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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   256,493:    58,899     33,512     55,515    121,928    151,567    236,342    240,594:    20,152     15,900
Old  :   182,680:    51,139     35,819     34,987     84,048     98,947    170,174    169,753:    12,506     12,927
Other:    73,813:    18,958      8,891      9,331     37,880     52,620     66,168     70,841:     7,646      2,973
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     2,453:     1,988     -6,229     -2,295      3,675     11,444      3,368      2,920:      -915       -467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       13.1       21.6       47.5       59.1       92.1       93.8:       7.9        6.2
Old  :     100.0:      28.0       19.6       19.2       46.0       54.2       93.2       92.9:       6.8        7.1
Other:     100.0:      25.7       12.0       12.6       51.3       71.3       89.6       96.0:      10.4        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:       105         79        104         69         72        228        209:
Old  :       269:       100         86         84         66         65        210        192:
Other:       171:        65         35         33         40         57        123        107:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       24.6       28.1       34.7       12.3       17.2       19.7       23.7
Old  :                 18.1       24.2       28.4       34.0       12.2       17.0       19.3       23.1
Other:                 21.0       36.1       34.3       50.5       20.4       34.2       33.4       48.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    25,031:     9,822      1,046      3,649      8,250     18,761     21,722     23,456:     3,309      1,575
Old  :    24,582:     9,878      1,045      3,432      7,978     18,571     21,289     23,048:     3,293      1,534
Other:       449:        35         92        126        272        190        433        408:        16         41
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :      -387:      -578        213         92        101       -948       -384       -642:        -3        255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2        4.2       14.6       33.0       74.9       86.8       93.7:      13.2        6.3
Old  :     100.0:      40.2        4.3       14.0       32.5       75.5       86.6       93.8:      13.4        6.2
Other:     100.0:       7.7       20.5       28.1       60.6       42.3       96.4       90.9:       3.6        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        41         16         21         27         20         75         50:
Old  :        88:        42         15         21         27         20         75         50:
Other:        14:         4          3          5          7          2         14          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  :                 23.7       65.2       34.9       75.5       23.6       60.6       34.4       67.3
Old  :                 24.0       65.6       34.9       75.8       23.9       61.1       34.6       67.9
Other:                 62.7       83.6       85.0       90.9       51.7       58.5       62.5       58.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   192,144:    28,468     38,225     37,766    113,460    102,689    179,694    178,681:    12,450     13,463
Old  :   135,657:    26,323     38,254     24,044     74,619     60,631    124,987    122,929:    10,670     12,727
Other:    56,488:     9,030      6,857      6,837     38,841     42,058     54,708     55,752:     1,780        736
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     5,935:    -1,122      4,884      1,400      5,024     -2,596      5,301      3,687:       634      2,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       19.9       19.7       59.0       53.4       93.5       93.0:       6.5        7.0
Old  :     100.0:      19.4       28.2       17.7       55.0       44.7       92.1       90.6:       7.9        9.4
Other:     100.0:      16.0       12.1       12.1       68.8       74.5       96.8       98.7:       3.2        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        46         75         53         56         48        135        149:
Old  :       185:        51         69         49         54         44        128        143:
Other:        83:        16         14         19         38         30         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  :                 23.1       23.4       35.9       36.6       22.4       17.9       30.7       25.5
Old  :                 22.5       22.0       34.9       32.4       21.6       18.5       31.4       26.1
Other:                 37.9       44.9       53.3       65.1       37.6       39.6       52.7       57.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   881,548:   187,374     48,024    158,664    435,668    604,821    781,706    811,510:    99,842     70,039
Old  :   881,548:   187,374     48,024    158,664    435,668    604,821    781,706    811,510:    99,842     70,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :   -12,735:   -13,720      3,661     -6,160      7,930    -11,755    -11,950    -14,254:      -785      1,519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        5.4       18.0       49.4       68.6       88.7       92.1:      11.3        7.9
Old  :     100.0:      21.3        5.4       18.0       49.4       68.6       88.7       92.1:      11.3        7.9
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  :       228:        86         44         81         84         91        208        181:
Old  :       228:        86         44         81         84         91        208        181:
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  :                 13.2       14.6       23.6       25.3       11.5       12.9       19.4       20.5
Old  :                 13.2       14.6       23.6       25.3       11.5       12.9       19.4       20.5
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 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   229,551:    31,436     38,533     80,868    108,812    100,836    221,117    220,237:     8,435      9,314
Old  :   189,967:    34,183     39,669     62,807     85,040     78,698    182,030    181,174:     7,937      8,793
Other:    39,584:     2,221      3,832     13,093     23,773     22,138     39,087     39,062:       497        522
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     5,527:      -176     -1,634      3,960      1,818      3,519      5,603      5,845:       -76       -318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       16.8       35.2       47.4       43.9       96.3       95.9:       3.7        4.1
Old  :     100.0:      18.0       20.9       33.1       44.8       41.4       95.8       95.4:       4.2        4.6
Other:     100.0:       5.6        9.7       33.1       60.1       55.9       98.7       98.7:       1.3        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:       111        117        131        128        124        303        324:
Old  :       382:       112        117        126        123        120        293        316:
Other:       179:        33         37         43         76         71        132        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       14.5       23.0       24.8        7.8        7.0       14.0       11.4
Old  :                 12.2       14.6       22.9       24.3        8.3        8.7       15.2       14.0
Other:                 25.7       21.0       41.9       36.4       22.0       14.9       29.4       23.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    45,177:    30,076     11,255      1,176      5,938     30,308     37,190     42,738:     7,987      2,438
Old  :    45,177:    30,076     11,255      1,176      5,938     30,308     37,190     42,738:     7,987      2,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    -7,283:    -8,990      2,049        268      2,085     -9,982     -6,637     -7,665:      -646        382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.6       24.9        2.6       13.1       67.1       82.3       94.6:      17.7        5.4
Old  :     100.0:      66.6       24.9        2.6       13.1       67.1       82.3       94.6:      17.7        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        51         24         10         16          8         71         39:
Old  :        97:        51         24         10         16          8         71         39:
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  :                 45.8       76.5       56.9       83.4       45.8       76.5       56.1       83.2
Old  :                 45.8       76.5       56.9       83.4       45.8       76.5       56.1       83.2
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 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   381,755:    28,464     47,637      5,095    328,040    314,824    361,599    367,556:    20,156     14,199
Old  :   381,755:    28,464     47,637      5,095    328,040    314,824    361,599    367,556:    20,156     14,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     7,244:    -3,695      1,249      1,357     10,056      4,315      7,718      6,921:      -475        323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       12.5        1.3       85.9       82.5       94.7       96.3:       5.3        3.7
Old  :     100.0:       7.5       12.5        1.3       85.9       82.5       94.7       96.3:       5.3        3.7
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  :       249:        42         40         15         97         99        152        141:
Old  :       249:        42         40         15         97         99        152        141:
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  :                 33.9       28.9       46.0       39.4       31.9       28.3       44.0       38.8
Old  :                 33.9       28.9       46.0       39.4       31.9       28.3       44.0       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated April 6, 2012