```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   257,610:    58,268     36,604     69,917    113,110    134,271    241,295    240,793:    16,315     16,817
Old  :    17,222:     1,842      2,509          7     14,195     12,770     16,044     15,286:     1,178      1,936
Other:   240,388:    57,348     35,018     68,988     98,915    121,501    225,251    225,507:    15,137     14,881
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -71,320:     5,272     -4,641    -36,931    -40,673    -27,855    -72,332    -69,427:     1,012     -1,893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       14.2       27.1       43.9       52.1       93.7       93.5:       6.3        6.5
Old  :     100.0:      10.7       14.6        0.0       82.4       74.1       93.2       88.8:       6.8       11.2
Other:     100.0:      23.9       14.6       28.7       41.1       50.5       93.7       93.8:       6.3        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:       123         78         80         67         71        221        200:
Old  :        83:        11         17          2         27         33         39         51:
Other:       286:       123         76         73         62         70        215        190:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       27.0       25.6       36.5       11.9       18.0       19.5       25.5
Old  :                 69.9       57.2       80.5       71.4       69.9       57.2       80.2       69.4
Other:                 16.6       27.7       26.6       36.7       12.6       20.8       20.0       28.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    32,432:     8,175      6,349      5,312     15,963     17,838     29,451     29,499:     2,981      2,932
Old  :    27,107:     7,623      6,329      2,931     13,791     14,995     24,344     24,255:     2,763      2,853
Other:     5,324:       749        217      2,185      2,172      2,842      5,106      5,245:       218         80
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    -3,475:       -67        -14     -1,911     -1,989     -1,599     -3,967     -3,523:       492         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       19.6       16.4       49.2       55.0       90.8       91.0:       9.2        9.0
Old  :     100.0:      28.1       23.3       10.8       50.9       55.3       89.8       89.5:      10.2       10.5
Other:     100.0:      14.1        4.1       41.0       40.8       53.4       95.9       98.5:       4.1        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        27         34         17         27         16         64         57:
Old  :        87:        29         29         17         27         15         61         56:
Other:        30:         9          9         13         12          4         30         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.4       53.7       42.3       66.6       21.8       42.6       32.7       49.6
Old  :                 30.1       53.8       42.7       64.9       22.1       42.7       33.8       51.1
Other:                 48.6       72.0       70.4       89.5       35.5       44.9       43.0       47.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   179,844:    29,900     32,016     30,934    109,592    106,625    170,426    169,575:     9,418     10,269
Old  :    77,708:    25,738     35,329      5,354     40,351     29,131     71,443     69,813:     6,265      7,895
Other:   102,136:    16,463      8,988     13,279     69,241     77,494     98,983     99,761:     3,153      2,374
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :      -885:     2,375     -1,850     -1,265     -1,863      2,467       -753       -647:      -132       -238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       17.8       17.2       60.9       59.3       94.8       94.3:       5.2        5.7
Old  :     100.0:      33.1       45.5        6.9       51.9       37.5       91.9       89.8:       8.1       10.2
Other:     100.0:      16.1        8.8       13.0       67.8       75.9       96.9       97.7:       3.1        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        53         60         45         54         47        132        128:
Old  :       167:        47         60         31         42         34        107        107:
Other:       110:        30         23         19         46         37         88         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.5       26.7       39.8       41.5       22.7       21.3       31.6       31.9
Old  :                 30.1       19.8       43.5       33.5       29.7       19.8       41.8       33.2
Other:                 36.6       36.8       51.2       60.2       34.1       31.1       47.6       51.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   851,811:   172,650    100,381    140,007    468,169    531,897    780,826    772,284:    70,985     79,527
Old  :   851,811:   172,650    100,381    140,007    468,169    531,897    780,826    772,284:    70,985     79,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -84,788:    -2,441     -6,174    -55,515    -28,797    -12,200    -86,753    -73,889:     1,964    -10,900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       11.8       16.4       55.0       62.4       91.7       90.7:       8.3        9.3
Old  :     100.0:      20.3       11.8       16.4       55.0       62.4       91.7       90.7:       8.3        9.3
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  :       224:        61         63         73         92         91        194        187:
Old  :       224:        61         63         73         92         91        194        187:
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  :                 13.4       17.9       22.5       28.4       11.5       15.9       19.4       22.9
Old  :                 13.4       17.9       22.5       28.4       11.5       15.9       19.4       22.9
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 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  :   211,018:    28,961     40,265     72,386    101,594     89,779    202,940    202,430:     8,078      8,588
Old  :   120,188:    30,007     34,869     32,235     51,959     46,374    114,200    113,478:     5,988      6,710
Other:    90,830:     7,011     13,453     32,094     49,634     43,405     88,740     88,952:     2,090      1,878
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :    -5,151:       551        -65       -795     -5,179     -4,418     -5,424     -5,278:       273        127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       19.1       34.3       48.1       42.5       96.2       95.9:       3.8        4.1
Old  :     100.0:      25.0       29.0       26.8       43.2       38.6       95.0       94.4:       5.0        5.6
Other:     100.0:       7.7       14.8       35.3       54.6       47.8       97.7       97.9:       2.3        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       395:       109        121        119        135        127        302        321:
Old  :       372:       105        118         82        108        110        247        277:
Other:       261:        61         61         62        111         90        207        184:
     :----------------------------------------------------------------------------------------------------
     :             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       15.0       23.2       24.1        8.2        7.2       14.9       12.2
Old  :                 15.1       12.9       25.2       22.4       11.9       10.3       20.3       17.9
Other:                 18.4       20.3       31.1       31.7       13.1        9.9       19.3       16.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    70,563:    58,597      7,847        837      5,368     60,660     64,803     69,344:     5,761      1,220
Old  :    70,563:    58,597      7,847        837      5,368     60,660     64,803     69,344:     5,761      1,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -11,195:    -8,089     -6,017       -411     -1,994     -4,527    -10,494    -10,955:      -701       -239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.0       11.1        1.2        7.6       86.0       91.8       98.3:       8.2        1.7
Old  :     100.0:      83.0       11.1        1.2        7.6       86.0       91.8       98.3:       8.2        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         10         16          9         83         27:
Old  :        97:        61         12         10         16          9         83         27:
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  :                 41.3       87.4       57.9       94.5       41.3       86.7       57.9       93.2
Old  :                 41.3       87.4       57.9       94.5       41.3       86.7       57.9       93.2
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 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  :   435,135:    26,911     53,878      2,675    391,212    364,561    420,798    421,115:    14,337     14,020
Old  :   435,135:    26,911     53,878      2,675    391,212    364,561    420,798    421,115:    14,337     14,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2012                        :
     :   -49,701:     1,931     -4,364     -4,382    -46,634    -42,272    -49,085    -51,017:      -616      1,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       12.4        0.6       89.9       83.8       96.7       96.8:       3.3        3.2
Old  :     100.0:       6.2       12.4        0.6       89.9       83.8       96.7       96.8:       3.3        3.2
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:        31         42         11        101        101        139        147:
Old  :       240:        31         42         11        101        101        139        147:
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  :                 36.9       30.3       49.7       41.5       33.0       30.0       45.7       40.4
Old  :                 36.9       30.3       49.7       41.5       33.0       30.0       45.7       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 22, 2012