```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   174,801:    47,064     24,138     11,324     95,281    124,967    153,669    160,429:    21,132     14,372
Old  :   111,140:    30,224     22,201      5,621     62,645     72,241     98,490    100,063:    12,650     11,077
Other:    63,661:    21,668      6,765        875     32,636     52,726     55,179     60,366:     8,482      3,295
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :     1,113:    -2,706       -279        362      3,238     -3,062        894     -2,979:       219      4,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       13.8        6.5       54.5       71.5       87.9       91.8:      12.1        8.2
Old  :     100.0:      27.2       20.0        5.1       56.4       65.0       88.6       90.0:      11.4       10.0
Other:     100.0:      34.0       10.6        1.4       51.3       82.8       86.7       94.8:      13.3        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        99         63         53         55         61        179        154:
Old  :       221:        75         74         33         43         52        138        140:
Other:       154:        58         28          7         47         51        108         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  :                 25.1       29.1       37.5       39.6       20.9       19.0       28.8       27.6
Old  :                 27.7       27.8       40.7       40.9       24.4       26.6       36.9       38.5
Other:                 33.7       38.7       45.9       52.4       32.4       36.8       44.5       50.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    28,525:    15,723      2,306        362      9,001     25,169     25,086     27,837:     3,439        688
Old  :    28,461:    15,714      2,278        360      8,966     25,142     25,040     27,780:     3,421        681
Other:        64:        11         30          0         35         27         46         57:        18          7
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    -1,837:    -1,404         36        -22        178     -1,777     -1,248     -1,763:      -589        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.1        8.1        1.3       31.6       88.2       87.9       97.6:      12.1        2.4
Old  :     100.0:      55.2        8.0        1.3       31.5       88.3       88.0       97.6:      12.0        2.4
Other:     100.0:      17.2       46.9        0.0       54.7       42.2       71.9       89.1:      28.1       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        47         20         13         21         23         79         45:
Old  :       102:        47         20         13         20         23         78         45:
Other:        10:         3          4          0          2          1          5          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.6       61.6       44.0       77.1       27.6       57.4       43.1       72.9
Old  :                 27.7       61.6       44.1       77.2       27.7       57.4       43.2       73.0
Other:                 68.8       84.4       71.9       89.1       68.8       84.4       71.9       89.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   162,365:    51,503     22,915     17,208     80,517    116,149    149,228    156,272:    13,137      6,093
Old  :   112,032:    49,615     17,714      9,381     41,076     79,459    100,072    106,554:    11,960      5,478
Other:    50,333:     5,170      8,483      4,545     39,441     36,690     49,156     49,718:     1,177        615
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    -4,807:    -5,330       -675        500      2,132     -4,044     -2,698     -4,219:    -2,109       -588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       14.1       10.6       49.6       71.5       91.9       96.2:       8.1        3.8
Old  :     100.0:      44.3       15.8        8.4       36.7       70.9       89.3       95.1:      10.7        4.9
Other:     100.0:      10.3       16.9        9.0       78.4       72.9       97.7       98.8:       2.3        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        75         29         31         50         51        145         95:
Old  :       168:        73         31         29         42         44        136         87:
Other:        68:        11          9          8         33         39         49         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.9       38.9       39.8       52.0       18.4       21.9       25.6       33.1
Old  :                 22.0       35.6       33.0       51.7       20.6       33.7       31.0       47.3
Other:                 57.0       51.7       72.5       67.7       37.0       32.4       45.6       43.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   601,818:   183,688     25,116     55,084    295,148    470,378    533,920    550,578:    67,898     51,240
Old  :   601,818:   183,688     25,116     55,084    295,148    470,378    533,920    550,578:    67,898     51,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    -7,547:   -15,530      5,005      2,422     10,957    -22,125     -2,151    -14,698:    -5,396      7,151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        4.2        9.2       49.0       78.2       88.7       91.5:      11.3        8.5
Old  :     100.0:      30.5        4.2        9.2       49.0       78.2       88.7       91.5:      11.3        8.5
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  :       224:        75         47         68         78         86        185        172:
Old  :       224:        75         47         68         78         86        185        172:
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  :                 17.9       26.6       29.4       39.3       15.8       19.8       24.1       29.1
Old  :                 17.9       26.6       29.4       39.3       15.8       19.8       24.1       29.1
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, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   122,449:    36,663      9,153     10,603     65,281     95,667    112,547    115,423:     9,902      7,026
Old  :   104,514:    33,622      9,343      9,081     52,593     79,553     95,296     97,977:     9,218      6,537
Other:    17,935:     4,180        949        383     12,688     16,114     17,251     17,446:       684        489
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    -6,120:    -8,039     -1,415         30      2,174     -6,062     -5,835     -7,447:      -285      1,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        7.5        8.7       53.3       78.1       91.9       94.3:       8.1        5.7
Old  :     100.0:      32.2        8.9        8.7       50.3       76.1       91.2       93.7:       8.8        6.3
Other:     100.0:      23.3        5.3        2.1       70.7       89.8       96.2       97.3:       3.8        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:       121         45         62        110        116        258        201:
Old  :       309:       111         52         54         97        113        236        196:
Other:       143:        39         10          9         66         54        107         72:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       17.9       32.8       30.1       17.3       15.1       28.1       23.9
Old  :                 19.6       18.3       35.1       30.0       19.6       16.5       33.4       26.5
Other:                 43.5       45.1       56.8       64.2       43.2       43.4       55.2       61.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    51,147:    25,171     40,665        858     19,547      5,544     45,576     47,067:     5,571      4,080
Old  :    51,147:    25,171     40,665        858     19,547      5,544     45,576     47,067:     5,571      4,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    -1,557:    -8,632        189       -483      6,875       -849     -2,240     -1,143:       683       -414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2       79.5        1.7       38.2       10.8       89.1       92.0:      10.9        8.0
Old  :     100.0:      49.2       79.5        1.7       38.2       10.8       89.1       92.0:      10.9        8.0
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  :       108:        36         50          5         11         11         49         65:
Old  :       108:        36         50          5         11         11         49         65:
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  :                 64.0       46.8       73.6       63.6       63.7       46.8       73.2       63.6
Old  :                 64.0       46.8       73.6       63.6       63.7       46.8       73.2       63.6
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, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   374,138:    20,556     74,927      5,391    328,732    275,627    354,679    355,945:    19,459     18,193
Old  :   374,138:    20,556     74,927      5,391    328,732    275,627    354,679    355,945:    19,459     18,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    25,927:    -9,552     12,434      3,282     29,322      6,405     23,052     22,121:     2,875      3,806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       20.0        1.4       87.9       73.7       94.8       95.1:       5.2        4.9
Old  :     100.0:       5.5       20.0        1.4       87.9       73.7       94.8       95.1:       5.2        4.9
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  :       259:        33         49         16        107        116        146        175:
Old  :       259:        33         49         16        107        116        146        175:
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  :                 35.8       15.9       46.5       26.2       32.8       15.9       43.1       24.9
Old  :                 35.8       15.9       46.5       26.2       32.8       15.9       43.1       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 18, 2011