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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   318,126:    52,363      8,615    104,214    140,118    193,618    296,695    306,446:    21,431     11,680
Old  :   207,808:    33,608     10,430     71,984     90,067    117,423    195,658    199,836:    12,150      7,971
Other:   110,319:    23,214      2,644     27,771     50,051     76,195    101,037    106,610:     9,282      3,709
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :     1,962:    -3,542        605      4,495      4,047     -2,881      5,000      2,218:    -3,038       -256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        2.7       32.8       44.0       60.9       93.3       96.3:       6.7        3.7
Old  :     100.0:      16.2        5.0       34.6       43.3       56.5       94.2       96.2:       5.8        3.8
Other:     100.0:      21.0        2.4       25.2       45.4       69.1       91.6       96.6:       8.4        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:       118         45         71         64         68        202        165:
Old  :       226:       102         48         62         59         66        177        160:
Other:       154:        66         17         38         56         57        135        100:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       23.4       32.7       36.9       10.3       11.5       14.2       18.3
Old  :                 20.9       21.6       33.9       35.4       13.0       15.4       17.8       22.1
Other:                 30.1       32.1       41.8       43.9       19.8       20.2       26.1       29.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :    35,228:    16,105        578      3,391     11,447     30,246     30,943     34,214:     4,284      1,014
Old  :    34,429:    15,974        670      3,032     11,165     29,718     30,171     33,419:     4,259      1,010
Other:       798:       224          0        267        282        528        773        795:        26          3
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :       -39:       738         83        180       -943       -154        -25        110:       -14       -149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7        1.6        9.6       32.5       85.9       87.8       97.1:      12.2        2.9
Old  :     100.0:      46.4        1.9        8.8       32.4       86.3       87.6       97.1:      12.4        2.9
Other:     100.0:      28.0        0.0       33.4       35.4       66.2       96.8       99.6:       3.2        0.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        66          9         20         24         24         95         48:
Old  :       108:        62         13         20         22         24         93         48:
Other:        20:        13          0          7          4          5         17         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       61.8       36.6       75.2       21.4       55.3       34.5       68.7
Old  :                 22.1       61.8       37.5       75.4       21.9       55.8       35.3       69.4
Other:                 63.6       73.7       86.6       94.2       25.7       35.3       31.5       36.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   179,942:    53,121     21,303     24,985     86,084    126,162    164,190    172,450:    15,752      7,492
Old  :   126,601:    51,583     16,183     14,862     45,737     88,625    112,183    119,671:    14,418      6,930
Other:    53,342:     4,467      8,049      7,194     40,347     37,537     52,008     52,780:     1,334        562
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :     8,377:     2,207        936      3,643      1,485      3,233      7,335      7,811:     1,042        566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       11.8       13.9       47.8       70.1       91.2       95.8:       8.8        4.2
Old  :     100.0:      40.7       12.8       11.7       36.1       70.0       88.6       94.5:      11.4        5.5
Other:     100.0:       8.4       15.1       13.5       75.6       70.4       97.5       98.9:       2.5        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        84         40         44         53         51        161        112:
Old  :       186:        84         40         43         47         47        155        107:
Other:        69:        14          7         13         32         41         51         56:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.3       38.1       38.2       51.3       18.1       22.5       24.9       32.8
Old  :                 19.8       36.4       30.0       51.0       19.7       34.0       29.3       46.5
Other:                 56.4       51.8       71.3       68.7       35.0       30.4       43.1       41.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   834,192:   174,809     10,860    212,820    373,700    561,199    761,328    784,879:    72,863     49,313
Old  :   834,192:   174,809     10,860    212,820    373,700    561,199    761,328    784,879:    72,863     49,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :   -36,049:     3,764       -434        556    -31,827    -29,627    -27,507    -29,505:    -8,542     -6,544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        1.3       25.5       44.8       67.3       91.3       94.1:       8.7        5.9
Old  :     100.0:      21.0        1.3       25.5       44.8       67.3       91.3       94.1:       8.7        5.9
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  :       219:        77         45         81         77         88        192        177:
Old  :       219:        77         45         81         77         88        192        177:
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  :                 13.7       20.4       24.0       31.0       12.1       15.6       18.5       22.7
Old  :                 13.7       20.4       24.0       31.0       12.1       15.6       18.5       22.7
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 1, 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  :   179,023:    40,098      6,959     47,643     82,504    119,207    170,246    173,809:     8,778      5,214
Old  :   157,873:    39,270      6,784     42,539     67,723    103,538    149,532    152,860:     8,341      5,013
Other:    21,150:     2,117      1,465      3,815     14,782     15,669     20,714     20,949:       436        201
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :    -5,500:    -5,023        996      1,883     -2,427     -8,336     -5,567     -5,458:        67        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        3.9       26.6       46.1       66.6       95.1       97.1:       4.9        2.9
Old  :     100.0:      24.9        4.3       26.9       42.9       65.6       94.7       96.8:       5.3        3.2
Other:     100.0:      10.0        6.9       18.0       69.9       74.1       97.9       99.1:       2.1        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:       142         60         90        120        135        307        245:
Old  :       355:       144         57         84        112        134        294        240:
Other:       146:        24         24         23         68         59        106         92:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       18.5       28.9       30.6       11.6       10.6       19.5       16.6
Old  :                 17.5       19.2       29.5       31.9       12.7       11.4       22.8       18.3
Other:                 40.4       37.5       55.3       54.5       36.4       36.2       47.1       47.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :    46,846:    29,550     36,379        884     11,728      5,160     42,162     42,423:     4,684      4,423
Old  :    46,846:    29,550     36,379        884     11,728      5,160     42,162     42,423:     4,684      4,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :     6,178:     4,045      4,980        -26      3,467        479      7,487      5,433:    -1,308        745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.1       77.7        1.9       25.0       11.0       90.0       90.6:      10.0        9.4
Old  :     100.0:      63.1       77.7        1.9       25.0       11.0       90.0       90.6:      10.0        9.4
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  :       102:        35         45          7         14         10         51         61:
Old  :       102:        35         45          7         14         10         51         61:
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  :                 54.8       51.7       69.5       65.4       53.7       51.7       68.0       65.4
Old  :                 54.8       51.7       69.5       65.4       53.7       51.7       68.0       65.4
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 1, 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  :   345,701:    24,457     59,060      2,839    297,688    266,259    324,984    328,158:    20,717     17,543
Old  :   345,701:    24,457     59,060      2,839    297,688    266,259    324,984    328,158:    20,717     17,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :       108:    -6,978      1,303     -1,200      8,609       -325        432       -221:      -324        329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       17.1        0.8       86.1       77.0       94.0       94.9:       6.0        5.1
Old  :     100.0:       7.1       17.1        0.8       86.1       77.0       94.0       94.9:       6.0        5.1
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  :       253:        33         42         16        100        111        144        159:
Old  :       253:        33         42         16        100        111        144        159:
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  :                 38.0       17.5       49.4       28.9       34.8       17.5       45.6       27.8
Old  :                 38.0       17.5       49.4       28.9       34.8       17.5       45.6       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated March 4, 2011