```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, April 5, 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  :   195,689:    44,727     23,681     17,123    112,842    141,000    174,692    181,804:    20,997     13,885
Old  :   124,866:    28,210     25,590      6,534     78,166     83,065    112,910    115,189:    11,956      9,677
Other:    70,823:    24,087      5,661      3,019     34,676     57,935     61,782     66,615:     9,041      4,208
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    12,970:     1,119        140        662     10,380     11,445     12,161     12,247:       809        723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       12.1        8.8       57.7       72.1       89.3       92.9:      10.7        7.1
Old  :     100.0:      22.6       20.5        5.2       62.6       66.5       90.4       92.3:       9.6        7.7
Other:     100.0:      34.0        8.0        4.3       49.0       81.8       87.2       94.1:      12.8        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        99         65         69         56         61        193        163:
Old  :       225:        72         76         39         45         53        142        147:
Other:       156:        65         23         16         45         50        118         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.4       34.6       42.3       44.0       19.3       16.8       25.5       25.7
Old  :                 36.0       36.4       47.0       46.7       20.3       22.5       31.2       31.5
Other:                 33.0       38.5       44.3       52.4       31.6       35.8       42.9       49.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, April 5, 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  :    25,365:    11,362      2,437        316     10,179     21,593     21,857     24,346:     3,508      1,019
Old  :    25,164:    11,359      2,408        294     10,073     21,454     21,726     24,156:     3,438      1,008
Other:       201:        23         49          2        106        139        131        190:        70         11
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :       702:       522        403         -1        168        368        689        770:        13        -68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8        9.6        1.2       40.1       85.1       86.2       96.0:      13.8        4.0
Old  :     100.0:      45.1        9.6        1.2       40.0       85.3       86.3       96.0:      13.7        4.0
Other:     100.0:      11.4       24.4        1.0       52.7       69.2       65.2       94.5:      34.8        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        40         19         12         23         23         70         47:
Old  :        95:        40         19         11         22         23         68         47:
Other:        14:         4          5          1          4          1          8          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  :                 29.5       58.0       44.5       72.6       29.5       56.4       44.5       70.8
Old  :                 29.7       57.9       44.9       72.6       29.7       56.3       44.9       70.9
Other:                 56.2       90.0       65.2       94.5       55.2       90.0       64.2       93.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, April 5, 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  :   167,050:    44,672     25,936     18,723     91,616    115,479    155,011    160,138:    12,039      6,912
Old  :   112,270:    43,066     21,955      8,672     49,776     75,409    101,514    106,036:    10,756      6,234
Other:    54,780:     6,604      8,979      5,053     41,840     40,070     53,497     54,102:     1,283        678
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     2,022:    -3,231        706     -1,148      7,314      1,683      2,935      1,241:      -913        781
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       15.5       11.2       54.8       69.1       92.8       95.9:       7.2        4.1
Old  :     100.0:      38.4       19.6        7.7       44.3       67.2       90.4       94.4:       9.6        5.6
Other:     100.0:      12.1       16.4        9.2       76.4       73.1       97.7       98.8:       2.3        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        65         34         37         55         53        139        108:
Old  :       164:        63         36         31         47         46        126        100:
Other:        71:        13          7          9         42         39         59         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.7       37.3       42.5       52.5       19.8       21.6       27.3       33.5
Old  :                 24.6       35.2       35.3       52.3       22.5       33.8       32.1       46.9
Other:                 53.6       50.5       67.7       67.0       34.5       34.6       44.7       46.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, April 5, 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  :   626,615:   175,008     27,784     70,085    308,242    471,821    553,335    569,690:    73,280     56,925
Old  :   626,615:   175,008     27,784     70,085    308,242    471,821    553,335    569,690:    73,280     56,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    31,593:     2,261      1,341     18,410      4,757      5,418     25,428     25,169:     6,165      6,424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        4.4       11.2       49.2       75.3       88.3       90.9:      11.7        9.1
Old  :     100.0:      27.9        4.4       11.2       49.2       75.3       88.3       90.9:      11.7        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  :       224:        76         46         72         80         83        190        170:
Old  :       224:        76         46         72         80         83        190        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       24.0       28.8       37.5       15.9       17.9       24.5       28.0
Old  :                 17.8       24.0       28.8       37.5       15.9       17.9       24.5       28.0
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 5, 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  :   124,409:    36,455     10,440     15,822     65,051     93,571    117,328    119,833:     7,081      4,576
Old  :   103,600:    32,513      9,921     14,444     50,346     75,228     97,303     99,593:     6,297      4,007
Other:    20,809:     4,606      1,183        714     14,705     18,343     20,025     20,240:       784        569
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     3,063:     2,267        188      2,290         69      1,913      4,626      4,391:    -1,563     -1,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        8.4       12.7       52.3       75.2       94.3       96.3:       5.7        3.7
Old  :     100.0:      31.4        9.6       13.9       48.6       72.6       93.9       96.1:       6.1        3.9
Other:     100.0:      22.1        5.7        3.4       70.7       88.1       96.2       97.3:       3.8        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:       115         57         72        103        125        253        226:
Old  :       317:       109         59         66         99        118        242        216:
Other:       153:        41         14          8         64         66        108         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       18.0       31.8       29.1       17.4       14.7       27.8       22.9
Old  :                 19.0       18.8       33.3       29.6       19.0       16.8       32.4       25.6
Other:                 39.5       42.0       54.1       57.6       38.7       39.1       52.7       54.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, April 5, 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  :    50,309:    24,351     36,050      1,062     18,919      7,624     44,332     44,736:     5,977      5,573
Old  :    50,309:    24,351     36,050      1,062     18,919      7,624     44,332     44,736:     5,977      5,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    -2,606:    -3,070     -5,284         95        233      2,593     -2,742     -2,596:       136        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.4       71.7        2.1       37.6       15.2       88.1       88.9:      11.9       11.1
Old  :     100.0:      48.4       71.7        2.1       37.6       15.2       88.1       88.9:      11.9       11.1
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  :       116:        38         52          8         12         14         54         71:
Old  :       116:        38         52          8         12         14         54         71:
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       42.9       74.8       57.0       65.0       42.9       74.5       57.0
Old  :                 65.2       42.9       74.8       57.0       65.0       42.9       74.5       57.0
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 5, 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  :   367,945:    37,803     73,921      3,502    308,975    273,965    350,280    351,388:    17,665     16,557
Old  :   367,945:    37,803     73,921      3,502    308,975    273,965    350,280    351,388:    17,665     16,557
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :       -44:      -755      4,604        134      2,028     -5,235      1,407       -497:    -1,451        453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       20.1        1.0       84.0       74.5       95.2       95.5:       4.8        4.5
Old  :     100.0:      10.3       20.1        1.0       84.0       74.5       95.2       95.5:       4.8        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        33         46         11        101        112        140        163:
Old  :       260:        33         46         11        101        112        140        163:
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  :                 40.8       15.5       49.7       25.9       38.0       15.5       46.9       25.7
Old  :                 40.8       15.5       49.7       25.9       38.0       15.5       46.9       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 8, 2011