```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   306,621:    43,499      9,827     97,312    144,914    185,356    285,724    292,495:    20,896     14,126
Old  :   171,468:    24,201     13,118     49,476     87,286     99,633    160,963    162,227:    10,505      9,240
Other:   135,153:    24,956      2,366     42,178     57,628     85,723    124,762    130,267:    10,391      4,886
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :   -24,067:    -3,536        767        607    -18,686    -24,584    -21,615    -23,209:    -2,453       -858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        3.2       31.7       47.3       60.5       93.2       95.4:       6.8        4.6
Old  :     100.0:      14.1        7.7       28.9       50.9       58.1       93.9       94.6:       6.1        5.4
Other:     100.0:      18.5        1.8       31.2       42.6       63.4       92.3       96.4:       7.7        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:       100         64         79         63         70        203        174:
Old  :       220:        79         66         58         54         63        159        161:
Other:       174:        67         35         47         58         59        154        112:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.7       27.7       37.1       39.5        9.1       10.2       13.4       15.9
Old  :                 29.3       31.8       41.4       42.7       12.3       13.9       19.6       21.2
Other:                 26.5       28.2       37.9       39.5       16.1       16.9       22.4       23.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :    33,821:    14,430        482      4,272     11,065     27,958     29,767     32,712:     4,053      1,109
Old  :    32,691:    14,374        635      3,791     10,559     27,167     28,724     31,594:     3,967      1,097
Other:     1,129:       209          0        327        506        791      1,043      1,118:        86         11
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :       803:     1,604         13     -1,094        116      1,834        626        753:       176         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7        1.4       12.6       32.7       82.7       88.0       96.7:      12.0        3.3
Old  :     100.0:      44.0        1.9       11.6       32.3       83.1       87.9       96.6:      12.1        3.4
Other:     100.0:      18.5        0.0       29.0       44.8       70.0       92.3       99.0:       7.7        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        62          9         18         26         25         91         49:
Old  :       105:        58         13         18         24         25         89         49:
Other:        22:        13          1         10          7          5         21         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.5       61.6       35.0       72.3       23.2       58.2       34.7       68.1
Old  :                 24.3       61.4       36.2       71.9       24.0       59.0       35.9       69.2
Other:                 51.6       78.8       77.5       93.3       27.3       45.7       36.8       45.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   179,299:    46,425     32,300     24,767     97,076    115,442    168,268    172,509:    11,031      6,790
Old  :   109,592:    42,455     26,229     10,832     46,704     66,590     99,992    103,650:     9,600      5,941
Other:    69,708:     6,334      8,435     11,571     50,371     48,853     68,276     68,859:     1,431        849
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :    -4,872:       884      2,268     -2,737     -2,085     -3,528     -3,939     -3,997:      -934       -875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       18.0       13.8       54.1       64.4       93.8       96.2:       6.2        3.8
Old  :     100.0:      38.7       23.9        9.9       42.6       60.8       91.2       94.6:       8.8        5.4
Other:     100.0:       9.1       12.1       16.6       72.3       70.1       97.9       98.8:       2.1        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        59         44         40         54         51        137        112:
Old  :       162:        57         43         35         46         39        123         99:
Other:        81:        14         17         16         40         42         65         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.3       36.7       40.1       49.4       21.4       22.7       29.2       33.1
Old  :                 23.0       33.8       33.9       48.5       22.7       30.1       32.8       43.8
Other:                 50.1       45.8       63.9       60.4       31.2       28.1       40.7       39.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   769,869:   160,093     39,704    139,331    400,644    522,802    700,068    701,838:    69,800     68,031
Old  :   769,869:   160,093     39,704    139,331    400,644    522,802    700,068    701,838:    69,800     68,031
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :   -84,883:    -9,344     12,223    -69,348       -157    -24,394    -78,849    -81,519:    -6,034     -3,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        5.2       18.1       52.0       67.9       90.9       91.2:       9.1        8.8
Old  :     100.0:      20.8        5.2       18.1       52.0       67.9       90.9       91.2:       9.1        8.8
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  :       220:        81         39         78         90         88        202        175:
Old  :       220:        81         39         78         90         88        202        175:
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  :                 14.4       19.3       26.1       33.1       13.1       14.9       21.8       24.2
Old  :                 14.4       19.3       26.1       33.1       13.1       14.9       21.8       24.2
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 19, 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  :   172,023:    41,075      5,782     41,633     80,474    119,253    163,182    166,667:     8,841      5,355
Old  :   134,631:    38,049      4,033     31,582     57,306     94,322    126,937    129,937:     7,693      4,694
Other:    37,392:     3,712      2,435      9,364     23,168     24,931     36,244     36,730:     1,148        662
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :     1,630:     5,618       -302      1,671     -5,913      1,083      1,377      2,452:       253       -822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        3.4       24.2       46.8       69.3       94.9       96.9:       5.1        3.1
Old  :     100.0:      28.3        3.0       23.5       42.6       70.1       94.3       96.5:       5.7        3.5
Other:     100.0:       9.9        6.5       25.0       62.0       66.7       96.9       98.2:       3.1        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:       149         51         90        124        143        307        255:
Old  :       349:       140         51         85        116        139        291        244:
Other:       188:        37         29         34         80         90        136        136:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       18.8       26.0       31.8       12.1       11.8       20.0       18.2
Old  :                 14.7       20.0       26.6       32.5       13.8       16.7       23.9       24.1
Other:                 33.8       28.9       46.7       45.1       23.2       21.3       33.3       29.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :    51,170:    22,861     33,195      1,680     18,099     11,767     42,640     46,642:     8,529      4,528
Old  :    51,170:    22,861     33,195      1,680     18,099     11,767     42,640     46,642:     8,529      4,528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :       299:    -3,037     -2,382        182        206      3,417     -2,649      1,217:     2,948       -917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7       64.9        3.3       35.4       23.0       83.3       91.2:      16.7        8.8
Old  :     100.0:      44.7       64.9        3.3       35.4       23.0       83.3       91.2:      16.7        8.8
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  :       126:        37         62         13         11         17         54         87:
Old  :       126:        37         62         13         11         17         54         87:
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  :                 65.2       36.4       72.1       51.2       64.5       36.4       70.8       51.2
Old  :                 65.2       36.4       72.1       51.2       64.5       36.4       70.8       51.2
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, April 19, 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  :   382,357:    16,484     77,714      2,559    341,111    285,089    360,153    365,361:    22,203     16,996
Old  :   382,357:    16,484     77,714      2,559    341,111    285,089    360,153    365,361:    22,203     16,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :     9,144:   -18,004      5,191     -1,399     27,225      5,241      7,821      9,032:     1,322        112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       20.3        0.7       89.2       74.6       94.2       95.6:       5.8        4.4
Old  :     100.0:       4.3       20.3        0.7       89.2       74.6       94.2       95.6:       5.8        4.4
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  :       266:        32         49         16        108        113        149        169:
Old  :       266:        32         49         16        108        113        149        169:
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  :                 43.3       15.2       54.3       25.9       38.3       15.2       49.1       25.2
Old  :                 43.3       15.2       54.3       25.9       38.3       15.2       49.1       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated April 22, 2011