```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  :   246,139:    57,611     43,574     49,205    120,462    136,098    227,278    228,877:    18,861     17,262
Old  :   153,306:    44,250     39,934     24,991     72,621     75,305    141,863    140,231:    11,444     13,076
Other:    92,833:    21,501     11,780     16,073     47,840     60,792     85,415     88,646:     7,418      4,186
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :   -10,035:     1,538      2,416     -7,596       -512     -4,027     -6,571     -9,207:    -3,464       -828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       17.7       20.0       48.9       55.3       92.3       93.0:       7.7        7.0
Old  :     100.0:      28.9       26.0       16.3       47.4       49.1       92.5       91.5:       7.5        8.5
Other:     100.0:      23.2       12.7       17.3       51.5       65.5       92.0       95.5:       8.0        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:       105         80         89         70         70        212        205:
Old  :       256:       100         77         66         64         60        189        178:
Other:       185:        63         44         42         48         58        136        119:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       24.1       27.4       35.4       14.1       17.0       23.5       24.1
Old  :                 17.4       24.2       28.3       33.6       15.2       19.8       23.9       28.1
Other:                 18.5       33.5       32.5       46.9       18.0       31.7       30.5       43.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  :    26,912:     9,126      2,366      5,108     10,230     17,795     24,463     25,268:     2,449      1,644
Old  :    24,938:     9,163      2,359      4,193      9,165     16,766     22,521     23,318:     2,417      1,620
Other:     1,974:        54         99        823      1,065      1,029      1,942      1,951:        32         24
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     1,659:      -122        503      1,116      1,084        229      2,077      1,847:      -419       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        8.8       19.0       38.0       66.1       90.9       93.9:       9.1        6.1
Old  :     100.0:      36.7        9.5       16.8       36.7       67.2       90.3       93.5:       9.7        6.5
Other:     100.0:       2.7        5.0       41.7       54.0       52.1       98.4       98.8:       1.6        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        32         25         20         26         21         67         57:
Old  :        87:        31         25         20         26         21         66         57:
Other:        22:         4          8          9         10          3         21         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.6       56.9       37.3       70.3       24.4       51.2       35.6       60.1
Old  :                 25.6       57.3       38.0       70.7       24.9       53.2       37.0       62.8
Other:                 66.7       77.1       86.5       95.0       26.2       29.6       29.5       30.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  :   186,560:    27,670     44,950     32,257    117,190     98,288    177,116    175,495:     9,443     11,065
Old  :   124,408:    26,740     46,091     15,386     75,019     52,723    117,145    114,200:     7,263     10,208
Other:    62,152:     9,195      7,124      8,606     42,171     45,565     59,971     61,295:     2,181        857
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -4,073:      -409        593     -1,761        561       -515     -1,609     -1,684:    -2,464     -2,389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       24.1       17.3       62.8       52.7       94.9       94.1:       5.1        5.9
Old  :     100.0:      21.5       37.0       12.4       60.3       42.4       94.2       91.8:       5.8        8.2
Other:     100.0:      14.8       11.5       13.8       67.9       73.3       96.5       98.6:       3.5        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        47         82         39         55         43        132        136:
Old  :       189:        48         80         32         53         36        123        126:
Other:        87:        18         15         15         39         31         66         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  :                 25.8       24.0       39.4       37.9       24.2       17.9       32.8       26.2
Old  :                 27.4       21.4       41.6       33.2       25.4       18.7       36.8       28.2
Other:                 35.6       43.9       52.4       64.4       35.3       39.1       51.3       56.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  :   849,367:   191,205     81,862    137,749    437,669    557,282    766,622    776,892:    82,745     72,475
Old  :   849,367:   191,205     81,862    137,749    437,669    557,282    766,622    776,892:    82,745     72,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :   -26,200:    -2,404     30,839    -23,982     12,979    -32,547    -13,407    -25,690:   -12,793       -510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        9.6       16.2       51.5       65.6       90.3       91.5:       9.7        8.5
Old  :     100.0:      22.5        9.6       16.2       51.5       65.6       90.3       91.5:       9.7        8.5
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  :       231:        76         60         81         81         90        204        185:
Old  :       231:        76         60         81         81         90        204        185:
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  :                 13.1       15.2       23.3       26.2       12.3       12.5       20.9       21.7
Old  :                 13.1       15.2       23.3       26.2       12.3       12.5       20.9       21.7
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 17, 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  :   206,422:    28,921     40,743     67,317    103,036     90,797    199,274    198,857:     7,148      7,564
Old  :   159,226:    32,899     41,323     45,447     74,572     65,494    152,918    152,264:     6,309      6,962
Other:    47,196:     2,672      6,070     15,220     28,464     25,303     46,356     46,593:       839        602
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :   -26,552:    -3,485        479    -13,848     -8,604    -12,354    -25,937    -25,723:      -616       -830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       19.7       32.6       49.9       44.0       96.5       96.3:       3.5        3.7
Old  :     100.0:      20.7       26.0       28.5       46.8       41.1       96.0       95.6:       4.0        4.4
Other:     100.0:       5.7       12.9       32.2       60.3       53.6       98.2       98.7:       1.8        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:        99        115        122        128        115        292        300:
Old  :       365:       110        106        104        122        106        274        280:
Other:       192:        32         51         46         81         75        148        140:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       15.1       22.0       25.4        8.7        8.7       15.4       14.1
Old  :                 12.5       15.0       22.5       26.1        9.9       11.2       17.8       18.0
Other:                 21.5       18.5       37.3       32.5       20.4       12.7       27.3       20.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  :    46,000:    30,309     13,039        568      5,649     30,541     36,526     44,148:     9,474      1,852
Old  :    46,000:    30,309     13,039        568      5,649     30,541     36,526     44,148:     9,474      1,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :      -892:    -1,688       -264         -9       -204       -635     -1,901       -909:     1,009         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.9       28.3        1.2       12.3       66.4       79.4       96.0:      20.6        4.0
Old  :     100.0:      65.9       28.3        1.2       12.3       66.4       79.4       96.0:      20.6        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        52         17          6         19         11         75         31:
Old  :        96:        52         17          6         19         11         75         31:
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  :                 42.9       77.3       51.9       87.3       42.9       77.3       51.9       87.1
Old  :                 42.9       77.3       51.9       87.3       42.9       77.3       51.9       87.1
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 17, 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  :   394,028:    25,603     54,524      3,198    338,100    316,881    366,901    374,603:    27,128     19,426
Old  :   394,028:    25,603     54,524      3,198    338,100    316,881    366,901    374,603:    27,128     19,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -4,984:     1,048     -1,093       -890     -5,235     -2,137     -5,077     -4,120:        93       -864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       13.8        0.8       85.8       80.4       93.1       95.1:       6.9        4.9
Old  :     100.0:       6.5       13.8        0.8       85.8       80.4       93.1       95.1:       6.9        4.9
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  :       241:        37         42         15         96         95        145        140:
Old  :       241:        37         42         15         96         95        145        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       29.4       46.9       40.7       33.2       28.8       44.5       40.0
Old  :                 35.7       29.4       46.9       40.7       33.2       28.8       44.5       40.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated April 20, 2012