COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  :   247,473:    61,091     36,771     55,008    113,538    140,236    229,636    232,014:    17,836     15,458
Old  :   140,365:    45,380     34,300     22,364     62,479     72,905    130,222    129,569:    10,142     10,796
Other:   107,108:    24,934     11,694     23,420     51,059     67,331     99,414    102,445:     7,694      4,663
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :     1,334:     3,480     -6,804      5,803     -6,924      4,139      2,359      3,137:    -1,025     -1,804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       14.9       22.2       45.9       56.7       92.8       93.8:       7.2        6.2
Old  :     100.0:      32.3       24.4       15.9       44.5       51.9       92.8       92.3:       7.2        7.7
Other:     100.0:      23.3       10.9       21.9       47.7       62.9       92.8       95.6:       7.2        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:       113         75         92         66         69        220        198:
Old  :       256:       102         75         61         57         58        183        170:
Other:       195:        75         43         45         49         58        148        122:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       23.9       26.1       35.8       13.1       18.6       21.9       25.6
Old  :                 15.6       24.8       26.9       34.4       13.8       21.9       22.9       30.4
Other:                 18.4       31.7       31.7       45.0       15.6       28.7       26.7       39.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  :    25,993:     9,153      2,541      4,192     10,038     17,203     23,384     23,937:     2,609      2,057
Old  :    23,651:     9,194      2,529      3,053      8,847     16,039     21,094     21,621:     2,557      2,030
Other:     2,343:        72        125      1,027      1,191      1,164      2,290      2,316:        52         27
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :      -919:        28        176       -915       -192       -592     -1,079     -1,331:       160        412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        9.8       16.1       38.6       66.2       90.0       92.1:      10.0        7.9
Old  :     100.0:      38.9       10.7       12.9       37.4       67.8       89.2       91.4:      10.8        8.6
Other:     100.0:       3.1        5.3       43.9       50.8       49.7       97.8       98.9:       2.2        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        24         28         16         22         17         58         49:
Old  :        79:        25         26         16         22         17         57         49:
Other:        23:         8          6         11          9          3         23         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.6       58.5       38.4       71.2       25.6       51.0       37.5       60.0
Old  :                 26.6       59.3       39.7       70.9       26.6       53.8       39.7       63.5
Other:                 66.4       77.4       86.1       94.7       25.0       29.4       28.1       29.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  :   189,960:    26,852     41,424     34,883    117,878    103,062    179,613    179,370:    10,346     10,590
Old  :   121,812:    24,828     42,883     16,781     71,914     52,252    113,522    111,916:     8,289      9,896
Other:    68,148:     9,973      6,490     10,153     45,964     50,810     66,091     67,454:     2,057        695
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :     3,400:      -817     -3,526      2,626        689      4,775      2,497      3,875:       903       -475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       21.8       18.4       62.1       54.3       94.6       94.4:       5.4        5.6
Old  :     100.0:      20.4       35.2       13.8       59.0       42.9       93.2       91.9:       6.8        8.1
Other:     100.0:      14.6        9.5       14.9       67.4       74.6       97.0       99.0:       3.0        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        50         74         50         55         46        140        137:
Old  :       185:        49         74         42         53         40        130        128:
Other:        94:        24         16         21         38         32         71         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  :                 25.8       24.1       39.3       38.4       23.1       18.6       32.7       27.2
Old  :                 27.6       22.5       41.5       34.0       25.3       19.6       36.8       29.7
Other:                 34.6       39.5       50.9       59.6       31.1       33.6       46.3       51.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  :   863,138:   182,537     95,521    149,511    452,955    538,516    785,003    783,549:    78,135     79,590
Old  :   863,138:   182,537     95,521    149,511    452,955    538,516    785,003    783,549:    78,135     79,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    13,771:    -8,668     13,660     11,762     15,286    -18,766     18,381      6,656:    -4,610      7,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       11.1       17.3       52.5       62.4       90.9       90.8:       9.1        9.2
Old  :     100.0:      21.1       11.1       17.3       52.5       62.4       90.9       90.8:       9.1        9.2
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  :       234:        78         59         87         85         90        211        190:
Old  :       234:        78         59         87         85         90        211        190:
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  :                 12.8       14.7       22.8       25.3       11.9       12.0       20.7       20.1
Old  :                 12.8       14.7       22.8       25.3       11.9       12.0       20.7       20.1
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 with Delta-adjusted Options and Futures Combined, April 24, 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  :   209,539:    31,590     40,296     68,071    102,610     93,465    202,270    201,832:     7,269      7,707
Old  :   158,063:    34,564     40,586     44,529     72,567     65,909    151,660    151,023:     6,403      7,039
Other:    51,477:     3,385      6,070     17,183     30,042     27,556     50,611     50,809:       866        668
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :     3,117:     2,668       -447        754       -426      2,668      2,996      2,974:       121        143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       19.2       32.5       49.0       44.6       96.5       96.3:       3.5        3.7
Old  :     100.0:      21.9       25.7       28.2       45.9       41.7       95.9       95.5:       4.1        4.5
Other:     100.0:       6.6       11.8       33.4       58.4       53.5       98.3       98.7:       1.7        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       378:       107        111        123        131        130        298        313:
Old  :       370:       110        109        106        123        124        275        298:
Other:       201:        41         46         48         86         79        158        145:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       14.6       21.8       24.9        8.5        8.5       14.9       13.9
Old  :                 12.1       14.3       22.3       25.3        9.9       11.0       17.6       18.1
Other:                 20.7       18.1       36.9       31.8       19.0       11.8       26.0       18.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  :    43,473:    26,603     10,657      1,259      6,303     28,656     34,165     40,572:     9,308      2,901
Old  :    43,473:    26,603     10,657      1,259      6,303     28,656     34,165     40,572:     9,308      2,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -2,526:    -3,707     -2,382        692        655     -1,885     -2,360     -3,576:      -166      1,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.2       24.5        2.9       14.5       65.9       78.6       93.3:      21.4        6.7
Old  :     100.0:      61.2       24.5        2.9       14.5       65.9       78.6       93.3:      21.4        6.7
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  :        98:        52         19          8         18         13         73         38:
Old  :        98:        52         19          8         18         13         73         38:
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  :                 44.2       77.2       52.8       82.5       44.0       77.2       50.8       82.0
Old  :                 44.2       77.2       52.8       82.5       44.0       77.2       50.8       82.0
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 with Delta-adjusted Options and Futures Combined, April 24, 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  :   411,399:    23,216     59,354      6,090    363,358    329,082    392,664    394,526:    18,735     16,872
Old  :   411,399:    23,216     59,354      6,090    363,358    329,082    392,664    394,526:    18,735     16,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    17,370:    -2,387      4,830      2,892     25,258     12,201     25,763     19,924:    -8,393     -2,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       14.4        1.5       88.3       80.0       95.4       95.9:       4.6        4.1
Old  :     100.0:       5.6       14.4        1.5       88.3       80.0       95.4       95.9:       4.6        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  :       248:        33         47         16        102         98        147        149:
Old  :       248:        33         47         16        102         98        147        149:
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  :                 35.3       29.2       47.3       40.4       32.5       28.5       44.6       39.5
Old  :                 35.3       29.2       47.3       40.4       32.5       28.5       44.6       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 27, 2012