```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      328,931
COMMITMENTS
  52,996   41,245  106,849  153,783  162,126  313,627  310,220   15,303   18,711

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -3,960)
  -3,661   -5,559    3,828   -4,492   -2,700   -4,325   -4,431      365      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     12.5     32.5     46.8     49.3     95.3     94.3      4.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
     124       99       98       71       72      238      229
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       35,907
COMMITMENTS
   8,242    6,363    7,223   17,953   19,436   33,418   33,023    2,489    2,884

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:        292)
     149       75       70      317      235      536      380     -244      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     17.7     20.1     50.0     54.1     93.1     92.0      6.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      34       33       22       30       19       71       67
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      180,729
COMMITMENTS
  27,525   33,866   32,198  111,455  104,158  171,179  170,222    9,551   10,507

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -19,948)
     185   -5,129   -7,700  -13,196   -5,233  -20,711  -18,061      763   -1,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     18.7     17.8     61.7     57.6     94.7     94.2      5.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      46       64       44       56       49      126      133
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      936,600
COMMITMENTS
 175,090  106,554  195,522  496,967  544,097  867,579  846,173   69,021   90,427

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -32,139)
  -7,482   -6,627  -19,509   -2,840       31  -29,831  -26,105   -2,308   -6,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     11.4     20.9     53.1     58.1     92.6     90.3      7.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      65       76       88       91       92      206      207
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      216,169
COMMITMENTS
  28,410   40,330   73,181  106,773   94,197  208,364  207,708    7,805    8,461

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -29,873)
      70    1,169  -25,113   -4,785   -5,572  -29,828  -29,516      -45     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     18.7     33.9     49.4     43.6     96.4     96.1      3.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     108      133      123      137      124      306      331
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       81,758
COMMITMENTS
  66,686   13,865    1,248    7,362   65,186   75,296   80,299    6,462    1,459

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:        616)
     815   -5,870     -318      664    6,978    1,161      790     -545     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.6     17.0      1.5      9.0     79.7     92.1     98.2      7.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      69       13        8       20        8       97       23
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      484,836
COMMITMENTS
  24,980   58,242    7,057  437,846  406,833  469,882  472,132   14,953   12,703

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     24,758)
   4,526     -913    3,271   16,901   28,702   24,698   31,061       60   -6,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     12.0      1.5     90.3     83.9     96.9     97.4      3.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      26       51       18      105      110      142      168
```

----

Updated June 15, 2012