```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  :   256,174:    56,073     41,158     56,801    120,974    140,125    233,849    238,084:    22,325     18,090
Old  :   176,470:    44,971     40,225     36,441     81,618     84,947    163,029    161,613:    13,440     14,857
Other:    79,704:    20,208     10,039     11,255     39,356     55,177     70,819     76,472:     8,885      3,232
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :      -319:    -2,826      7,646      1,286       -954    -11,442     -2,493     -2,510:     2,174      2,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       16.1       22.2       47.2       54.7       91.3       92.9:       8.7        7.1
Old  :     100.0:      25.5       22.8       20.6       46.3       48.1       92.4       91.6:       7.6        8.4
Other:     100.0:      25.4       12.6       14.1       49.4       69.2       88.9       95.9:      11.1        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:       114         75         96         68         68        221        205:
Old  :       265:       108         76         78         66         63        204        189:
Other:       175:        63         40         37         43         54        127        110:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       23.4       28.7       33.2       14.1       15.9       21.8       22.5
Old  :                 20.0       22.2       29.7       31.5       15.5       16.8       22.3       23.6
Other:                 19.6       35.2       33.0       48.9       19.0       33.9       32.3       46.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  :    25,254:     9,248      1,863      3,992      9,146     17,566     22,386     23,421:     2,868      1,833
Old  :    24,720:     9,295      1,849      3,754      8,831     17,314     21,881     22,918:     2,840      1,803
Other:       533:        47        108        144        315        251        505        504:        28         30
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :       223:      -575        817        343        896     -1,195        664        -35:      -442        258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6        7.4       15.8       36.2       69.6       88.6       92.7:      11.4        7.3
Old  :     100.0:      37.6        7.5       15.2       35.7       70.0       88.5       92.7:      11.5        7.3
Other:     100.0:       8.7       20.3       27.0       59.0       47.1       94.7       94.4:       5.3        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        35         19         23         26         21         70         54:
Old  :        83:        34         19         23         26         21         69         54:
Other:        15:         5          3          5          7          2         15          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  :                 25.2       59.5       37.3       71.1       25.2       56.0       36.8       64.0
Old  :                 25.2       59.8       37.3       71.3       25.2       56.3       37.1       64.5
Other:                 59.9       83.0       83.3       94.4       53.3       63.1       62.0       63.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  :   190,633:    28,078     44,357     34,018    116,629     98,803    178,726    177,179:    11,907     13,454
Old  :   131,291:    27,349     45,772     18,642     75,187     54,287    121,178    118,701:    10,113     12,591
Other:    59,341:     9,010      6,866      7,096     41,442     44,516     57,548     58,478:     1,794        863
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    -1,511:      -389      6,132     -3,748      3,169     -3,886       -968     -1,502:      -543         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       23.3       17.8       61.2       51.8       93.8       92.9:       6.2        7.1
Old  :     100.0:      20.8       34.9       14.2       57.3       41.3       92.3       90.4:       7.7        9.6
Other:     100.0:      15.2       11.6       12.0       69.8       75.0       97.0       98.5:       3.0        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        49         79         46         59         50        133        151:
Old  :       190:        51         76         39         59         47        127        145:
Other:        83:        14         13         16         39         31         63         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.0       23.9       37.7       37.3       23.1       17.1       31.5       24.4
Old  :                 23.9       20.9       39.4       33.0       22.8       17.5       33.6       26.5
Other:                 37.1       44.8       52.8       65.6       36.8       39.6       52.4       57.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  :   875,567:   193,609     51,022    161,731    424,690    589,829    780,030    802,583:    95,538     72,985
Old  :   875,567:   193,609     51,022    161,731    424,690    589,829    780,030    802,583:    95,538     72,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    -5,981:     6,235      2,998      3,067    -10,978    -14,992     -1,677     -8,927:    -4,304      2,946
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        5.8       18.5       48.5       67.4       89.1       91.7:      10.9        8.3
Old  :     100.0:      22.1        5.8       18.5       48.5       67.4       89.1       91.7:      10.9        8.3
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  :       231:        86         47         84         86         91        215        183:
Old  :       231:        86         47         84         86         91        215        183:
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  :                 12.6       14.7       22.6       25.5       11.9       12.9       20.1       20.7
Old  :                 12.6       14.7       22.6       25.5       11.9       12.9       20.1       20.7
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 with Delta-adjusted Options and Futures Combined, April 10, 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  :   232,974:    32,406     40,264     81,165    111,640    103,151    225,211    224,580:     7,764      8,394
Old  :   189,560:    35,439     40,917     61,782     85,255     78,956    182,476    181,655:     7,084      7,905
Other:    43,414:     2,430      4,810     13,920     26,384     24,195     42,735     42,925:       680        489
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :     3,423:       970      1,731        296      2,827      2,315      4,094      4,343:      -671       -920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       17.3       34.8       47.9       44.3       96.7       96.4:       3.3        3.6
Old  :     100.0:      18.7       21.6       32.6       45.0       41.7       96.3       95.8:       3.7        4.2
Other:     100.0:       5.6       11.1       32.1       60.8       55.7       98.4       98.9:       1.6        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:       109        113        129        129        123        301        316:
Old  :       375:       120        107        120        123        118        289        304:
Other:       189:        28         50         45         82         72        145        134:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       14.8       23.1       25.1        7.6        7.4       13.6       11.9
Old  :                 12.6       15.2       22.5       25.3        8.3        9.3       15.1       14.8
Other:                 23.0       19.9       38.5       34.6       19.3       14.1       27.5       21.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  :    46,892:    31,997     13,303        577      5,853     31,176     38,427     45,056:     8,465      1,836
Old  :    46,892:    31,997     13,303        577      5,853     31,176     38,427     45,056:     8,465      1,836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :     1,715:     1,921      2,048       -599        -85        868      1,237      2,318:       478       -603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.2       28.4        1.2       12.5       66.5       81.9       96.1:      18.1        3.9
Old  :     100.0:      68.2       28.4        1.2       12.5       66.5       81.9       96.1:      18.1        3.9
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  :       102:        55         22          5         17         11         77         34:
Old  :       102:        55         22          5         17         11         77         34:
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  :                 45.1       74.9       53.6       85.9       45.1       74.9       53.6       85.8
Old  :                 45.1       74.9       53.6       85.9       45.1       74.9       53.6       85.8
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 10, 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  :   399,012:    24,555     55,616      4,088    343,335    319,018    371,978    378,722:    27,035     20,290
Old  :   399,012:    24,555     55,616      4,088    343,335    319,018    371,978    378,722:    27,035     20,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    17,258:    -3,909      7,979     -1,007     15,295      4,195     10,379     11,166:     6,879      6,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       13.9        1.0       86.0       80.0       93.2       94.9:       6.8        5.1
Old  :     100.0:       6.2       13.9        1.0       86.0       80.0       93.2       94.9:       6.8        5.1
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  :       243:        32         47         15         98         98        143        147:
Old  :       243:        32         47         15         98         98        143        147:
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  :                 34.8       29.2       47.0       39.7       32.9       28.6       45.1       39.0
Old  :                 34.8       29.2       47.0       39.7       32.9       28.6       45.1       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 13, 2012