```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, April 24, 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  :   182,843:    58,416     50,044     14,918     92,411    103,560    165,745    168,522:    17,098     14,321
Old  :   103,076:    43,297     38,357      2,969     47,155     51,333     93,421     92,659:     9,655     10,417
Other:    79,767:    23,404     19,972      3,664     45,256     52,227     72,324     75,863:     7,443      3,904
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -5,253:     1,699     -4,921        678     -6,516        998     -4,139     -3,245:    -1,114     -2,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       27.4        8.2       50.5       56.6       90.6       92.2:       9.4        7.8
Old  :     100.0:      42.0       37.2        2.9       45.7       49.8       90.6       89.9:       9.4       10.1
Other:     100.0:      29.3       25.0        4.6       56.7       65.5       90.7       95.1:       9.3        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        97         80         69         54         59        188        176:
Old  :       247:        90         79         23         39         45        140        137:
Other:       181:        57         51         23         39         50        117        103:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       24.0       30.6       33.9       17.9       20.6       30.5       29.3
Old  :                 19.1       24.0       31.9       35.7       19.1       24.0       31.9       35.5
Other:                 21.6       35.6       37.1       49.7       21.6       34.8       37.1       48.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, April 24, 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  :    20,616:     9,872      2,994        561      7,702     15,125     18,135     18,680:     2,481      1,936
Old  :    19,569:     9,897      3,032        106      7,135     14,521     17,138     17,659:     2,431      1,910
Other:     1,047:        69         56        361        567        604        997      1,021:        50         26
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :       320:       338       -185        -44        -27         52        267       -177:        53        497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.9       14.5        2.7       37.4       73.4       88.0       90.6:      12.0        9.4
Old  :     100.0:      50.6       15.5        0.5       36.5       74.2       87.6       90.2:      12.4        9.8
Other:     100.0:       6.6        5.3       34.5       54.2       57.7       95.2       97.5:       4.8        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        31         17         11         20         16         53         42:
Old  :        75:        31         17          7         19         16         52         38:
Other:        18:         4          4          7          7          2         15         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.4       63.7       45.5       75.0       30.4       63.0       45.5       71.8
Old  :                 32.1       64.0       47.4       75.9       32.1       63.9       47.4       73.1
Other:                 62.1       84.2       85.7       96.6       39.4       50.9       47.9       51.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, April 24, 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  :   177,449:    29,984     43,715     22,708    114,800    100,771    167,492    167,194:     9,957     10,255
Old  :   114,620:    26,014     43,572     11,094     69,529     50,346    106,637    105,012:     7,983      9,608
Other:    62,829:    11,439      7,612      4,145     45,271     50,425     60,855     62,182:     1,974        647
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :     3,087:      -819     -3,398      2,258        616      4,615      2,055      3,475:     1,032       -388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       24.6       12.8       64.7       56.8       94.4       94.2:       5.6        5.8
Old  :     100.0:      22.7       38.0        9.7       60.7       43.9       93.0       91.6:       7.0        8.4
Other:     100.0:      18.2       12.1        6.6       72.1       80.3       96.9       99.0:       3.1        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        56         64         41         54         44        134        127:
Old  :       181:        52         67         28         52         37        121        115:
Other:        93:        28         11         15         38         30         69         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.5       25.6       41.9       40.8       24.8       20.7       35.0       29.9
Old  :                 29.1       23.8       43.7       36.0       26.9       20.8       39.0       32.0
Other:                 37.6       42.7       54.0       64.4       33.7       37.7       50.1       56.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, April 24, 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  :   725,118:   187,309    105,019     62,540    402,369    483,687    652,218    651,246:    72,900     73,872
Old  :   725,118:   187,309    105,019     62,540    402,369    483,687    652,218    651,246:    72,900     73,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -5,137:    -4,494     12,331     -2,325      6,481    -22,744       -338    -12,738:    -4,799      7,601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       14.5        8.6       55.5       66.7       89.9       89.8:      10.1       10.2
Old  :     100.0:      25.8       14.5        8.6       55.5       66.7       89.9       89.8:      10.1       10.2
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  :       232:        67         67         65         79         87        187        181:
Old  :       232:        67         67         65         79         87        187        181:
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       16.5       26.5       27.6       14.0       14.1       24.4       22.5
Old  :                 14.7       16.5       26.5       27.6       14.0       14.1       24.4       22.5
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 24, 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  :   146,367:    38,133     42,665     18,006     83,510     78,469    139,649    139,140:     6,718      7,227
Old  :   112,883:    39,968     42,145      8,230     58,758     55,894    106,956    106,269:     5,927      6,614
Other:    33,484:     5,448      7,803      2,493     24,752     22,575     32,693     32,871:       791        613
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :     1,142:     1,311       -529       -288         45      1,943      1,068      1,126:        74         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       29.1       12.3       57.1       53.6       95.4       95.1:       4.6        4.9
Old  :     100.0:      35.4       37.3        7.3       52.1       49.5       94.7       94.1:       5.3        5.9
Other:     100.0:      16.3       23.3        7.4       73.9       67.4       97.6       98.2:       2.4        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:        99         97         95        121        119        266        276:
Old  :       352:       101        101         65        107        107        235        248:
Other:       182:        41         32         29         76         72        133        120:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       16.5       25.4       26.8       12.2       11.9       21.1       19.9
Old  :                 14.7       18.1       24.9       30.3       13.9       15.0       23.9       25.0
Other:                 29.7       22.1       45.3       38.0       29.4       18.3       40.5       29.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, April 24, 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  :    43,144:    26,647     10,669      1,093      6,201     28,544     33,941     40,306:     9,203      2,838
Old  :    43,144:    26,647     10,669      1,093      6,201     28,544     33,941     40,306:     9,203      2,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -2,615:    -3,687     -2,276        592        661     -1,968     -2,434     -3,652:      -181      1,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.8       24.7        2.5       14.4       66.2       78.7       93.4:      21.3        6.6
Old  :     100.0:      61.8       24.7        2.5       14.4       66.2       78.7       93.4:      21.3        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        51         20          6         17         13         71         37:
Old  :        98:        51         20          6         17         13         71         37:
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  :                 44.5       77.8       53.1       83.0       44.3       77.8       51.2       82.6
Old  :                 44.5       77.8       53.1       83.0       44.3       77.8       51.2       82.6
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 24, 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  :   408,985:    23,684     59,210      5,278    361,755    328,235    390,717    392,723:    18,268     16,262
Old  :   408,985:    23,684     59,210      5,278    361,755    328,235    390,717    392,723:    18,268     16,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    17,672:    -1,926      5,346      2,447     25,433     12,343     25,954     20,136:    -8,282     -2,464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       14.5        1.3       88.5       80.3       95.5       96.0:       4.5        4.0
Old  :     100.0:       5.8       14.5        1.3       88.5       80.3       95.5       96.0:       4.5        4.0
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  :       248:        34         46         13        100         97        142        148:
Old  :       248:        34         46         13        100         97        142        148:
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  :                 35.5       29.3       47.6       40.7       32.7       28.7       44.9       39.7
Old  :                 35.5       29.3       47.6       40.7       32.7       28.7       44.9       39.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 27, 2012