```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   330,688:    47,035      9,060     96,705    163,600    209,940    307,339    315,704:    23,349     14,984
Old  :   195,241:    26,811     11,579     49,921    104,879    123,504    181,611    185,004:    13,630     10,238
Other:   135,447:    24,544      1,801     42,463     58,721     86,436    125,728    130,700:     9,718      4,746
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :   -14,967:       636        -33    -17,558      1,104      3,947    -15,818    -13,644:       851     -1,324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        2.7       29.2       49.5       63.5       92.9       95.5:       7.1        4.5
Old  :     100.0:      13.7        5.9       25.6       53.7       63.3       93.0       94.8:       7.0        5.2
Other:     100.0:      18.1        1.3       31.4       43.4       63.8       92.8       96.5:       7.2        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:       118         52         79         62         69        209        172:
Old  :       226:        98         53         64         55         63        172        161:
Other:       172:        75         25         46         57         57        152        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.0       30.8       39.3       42.6        9.3       10.7       12.7       16.0
Old  :                 32.7       36.8       43.1       46.9        9.6       13.9       14.0       19.3
Other:                 27.8       29.0       39.3       40.1       17.3       17.2       23.8       24.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    33,018:    12,826        469      5,366     10,949     26,124     29,141     31,959:     3,877      1,059
Old  :    31,999:    12,800        584      4,900     10,508     25,466     28,207     30,949:     3,792      1,050
Other:     1,019:       144          3        348        441        658        933      1,009:        85          9
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     1,420:     1,461        -54        523       -740      1,077      1,244      1,546:       175       -126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        1.4       16.3       33.2       79.1       88.3       96.8:      11.7        3.2
Old  :     100.0:      40.0        1.8       15.3       32.8       79.6       88.2       96.7:      11.8        3.3
Other:     100.0:      14.1        0.3       34.2       43.3       64.6       91.6       99.1:       8.4        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        56         14         20         26         26         89         53:
Old  :       106:        54         16         20         24         26         87         53:
Other:        22:        11          3         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  :                 23.7       56.1       35.4       67.6       23.5       53.2       35.1       63.8
Old  :                 24.5       56.0       36.5       67.4       24.2       53.9       36.2       64.8
Other:                 54.3       75.3       76.9       92.2       21.8       35.9       27.2       36.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   184,172:    45,541     30,032     27,504     99,161    118,970    172,207    176,507:    11,965      7,665
Old  :   116,943:    42,522     22,775     13,834     49,865     73,273    106,220    109,882:    10,723      7,061
Other:    67,228:     5,506      9,743     11,185     49,296     45,697     65,986     66,625:     1,242        603
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    -6,162:     1,078      2,454     -3,619     -2,875     -5,328     -5,416     -6,494:      -746        332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       16.3       14.9       53.8       64.6       93.5       95.8:       6.5        4.2
Old  :     100.0:      36.4       19.5       11.8       42.6       62.7       90.8       94.0:       9.2        6.0
Other:     100.0:       8.2       14.5       16.6       73.3       68.0       98.2       99.1:       1.8        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        54         44         44         58         55        141        116:
Old  :       162:        57         41         40         50         44        129        104:
Other:        81:        13         18         17         40         42         64         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.0       37.7       41.3       51.3       20.9       22.4       28.4       33.1
Old  :                 22.8       35.2       32.8       51.4       22.4       32.2       31.5       44.2
Other:                 51.5       46.9       65.4       61.1       32.5       29.4       42.5       39.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   854,752:   169,437     27,481    208,679    400,801    547,196    778,917    783,357:    75,834     71,395
Old  :   854,752:   169,437     27,481    208,679    400,801    547,196    778,917    783,357:    75,834     71,395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     1,832:    -3,009     12,940     -9,198     19,752     -8,147      7,545     -4,405:    -5,713      6,237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        3.2       24.4       46.9       64.0       91.1       91.6:       8.9        8.4
Old  :     100.0:      19.8        3.2       24.4       46.9       64.0       91.1       91.6:       8.9        8.4
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  :       229:        84         43         85         89         91        209        184:
Old  :       229:        84         43         85         89         91        209        184:
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  :                 13.6       17.3       24.1       28.6       12.0       12.9       19.3       20.3
Old  :                 13.6       17.3       24.1       28.6       12.0       12.9       19.3       20.3
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 12, 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  :   170,392:    35,456      6,084     39,961     86,387    118,170    161,805    164,215:     8,588      6,177
Old  :   136,924:    33,546      4,532     30,606     65,083     96,302    129,235    131,440:     7,690      5,484
Other:    33,468:     2,521      2,163      8,745     21,304     21,868     32,570     32,775:       898        693
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :   -21,291:     2,217     -1,311    -20,058     -4,253       -787    -22,094    -22,155:       803        864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        3.6       23.5       50.7       69.4       95.0       96.4:       5.0        3.6
Old  :     100.0:      24.5        3.3       22.4       47.5       70.3       94.4       96.0:       5.6        4.0
Other:     100.0:       7.5        6.5       26.1       63.7       65.3       97.3       97.9:       2.7        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       326:       121         54         89        114        132        276        241:
Old  :       318:       115         53         86        111        130        269        233:
Other:       173:        32         28         32         75         81        124        124:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       18.9       29.0       30.4       12.4       11.1       20.2       17.4
Old  :                 16.7       19.3       29.3       30.8       14.0       13.1       23.9       20.7
Other:                 35.4       30.0       47.2       45.9       24.4       22.2       33.6       31.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    50,870:    25,898     35,577      1,498     17,893      8,350     45,289     45,425:     5,581      5,445
Old  :    50,870:    25,898     35,577      1,498     17,893      8,350     45,289     45,425:     5,581      5,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :       -90:     1,509       -454         23     -1,152        526        380         95:      -470       -185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.9       69.9        2.9       35.2       16.4       89.0       89.3:      11.0       10.7
Old  :     100.0:      50.9       69.9        2.9       35.2       16.4       89.0       89.3:      11.0       10.7
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  :       134:        41         66         15          9         19         55         96:
Old  :       134:        41         66         15          9         19         55         96:
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  :                 67.4       38.1       75.5       50.7       66.9       38.1       75.0       50.6
Old  :                 67.4       38.1       75.5       50.7       66.9       38.1       75.0       50.6
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 with Delta-adjusted Options and Futures Combined, April 12, 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  :   373,213:    34,488     72,523      3,958    313,886    279,848    352,332    356,329:    20,881     16,884
Old  :   373,213:    34,488     72,523      3,958    313,886    279,848    352,332    356,329:    20,881     16,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     3,682:    -3,398     -1,766        104      3,952      5,494        658      3,831:     3,024       -149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       19.4        1.1       84.1       75.0       94.4       95.5:       5.6        4.5
Old  :     100.0:       9.2       19.4        1.1       84.1       75.0       94.4       95.5:       5.6        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  :       270:        42         48         18        105        111        156        168:
Old  :       270:        42         48         18        105        111        156        168:
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  :                 41.0       16.0       50.2       26.7       35.5       15.5       44.4       25.7
Old  :                 41.0       16.0       50.2       26.7       35.5       15.5       44.4       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 15, 2011