```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   284,058:    74,380      6,130     66,032    122,121    201,428    262,533    273,590:    21,525     10,469
Old  :   216,315:    64,261      7,420     45,712     89,356    154,662    199,329    207,794:    16,986      8,521
Other:    67,743:    13,134      1,725     17,305     32,765     46,765     63,204     65,795:     4,539      1,948
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     8,808:     1,013       -954      2,092      4,883      7,154      7,987      8,292:       820        516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        2.2       23.2       43.0       70.9       92.4       96.3:       7.6        3.7
Old  :     100.0:      29.7        3.4       21.1       41.3       71.5       92.1       96.1:       7.9        3.9
Other:     100.0:      19.4        2.5       25.5       48.4       69.0       93.3       97.1:       6.7        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:       149         23         67         65         67        234        143:
Old  :       251:       134         33         54         55         63        208        136:
Other:       129:        56         12         30         44         50        110         83:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       34.0       28.0       46.7       12.8       24.9       20.0       34.4
Old  :                 15.3       38.4       26.2       51.9       14.3       34.1       23.1       43.3
Other:                 28.4       27.6       41.7       42.5       26.7       23.9       35.4       36.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    46,525:    19,200      1,283      8,740     14,800     35,122     42,741     45,145:     3,785      1,380
Old  :    44,645:    19,134      1,183      8,184     13,598     33,941     40,916     43,308:     3,729      1,337
Other:     1,880:       131        165        491      1,202      1,181      1,824      1,837:        56         43
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    -2,232:      -564        -26       -726        155     -1,120     -1,135     -1,873:    -1,097       -359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3        2.8       18.8       31.8       75.5       91.9       97.0:       8.1        3.0
Old  :     100.0:      42.9        2.6       18.3       30.5       76.0       91.6       97.0:       8.4        3.0
Other:     100.0:       7.0        8.8       26.1       63.9       62.8       97.0       97.7:       3.0        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        57         16         29         29         26        102         57:
Old  :       113:        60         13         29         29         26        102         57:
Other:        22:         2         11         11          2          8         15         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.3       58.5       36.1       70.8       16.2       44.8       26.2       54.4
Old  :                 22.7       60.3       34.9       71.5       16.9       48.7       27.3       57.4
Other:                 74.1       62.0       87.0       78.8       53.2       44.0       53.2       49.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   143,622:    39,874     17,602     25,463     70,267     92,822    135,604    135,887:     8,018      7,735
Old  :   111,220:    44,066     15,104     15,438     44,213     73,440    103,717    103,982:     7,503      7,238
Other:    32,402:     3,927     10,617      1,906     26,054     19,382     31,887     31,905:       515        497
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     2,572:     1,316       -740       -340      1,087      3,834      2,063      2,754:       509       -182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       12.3       17.7       48.9       64.6       94.4       94.6:       5.6        5.4
Old  :     100.0:      39.6       13.6       13.9       39.8       66.0       93.3       93.5:       6.7        6.5
Other:     100.0:      12.1       32.8        5.9       80.4       59.8       98.4       98.5:       1.6        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        49         41         46         55         54        131        119:
Old  :       160:        54         38         44         53         49        128        113:
Other:        65:        12         12         14         29         28         50         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  :                 30.5       30.8       45.6       45.0       28.4       19.1       34.8       30.8
Old  :                 33.0       31.9       46.9       44.4       30.8       28.4       42.5       38.6
Other:                 51.4       52.1       70.5       68.4       37.7       49.5       56.7       57.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,002,939:   173,785     29,911    254,155    506,382    660,845    934,322    944,911:    68,617     58,028
Old  : 1,002,939:   173,785     29,911    254,155    506,382    660,845    934,322    944,911:    68,617     58,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :   -26,146:       866      7,907      6,460    -36,993    -45,970    -29,668    -31,604:     3,522      5,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        3.0       25.3       50.5       65.9       93.2       94.2:       6.8        5.8
Old  :     100.0:      17.3        3.0       25.3       50.5       65.9       93.2       94.2:       6.8        5.8
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  :       243:        76         56         88         91         89        217        187:
Old  :       243:        76         56         88         91         89        217        187:
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  :                 16.1       18.2       25.8       31.8        9.3       13.8       15.1       21.8
Old  :                 16.1       18.2       25.8       31.8        9.3       13.8       15.1       21.8
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, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   156,028:    30,799     17,767     38,956     76,936     91,384    146,690    148,107:     9,337      7,921
Old  :   133,183:    30,779     21,331     26,981     66,735     77,640    124,495    125,952:     8,688      7,231
Other:    22,845:     6,266      2,684      5,728     10,201     13,743     22,195     22,155:       650        689
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     3,319:     1,153     -2,810      2,164       -416      3,669      2,900      3,023:       419        296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       11.4       25.0       49.3       58.6       94.0       94.9:       6.0        5.1
Old  :     100.0:      23.1       16.0       20.3       50.1       58.3       93.5       94.6:       6.5        5.4
Other:     100.0:      27.4       11.7       25.1       44.7       60.2       97.2       97.0:       2.8        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:       127         79        103        121        117        296        259:
Old  :       352:       124         85        101        119        112        293        252:
Other:       139:        27         23         29         44         70         85        108:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.0       18.9       32.2       30.8       16.0       15.5       25.8       23.5
Old  :                 19.5       19.0       34.8       30.4       18.4       18.5       30.9       28.4
Other:                 38.6       35.0       57.3       48.5       35.3       21.0       47.7       29.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    52,804:    38,369      6,100      2,836      6,321     41,548     47,526     50,485:     5,278      2,319
Old  :    52,804:    38,369      6,100      2,836      6,321     41,548     47,526     50,485:     5,278      2,319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     4,726:     3,796        319         -0        231      4,179      4,027      4,498:       699        228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.7       11.6        5.4       12.0       78.7       90.0       95.6:      10.0        4.4
Old  :     100.0:      72.7       11.6        5.4       12.0       78.7       90.0       95.6:      10.0        4.4
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  :        88:        42         31          7         10          9         56         44:
Old  :        88:        42         31          7         10          9         56         44:
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  :                 60.1       78.5       72.4       84.5       59.1       70.9       65.4       75.5
Old  :                 60.1       78.5       72.4       84.5       59.1       70.9       65.4       75.5
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, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   377,362:    43,313     96,351      4,947    311,663    258,274    359,923    359,572:    17,439     17,790
Old  :   377,362:    43,313     96,351      4,947    311,663    258,274    359,923    359,572:    17,439     17,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :   -48,119:       -15     -9,152     -4,871    -42,848    -32,674    -47,733    -46,696:      -386     -1,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       25.5        1.3       82.6       68.4       95.4       95.3:       4.6        4.7
Old  :     100.0:      11.5       25.5        1.3       82.6       68.4       95.4       95.3:       4.6        4.7
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  :       245:        35         48         18         99         96        146        150:
Old  :       245:        35         48         18         99         96        146        150:
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       18.9       45.9       31.2       33.4       18.9       42.6       30.8
Old  :                 35.1       18.9       45.9       31.2       33.4       18.9       42.6       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated March 26, 2010