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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   292,030:    43,075     10,083     95,158    133,132    173,090    271,365    278,330:    20,666     13,700
Old  :   155,411:    23,381     13,215     47,329     75,282     86,259    145,991    146,803:     9,420      8,608
Other:   136,619:    25,147      2,321     42,376     57,851     86,831    125,373    131,528:    11,246      5,092
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :   -14,590:      -424        256     -2,154    -11,782    -12,266    -14,360    -14,164:      -231       -426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        3.5       32.6       45.6       59.3       92.9       95.3:       7.1        4.7
Old  :     100.0:      15.0        8.5       30.5       48.4       55.5       93.9       94.5:       6.1        5.5
Other:     100.0:      18.4        1.7       31.0       42.3       63.6       91.8       96.3:       8.2        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:       106         50         74         62         70        196        167:
Old  :       210:        77         60         54         51         59        151        150:
Other:       174:        72         30         46         57         60        152        113:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.7       25.3       35.3       38.0        9.4       11.4       13.8       17.2
Old  :                 26.1       29.5       38.3       40.5       14.1       16.8       21.9       24.3
Other:                 26.4       27.9       37.4       39.3       16.2       16.9       22.5       24.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    33,568:    13,872        387      4,525     10,961     27,443     29,357     32,355:     4,210      1,213
Old  :    32,261:    13,812        543      3,922     10,437     26,593     28,170     31,058:     4,091      1,203
Other:     1,307:       217          0        446        524        850      1,187      1,296:       119         11
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :      -253:      -558        -96        253       -105       -515       -410       -358:       157        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3        1.2       13.5       32.7       81.8       87.5       96.4:      12.5        3.6
Old  :     100.0:      42.8        1.7       12.2       32.4       82.4       87.3       96.3:      12.7        3.7
Other:     100.0:      16.6        0.0       34.1       40.1       65.1       90.9       99.2:       9.1        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        58          8         17         26         23         89         43:
Old  :       100:        54         12         17         24         23         87         43:
Other:        23:        14          1         12          7          5         22         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  :                 24.1       59.8       35.6       71.1       23.5       55.9       35.1       65.9
Old  :                 25.1       59.7       37.1       70.8       24.5       56.8       36.5       67.2
Other:                 50.3       76.9       72.8       92.3       22.7       41.7       29.4       41.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   181,047:    47,274     33,338     25,208     97,447    115,823    169,929    174,369:    11,119      6,678
Old  :   111,118:    43,200     28,087     10,856     47,430     66,331    101,487    105,274:     9,631      5,844
Other:    69,930:     6,663      7,841     11,762     50,017     49,492     68,442     69,095:     1,488        835
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :     1,748:       848      1,038        441        372        381      1,661      1,860:        87       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       18.4       13.9       53.8       64.0       93.9       96.3:       6.1        3.7
Old  :     100.0:      38.9       25.3        9.8       42.7       59.7       91.3       94.7:       8.7        5.3
Other:     100.0:       9.5       11.2       16.8       71.5       70.8       97.9       98.8:       2.1        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        61         45         41         52         49        139        110:
Old  :       162:        59         44         36         44         37        126         96:
Other:        81:        15         16         15         40         42         65         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.2       37.5       39.2       49.6       20.6       23.5       28.2       33.3
Old  :                 21.9       33.9       32.5       49.5       21.4       30.1       31.6       44.9
Other:                 49.7       45.2       63.5       60.1       29.7       26.9       39.3       39.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   753,555:   159,549     40,687    135,264    391,399    511,722    686,212    687,672:    67,343     65,883
Old  :   753,555:   159,549     40,687    135,264    391,399    511,722    686,212    687,672:    67,343     65,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :   -16,314:      -544        983     -4,068     -9,245    -11,081    -13,856    -14,165:    -2,458     -2,149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        5.4       18.0       51.9       67.9       91.1       91.3:       8.9        8.7
Old  :     100.0:      21.2        5.4       18.0       51.9       67.9       91.1       91.3:       8.9        8.7
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  :       219:        80         39         79         86         88        196        177:
Old  :       219:        80         39         79         86         88        196        177:
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  :                 14.8       19.1       26.5       33.2       13.5       15.2       22.1       24.6
Old  :                 14.8       19.1       26.5       33.2       13.5       15.2       22.1       24.6
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, April 26, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   173,862:    42,260      6,881     43,092     79,322    118,919    164,674    168,892:     9,188      4,970
Old  :   136,042:    38,873      5,152     33,109     55,987     93,487    127,970    131,747:     8,072      4,295
Other:    37,820:     4,291      2,634      9,079     23,335     25,432     36,705     37,145:     1,115        675
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :     1,839:     1,185      1,099      1,459     -1,152       -334      1,493      2,225:       347       -385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        4.0       24.8       45.6       68.4       94.7       97.1:       5.3        2.9
Old  :     100.0:      28.6        3.8       24.3       41.2       68.7       94.1       96.8:       5.9        3.2
Other:     100.0:      11.3        7.0       24.0       61.7       67.2       97.1       98.2:       2.9        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       371:       153         56         93        128        145        320        259:
Old  :       360:       144         56         84        119        141        301        247:
Other:       195:        45         29         36         78         93        138        143:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       18.9       25.6       31.5       11.8       11.8       20.0       18.5
Old  :                 14.6       19.6       26.7       32.5       13.4       16.3       23.8       24.8
Other:                 33.3       28.8       45.8       44.4       22.7       20.8       32.4       29.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    52,972:    25,926     34,284      1,726     17,150     11,938     44,802     47,948:     8,171      5,025
Old  :    52,972:    25,926     34,284      1,726     17,150     11,938     44,802     47,948:     8,171      5,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :     1,803:     3,066      1,089         45       -950        172      2,161      1,306:      -359        497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.9       64.7        3.3       32.4       22.5       84.6       90.5:      15.4        9.5
Old  :     100.0:      48.9       64.7        3.3       32.4       22.5       84.6       90.5:      15.4        9.5
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  :       141:        44         70         15         10         19         62         97:
Old  :       141:        44         70         15         10         19         62         97:
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  :                 66.3       34.1       72.0       49.4       65.7       34.1       70.9       49.4
Old  :                 66.3       34.1       72.0       49.4       65.7       34.1       70.9       49.4
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, April 26, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   395,078:    25,588     80,631      2,634    347,133    295,302    375,354    378,567:    19,724     16,512
Old  :   395,078:    25,588     80,631      2,634    347,133    295,302    375,354    378,567:    19,724     16,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :    12,721:     9,104      2,917         75      6,022     10,213     15,201     13,206:    -2,479       -484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       20.4        0.7       87.9       74.7       95.0       95.8:       5.0        4.2
Old  :     100.0:       6.5       20.4        0.7       87.9       74.7       95.0       95.8:       5.0        4.2
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  :       275:        37         49         15        110        117        158        170:
Old  :       275:        37         49         15        110        117        158        170:
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  :                 42.1       15.0       53.1       25.0       37.3       14.6       47.9       24.2
Old  :                 42.1       15.0       53.1       25.0       37.3       14.6       47.9       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 29, 2011