```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      332,891
COMMITMENTS
  56,657   46,804  103,021  158,275  164,826  317,953  314,650   14,938   18,241

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     26,583)
   1,457    1,204   12,870   13,538   12,942   27,864   27,016   -1,281     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     14.1     30.9     47.5     49.5     95.5     94.5      4.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
     117      105       93       73       75      237      228
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       35,615
COMMITMENTS
   8,093    6,288    7,153   17,635   19,202   32,882   32,643    2,733    2,972

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      2,474)
    -290      327       50    2,562    1,896    2,323    2,274      152      201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     17.7     20.1     49.5     53.9     92.3     91.7      7.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      31       39       22       28       16       69       68
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      200,677
COMMITMENTS
  27,340   38,995   39,898  124,651  109,390  191,889  188,283    8,788   12,394

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     -1,043)
     115    2,988      835   -1,283   -5,387     -334   -1,565     -709      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     19.4     19.9     62.1     54.5     95.6     93.8      4.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      46       82       53       57       47      137      151
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      968,739
COMMITMENTS
 182,572  113,181  215,031  499,806  544,065  897,409  872,278   71,329   96,461

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     33,855)
    -466   -1,465   21,205   14,461   16,314   35,200   36,055   -1,345   -2,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     11.7     22.2     51.6     56.2     92.6     90.0      7.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      76       70       87       89       91      206      209
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      246,042
COMMITMENTS
  28,340   39,161   98,294  111,558   99,769  238,192  237,224    7,850    8,818

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     16,072)
    -678      315   11,705    4,983    4,309   16,010   16,330       61     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     15.9     40.0     45.3     40.5     96.8     96.4      3.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     105      137      133      138      124      318      331
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       81,142
COMMITMENTS
  65,871   19,735    1,566    6,699   58,208   74,136   79,510    7,006    1,633

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      3,539)
   5,146      975      360   -1,994    2,248    3,511    3,583       27      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.2     24.3      1.9      8.3     71.7     91.4     98.0      8.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      64       20       10       21        7       94       29
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      460,077
COMMITMENTS
  20,454   59,154    3,786  420,944  378,131  445,184  441,071   14,893   19,006

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:     15,998)
    -168    6,153     -821   17,485    9,300   16,496   14,632     -498    1,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     12.9      0.8     91.5     82.2     96.8     95.9      3.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      24       47       10       98      104      130      153
```

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Updated June 8, 2012