```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, April 17, 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  :   188,096:    56,717     54,965     14,240     98,927    102,562    169,884    171,767:    18,212     16,329
Old  :   115,404:    43,367     44,556      5,110     55,919     52,978    104,396    102,644:    11,008     12,760
Other:    72,692:    21,699     18,758        781     43,008     49,584     65,488     69,123:     7,204      3,569
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     1,317:      -309      6,610     -5,373     10,354        742      4,672      1,979:    -3,355       -662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       29.2        7.6       52.6       54.5       90.3       91.3:       9.7        8.7
Old  :     100.0:      37.6       38.6        4.4       48.5       45.9       90.5       88.9:       9.5       11.1
Other:     100.0:      29.9       25.8        1.1       59.2       68.2       90.1       95.1:       9.9        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        86         93         60         59         63        177        187:
Old  :       247:        83         87         29         50         53        148        154:
Other:       174:        51         48         14         40         50        101        102:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       23.1       30.9       33.2       18.2       17.6       30.4       26.6
Old  :                 19.6       22.2       31.3       33.2       19.6       20.3       30.8       31.3
Other:                 23.0       37.3       38.8       51.0       23.0       36.6       38.8       50.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, April 17, 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  :    20,296:     9,534      3,179        605      7,729     15,073     17,868     18,857:     2,428      1,439
Old  :    19,396:     9,511      3,174        301      7,188     14,505     17,000     17,980:     2,396      1,416
Other:       900:        66         48        261        541        568        868        877:        32         23
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :       436:       -14        638        147        555       -146        688        639:      -252       -203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0       15.7        3.0       38.1       74.3       88.0       92.9:      12.0        7.1
Old  :     100.0:      49.0       16.4        1.6       37.1       74.8       87.6       92.7:      12.4        7.3
Other:     100.0:       7.3        5.3       29.0       60.1       63.1       96.4       97.4:       3.6        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        31         22         10         23         16         59         43:
Old  :        83:        31         22          8         22         16         58         41:
Other:        16:         4          1          5          8          2         15          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.6       65.3       45.0       76.0       30.6       64.6       45.0       73.8
Old  :                 32.0       65.4       47.1       76.6       32.0       65.4       47.1       75.0
Other:                 63.3       88.1       85.6       97.4       42.2       54.4       51.9       54.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, April 17, 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  :   174,362:    30,803     47,113     20,450    114,184     96,156    165,437    163,719:     8,925     10,643
Old  :   117,325:    28,063     46,767      9,710     72,724     51,014    110,497    107,491:     6,828      9,834
Other:    57,037:    10,472      8,078      3,008     41,460     45,142     54,940     56,228:     2,097        809
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -6,780:     1,141      2,497     -5,633        221     -1,078     -4,271     -4,214:    -2,509     -2,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       27.0       11.7       65.5       55.1       94.9       93.9:       5.1        6.1
Old  :     100.0:      23.9       39.9        8.3       62.0       43.5       94.2       91.6:       5.8        8.4
Other:     100.0:      18.4       14.2        5.3       72.7       79.1       96.3       98.6:       3.7        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        54         72         33         54         41        127        129:
Old  :       186:        52         73         23         52         33        117        116:
Other:        86:        22         10         11         39         29         65         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.4       25.5       41.6       40.3       25.9       19.7       35.1       28.8
Old  :                 28.8       22.6       43.2       35.1       26.9       19.8       38.9       29.9
Other:                 38.8       47.7       56.2       70.1       38.5       43.9       55.9       63.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, April 17, 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  :   730,255:   191,803     92,688     64,865    395,888    506,431    652,556    663,984:    77,699     66,271
Old  :   730,255:   191,803     92,688     64,865    395,888    506,431    652,556    663,984:    77,699     66,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     3,698:       669     26,145     -6,408     21,271    -16,662     15,532      3,075:   -11,834        623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       12.7        8.9       54.2       69.3       89.4       90.9:      10.6        9.1
Old  :     100.0:      26.3       12.7        8.9       54.2       69.3       89.4       90.9:      10.6        9.1
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  :       228:        67         66         58         75         87        177        177:
Old  :       228:        67         66         58         75         87        177        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  :                 14.7       16.4       26.5       27.8       14.2       14.2       24.3       23.7
Old  :                 14.7       16.4       26.5       27.8       14.2       14.2       24.3       23.7
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 - Futures Only, April 17, 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  :   145,225:    36,822     43,194     18,294     83,465     76,526    138,581    138,014:     6,644      7,211
Old  :   114,208:    38,944     42,631      9,450     59,955     55,478    108,349    107,559:     5,859      6,649
Other:    31,017:     4,719      7,404      2,003     23,510     21,048     30,232     30,455:       785        562
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :   -12,872:    -5,779      2,089     -4,541     -2,282     -9,778    -12,602    -12,230:      -270       -642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       29.7       12.6       57.5       52.7       95.4       95.0:       4.6        5.0
Old  :     100.0:      34.1       37.3        8.3       52.5       48.6       94.9       94.2:       5.1        5.8
Other:     100.0:      15.2       23.9        6.5       75.8       67.9       97.5       98.2:       2.5        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:        94        100         89        119        107        263        260:
Old  :       345:       103         96         61        111         94        241        230:
Other:       174:        35         35         25         72         70        124        116:
     :----------------------------------------------------------------------------------------------------
     :             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       17.8       25.4       27.6       12.5       11.9       21.4       20.3
Old  :                 14.4       18.8       24.8       31.4       13.7       15.3       23.7       25.4
Other:                 31.5       23.8       46.6       39.5       31.2       20.0       42.3       31.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, April 17, 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  :    45,759:    30,334     12,945        501      5,540     30,512     36,375     43,958:     9,384      1,801
Old  :    45,759:    30,334     12,945        501      5,540     30,512     36,375     43,958:     9,384      1,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :      -896:    -1,702       -252          1       -189       -658     -1,890       -909:       994         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.3       28.3        1.1       12.1       66.7       79.5       96.1:      20.5        3.9
Old  :     100.0:      66.3       28.3        1.1       12.1       66.7       79.5       96.1:      20.5        3.9
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  :        96:        52         17          2         18         11         71         30:
Old  :        96:        52         17          2         18         11         71         30:
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  :                 43.1       77.7       52.2       87.5       43.1       77.7       52.2       87.5
Old  :                 43.1       77.7       52.2       87.5       43.1       77.7       52.2       87.5
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 - Futures Only, April 17, 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  :   391,313:    25,610     53,864      2,831    336,322    315,892    364,763    372,587:    26,550     18,726
Old  :   391,313:    25,610     53,864      2,831    336,322    315,892    364,763    372,587:    26,550     18,726
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -4,905:     1,055       -976       -934     -5,241     -2,013     -5,120     -3,923:       215       -982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       13.8        0.7       85.9       80.7       93.2       95.2:       6.8        4.8
Old  :     100.0:       6.5       13.8        0.7       85.9       80.7       93.2       95.2:       6.8        4.8
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  :       241:        37         42         10         95         93        140        137:
Old  :       241:        37         42         10         95         93        140        137:
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  :                 35.9       29.6       47.2       41.0       33.5       29.0       44.8       40.3
Old  :                 35.9       29.6       47.2       41.0       33.5       29.0       44.8       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 20, 2012