```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   251,461:    55,780     36,355     74,152    105,724    124,837    235,656    235,344:    15,805     16,117
Old  :     1,141:         0          0          0      1,116      1,024      1,116      1,024:        25        117
Other:   250,320:    55,780     36,355     74,152    104,608    123,813    234,540    234,320:    15,780     16,000
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -6,150:    -2,488       -249      4,235     -7,386     -9,435     -5,639     -5,449:      -510       -701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       14.5       29.5       42.0       49.6       93.7       93.6:       6.3        6.4
Old  :     100.0:       0.0        0.0        0.0       97.8       89.7       97.8       89.7:       2.2       10.3
Other:     100.0:      22.3       14.5       29.6       41.8       49.5       93.7       93.6:       6.3        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:       114         87         77         62         68        216        195:
Old  :         6:         0          0          0          2          4          2          4:
Other:       290:       114         87         77         61         68        215        195:
     :----------------------------------------------------------------------------------------------------
     :             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       26.1       27.3       35.2       12.2       19.8       19.8       25.9
Old  :                 97.8       89.7       97.8       89.7       97.8       89.7       97.8       89.7
Other:                 16.4       26.0       27.0       35.1       12.2       19.7       19.9       25.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :    29,094:     8,545      6,189      5,264     12,575     14,974     26,383     26,427:     2,711      2,667
Old  :    23,675:     7,905      6,171      2,934     10,365     11,990     21,205     21,095:     2,470      2,580
Other:     5,419:       839        217      2,130      2,210      2,984      5,178      5,331:       241         88
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -3,338:       370       -161        -49     -3,389     -2,863     -3,067     -3,073:      -270       -265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       21.3       18.1       43.2       51.5       90.7       90.8:       9.3        9.2
Old  :     100.0:      33.4       26.1       12.4       43.8       50.6       89.6       89.1:      10.4       10.9
Other:     100.0:      15.5        4.0       39.3       40.8       55.1       95.6       98.4:       4.4        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        39         30         21         28         14         73         59:
Old  :        94:        36         27         19         28         13         67         56:
Other:        37:        11         12         16         13          5         36         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.0       52.8       39.6       64.4       24.9       47.7       37.0       55.7
Old  :                 25.7       50.9       39.3       62.1       25.7       48.3       39.1       58.2
Other:                 48.2       72.6       68.3       89.3       37.0       48.2       44.7       50.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   183,950:    30,317     35,522     31,827    111,871    105,158    174,015    172,506:     9,935     11,444
Old  :    79,429:    25,810     37,637      5,463     41,774     27,668     73,047     70,768:     6,382      8,661
Other:   104,521:    16,590      9,967     14,281     70,097     77,490    100,968    101,738:     3,553      2,783
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     4,106:       417      3,506        893      2,279     -1,467      3,589      2,932:       517      1,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       19.3       17.3       60.8       57.2       94.6       93.8:       5.4        6.2
Old  :     100.0:      32.5       47.4        6.9       52.6       34.8       92.0       89.1:       8.0       10.9
Other:     100.0:      15.9        9.5       13.7       67.1       74.1       96.6       97.3:       3.4        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        48         66         48         54         41        131        128:
Old  :       165:        49         60         31         43         28        106        105:
Other:       109:        31         25         21         44         34         86         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.8       26.4       39.2       41.0       23.1       20.2       32.1       30.8
Old  :                 28.1       20.5       43.1       33.2       27.7       20.5       41.1       32.7
Other:                 35.3       36.6       51.0       60.5       35.0       29.9       48.3       50.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   812,937:   172,755     93,701    140,127    433,665    502,574    746,547    736,401:    66,389     76,535
Old  :   812,937:   172,755     93,701    140,127    433,665    502,574    746,547    736,401:    66,389     76,535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -38,875:       106     -6,680        120    -34,504    -29,323    -34,279    -35,883:    -4,596     -2,992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       11.5       17.2       53.3       61.8       91.8       90.6:       8.2        9.4
Old  :     100.0:      21.3       11.5       17.2       53.3       61.8       91.8       90.6:       8.2        9.4
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  :       210:        69         48         68         83         84        184        168:
Old  :       210:        69         48         68         83         84        184        168:
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  :                 13.7       18.1       23.2       28.9       12.1       16.8       20.6       23.9
Old  :                 13.7       18.1       23.2       28.9       12.1       16.8       20.6       23.9
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 26, 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  :   213,750:    28,703     39,486     75,000    102,001     90,526    205,704    205,012:     8,047      8,739
Old  :   116,532:    28,615     33,900     33,326     49,106     42,776    111,047    110,002:     5,485      6,530
Other:    97,219:     7,494     12,992     34,268     52,895     47,750     94,657     95,010:     2,562      2,209
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     2,733:      -258       -779      2,614        407        746      2,763      2,582:       -31        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       18.5       35.1       47.7       42.4       96.2       95.9:       3.8        4.1
Old  :     100.0:      24.6       29.1       28.6       42.1       36.7       95.3       94.4:       4.7        5.6
Other:     100.0:       7.7       13.4       35.2       54.4       49.1       97.4       97.7:       2.6        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       104        117        120        137        129        300        314:
Old  :       363:       106        108         85        103        111        240        273:
Other:       265:        61         68         63        113         95        214        187:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       15.5       23.6       24.5        8.2        6.9       14.9       12.3
Old  :                 15.0       13.4       25.4       23.0       12.2        9.8       20.3       17.4
Other:                 19.0       19.5       31.2       30.2       12.7        8.5       19.0       15.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :    67,317:    53,596     11,444        768      6,114     54,005     60,477     66,218:     6,840      1,100
Old  :    67,317:    53,596     11,444        768      6,114     54,005     60,477     66,218:     6,840      1,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -3,246:    -5,001      3,597        -69        745     -6,654     -4,325     -3,126:     1,079       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.6       17.0        1.1        9.1       80.2       89.8       98.4:      10.2        1.6
Old  :     100.0:      79.6       17.0        1.1        9.1       80.2       89.8       98.4:      10.2        1.6
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:        75         10          7         18          9         96         24:
Old  :       110:        75         10          7         18          9         96         24:
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  :                 37.7       90.5       54.6       94.8       37.7       89.7       54.5       93.8
Old  :                 37.7       90.5       54.6       94.8       37.7       89.7       54.5       93.8
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 26, 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  :   437,383:    20,393     59,404      2,471    397,772    359,815    420,636    421,690:    16,746     15,692
Old  :   437,383:    20,393     59,404      2,471    397,772    359,815    420,636    421,690:    16,746     15,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     2,248:    -6,518      5,525       -204      6,560     -4,746       -161        576:     2,409      1,672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       13.6        0.6       90.9       82.3       96.2       96.4:       3.8        3.6
Old  :     100.0:       4.7       13.6        0.6       90.9       82.3       96.2       96.4:       3.8        3.6
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  :       234:        27         43         10         99         99        132        146:
Old  :       234:        27         43         10         99         99        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       30.3       50.8       40.2       33.9       30.2       47.6       39.9
Old  :                 37.1       30.3       50.8       40.2       33.9       30.2       47.6       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated June 29, 2012