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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   316,831:    51,204      9,887    102,208    141,317    192,388    294,729    304,483:    22,101     12,347
Old  :   206,467:    31,314     10,979     69,294     92,886    117,499    193,495    197,772:    12,972      8,695
Other:   110,364:    24,176      3,194     28,628     48,431     74,889    101,235    106,711:     9,129      3,653
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    -1,296:    -1,159      1,272     -2,005      1,199     -1,230     -1,966     -1,963:       670        668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        3.1       32.3       44.6       60.7       93.0       96.1:       7.0        3.9
Old  :     100.0:      15.2        5.3       33.6       45.0       56.9       93.7       95.8:       6.3        4.2
Other:     100.0:      21.9        2.9       25.9       43.9       67.9       91.7       96.7:       8.3        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:       115         51         75         62         67        208        164:
Old  :       227:        89         62         64         57         63        179        157:
Other:       160:        67         24         39         54         57        138        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  :                 21.5       24.0       33.5       38.0       10.1       11.7       14.2       18.4
Old  :                 21.4       23.7       35.4       37.6       13.2       15.1       17.7       21.7
Other:                 29.1       31.2       40.7       42.8       19.5       19.5       25.8       27.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :    34,846:    17,187        707      3,749      9,700     29,415     30,636     33,871:     4,210        975
Old  :    34,050:    17,118        860      3,329      9,417     28,889     29,864     33,078:     4,186        972
Other:       796:       221          0        268        283        526        772        793:        24          2
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :      -382:     1,081        129        359     -1,748       -831       -308       -343:       -74        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.3        2.0       10.8       27.8       84.4       87.9       97.2:      12.1        2.8
Old  :     100.0:      50.3        2.5        9.8       27.7       84.8       87.7       97.1:      12.3        2.9
Other:     100.0:      27.8        0.0       33.6       35.6       66.1       97.0       99.7:       3.0        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        69          9         21         24         25         98         51:
Old  :       113:        63         15         21         22         25         96         51:
Other:        20:        13          0          7          4          5         17         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.9       59.1       36.6       72.6       22.7       53.5       35.4       67.1
Old  :                 23.4       59.0       37.5       72.8       23.2       54.0       36.2       67.8
Other:                 63.6       73.7       86.8       94.3       25.5       35.0       31.4       36.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   186,048:    56,972     22,501     28,014     84,461    127,775    169,447    178,291:    16,601      7,757
Old  :   131,867:    55,324     17,297     17,400     43,835     90,007    116,559    124,703:    15,309      7,164
Other:    54,181:     4,472      8,028      7,792     40,626     37,768     52,889     53,588:     1,292        593
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     6,106:     3,851      1,198      3,029     -1,623      1,613      5,257      5,841:       849        265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       12.1       15.1       45.4       68.7       91.1       95.8:       8.9        4.2
Old  :     100.0:      42.0       13.1       13.2       33.2       68.3       88.4       94.6:      11.6        5.4
Other:     100.0:       8.3       14.8       14.4       75.0       69.7       97.6       98.9:       2.4        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        93         34         43         51         49        165        107:
Old  :       188:        93         35         42         45         46        159        103:
Other:        72:        12         12         14         33         41         54         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  :                 27.9       38.5       37.0       51.3       17.1       22.3       23.5       32.4
Old  :                 19.8       35.7       29.5       50.6       18.4       32.6       27.5       45.0
Other:                 55.8       50.9       70.3       66.4       34.3       29.7       42.2       39.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   856,178:   199,371     11,488    211,890    362,799    579,508    774,060    802,886:    82,119     53,292
Old  :   856,178:   199,371     11,488    211,890    362,799    579,508    774,060    802,886:    82,119     53,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    21,987:    24,562        628       -930    -10,901     18,309     12,731     18,008:     9,255      3,979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        1.3       24.7       42.4       67.7       90.4       93.8:       9.6        6.2
Old  :     100.0:      23.3        1.3       24.7       42.4       67.7       90.4       93.8:       9.6        6.2
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:        83         44         88         77         88        199        182:
Old  :       224:        83         44         88         77         88        199        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  :                 13.5       20.4       23.1       31.1       11.8       15.5       18.5       22.9
Old  :                 13.5       20.4       23.1       31.1       11.8       15.5       18.5       22.9
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 8, 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  :   194,354:    42,690      7,756     53,025     87,629    126,578    183,345    187,359:    11,010      6,996
Old  :   169,701:    41,618      7,171     46,769     70,959    109,139    159,346    163,079:    10,356      6,623
Other:    24,653:     2,004      1,517      5,324     16,670     17,439     23,999     24,280:       654        373
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    15,331:     2,592        797      5,382      5,125      7,371     13,099     13,549:     2,232      1,782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        4.0       27.3       45.1       65.1       94.3       96.4:       5.7        3.6
Old  :     100.0:      24.5        4.2       27.6       41.8       64.3       93.9       96.1:       6.1        3.9
Other:     100.0:       8.1        6.2       21.6       67.6       70.7       97.3       98.5:       2.7        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       152         55         94        120        136        313        248:
Old  :       362:       146         59         89        112        136        300        245:
Other:       145:        25         23         25         70         58        108         93:
     :----------------------------------------------------------------------------------------------------
     :             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       19.1       28.8       31.3       11.0       10.1       18.4       15.7
Old  :                 17.3       19.6       28.2       32.0       12.0       10.8       21.3       17.3
Other:                 41.9       37.6       55.6       53.6       31.9       31.3       41.5       41.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    52,872:    33,820     40,448      1,424     12,688      6,456     47,932     48,328:     4,940      4,544
Old  :    52,872:    33,820     40,448      1,424     12,688      6,456     47,932     48,328:     4,940      4,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     6,026:     4,270      4,069        540        960      1,296      5,770      5,904:       256        121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.0       76.5        2.7       24.0       12.2       90.7       91.4:       9.3        8.6
Old  :     100.0:      64.0       76.5        2.7       24.0       12.2       90.7       91.4:       9.3        8.6
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  :       113:        39         48          9         16         13         58         69:
Old  :       113:        39         48          9         16         13         58         69:
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  :                 55.9       49.0       69.7       66.2       55.6       49.0       68.9       64.1
Old  :                 55.9       49.0       69.7       66.2       55.6       49.0       68.9       64.1
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 8, 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  :   350,118:    29,862     62,680      2,879    300,450    269,733    333,191    335,293:    16,926     14,825
Old  :   350,118:    29,862     62,680      2,879    300,450    269,733    333,191    335,293:    16,926     14,825
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     4,416:     5,404      3,620         40      2,762      3,474      8,207      7,135:    -3,791     -2,718
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       17.9        0.8       85.8       77.0       95.2       95.8:       4.8        4.2
Old  :     100.0:       8.5       17.9        0.8       85.8       77.0       95.2       95.8:       4.8        4.2
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  :       257:        35         42         15         98        116        143        164:
Old  :       257:        35         42         15         98        116        143        164:
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  :                 36.8       16.8       47.7       27.8       33.2       16.4       44.1       25.5
Old  :                 36.8       16.8       47.7       27.8       33.2       16.4       44.1       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated March 11, 2011