```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   189,215:    56,279     46,898     22,472     90,332    104,521    169,083    173,891:    20,132     15,324
Old  :   135,333:    52,271     46,956     11,003     58,931     64,500    122,205    122,459:    13,128     12,874
Other:    53,882:    15,069     11,003        408     31,401     40,021     46,878     51,432:     7,004      2,450
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :       491:     1,731     -4,342      2,613     -4,619      3,625       -275      1,896:       766     -1,405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       24.8       11.9       47.7       55.2       89.4       91.9:      10.6        8.1
Old  :     100.0:      38.6       34.7        8.1       43.5       47.7       90.3       90.5:       9.7        9.5
Other:     100.0:      28.0       20.4        0.8       58.3       74.3       87.0       95.5:      13.0        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        86         90         78         55         61        187        190:
Old  :       255:        83         93         55         50         50        169        164:
Other:       154:        46         39         10         34         48         87         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       22.5       27.8       31.5       17.1       17.7       26.7       26.7
Old  :                 18.1       19.9       28.8       29.6       18.1       18.0       28.2       26.8
Other:                 25.9       39.5       42.9       56.3       25.9       38.9       42.8       55.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    20,768:    10,812      1,736        397      6,411     17,467     17,620     19,600:     3,148      1,168
Old  :    20,535:    10,798      1,694        381      6,225     17,320     17,404     19,395:     3,131      1,140
Other:       233:        30         58          0        186        147        216        205:        17         28
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    -1,643:    -1,894        278        110        177     -1,954     -1,607     -1,566:       -36        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.1        8.4        1.9       30.9       84.1       84.8       94.4:      15.2        5.6
Old  :     100.0:      52.6        8.2        1.9       30.3       84.3       84.8       94.4:      15.2        5.6
Other:     100.0:      12.9       24.9        0.0       79.8       63.1       92.7       88.0:       7.3       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        41         14         11         22         15         69         34:
Old  :        85:        41         14         11         21         15         68         34:
Other:        11:         3          1          0          7          1         10          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.4       73.8       41.0       82.4       28.4       72.1       41.0       80.2
Old  :                 28.5       73.9       41.2       82.6       28.5       72.4       41.2       80.6
Other:                 67.0       88.0       86.7       88.0       67.0       83.7       86.7       83.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   171,898:    31,111     34,285     24,664    104,744    102,229    160,519    161,178:    11,379     10,720
Old  :   120,759:    28,412     37,078     13,283     69,294     60,650    110,989    111,011:     9,770      9,748
Other:    51,139:    10,717      5,225      3,363     35,450     41,579     49,530     50,167:     1,609        972
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     3,492:     1,759       -761      2,865     -2,617      1,188      2,007      3,292:     1,485        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       19.9       14.3       60.9       59.5       93.4       93.8:       6.6        6.2
Old  :     100.0:      23.5       30.7       11.0       57.4       50.2       91.9       91.9:       8.1        8.1
Other:     100.0:      21.0       10.2        6.6       69.3       81.3       96.9       98.1:       3.1        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        48         61         50         53         46        132        132:
Old  :       173:        46         62         42         49         42        121        124:
Other:        78:        19         10         11         37         29         59         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.5       27.0       39.1       42.3       24.3       22.0       33.6       31.7
Old  :                 25.1       26.0       39.1       39.9       24.5       22.8       34.6       32.8
Other:                 39.2       46.1       54.3       68.4       38.9       41.4       53.9       61.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   746,727:   199,828     64,519     72,712    379,340    548,668    651,880    685,899:    94,847     60,828
Old  :   746,727:   199,828     64,519     72,712    379,340    548,668    651,880    685,899:    94,847     60,828
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     8,078:     8,966       -699     -4,911      2,047     13,375      6,102      7,765:     1,976        313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        8.6        9.7       50.8       73.5       87.3       91.9:      12.7        8.1
Old  :     100.0:      26.8        8.6        9.7       50.8       73.5       87.3       91.9:      12.7        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  :       225:        73         55         63         72         86        180        172:
Old  :       225:        73         55         63         72         86        180        172:
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  :                 14.4       18.1       26.2       29.9       13.3       15.6       23.0       24.6
Old  :                 14.4       18.1       26.2       29.9       13.3       15.6       23.0       24.6
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 27, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   154,900:    40,041     40,991     23,849     83,502     81,186    147,392    146,026:     7,508      8,874
Old  :   132,314:    41,023     41,984     17,430     67,003     64,832    125,456    124,246:     6,858      8,068
Other:    22,586:     3,541      3,530      1,896     16,499     16,354     21,936     21,780:       650        806
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :      -655:        23       -484     -1,359      1,268      1,972        -68        129:      -587       -784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       26.5       15.4       53.9       52.4       95.2       94.3:       4.8        5.7
Old  :     100.0:      31.0       31.7       13.2       50.6       49.0       94.8       93.9:       5.2        6.1
Other:     100.0:      15.7       15.6        8.4       73.0       72.4       97.1       96.4:       2.9        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       105         99         99        115        116        270        282:
Old  :       365:       107        102         86        110        107        261        263:
Other:       161:        28         28         22         72         61        115        101:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       16.8       24.5       25.8       11.2       10.0       19.8       16.7
Old  :                 13.6       17.2       24.3       27.7       12.0       12.0       21.5       20.1
Other:                 36.9       27.8       50.3       45.3       34.7       23.1       46.3       36.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    51,926:    39,088      9,457        514      3,779     39,940     43,381     49,911:     8,545      2,015
Old  :    51,926:    39,088      9,457        514      3,779     39,940     43,381     49,911:     8,545      2,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    -8,622:    -7,716     -1,653         12       -374     -7,504     -8,078     -9,145:      -544        523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.3       18.2        1.0        7.3       76.9       83.5       96.1:      16.5        3.9
Old  :     100.0:      75.3       18.2        1.0        7.3       76.9       83.5       96.1:      16.5        3.9
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  :        92:        52         18          3         14         10         67         31:
Old  :        92:        52         18          3         14         10         67         31:
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  :                 51.6       80.1       60.4       87.9       51.6       80.1       60.4       87.9
Old  :                 51.6       80.1       60.4       87.9       51.6       80.1       60.4       87.9
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 27, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   372,204:    32,133     45,731      3,575    316,211    309,565    351,919    358,871:    20,285     13,333
Old  :   372,204:    32,133     45,731      3,575    316,211    309,565    351,919    358,871:    20,285     13,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    -3,767:     4,677     -3,691        540     -9,869     -1,066     -4,652     -4,217:       885        450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       12.3        1.0       85.0       83.2       94.6       96.4:       5.4        3.6
Old  :     100.0:       8.6       12.3        1.0       85.0       83.2       94.6       96.4:       5.4        3.6
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  :       246:        38         41         10         92        102        137        146:
Old  :       246:        38         41         10         92        102        137        146:
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  :                 33.3       28.8       45.2       39.0       31.4       28.7       43.1       38.4
Old  :                 33.3       28.8       45.2       39.0       31.4       28.7       43.1       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 30, 2012