COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, April 26, 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  :   154,952:    42,234     21,301     10,795     82,827    111,073    135,856    143,169:    19,096     11,783
Old  :    79,317:    23,619     20,526        598     46,560     50,798     70,777     71,922:     8,540      7,395
Other:    75,635:    25,150      7,310      3,662     36,267     60,275     65,079     71,247:    10,556      4,388
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :   -17,188:    -1,568     -2,753       -123    -15,126    -13,864    -16,817    -16,740:      -371       -448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       13.7        7.0       53.5       71.7       87.7       92.4:      12.3        7.6
Old  :     100.0:      29.8       25.9        0.8       58.7       64.0       89.2       90.7:      10.8        9.3
Other:     100.0:      33.3        9.7        4.8       48.0       79.7       86.0       94.2:      14.0        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        89         56         54         57         58        174        142:
Old  :       196:        65         61         12         38         40        107        109:
Other:       166:        68         29         20         50         50        126         91:
     :----------------------------------------------------------------------------------------------------
     :             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       31.0       35.7       43.2       19.9       21.9       28.3       33.6
Old  :                 28.4       31.9       43.9       46.9       24.3       29.9       38.1       42.9
Other:                 28.6       37.9       40.3       51.2       27.6       34.2       38.9       47.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, April 26, 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  :    28,057:    13,933      2,358        271      9,769     24,366     23,973     26,995:     4,084      1,062
Old  :    27,725:    13,925      2,325        254      9,581     24,092     23,760     26,671:     3,965      1,054
Other:       332:        22         47          3        188        274        213        324:       119          8
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :      -697:      -585       -226          3       -268       -575       -850       -798:       153        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7        8.4        1.0       34.8       86.8       85.4       96.2:      14.6        3.8
Old  :     100.0:      50.2        8.4        0.9       34.6       86.9       85.7       96.2:      14.3        3.8
Other:     100.0:       6.6       14.2        0.9       56.6       82.5       64.2       97.6:      35.8        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        48         17         10         24         22         81         40:
Old  :        99:        49         16          9         23         22         79         40:
Other:        16:         4          6          1          5          1          9          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.7       62.6       42.5       75.0       28.7       60.5       42.5       72.4
Old  :                 29.0       62.4       43.0       74.9       29.0       60.6       43.0       72.7
Other:                 54.8       95.5       63.9       97.6       54.8       95.5       63.0       96.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, April 26, 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  :   154,607:    47,621     29,875     11,203     85,442    107,340    144,266    148,418:    10,341      6,189
Old  :    96,163:    42,074     26,110      2,466     42,735     62,213     87,275     90,789:     8,888      5,374
Other:    58,444:     8,972      7,190      5,312     42,707     45,127     56,991     57,629:     1,453        815
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :     1,548:       643        760        449        423        494      1,515      1,703:        33       -155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       19.3        7.2       55.3       69.4       93.3       96.0:       6.7        4.0
Old  :     100.0:      43.8       27.2        2.6       44.4       64.7       90.8       94.4:       9.2        5.6
Other:     100.0:      15.4       12.3        9.1       73.1       77.2       97.5       98.6:       2.5        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        67         35         33         50         46        133         99:
Old  :       158:        62         38         25         42         35        118         86:
Other:        79:        19         10          9         40         38         62         55:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       39.5       39.9       53.3       21.1       26.0       29.5       37.5
Old  :                 24.5       37.0       36.0       53.5       24.5       35.0       35.7       51.0
Other:                 50.3       48.0       64.7       65.4       30.8       31.7       41.1       46.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, April 26, 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  :   597,546:   162,809     49,363     39,676    335,722    450,834    538,207    539,873:    59,339     57,673
Old  :   597,546:   162,809     49,363     39,676    335,722    450,834    538,207    539,873:    59,339     57,673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :   -17,524:    -1,482      1,125     -3,891    -10,103    -12,439    -15,476    -15,205:    -2,048     -2,319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        8.3        6.6       56.2       75.4       90.1       90.3:       9.9        9.7
Old  :     100.0:      27.2        8.3        6.6       56.2       75.4       90.1       90.3:       9.9        9.7
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  :       217:        65         52         59         83         80        178        163:
Old  :       217:        65         52         59         83         80        178        163:
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  :                 17.5       23.7       31.2       40.8       16.8       18.9       27.2       30.6
Old  :                 17.5       23.7       31.2       40.8       16.8       18.9       27.2       30.6
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 - Futures Only, April 26, 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  :   116,698:    42,612      8,488      6,674     58,930     97,428    108,216    112,590:     8,482      4,108
Old  :    90,892:    37,888      8,376      3,900     41,540     74,990     83,328     87,266:     7,564      3,626
Other:    25,806:     6,670      2,058        828     17,390     22,438     24,888     25,324:       918        482
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :        50:     1,207      1,566       -260     -1,180       -840       -233        466:       283       -416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5        7.3        5.7       50.5       83.5       92.7       96.5:       7.3        3.5
Old  :     100.0:      41.7        9.2        4.3       45.7       82.5       91.7       96.0:       8.3        4.0
Other:     100.0:      25.8        8.0        3.2       67.4       86.9       96.4       98.1:       3.6        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       349:       148         46         61        108        128        285        212:
Old  :       339:       135         53         41         92        118        252        191:
Other:       177:        50         17         11         65         83        117        109:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       20.8       32.7       33.6       17.7       16.6       30.0       26.7
Old  :                 20.2       23.0       35.9       35.5       20.2       21.6       35.9       33.5
Other:                 33.6       37.7       47.9       52.9       33.1       31.6       47.0       45.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, April 26, 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  :    51,693:    25,460     33,949      1,219     16,987     11,704     43,666     46,872:     8,027      4,821
Old  :    51,693:    25,460     33,949      1,219     16,987     11,704     43,666     46,872:     8,027      4,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :     1,534:     3,032      1,092        -61     -1,015         93      1,956      1,124:      -422        410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.3       65.7        2.4       32.9       22.6       84.5       90.7:      15.5        9.3
Old  :     100.0:      49.3       65.7        2.4       32.9       22.6       84.5       90.7:      15.5        9.3
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  :       134:        42         64          8          9         19         56         88:
Old  :       134:        42         64          8          9         19         56         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       34.9       72.9       50.6       66.7       34.9       72.1       50.6
Old  :                 67.1       34.9       72.9       50.6       66.7       34.9       72.1       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, April 26, 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  :   393,647:    25,506     80,183      2,335    346,313    294,968    374,154    377,486:    19,493     16,161
Old  :   393,647:    25,506     80,183      2,335    346,313    294,968    374,154    377,486:    19,493     16,161
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :    12,520:     9,183      2,850         26      5,776     10,178     14,985     13,054:    -2,465       -534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       20.4        0.6       88.0       74.9       95.0       95.9:       5.0        4.1
Old  :     100.0:       6.5       20.4        0.6       88.0       74.9       95.0       95.9:       5.0        4.1
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  :       275:        40         46          9        107        117        153        166:
Old  :       275:        40         46          9        107        117        153        166:
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  :                 42.3       15.0       53.3       25.1       37.4       14.7       48.1       24.3
Old  :                 42.3       15.0       53.3       25.1       37.4       14.7       48.1       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 29, 2011