COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      182,843
COMMITMENTS
  58,416   50,044   14,918   92,411  103,560  165,745  168,522   17,098   14,321

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -5,253)
   1,699   -4,921      678   -6,516      998   -4,139   -3,245   -1,114   -2,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     27.4      8.2     50.5     56.6     90.6     92.2      9.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      97       80       69       54       59      188      176
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       20,616
COMMITMENTS
   9,872    2,994      561    7,702   15,125   18,135   18,680    2,481    1,936

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:        320)
     338     -185      -44      -27       52      267     -177       53      497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9     14.5      2.7     37.4     73.4     88.0     90.6     12.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      31       17       11       20       16       53       42
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      177,449
COMMITMENTS
  29,984   43,715   22,708  114,800  100,771  167,492  167,194    9,957   10,255

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      3,087)
    -819   -3,398    2,258      616    4,615    2,055    3,475    1,032     -388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     24.6     12.8     64.7     56.8     94.4     94.2      5.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      56       64       41       54       44      134      127
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      725,118
COMMITMENTS
 187,309  105,019   62,540  402,369  483,687  652,218  651,246   72,900   73,872

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -5,137)
  -4,494   12,331   -2,325    6,481  -22,744     -338  -12,738   -4,799    7,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     14.5      8.6     55.5     66.7     89.9     89.8     10.1     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      67       67       65       79       87      187      181
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      146,367
COMMITMENTS
  38,133   42,665   18,006   83,510   78,469  139,649  139,140    6,718    7,227

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      1,142)
   1,311     -529     -288       45    1,943    1,068    1,126       74       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     29.1     12.3     57.1     53.6     95.4     95.1      4.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      99       97       95      121      119      266      276
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       43,144
COMMITMENTS
  26,647   10,669    1,093    6,201   28,544   33,941   40,306    9,203    2,838

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -2,615)
  -3,687   -2,276      592      661   -1,968   -2,434   -3,652     -181    1,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.8     24.7      2.5     14.4     66.2     78.7     93.4     21.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      51       20        6       17       13       71       37
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      408,985
COMMITMENTS
  23,684   59,210    5,278  361,755  328,235  390,717  392,723   18,268   16,262

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     17,672)
  -1,926    5,346    2,447   25,433   12,343   25,954   20,136   -8,282   -2,464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     14.5      1.3     88.5     80.3     95.5     96.0      4.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      34       46       13      100       97      142      148
 

Updated April 27, 2012