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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   345,655:    46,399      9,092    114,263    162,496    205,993    323,157    329,348:    22,498     16,308
Old  :   219,381:    27,771     12,847     70,619    108,065    124,784    206,455    208,251:    12,925     11,130
Other:   126,274:    23,350        968     38,921     54,431     81,208    116,702    121,097:     9,573      5,177
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    19,345:     1,841      1,047      4,777     11,855     12,635     18,473     18,458:       872        887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        2.6       33.1       47.0       59.6       93.5       95.3:       6.5        4.7
Old  :     100.0:      12.7        5.9       32.2       49.3       56.9       94.1       94.9:       5.9        5.1
Other:     100.0:      18.5        0.8       30.8       43.1       64.3       92.4       95.9:       7.6        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:       123         55         90         65         73        222        188:
Old  :       244:        98         65         75         61         69        191        180:
Other:       161:        69         23         46         54         57        143        106:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.9       26.9       37.9       40.1        9.6       10.4       13.3       15.3
Old  :                 28.7       31.1       40.3       42.5        9.5       12.7       14.6       17.6
Other:                 27.9       28.2       39.6       39.3       18.8       18.0       25.2       25.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    31,598:    11,365        524      4,843     11,689     25,047     27,896     30,413:     3,702      1,185
Old  :    30,609:    11,345        611      4,395     11,237     24,430     26,977     29,435:     3,632      1,174
Other:       989:       113          6        355        452        617        919        978:        70         11
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     1,152:       505       -203        575         76        859      1,157      1,231:        -5        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0        1.7       15.3       37.0       79.3       88.3       96.2:      11.7        3.8
Old  :     100.0:      37.1        2.0       14.4       36.7       79.8       88.1       96.2:      11.9        3.8
Other:     100.0:      11.4        0.6       35.9       45.7       62.4       92.9       98.8:       7.1        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        52         10         20         26         26         80         54:
Old  :        98:        49         13         20         24         26         78         54:
Other:        22:         9          5         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  :                 23.8       55.6       35.9       67.9       23.6       51.6       35.6       63.3
Old  :                 24.6       55.4       37.0       67.6       24.4       52.3       36.8       64.4
Other:                 55.5       74.1       78.5       91.7       21.9       32.5       25.6       32.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   190,334:    44,464     27,578     31,123    102,036    124,299    177,623    183,000:    12,711      7,333
Old  :   124,791:    42,695     20,419     17,549     53,153     80,187    113,396    118,155:    11,395      6,636
Other:    65,542:     4,389      9,778     10,955     48,883     44,112     64,227     64,845:     1,316        697
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :      -910:    -2,781        458     -3,062      6,405      1,363        562     -1,240:    -1,472        330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       14.5       16.4       53.6       65.3       93.3       96.1:       6.7        3.9
Old  :     100.0:      34.2       16.4       14.1       42.6       64.3       90.9       94.7:       9.1        5.3
Other:     100.0:       6.7       14.9       16.7       74.6       67.3       98.0       98.9:       2.0        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        62         41         43         55         55        143        116:
Old  :       167:        65         37         41         48         46        134        106:
Other:        73:         7         15         15         42         42         62         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       36.4       41.4       50.1       19.3       21.2       26.1       31.6
Old  :                 22.1       32.9       32.0       50.1       20.0       30.6       28.2       42.2
Other:                 52.2       47.3       66.3       61.1       32.9       29.2       42.6       38.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   852,919:   172,445     14,541    217,877    381,050    555,343    771,372    787,762:    81,547     65,158
Old  :   852,919:   172,445     14,541    217,877    381,050    555,343    771,372    787,762:    81,547     65,158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    39,182:     4,935     -1,052     21,158      5,999     11,619     32,092     31,724:     7,090      7,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        1.7       25.5       44.7       65.1       90.4       92.4:       9.6        7.6
Old  :     100.0:      20.2        1.7       25.5       44.7       65.1       90.4       92.4:       9.6        7.6
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:        78         48         89         85         90        207        185:
Old  :       228:        78         48         89         85         90        207        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  :                 13.4       18.6       23.6       29.5       12.1       13.4       18.8       21.4
Old  :                 13.4       18.6       23.6       29.5       12.1       13.4       18.8       21.4
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 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   191,684:    33,239      7,395     60,019     90,640    118,956    183,899    186,371:     7,785      5,313
Old  :   160,192:    31,738      6,278     51,021     70,534     98,226    153,293    155,524:     6,899      4,667
Other:    31,492:     2,216      1,832      8,284     20,106     20,730     30,606     30,846:       886        646
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     7,800:     1,602        476      4,896      2,889      3,580      9,387      8,952:    -1,587     -1,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        3.9       31.3       47.3       62.1       95.9       97.2:       4.1        2.8
Old  :     100.0:      19.8        3.9       31.8       44.0       61.3       95.7       97.1:       4.3        2.9
Other:     100.0:       7.0        5.8       26.3       63.8       65.8       97.2       97.9:       2.8        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       351:       119         74        105        123        139        295        270:
Old  :       345:       116         70        101        119        138        286        265:
Other:       173:        32         32         31         76         78        126        123:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       18.4       28.7       30.0       11.2        9.8       17.9       15.1
Old  :                 16.8       18.6       28.4       30.3       12.2       11.1       20.8       17.0
Other:                 37.2       32.0       49.8       47.7       25.7       24.7       34.9       33.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    50,960:    24,389     36,031      1,476     19,045      7,823     44,909     45,330:     6,051      5,630
Old  :    50,960:    24,389     36,031      1,476     19,045      7,823     44,909     45,330:     6,051      5,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    -2,442:    -3,028     -5,235        146        305      2,653     -2,577     -2,436:       135         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.9       70.7        2.9       37.4       15.4       88.1       89.0:      11.9       11.0
Old  :     100.0:      47.9       70.7        2.9       37.4       15.4       88.1       89.0:      11.9       11.0
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  :       121:        38         56         14         12         16         57         80:
Old  :       121:        38         56         14         12         16         57         80:
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  :                 64.7       42.3       74.1       56.3       64.2       42.3       73.6       56.3
Old  :                 64.7       42.3       74.1       56.3       64.2       42.3       73.6       56.3
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 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   369,531:    37,886     74,289      3,854    309,934    274,354    351,674    352,498:    17,857     17,033
Old  :   369,531:    37,886     74,289      3,854    309,934    274,354    351,674    352,498:    17,857     17,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :       274:      -762      4,586        235      2,282     -5,158      1,755       -337:    -1,481        611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       20.1        1.0       83.9       74.2       95.2       95.4:       4.8        4.6
Old  :     100.0:      10.3       20.1        1.0       83.9       74.2       95.2       95.4:       4.8        4.6
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  :       262:        32         49         17        104        112        147        167:
Old  :       262:        32         49         17        104        112        147        167:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       15.4       49.5       25.8       37.9       15.4       46.7       25.6
Old  :                 40.6       15.4       49.5       25.8       37.9       15.4       46.7       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated April 8, 2011