COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, April 10, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   186,779:    57,026     48,355     19,613     88,573    101,820    165,212    169,788:    21,567     16,991
Old  :   121,838:    48,338     44,302      7,694     52,963     55,599    108,995    107,595:    12,843     14,243
Other:    64,941:    20,147     15,512        460     35,610     46,221     56,217     62,193:     8,724      2,748
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    -4,665:    -2,524      5,552       -384     -3,999    -11,940     -6,907     -6,772:     2,242      2,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       25.9       10.5       47.4       54.5       88.5       90.9:      11.5        9.1
Old  :     100.0:      39.7       36.4        6.3       43.5       45.6       89.5       88.3:      10.5       11.7
Other:     100.0:      31.0       23.9        0.7       54.8       71.2       86.6       95.8:      13.4        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        90         89         80         57         60        194        187:
Old  :       251:        86         87         58         50         51        171        163:
Other:       165:        51         45         12         35         46         95         94:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       22.0       29.2       31.1       17.5       18.3       27.5       26.9
Old  :                 19.2       19.7       29.0       29.6       19.2       19.5       29.0       29.4
Other:                 23.7       39.0       39.6       53.9       23.7       38.5       39.5       53.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, April 10, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    19,860:     9,548      2,541        458      7,174     15,219     17,180     18,218:     2,680      1,642
Old  :    19,546:     9,542      2,520        413      6,939     15,000     16,894     17,933:     2,652      1,613
Other:       314:        51         66          0        235        219        286        285:        28         29
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :      -417:      -608        608         50        618     -1,273         60       -615:      -477        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.1       12.8        2.3       36.1       76.6       86.5       91.7:      13.5        8.3
Old  :     100.0:      48.8       12.9        2.1       35.5       76.7       86.4       91.7:      13.6        8.3
Other:     100.0:      16.2       21.0        0.0       74.8       69.7       91.1       90.8:       8.9        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        33         18         12         23         16         63         39:
Old  :        80:        34         17         12         22         16         62         39:
Other:        11:         3          1          0          7          1         10          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.3       65.5       45.8       76.1       31.3       64.8       45.8       75.0
Old  :                 31.8       65.4       46.3       76.2       31.8       64.8       46.3       75.3
Other:                 70.1       90.8       87.9       90.8       70.1       87.6       86.6       87.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, April 10, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   181,142:    29,662     44,616     26,083    113,963     97,234    169,708    167,933:    11,434     13,209
Old  :   125,443:    28,680     46,211     13,752     73,334     53,106    115,766    113,069:     9,677     12,374
Other:    55,699:    10,069      7,492      3,244     40,629     44,128     53,942     54,864:     1,757        835
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :     4,492:    -2,321      4,051      2,528      4,598     -2,345      4,805      4,234:      -313        258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       24.6       14.4       62.9       53.7       93.7       92.7:       6.3        7.3
Old  :     100.0:      22.9       36.8       11.0       58.5       42.3       92.3       90.1:       7.7        9.9
Other:     100.0:      18.1       13.5        5.8       72.9       79.2       96.8       98.5:       3.2        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        50         74         39         59         48        129        143:
Old  :       187:        47         76         31         59         44        122        136:
Other:        82:        17          9         11         39         29         61         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.1       25.1       39.2       39.1       24.3       18.3       33.2       26.5
Old  :                 24.8       21.8       40.6       34.5       23.8       18.5       35.0       28.0
Other:                 39.5       47.7       56.2       69.7       39.2       43.4       55.9       62.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, April 10, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   726,557:   191,134     66,543     71,273    374,617    523,093    637,024    660,909:    89,533     65,648
Old  :   726,557:   191,134     66,543     71,273    374,617    523,093    637,024    660,909:    89,533     65,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    -9,404:     5,560        472      2,108    -12,286    -14,669     -4,618    -12,089:    -4,786      2,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        9.2        9.8       51.6       72.0       87.7       91.0:      12.3        9.0
Old  :     100.0:      26.3        9.2        9.8       51.6       72.0       87.7       91.0:      12.3        9.0
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  :       228:        71         59         62         77         89        188        174:
Old  :       228:        71         59         62         77         89        188        174:
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  :                 14.6       16.7       26.5       28.4       14.3       15.2       24.2       24.1
Old  :                 14.6       16.7       26.5       28.4       14.3       15.2       24.2       24.1
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 10, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   158,097:    42,601     41,105     22,835     85,747     86,304    151,183    150,244:     6,914      7,853
Old  :   130,285:    43,736     41,532     14,965     65,282     66,381    123,983    122,878:     6,302      7,407
Other:    27,812:     4,518      5,226      2,217     20,465     19,923     27,200     27,366:       612        446
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :       285:     1,794      1,380     -2,382      1,311      2,014        723      1,012:      -438       -727
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       26.0       14.4       54.2       54.6       95.6       95.0:       4.4        5.0
Old  :     100.0:      33.6       31.9       11.5       50.1       51.0       95.2       94.3:       4.8        5.7
Other:     100.0:      16.2       18.8        8.0       73.6       71.6       97.8       98.4:       2.2        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:       103         92         95        115        115        263        273:
Old  :       347:       107         97         84        109        107        252        258:
Other:       171:        37         29         20         71         68        122        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  :                 14.0       17.5       24.5       27.1       10.9       10.9       18.8       18.1
Old  :                 13.2       18.6       23.8       29.8       12.2       13.3       20.7       21.8
Other:                 31.2       26.1       44.5       41.3       29.0       21.2       39.9       32.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, April 10, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    46,655:    32,036     13,197        500      5,729     31,170     38,265     44,867:     8,390      1,788
Old  :    46,655:    32,036     13,197        500      5,729     31,170     38,265     44,867:     8,390      1,788
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :     2,061:     2,009      1,743       -306       -113      1,245      1,590      2,682:       471       -621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.7       28.3        1.1       12.3       66.8       82.0       96.2:      18.0        3.8
Old  :     100.0:      68.7       28.3        1.1       12.3       66.8       82.0       96.2:      18.0        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        56         21          1         16         11         73         33:
Old  :       102:        56         21          1         16         11         73         33:
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  :                 45.3       75.3       53.9       86.0       45.3       75.3       53.9       86.0
Old  :                 45.3       75.3       53.9       86.0       45.3       75.3       53.9       86.0
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 10, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   396,218:    24,555     54,840      3,765    341,563    317,905    369,883    376,510:    26,335     19,708
Old  :   396,218:    24,555     54,840      3,765    341,563    317,905    369,883    376,510:    26,335     19,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    16,924:    -3,909      7,797     -1,025     15,268      3,985     10,334     10,757:     6,590      6,167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       13.8        1.0       86.2       80.2       93.4       95.0:       6.6        5.0
Old  :     100.0:       6.2       13.8        1.0       86.2       80.2       93.4       95.0:       6.6        5.0
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  :       243:        32         47         11         97         96        138        145:
Old  :       243:        32         47         11         97         96        138        145:
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  :                 35.1       29.4       47.3       39.9       33.2       28.8       45.4       39.3
Old  :                 35.1       29.4       47.3       39.9       33.2       28.8       45.4       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 13, 2012