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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   319,395:    46,110      6,881    104,313    145,565    192,925    295,988    304,119:    23,408     15,277
Old  :   207,180:    29,542      9,950     70,278     93,098    115,498    192,918    195,726:    14,262     11,455
Other:   112,215:    20,458        822     30,145     52,467     77,427    103,070    108,393:     9,145      3,822
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :       102:    -2,446     -1,417        526      1,234      1,474       -686        583:       788       -481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        2.2       32.7       45.6       60.4       92.7       95.2:       7.3        4.8
Old  :     100.0:      14.3        4.8       33.9       44.9       55.7       93.1       94.5:       6.9        5.5
Other:     100.0:      18.2        0.7       26.9       46.8       69.0       91.9       96.6:       8.1        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:       119         48         80         62         69        209        174:
Old  :       236:       101         57         67         59         65        187        165:
Other:       152:        69         18         45         51         55        133        105:
     :----------------------------------------------------------------------------------------------------
     :             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       25.1       35.4       38.7       10.6       10.8       14.8       17.2
Old  :                 23.9       25.9       37.6       38.1       12.0       13.4       16.4       19.6
Other:                 28.7       31.4       41.0       42.4       19.1       18.5       26.1       26.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    30,258:    11,025      1,054      3,639     11,969     24,615     26,632     29,307:     3,627        951
Old  :    29,350:    11,002      1,124      3,221     11,582     24,067     25,804     28,412:     3,547        939
Other:       908:       102          9        339        387        547        828        895:        80         13
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -2,801:    -4,785          1         45      1,957     -2,896     -2,783     -2,851:       -17         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4        3.5       12.0       39.6       81.3       88.0       96.9:      12.0        3.1
Old  :     100.0:      37.5        3.8       11.0       39.5       82.0       87.9       96.8:      12.1        3.2
Other:     100.0:      11.2        1.0       37.4       42.6       60.3       91.2       98.6:       8.8        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        43         17         20         26         22         77         51:
Old  :        94:        44         16         20         24         22         75         51:
Other:        21:         9          5         10          6          5         20         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.7       56.2       37.7       70.3       24.3       50.8       36.7       64.8
Old  :                 25.4       56.2       38.9       70.6       25.1       51.6       37.8       66.0
Other:                 58.0       71.4       79.9       90.4       17.8       27.9       20.5       28.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   183,730:    47,679     24,745     31,718     90,319    121,508    169,716    177,972:    14,014      5,758
Old  :   123,869:    46,270     18,146     19,491     45,175     81,004    110,935    118,641:    12,933      5,228
Other:    59,861:     3,988      9,178      9,648     45,144     40,504     58,781     59,331:     1,081        531
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -1,229:    -3,642      1,402      1,662      1,195     -2,906       -784        158:      -445     -1,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       13.5       17.3       49.2       66.1       92.4       96.9:       7.6        3.1
Old  :     100.0:      37.4       14.6       15.7       36.5       65.4       89.6       95.8:      10.4        4.2
Other:     100.0:       6.7       15.3       16.1       75.4       67.7       98.2       99.1:       1.8        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        69         32         41         51         51        145        102:
Old  :       165:        72         29         39         46         46        140         95:
Other:        72:         9         14         15         37         42         58         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.6       39.8       39.3       52.2       18.3       23.4       24.1       33.3
Old  :                 21.3       37.5       30.2       52.5       18.6       31.6       27.2       45.1
Other:                 55.5       48.5       68.3       62.2       34.5       29.5       42.7       39.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   810,211:   161,726     15,869    199,819    376,475    541,225    738,020    756,914:    72,191     53,297
Old  :   810,211:   161,726     15,869    199,819    376,475    541,225    738,020    756,914:    72,191     53,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :   -12,615:   -14,125       -316     -2,510      6,528     -4,304    -10,107     -7,130:    -2,507     -5,484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        2.0       24.7       46.5       66.8       91.1       93.4:       8.9        6.6
Old  :     100.0:      20.0        2.0       24.7       46.5       66.8       91.1       93.4:       8.9        6.6
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  :       224:        78         45         84         82         89        200        180:
Old  :       224:        78         45         84         82         89        200        180:
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  :                 14.3       19.5       25.2       30.2       12.7       13.2       19.5       20.9
Old  :                 14.3       19.5       25.2       30.2       12.7       13.2       19.5       20.9
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 with Delta-adjusted Options and Futures Combined, 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  :   183,547:    34,536      6,419     52,371     86,627    117,992    173,534    176,781:    10,013      6,766
Old  :   156,997:    33,235      5,578     45,389     69,325    100,023    147,949    150,990:     9,048      6,007
Other:    26,550:     2,077      1,617      6,206     17,302     17,969     25,584     25,792:       966        758
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :     1,161:       443       -548      2,649     -1,292         76      1,800      2,177:      -639     -1,016
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        3.5       28.5       47.2       64.3       94.5       96.3:       5.5        3.7
Old  :     100.0:      21.2        3.6       28.9       44.2       63.7       94.2       96.2:       5.8        3.8
Other:     100.0:       7.8        6.1       23.4       65.2       67.7       96.4       97.1:       3.6        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:       129         57         91        124        133        295        244:
Old  :       336:       125         58         88        115        133        282        240:
Other:       164:        29         28         30         78         69        125        110:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       19.2       29.4       30.8       11.7       10.1       18.8       15.8
Old  :                 17.8       19.8       29.6       32.0       13.2       10.9       22.3       17.6
Other:                 39.3       35.5       52.0       50.5       29.2       29.3       38.3       38.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    53,140:    27,354     40,871      1,273     18,802      5,280     47,430     47,424:     5,710      5,716
Old  :    53,140:    27,354     40,871      1,273     18,802      5,280     47,430     47,424:     5,710      5,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :     1,769:     2,165        238        299       -772       -341      1,692        197:        77      1,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.5       76.9        2.4       35.4        9.9       89.3       89.2:      10.7       10.8
Old  :     100.0:      51.5       76.9        2.4       35.4        9.9       89.3       89.2:      10.7       10.8
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  :       118:        41         56         10         12         11         54         76:
Old  :       118:        41         56         10         12         11         54         76:
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  :                 66.1       37.2       74.6       56.2       65.7       37.2       73.8       56.2
Old  :                 66.1       37.2       74.6       56.2       65.7       37.2       73.8       56.2
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 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  :   357,735:    25,457     68,540      3,523    311,787    268,402    340,767    340,465:    16,968     17,270
Old  :   357,735:    25,457     68,540      3,523    311,787    268,402    340,767    340,465:    16,968     17,270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :   -18,287:     5,010     -6,633     -2,525    -17,777     -7,864    -15,291    -17,022:    -2,995     -1,265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       19.2        1.0       87.2       75.0       95.3       95.2:       4.7        4.8
Old  :     100.0:       7.1       19.2        1.0       87.2       75.0       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  :       245:        23         50         12         96        108        129        160:
Old  :       245:        23         50         12         96        108        129        160:
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  :                 42.2       16.8       54.0       27.9       38.6       16.3       50.1       26.8
Old  :                 42.2       16.8       54.0       27.9       38.6       16.3       50.1       26.8
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