```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      166,771
COMMITMENTS
  59,538   67,355    9,695   82,633   75,349  151,866  152,399   14,905   14,372

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -13,456)
  -1,006      900     -591  -11,339  -12,678  -12,936  -12,369     -520   -1,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     40.4      5.8     49.5     45.2     91.1     91.4      8.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      85       97       48       51       54      174      167
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       22,579
COMMITMENTS
  10,027    6,701      325    9,647   12,969   19,999   19,995    2,580    2,584

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -3,297)
     345     -146      -40   -3,340   -2,849   -3,035   -3,035     -262     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     29.7      1.4     42.7     57.4     88.6     88.6     11.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      36       24       13       27       10       64       46
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      171,773
COMMITMENTS
  31,470   36,147   21,537  109,120  102,856  162,127  160,540    9,646   11,233

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      4,123)
    -618    2,379    2,010    2,227   -1,457    3,619    2,932      504    1,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     21.0     12.5     63.5     59.9     94.4     93.5      5.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      50       60       40       52       39      125      118
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      700,186
COMMITMENTS
 176,069  100,689   74,839  387,880  454,325  638,788  629,853   61,398   70,333

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -43,753)
    -164   -8,078   -1,854  -36,591  -30,254  -38,609  -40,186   -5,144   -3,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     14.4     10.7     55.4     64.9     91.2     90.0      8.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      57       57       51       76       79      164      157
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      139,446
COMMITMENTS
  34,670   43,505   16,977   80,449   70,720  132,096  131,202    7,350    8,244

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -3,127)
     485     -196   -1,703   -1,901   -1,214   -3,119   -3,113       -8      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     31.2     12.2     57.7     50.7     94.7     94.1      5.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
      89      109       76      124      115      257      264
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       66,742
COMMITMENTS
  53,518   11,493      519    5,951   53,679   59,988   65,691    6,754    1,051

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -3,221)
  -5,047    3,695      -80      840   -6,710   -4,287   -3,095    1,066     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.2     17.2      0.8      8.9     80.4     89.9     98.4     10.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      74       10        4       18        8       93       22
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 06/26/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      435,389
COMMITMENTS
  20,335   58,816    2,210  396,396  359,152  418,941  420,178   16,448   15,211

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      2,134)
  -6,571    5,380     -159    6,503   -4,799     -227      422    2,361    1,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     13.5      0.5     91.0     82.5     96.2     96.5      3.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      26       44        6       96       98      126      144
```

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Updated June 29, 2012