```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   319,294:    48,556      8,299    103,786    144,331    191,451    296,674    303,536:    22,620     15,758
Old  :   208,742:    30,303     11,166     70,922     93,765    114,687    194,989    196,774:    13,753     11,968
Other:   110,551:    22,307      1,186     28,811     50,567     76,764    101,685    106,761:     8,867      3,790
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :     2,463:    -2,648     -1,588      1,578      3,015       -937      1,944       -948:       519      3,411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        2.6       32.5       45.2       60.0       92.9       95.1:       7.1        4.9
Old  :     100.0:      14.5        5.3       34.0       44.9       54.9       93.4       94.3:       6.6        5.7
Other:     100.0:      20.2        1.1       26.1       45.7       69.4       92.0       96.6:       8.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:       112         59         78         63         70        211        172:
Old  :       235:        90         69         63         59         65        183        163:
Other:       159:        68         22         42         54         57        140        103:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.6       24.2       35.1       38.1       10.0       10.8       14.1       16.5
Old  :                 23.5       24.4       37.0       37.6       12.1       13.9       17.3       20.0
Other:                 28.2       31.3       40.1       42.5       18.6       18.9       25.6       26.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    33,059:    15,810      1,053      3,594     10,012     27,511     29,415     32,158:     3,644        901
Old  :    32,246:    15,754      1,160      3,187      9,683     27,006     28,624     31,353:     3,622        893
Other:       813:       163          1        299        329        505        791        805:        21          7
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    -1,787:    -1,377        347       -155        312     -1,904     -1,220     -1,713:      -566        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.8        3.2       10.9       30.3       83.2       89.0       97.3:      11.0        2.7
Old  :     100.0:      48.9        3.6        9.9       30.0       83.8       88.8       97.2:      11.2        2.8
Other:     100.0:      20.0        0.2       36.8       40.5       62.1       97.4       99.1:       2.6        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        54         15         19         25         24         87         50:
Old  :       105:        51         18         19         23         24         85         50:
Other:        21:        12          1          8          5          5         18         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.9       58.3       38.3       71.8       23.8       52.9       37.1       66.4
Old  :                 24.5       58.3       39.3       72.1       24.4       53.5       38.1       67.3
Other:                 62.1       70.5       85.7       91.5       23.5       29.8       27.9       31.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   184,959:    51,321     23,343     30,056     89,123    124,414    170,500    177,813:    14,459      7,146
Old  :   127,042:    50,179     17,298     18,219     45,381     85,012    113,779    120,529:    13,264      6,514
Other:    57,917:     4,235      9,139      8,744     43,742     39,401     56,722     57,285:     1,195        632
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    -1,089:    -5,651        842      2,042      4,663     -3,362      1,053       -478:    -2,142       -611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       12.6       16.3       48.2       67.3       92.2       96.1:       7.8        3.9
Old  :     100.0:      39.5       13.6       14.3       35.7       66.9       89.6       94.9:      10.4        5.1
Other:     100.0:       7.3       15.8       15.1       75.5       68.0       97.9       98.9:       2.1        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        78         30         42         50         52        149        106:
Old  :       171:        80         28         41         45         47        144        100:
Other:        70:         9         12         14         35         42         55         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.7       38.1       37.4       50.2       17.1       21.7       23.6       31.6
Old  :                 19.7       35.2       29.5       49.8       18.2       30.5       27.4       42.7
Other:                 54.6       49.5       68.1       63.8       33.5       28.9       41.7       38.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   822,825:   175,850     16,186    202,329    369,947    545,529    748,127    764,044:    74,698     58,781
Old  :   822,825:   175,850     16,186    202,329    369,947    545,529    748,127    764,044:    74,698     58,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :   -33,353:   -23,521      4,697     -9,561      7,149    -33,979    -25,933    -38,843:    -7,421      5,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        2.0       24.6       45.0       66.3       90.9       92.9:       9.1        7.1
Old  :     100.0:      21.4        2.0       24.6       45.0       66.3       90.9       92.9:       9.1        7.1
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  :       228:        81         45         86         82         93        203        186:
Old  :       228:        81         45         86         82         93        203        186:
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  :                 13.9       20.4       24.2       30.9       12.0       14.3       18.8       21.2
Old  :                 13.9       20.4       24.2       30.9       12.0       14.3       18.8       21.2
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 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  :   182,386:    34,093      6,967     49,722     87,919    117,915    171,733    174,604:    10,652      7,781
Old  :   156,657:    32,908      6,427     42,929     70,944    100,075    146,780    149,431:     9,876      7,226
Other:    25,729:     2,222      1,577      5,755     16,975     17,840     24,953     25,173:       776        556
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :   -11,969:    -8,597       -789     -3,304        289     -8,662    -11,611    -12,754:      -358        786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        3.8       27.3       48.2       64.7       94.2       95.7:       5.8        4.3
Old  :     100.0:      21.0        4.1       27.4       45.3       63.9       93.7       95.4:       6.3        4.6
Other:     100.0:       8.6        6.1       22.4       66.0       69.3       97.0       97.8:       3.0        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:       125         55         85        123        133        287        238:
Old  :       330:       122         54         82        116        133        276        234:
Other:       156:        30         25         28         73         61        118        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  :                 18.5       18.8       29.6       30.5       11.6       10.1       18.8       15.9
Old  :                 18.1       19.3       29.5       31.4       13.0       11.0       22.2       17.5
Other:                 40.6       36.5       54.0       52.3       30.7       30.0       39.6       39.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    51,371:    25,190     40,633        974     19,574      5,621     45,738     47,227:     5,633      4,143
Old  :    51,371:    25,190     40,633        974     19,574      5,621     45,738     47,227:     5,633      4,143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    -1,501:    -8,630        185       -450      6,886       -836     -2,194     -1,100:       693       -401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.0       79.1        1.9       38.1       10.9       89.0       91.9:      11.0        8.1
Old  :     100.0:      49.0       79.1        1.9       38.1       10.9       89.0       91.9:      11.0        8.1
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  :       110:        36         52          9         11         12         50         71:
Old  :       110:        36         52          9         11         12         50         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  :                 63.9       46.6       73.4       63.3       63.5       46.6       72.9       63.3
Old  :                 63.9       46.6       73.4       63.3       63.5       46.6       72.9       63.3
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 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  :   376,022:    20,447     75,173      6,048    329,564    276,266    356,059    357,487:    19,963     18,535
Old  :   376,022:    20,447     75,173      6,048    329,564    276,266    356,059    357,487:    19,963     18,535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    25,905:    -9,415     12,493      3,169     29,114      6,533     22,868     22,194:     3,037      3,710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       20.0        1.6       87.6       73.5       94.7       95.1:       5.3        4.9
Old  :     100.0:       5.4       20.0        1.6       87.6       73.5       94.7       95.1:       5.3        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  :       260:        33         50         20        107        116        149        177:
Old  :       260:        33         50         20        107        116        149        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  :                 35.7       15.8       46.3       26.1       32.6       15.8       42.9       24.7
Old  :                 35.7       15.8       46.3       26.1       32.6       15.8       42.9       24.7
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