```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, March 29, 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  :   182,719:    43,608     23,541     16,461    102,462    129,555    162,531    169,557:    20,188     13,162
Old  :   116,746:    28,962     23,719      7,683     68,111     75,753    104,756    107,155:    11,990      9,591
Other:    65,973:    21,505      6,681      1,919     34,351     53,802     57,775     62,402:     8,198      3,571
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :     6,654:       182        885      3,343      4,629      2,314      8,154      6,542:    -1,500        112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       12.9        9.0       56.1       70.9       89.0       92.8:      11.0        7.2
Old  :     100.0:      24.8       20.3        6.6       58.3       64.9       89.7       91.8:      10.3        8.2
Other:     100.0:      32.6       10.1        2.9       52.1       81.6       87.6       94.6:      12.4        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        93         68         67         55         60        186        165:
Old  :       232:        75         78         44         44         54        148        151:
Other:       149:        55         26         15         45         49        107         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.8       31.0       39.6       41.4       21.4       17.7       29.0       26.8
Old  :                 32.4       30.8       44.4       42.9       22.6       24.2       34.4       35.3
Other:                 34.0       39.1       45.9       53.3       32.6       36.8       44.4       50.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, March 29, 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  :    24,663:    10,840      2,034        317     10,011     21,225     21,168     23,576:     3,495      1,087
Old  :    24,494:    10,837      2,003        297      9,955     21,119     21,089     23,419:     3,405      1,075
Other:       169:        21         49          2         56        106         79        157:        90         12
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :      -326:      -167        352         49       -319     -1,025       -437       -624:       111        298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0        8.2        1.3       40.6       86.1       85.8       95.6:      14.2        4.4
Old  :     100.0:      44.2        8.2        1.2       40.6       86.2       86.1       95.6:      13.9        4.4
Other:     100.0:      12.4       29.0        1.2       33.1       62.7       46.7       92.9:      53.3        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        32         20         15         23         19         64         46:
Old  :        88:        32         20         14         22         19         62         46:
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  :                 30.2       58.3       45.4       74.4       30.2       56.7       45.4       72.5
Old  :                 30.4       58.3       45.7       74.5       30.4       56.6       45.7       72.6
Other:                 39.6       87.6       46.7       92.9       38.5       87.6       45.6       91.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, March 29, 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  :   165,028:    47,903     25,230     19,871     84,302    113,796    152,076    158,897:    12,952      6,131
Old  :   113,777:    45,878     20,642     11,152     44,939     76,416    101,969    108,210:    11,808      5,567
Other:    51,251:     5,978      8,541      4,766     39,363     37,380     50,107     50,687:     1,144        564
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :     4,870:      -134      1,306        806      4,030      1,512      4,702      3,624:       168      1,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       15.3       12.0       51.1       69.0       92.2       96.3:       7.8        3.7
Old  :     100.0:      40.3       18.1        9.8       39.5       67.2       89.6       95.1:      10.4        4.9
Other:     100.0:      11.7       16.7        9.3       76.8       72.9       97.8       98.9:       2.2        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        73         30         34         54         53        147        101:
Old  :       169:        70         33         31         45         47        136         94:
Other:        69:        15          5          9         38         39         56         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  :                 30.4       39.4       40.7       52.8       18.4       22.9       25.3       34.4
Old  :                 23.5       36.3       33.8       52.7       20.4       34.2       30.1       47.9
Other:                 56.3       50.6       71.0       67.1       37.5       35.3       47.0       47.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, March 29, 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  :   595,022:   172,747     26,443     51,675    303,485    466,403    527,907    544,521:    67,115     50,501
Old  :   595,022:   172,747     26,443     51,675    303,485    466,403    527,907    544,521:    67,115     50,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :     4,812:     3,562       -625       -632       -611      1,724      2,319        467:     2,493      4,345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        4.4        8.7       51.0       78.4       88.7       91.5:      11.3        8.5
Old  :     100.0:      29.0        4.4        8.7       51.0       78.4       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  :       223:        77         45         69         78         82        187        166:
Old  :       223:        77         45         69         78         82        187        166:
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  :                 18.7       25.1       30.6       38.8       16.8       18.4       25.5       28.3
Old  :                 18.7       25.1       30.6       38.8       16.8       18.4       25.5       28.3
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 29, 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  :   121,346:    34,188     10,252     13,532     64,982     91,658    112,702    115,442:     8,644      5,904
Old  :   102,036:    31,060      9,846     12,198     50,689     74,566     93,947     96,610:     8,089      5,426
Other:    19,310:     3,869      1,147        593     14,293     17,092     18,755     18,832:       555        478
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :       -91:    -2,850        604      2,483        913     -3,129        546        -42:      -637        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2        8.4       11.2       53.6       75.5       92.9       95.1:       7.1        4.9
Old  :     100.0:      30.4        9.6       12.0       49.7       73.1       92.1       94.7:       7.9        5.3
Other:     100.0:      20.0        5.9        3.1       74.0       88.5       97.1       97.5:       2.9        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:       116         57         64        104        119        250        214:
Old  :       309:       105         64         56         93        114        229        206:
Other:       151:        42         13          7         65         63        108         82:
     :----------------------------------------------------------------------------------------------------
     :             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       18.1       32.6       29.6       18.1       14.8       28.6       23.5
Old  :                 19.9       18.9       33.7       29.4       19.9       16.6       33.7       26.3
Other:                 40.6       45.0       55.4       61.3       40.2       41.5       54.9       57.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, March 29, 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  :    52,915:    27,421     41,334        967     18,686      5,031     47,074     47,332:     5,841      5,583
Old  :    52,915:    27,421     41,334        967     18,686      5,031     47,074     47,332:     5,841      5,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :        93:       113        417       -143        -71       -116       -101        158:       194        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.8       78.1        1.8       35.3        9.5       89.0       89.4:      11.0       10.6
Old  :     100.0:      51.8       78.1        1.8       35.3        9.5       89.0       89.4:      11.0       10.6
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  :       118:        44         52          6         11         11         57         68:
Old  :       118:        44         52          6         11         11         57         68:
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  :                 66.4       41.0       74.8       56.9       66.1       41.0       74.1       56.9
Old  :                 66.4       41.0       74.8       56.9       66.1       41.0       74.1       56.9
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 29, 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  :   367,989:    38,558     69,317      3,368    306,947    279,200    348,873    351,885:    19,116     16,104
Old  :   367,989:    38,558     69,317      3,368    306,947    279,200    348,873    351,885:    19,116     16,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :    11,371:    13,176      1,216         13     -4,262     11,060      8,927     12,289:     2,444       -918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       18.8        0.9       83.4       75.9       94.8       95.6:       5.2        4.4
Old  :     100.0:      10.5       18.8        0.9       83.4       75.9       94.8       95.6:       5.2        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  :       248:        29         41         10         95        113        130        158:
Old  :       248:        29         41         10         95        113        130        158:
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  :                 41.3       16.4       51.9       27.3       37.6       15.8       48.1       26.1
Old  :                 41.3       16.4       51.9       27.3       37.6       15.8       48.1       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 1, 2011