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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   326,310:    44,557      8,046    109,486    150,641    193,358    304,684    310,889:    21,626     15,421
Old  :   210,324:    28,500     11,763     71,497     97,300    115,920    197,297    199,180:    13,027     11,144
Other:   115,986:    20,657        883     33,389     53,341     77,438    107,387    111,709:     8,598      4,276
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :     6,915:    -1,553      1,164      5,173      5,076        433      8,696      6,771:    -1,782        144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        2.5       33.6       46.2       59.3       93.4       95.3:       6.6        4.7
Old  :     100.0:      13.6        5.6       34.0       46.3       55.1       93.8       94.7:       6.2        5.3
Other:     100.0:      17.8        0.8       28.8       46.0       66.8       92.6       96.3:       7.4        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:       114         56         89         65         70        217        184:
Old  :       245:        94         69         76         62         66        195        176:
Other:       155:        60         27         45         52         56        135        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  :                 25.3       25.4       35.9       38.7       10.4       10.2       14.6       16.2
Old  :                 26.6       27.5       38.8       39.1       10.8       13.1       15.4       19.2
Other:                 28.3       30.1       41.3       41.6       18.8       17.8       25.7       25.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    30,446:    10,859        727      4,267     11,613     24,188     26,740     29,183:     3,706      1,264
Old  :    29,498:    10,849        795      3,829     11,204     23,624     25,882     28,247:     3,616      1,251
Other:       948:        87          9        362        409        565        858        935:        90         13
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :       188:      -165       -327        629       -356       -427        108       -125:        80        313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7        2.4       14.0       38.1       79.4       87.8       95.8:      12.2        4.2
Old  :     100.0:      36.8        2.7       13.0       38.0       80.1       87.7       95.8:      12.3        4.2
Other:     100.0:       9.1        0.9       38.2       43.2       59.6       90.5       98.7:       9.5        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        37         17         23         26         24         73         55:
Old  :        90:        38         16         23         24         24         71         55:
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  :                 24.6       55.3       36.9       68.4       24.5       51.3       36.8       64.3
Old  :                 25.4       55.2       38.1       68.7       25.3       52.1       38.0       65.6
Other:                 57.5       73.1       78.9       91.1       18.3       28.4       20.4       29.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   191,244:    47,245     27,120     34,185     95,631    122,936    177,061    184,241:    14,183      7,003
Old  :   129,986:    46,311     20,510     21,110     49,566     81,946    116,987    123,566:    12,999      6,419
Other:    61,258:     3,953      9,629     10,056     46,065     40,989     60,074     60,675:     1,184        583
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :     7,514:      -434      2,374      2,467      5,312      1,428      7,345      6,269:       169      1,245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       14.2       17.9       50.0       64.3       92.6       96.3:       7.4        3.7
Old  :     100.0:      35.6       15.8       16.2       38.1       63.0       90.0       95.1:      10.0        4.9
Other:     100.0:       6.5       15.7       16.4       75.2       66.9       98.1       99.0:       1.9        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        73         32         44         54         54        150        111:
Old  :       171:        75         30         43         46         48        142        104:
Other:        71:         7         14         15         39         42         60         58:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       38.8       39.5       50.7       17.9       22.8       23.9       32.7
Old  :                 20.8       36.3       30.1       50.9       17.9       30.0       26.1       43.2
Other:                 54.9       47.8       67.5       61.6       34.2       29.9       43.2       39.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   813,737:   167,510     15,594    196,719    375,050    543,725    739,280    756,037:    74,458     57,700
Old  :   813,737:   167,510     15,594    196,719    375,050    543,725    739,280    756,037:    74,458     57,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :     3,526:     5,785       -276     -3,100     -1,425      2,499      1,260       -876:     2,266      4,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        1.9       24.2       46.1       66.8       90.8       92.9:       9.2        7.1
Old  :     100.0:      20.6        1.9       24.2       46.1       66.8       90.8       92.9:       9.2        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  :       227:        74         52         88         83         89        205        182:
Old  :       227:        74         52         88         83         89        205        182:
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  :                 14.1       19.3       25.0       30.6       12.7       13.5       19.7       21.2
Old  :                 14.1       19.3       25.0       30.6       12.7       13.5       19.7       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 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  :   183,884:    31,637      6,919     55,123     87,751    115,376    174,511    177,419:     9,372      6,465
Old  :   156,070:    30,356      5,932     47,847     69,140     96,370    147,343    150,150:     8,727      5,920
Other:    27,814:     1,943      1,648      6,614     18,611     19,006     27,169     27,269:       646        545
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :       337:    -2,899        500      2,753      1,124     -2,615        978        637:      -641       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        3.8       30.0       47.7       62.7       94.9       96.5:       5.1        3.5
Old  :     100.0:      19.5        3.8       30.7       44.3       61.7       94.4       96.2:       5.6        3.8
Other:     100.0:       7.0        5.9       23.8       66.9       68.3       97.7       98.0:       2.3        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:       117         72         98        120        132        288        254:
Old  :       333:       115         69         92        113        131        274        249:
Other:       166:        34         27         27         77         72        124        113:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       18.6       29.3       30.6       11.9       10.0       18.7       15.8
Old  :                 17.0       19.2       29.2       31.1       12.9       11.2       21.9       17.7
Other:                 39.2       35.1       51.9       50.5       28.1       28.2       38.3       37.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    53,402:    27,417     41,266      1,330     18,740      5,170     47,486     47,766:     5,916      5,636
Old  :    53,402:    27,417     41,266      1,330     18,740      5,170     47,486     47,766:     5,916      5,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :       262:        62        395         57        -63       -110         56        342:       206        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.3       77.3        2.5       35.1        9.7       88.9       89.4:      11.1       10.6
Old  :     100.0:      51.3       77.3        2.5       35.1        9.7       88.9       89.4:      11.1       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  :       122:        45         55         13         11         12         60         77:
Old  :       122:        45         55         13         11         12         60         77:
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  :                 66.0       40.7       74.3       56.4       65.5       40.7       73.4       56.4
Old  :                 66.0       40.7       74.3       56.4       65.5       40.7       73.4       56.4
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 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  :   369,257:    38,648     69,703      3,619    307,652    279,513    349,919    352,835:    19,338     16,422
Old  :   369,257:    38,648     69,703      3,619    307,652    279,513    349,919    352,835:    19,338     16,422
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :    11,522:    13,191      1,163         96     -4,135     11,111      9,152     12,370:     2,370       -848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       18.9        1.0       83.3       75.7       94.8       95.6:       5.2        4.4
Old  :     100.0:      10.5       18.9        1.0       83.3       75.7       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  :       249:        28         43         16         98        113        137        161:
Old  :       249:        28         43         16         98        113        137        161:
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  :                 41.2       16.4       51.7       27.2       37.4       15.7       47.9       26.0
Old  :                 41.2       16.4       51.7       27.2       37.4       15.7       47.9       26.0
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