```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, March 22, 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  :   176,065:    43,426     22,656     13,118     97,833    127,241    154,377    163,015:    21,688     13,050
Old  :   113,538:    29,402     22,131      6,667     64,366     74,813    100,435    103,611:    13,103      9,927
Other:    62,527:    19,407      5,908      1,068     33,467     52,428     53,942     59,404:     8,585      3,123
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :     1,264:    -3,638     -1,482      1,794      2,552      2,274        708      2,586:       556     -1,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       12.9        7.5       55.6       72.3       87.7       92.6:      12.3        7.4
Old  :     100.0:      25.9       19.5        5.9       56.7       65.9       88.5       91.3:      11.5        8.7
Other:     100.0:      31.0        9.4        1.7       53.5       83.8       86.3       95.0:      13.7        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        92         62         56         52         59        176        151:
Old  :       220:        75         70         34         41         51        140        135:
Other:       144:        51         28         11         44         48        102         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.6       30.1       38.9       40.4       21.5       18.3       29.3       27.6
Old  :                 28.5       28.5       42.6       42.0       22.9       25.2       35.4       36.7
Other:                 35.3       39.3       47.6       53.3       33.7       37.4       46.1       51.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, March 22, 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  :    24,989:    11,007      1,682        268     10,330     22,250     21,605     24,200:     3,384        789
Old  :    24,830:    11,004      1,651        248     10,274     22,154     21,526     24,053:     3,304        777
Other:       159:        21         49          2         56         96         79        147:        80         12
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -3,536:    -4,716       -624        -94      1,329     -2,919     -3,481     -3,637:       -55        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0        6.7        1.1       41.3       89.0       86.5       96.8:      13.5        3.2
Old  :     100.0:      44.3        6.6        1.0       41.4       89.2       86.7       96.9:      13.3        3.1
Other:     100.0:      13.2       30.8        1.3       35.2       60.4       49.7       92.5:      50.3        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        40         18         12         23         20         69         44:
Old  :        92:        40         18         11         22         20         68         43:
Other:        13:         4          5          1          3          1          7          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.4       60.4       44.9       77.4       29.4       57.1       44.4       73.4
Old  :                 29.6       60.4       45.2       77.5       29.6       57.1       44.7       73.6
Other:                 42.1       86.8       49.7       92.5       40.9       86.8       48.4       91.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, March 22, 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  :   160,158:    48,037     23,924     19,065     80,272    112,284    147,374    155,273:    12,784      4,885
Old  :   109,878:    46,168     19,355     10,592     41,387     75,555     98,147    105,502:    11,731      4,376
Other:    50,280:     5,622      8,322      4,720     38,885     36,729     49,227     49,771:     1,053        509
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -2,207:    -3,466      1,009      1,857       -245     -3,865     -1,854       -999:      -353     -1,208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       14.9       11.9       50.1       70.1       92.0       96.9:       8.0        3.1
Old  :     100.0:      42.0       17.6        9.6       37.7       68.8       89.3       96.0:      10.7        4.0
Other:     100.0:      11.2       16.6        9.4       77.3       73.0       97.9       99.0:       2.1        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        72         27         31         51         50        141         93:
Old  :       163:        70         29         27         44         43        132         84:
Other:        70:        15          7          9         35         39         53         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.3       40.8       41.2       54.6       18.8       23.5       25.4       34.8
Old  :                 23.8       38.4       33.7       54.9       21.0       34.7       30.6       48.7
Other:                 56.8       50.7       72.0       66.6       37.9       34.2       46.4       45.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, March 22, 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  :   590,210:   169,185     27,068     52,307    304,096    464,679    525,588    544,054:    64,622     46,156
Old  :   590,210:   169,185     27,068     52,307    304,096    464,679    525,588    544,054:    64,622     46,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :   -11,608:   -14,503      1,952     -2,777      8,948     -5,699     -8,332     -6,524:    -3,276     -5,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        4.6        8.9       51.5       78.7       89.1       92.2:      10.9        7.8
Old  :     100.0:      28.7        4.6        8.9       51.5       78.7       89.1       92.2:      10.9        7.8
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  :       220:        75         44         69         78         84        184        169:
Old  :       220:        75         44         69         78         84        184        169:
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  :                 18.5       25.3       30.8       38.4       16.6       18.0       25.1       27.9
Old  :                 18.5       25.3       30.8       38.4       16.6       18.0       25.1       27.9
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 22, 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  :   121,437:    37,038      9,648     11,049     64,069     94,787    112,156    115,484:     9,281      5,953
Old  :   103,041:    34,070      9,519      9,626     50,937     78,620     94,633     97,765:     8,408      5,276
Other:    18,396:     3,920      1,081        471     13,132     16,167     17,523     17,719:       873        677
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -1,012:       375        495        446     -1,212       -880       -391         61:      -621     -1,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        7.9        9.1       52.8       78.1       92.4       95.1:       7.6        4.9
Old  :     100.0:      33.1        9.2        9.3       49.4       76.3       91.8       94.9:       8.2        5.1
Other:     100.0:      21.3        5.9        2.6       71.4       87.9       95.3       96.3:       4.7        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:       123         46         67        108        119        262        209:
Old  :       313:       113         55         59         97        114        242        201:
Other:       148:        40         12         10         69         58        112         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       18.2       32.8       30.5       17.8       14.9       28.5       23.8
Old  :                 20.3       18.6       35.1       30.7       20.3       16.6       34.1       26.1
Other:                 42.2       44.4       56.1       61.3       41.9       43.2       54.8       59.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, March 22, 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  :    52,822:    27,308     40,917      1,110     18,757      5,147     47,175     47,174:     5,647      5,648
Old  :    52,822:    27,308     40,917      1,110     18,757      5,147     47,175     47,174:     5,647      5,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :     1,675:     2,137        252        252       -790       -397      1,599        107:        76      1,568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7       77.5        2.1       35.5        9.7       89.3       89.3:      10.7       10.7
Old  :     100.0:      51.7       77.5        2.1       35.5        9.7       89.3       89.3:      10.7       10.7
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  :       116:        40         54          7         12         10         53         71:
Old  :       116:        40         54          7         12         10         53         71:
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  :                 66.3       37.5       74.8       56.6       66.0       37.5       74.2       56.6
Old  :                 66.3       37.5       74.8       56.6       66.0       37.5       74.2       56.6
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 22, 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  :   356,618:    25,382     68,101      3,355    311,209    268,140    339,946    339,596:    16,672     17,022
Old  :   356,618:    25,382     68,101      3,355    311,209    268,140    339,946    339,596:    16,672     17,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :   -17,520:     4,826     -6,826     -2,036    -17,523     -7,487    -14,733    -16,349:    -2,787     -1,171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       19.1        0.9       87.3       75.2       95.3       95.2:       4.7        4.8
Old  :     100.0:       7.1       19.1        0.9       87.3       75.2       95.3       95.2:       4.7        4.8
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:        23         48          8         93        107        122        157:
Old  :       243:        23         48          8         93        107        122        157:
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  :                 42.3       16.8       54.2       28.0       38.7       16.4       50.2       26.9
Old  :                 42.3       16.8       54.2       28.0       38.7       16.4       50.2       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 25, 2011