         50         56        177        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  :                 16.7       24.2       27.8       34.3       16.6       20.2       27.4       29.5
Old  :                 69.9       57.2       80.5       71.4       69.9       57.2       80.2       69.4
Other:                 18.3       25.9       29.0       36.1       18.3       24.8       28.9       34.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 19, 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  :    25,876:     9,682      6,847        365     12,987     15,818     23,034     23,030:     2,842      2,846
Old  :    23,202:     8,435      6,635         61     12,063     13,739     20,559     20,435:     2,643      2,767
Other:     2,674:     1,285        250        266        924      2,079      2,475      2,595:       199         79
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    -1,431:      -588        -66       -208     -1,235     -1,184     -2,031     -1,458:       600         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       26.5        1.4       50.2       61.1       89.0       89.0:      11.0       11.0
Old  :     100.0:      36.4       28.6        0.3       52.0       59.2       88.6       88.1:      11.4       11.9
Other:     100.0:      48.1        9.3        9.9       34.6       77.7       92.6       97.0:       7.4        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        31         23         13         26         12         57         48:
Old  :        82:        30         23          5         25         12         55         40:
Other:        25:        12          3          9          9          2         21         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  :                 33.5       59.6       46.8       70.4       25.3       52.0       37.7       61.1
Old  :                 34.7       57.5       49.4       69.4       25.8       49.1       39.5       59.0
Other:                 58.0       88.3       78.1       95.6       55.8       85.4       70.6       85.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 19, 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  :   167,650:    32,088     33,768     19,527    106,893    104,313    158,508    157,608:     9,142     10,042
Old  :    72,645:    26,115     35,696      1,158     39,206     28,043     66,479     64,897:     6,166      7,748
Other:    95,005:    18,391     10,490      5,951     67,687     76,270     92,029     92,711:     2,976      2,294
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    -1,914:     2,535     -1,476     -2,131     -2,174      1,929     -1,770     -1,678:      -144       -236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       20.1       11.6       63.8       62.2       94.5       94.0:       5.5        6.0
Old  :     100.0:      35.9       49.1        1.6       54.0       38.6       91.5       89.3:       8.5       10.7
Other:     100.0:      19.4       11.0        6.3       71.2       80.3       96.9       97.6:       3.1        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        53         56         36         54         44        129        115:
Old  :       163:        46         57         14         39         30         97         89:
Other:       108:        35         16         13         45         35         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  :                 28.0       28.0       42.1       44.0       24.3       23.1       34.0       34.5
Old  :                 31.8       21.2       46.2       35.8       31.8       21.2       44.7       35.8
Other:                 39.2       38.9       54.9       64.0       36.7       33.6       51.2       56.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 19, 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  :   743,939:   176,233    108,767     76,693    424,471    484,579    677,397    670,039:    66,542     73,900
Old  :   743,939:   176,233    108,767     76,693    424,471    484,579    677,397    670,039:    66,542     73,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -15,184:   -10,568     -8,239     -2,776     -4,548      5,507    -17,892     -5,508:     2,708     -9,676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       14.6       10.3       57.1       65.1       91.1       90.1:       8.9        9.9
Old  :     100.0:      23.7       14.6       10.3       57.1       65.1       91.1       90.1:       8.9        9.9
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  :       222:        53         69         56         84         87        171        179:
Old  :       222:        53         69         56         84         87        171        179:
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  :                 14.8       20.0       25.0       31.4       13.2       18.2       22.2       25.9
Old  :                 14.8       20.0       25.0       31.4       13.2       18.2       22.2       25.9
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 - Futures Only, June 19, 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  :   142,573:    34,185     43,701     18,680     82,350     71,934    135,215    134,315:     7,358      8,258
Old  :    84,503:    34,317     37,059      3,722     41,025     37,233     79,064     78,014:     5,439      6,489
Other:    58,070:     9,299     16,073      5,527     41,325     34,701     56,151     56,301:     1,919      1,769
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    -9,155:      -154        422     -3,370     -5,798     -6,247     -9,322     -9,195:       167         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       30.7       13.1       57.8       50.5       94.8       94.2:       5.2        5.8
Old  :     100.0:      40.6       43.9        4.4       48.5       44.1       93.6       92.3:       6.4        7.7
Other:     100.0:      16.0       27.7        9.5       71.2       59.8       96.7       97.0:       3.3        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:        90        115         81        125        112        261        275:
Old  :       350:        93        112         24         86         93        188        221:
Other:       241:        55         49         37        102         81        178        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  :                 13.2       14.3       24.3       23.0       12.1        9.9       21.3       17.4
Old  :                 17.1       16.1       29.0       27.0       17.0       15.1       28.9       25.9
Other:                 21.6       20.7       34.4       32.6       20.5       15.0       30.8       26.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 19, 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  :    69,963:    58,565      7,798        599      5,111     60,389     64,275     68,786:     5,688      1,177
Old  :    69,963:    58,565      7,798        599      5,111     60,389     64,275     68,786:     5,688      1,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -11,347:    -8,120     -6,266       -349     -2,167     -4,486    -10,636    -11,101:      -711       -246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.7       11.1        0.9        7.3       86.3       91.9       98.3:       8.1        1.7
Old  :     100.0:      83.7       11.1        0.9        7.3       86.3       91.9       98.3:       8.1        1.7
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  :        97:        61         12          7         15          9         80         26:
Old  :        97:        61         12          7         15          9         80         26:
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  :                 41.7       88.2       58.4       94.6       41.7       87.5       58.4       93.9
Old  :                 41.7       88.2       58.4       94.6       41.7       87.5       58.4       93.9
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 19, 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  :   433,255:    26,906     53,436      2,369    389,893    363,951    419,168    419,756:    14,087     13,499
Old  :   433,255:    26,906     53,436      2,369    389,893    363,951    419,168    419,756:    14,087     13,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -49,022:     1,395     -4,769     -3,700    -46,257    -41,946    -48,562    -50,415:      -460      1,393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       12.3        0.5       90.0       84.0       96.7       96.9:       3.3        3.1
Old  :     100.0:       6.2       12.3        0.5       90.0       84.0       96.7       96.9:       3.3        3.1
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:        30         43          7         98        100        132        146:
Old  :       240:        30         43          7         98        100        132        146:
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       30.4       49.9       41.7       33.1       30.1       45.9       40.6
Old  :                 37.1       30.4       49.9       41.7       33.1       30.1       45.9       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 22, 2012