```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, April 3, 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  :   191,444:    59,550     42,803     19,997     92,572    113,760    172,119    176,560:    19,325     14,884
Old  :   130,862:    52,749     40,920      8,235     58,019     69,324    119,003    118,479:    11,859     12,383
Other:    60,582:    18,192     13,274        371     34,553     44,436     53,116     58,081:     7,466      2,501
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     2,229:     3,271     -4,095     -2,475      2,240      9,239      3,036      2,669:      -807       -440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       22.4       10.4       48.4       59.4       89.9       92.2:      10.1        7.8
Old  :     100.0:      40.3       31.3        6.3       44.3       53.0       90.9       90.5:       9.1        9.5
Other:     100.0:      30.0       21.9        0.6       57.0       73.3       87.7       95.9:      12.3        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        88         85         82         60         63        199        187:
Old  :       252:        82         91         56         55         52        175        162:
Other:       162:        53         41         12         33         49         95         93:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       24.9       28.6       34.5       16.3       20.2       26.0       28.6
Old  :                 17.4       22.8       28.1       34.3       16.7       19.5       26.2       29.4
Other:                 25.1       39.6       40.5       55.7       25.1       39.0       40.4       54.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, April 3, 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  :    20,277:    10,156      1,933        408      6,556     16,492     17,120     18,833:     3,157      1,444
Old  :    20,012:    10,142      1,890        392      6,337     16,326     16,871     18,608:     3,141      1,404
Other:       265:        30         59          0        219        166        249        225:        16         40
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :      -491:      -656        197         11        145       -975       -500       -767:         9        276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1        9.5        2.0       32.3       81.3       84.4       92.9:      15.6        7.1
Old  :     100.0:      50.7        9.4        2.0       31.7       81.6       84.3       93.0:      15.7        7.0
Other:     100.0:      11.3       22.3        0.0       82.6       62.6       94.0       84.9:       6.0       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        39         14         10         23         16         68         34:
Old  :        84:        39         14          9         22         16         66         34:
Other:        11:         3          1          0          7          1         10          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.1       70.9       42.2       80.3       29.1       69.4       42.1       78.5
Old  :                 29.4       71.1       42.6       80.6       29.4       69.7       42.5       79.0
Other:                 71.3       84.9       88.7       84.9       71.3       81.1       88.7       81.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, April 3, 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  :   176,650:    31,983     40,565     23,555    109,365     99,579    164,903    163,699:    11,747     12,951
Old  :   123,438:    29,385     40,536     12,872     71,211     57,785    113,468    111,193:     9,970     12,245
Other:    53,212:     9,933      7,364      3,348     38,154     41,794     51,435     52,506:     1,777        706
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     4,752:       872      6,280     -1,109      4,621     -2,650      4,384      2,521:       368      2,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       23.0       13.3       61.9       56.4       93.4       92.7:       6.6        7.3
Old  :     100.0:      23.8       32.8       10.4       57.7       46.8       91.9       90.1:       8.1        9.9
Other:     100.0:      18.7       13.8        6.3       71.7       78.5       96.7       98.7:       3.3        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        45         73         45         55         46        130        140:
Old  :       182:        48         69         37         53         42        121        132:
Other:        82:        19         10         14         38         29         63         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.0       25.2       38.9       39.5       24.4       20.1       33.4       28.7
Old  :                 24.6       23.9       37.7       35.3       23.7       20.4       34.5       29.0
Other:                 40.3       47.5       56.4       69.0       39.9       43.0       56.0       61.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, April 3, 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  :   735,961:   185,574     66,071     69,165    386,903    537,762    641,642    672,998:    94,319     62,963
Old  :   735,961:   185,574     66,071     69,165    386,903    537,762    641,642    672,998:    94,319     62,963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :   -10,766:   -14,254      1,552     -3,547      7,563    -10,906    -10,238    -12,901:      -528      2,135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        9.0        9.4       52.6       73.1       87.2       91.4:      12.8        8.6
Old  :     100.0:      25.2        9.0        9.4       52.6       73.1       87.2       91.4:      12.8        8.6
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  :       225:        70         57         62         75         88        182        173:
Old  :       225:        70         57         62         75         88        182        173:
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  :                 15.3       16.6       27.5       28.4       13.7       15.1       23.1       23.7
Old  :                 15.3       16.6       27.5       28.4       13.7       15.1       23.1       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 3, 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  :   157,812:    40,807     39,725     25,217     84,436     84,290    150,460    149,232:     7,352      8,580
Old  :   132,914:    41,910     40,176     17,981     66,072     66,646    125,963    124,803:     6,951      8,111
Other:    24,898:     3,987      4,639      2,146     18,364     17,644     24,497     24,429:       401        469
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     2,912:       766     -1,266      1,368        934      3,104      3,068      3,206:      -156       -294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       25.2       16.0       53.5       53.4       95.3       94.6:       4.7        5.4
Old  :     100.0:      31.5       30.2       13.5       49.7       50.1       94.8       93.9:       5.2        6.1
Other:     100.0:      16.0       18.6        8.6       73.8       70.9       98.4       98.1:       1.6        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:       100        101         98        115        116        268        280:
Old  :       356:       103        103         87        110        110        258        267:
Other:       162:        34         25         22         66         66        111        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       16.8       24.8       25.8       10.9        9.8       18.9       16.8
Old  :                 14.1       17.2       24.4       27.9       11.9       12.3       20.7       20.4
Other:                 35.0       26.8       48.4       43.6       32.6       22.0       44.2       33.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, April 3, 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  :    44,594:    30,027     11,454        806      5,842     29,925     36,675     42,185:     7,919      2,409
Old  :    44,594:    30,027     11,454        806      5,842     29,925     36,675     42,185:     7,919      2,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    -7,332:    -9,061      1,997        292      2,063    -10,015     -6,706     -7,726:      -626        394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.3       25.7        1.8       13.1       67.1       82.2       94.6:      17.8        5.4
Old  :     100.0:      67.3       25.7        1.8       13.1       67.1       82.2       94.6:      17.8        5.4
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  :        96:        50         24          5         16          8         67         37:
Old  :        96:        50         24          5         16          8         67         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  :                 46.4       77.5       57.3       84.4       46.4       77.5       56.7       84.3
Old  :                 46.4       77.5       57.3       84.4       46.4       77.5       56.7       84.3
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 3, 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  :   379,294:    28,464     47,043      4,790    326,295    313,920    359,549    365,753:    19,745     13,541
Old  :   379,294:    28,464     47,043      4,790    326,295    313,920    359,549    365,753:    19,745     13,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     7,090:    -3,669      1,312      1,215     10,084      4,355      7,630      6,882:      -540        208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       12.4        1.3       86.0       82.8       94.8       96.4:       5.2        3.6
Old  :     100.0:       7.5       12.4        1.3       86.0       82.8       94.8       96.4:       5.2        3.6
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  :       249:        42         40         11         96         97        147        139:
Old  :       249:        42         40         11         96         97        147        139:
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  :                 34.1       29.1       46.3       39.7       32.1       28.5       44.3       39.0
Old  :                 34.1       29.1       46.3       39.7       32.1       28.5       44.3       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 6, 2012