COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      191,444
COMMITMENTS
  59,550   42,803   19,997   92,572  113,760  172,119  176,560   19,325   14,884

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      2,229)
   3,271   -4,095   -2,475    2,240    9,239    3,036    2,669     -807     -440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     22.4     10.4     48.4     59.4     89.9     92.2     10.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      88       85       82       60       63      199      187
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       20,277
COMMITMENTS
  10,156    1,933      408    6,556   16,492   17,120   18,833    3,157    1,444

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -491)
    -656      197       11      145     -975     -500     -767        9      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1      9.5      2.0     32.3     81.3     84.4     92.9     15.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      39       14       10       23       16       68       34
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      176,650
COMMITMENTS
  31,983   40,565   23,555  109,365   99,579  164,903  163,699   11,747   12,951

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      4,752)
     872    6,280   -1,109    4,621   -2,650    4,384    2,521      368    2,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     23.0     13.3     61.9     56.4     93.4     92.7      6.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      45       73       45       55       46      130      140
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      735,961
COMMITMENTS
 185,574   66,071   69,165  386,903  537,762  641,642  672,998   94,319   62,963

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -10,766)
 -14,254    1,552   -3,547    7,563  -10,906  -10,238  -12,901     -528    2,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      9.0      9.4     52.6     73.1     87.2     91.4     12.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      70       57       62       75       88      182      173
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      157,812
COMMITMENTS
  40,807   39,725   25,217   84,436   84,290  150,460  149,232    7,352    8,580

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      2,912)
     766   -1,266    1,368      934    3,104    3,068    3,206     -156     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     25.2     16.0     53.5     53.4     95.3     94.6      4.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
     100      101       98      115      116      268      280
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       44,594
COMMITMENTS
  30,027   11,454      806    5,842   29,925   36,675   42,185    7,919    2,409

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -7,332)
  -9,061    1,997      292    2,063  -10,015   -6,706   -7,726     -626      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3     25.7      1.8     13.1     67.1     82.2     94.6     17.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      50       24        5       16        8       67       37
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      379,294
COMMITMENTS
  28,464   47,043    4,790  326,295  313,920  359,549  365,753   19,745   13,541

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      7,090)
  -3,669    1,312    1,215   10,084    4,355    7,630    6,882     -540      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     12.4      1.3     86.0     82.8     94.8     96.4      5.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      42       40       11       96       97      147      139
 

Updated April 6, 2012