```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, March 13, 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  :   182,548:    54,284     49,973     17,018     92,805     99,559    164,107    166,550:    18,441     15,998
Old  :   138,751:    50,122     49,230      9,381     66,562     66,527    126,065    125,138:    12,686     13,613
Other:    43,797:    11,659      8,240        140     26,243     33,032     38,042     41,412:     5,755      2,385
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :     6,164:     2,074      6,130      1,386        728     -2,069      4,188      5,447:     1,976        717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       27.4        9.3       50.8       54.5       89.9       91.2:      10.1        8.8
Old  :     100.0:      36.1       35.5        6.8       48.0       47.9       90.9       90.2:       9.1        9.8
Other:     100.0:      26.6       18.8        0.3       59.9       75.4       86.9       94.6:      13.1        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        77        100         70         53         64        170        199:
Old  :       253:        75        100         48         48         54        153        174:
Other:       139:        38         36          8         34         43         78         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       21.3       30.1       30.8       18.5       15.3       28.7       24.1
Old  :                 20.5       19.9       32.4       28.6       20.0       18.0       30.5       25.8
Other:                 25.8       41.1       44.1       56.6       25.8       40.6       44.0       56.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, March 13, 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  :    22,707:    12,978      1,590        345      6,166     19,625     19,489     21,560:     3,218      1,147
Old  :    22,638:    12,973      1,569        345      6,118     19,578     19,436     21,492:     3,202      1,146
Other:        69:         5         21          0         48         47         53         68:        16          1
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :      -141:       155       -189          3        -76        -26         82       -212:      -223         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.2        7.0        1.5       27.2       86.4       85.8       94.9:      14.2        5.1
Old  :     100.0:      57.3        6.9        1.5       27.0       86.5       85.9       94.9:      14.1        5.1
Other:     100.0:       7.2       30.4        0.0       69.6       68.1       76.8       98.6:      23.2        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        45         16         11         22         18         73         39:
Old  :        93:        45         16         11         22         18         73         39:
Other:         6:         1          1          0          2          2          3          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.8       72.7       37.8       81.1       25.8       71.3       37.8       78.7
Old  :                 25.9       72.8       37.8       81.2       25.9       71.4       37.8       78.7
Other:                 76.8       98.6       76.8       98.6       76.8       98.6       76.8       98.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, March 13, 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  :   172,125:    30,206     34,036     22,619    108,006    105,565    160,831    162,220:    11,294      9,905
Old  :   127,810:    27,939     42,198     11,522     78,475     64,606    117,936    118,326:     9,874      9,484
Other:    44,315:    11,332        903      2,032     29,531     40,959     42,895     43,894:     1,420        421
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :     2,735:      -208     -2,379      3,979     -2,651      1,698      1,120      3,298:     1,615       -563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       19.8       13.1       62.7       61.3       93.4       94.2:       6.6        5.8
Old  :     100.0:      21.9       33.0        9.0       61.4       50.5       92.3       92.6:       7.7        7.4
Other:     100.0:      25.6        2.0        4.6       66.6       92.4       96.8       99.0:       3.2        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        49         57         48         53         46        128        129:
Old  :       169:        46         60         36         50         43        116        121:
Other:        80:        23          7         13         34         28         59         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       27.4       40.1       44.6       23.8       22.0       33.6       31.4
Old  :                 28.2       30.8       41.8       43.8       26.8       26.0       36.3       37.1
Other:                 40.2       50.4       53.6       70.2       39.8       49.3       52.8       65.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, March 13, 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  :   706,083:   165,434     60,405     80,008    379,615    506,567    625,057    646,980:    81,026     59,103
Old  :   706,083:   165,434     60,405     80,008    379,615    506,567    625,057    646,980:    81,026     59,103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   -14,702:   -27,284     -3,692      2,788     14,688    -18,528     -9,808    -19,432:    -4,894      4,730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        8.6       11.3       53.8       71.7       88.5       91.6:      11.5        8.4
Old  :     100.0:      23.4        8.6       11.3       53.8       71.7       88.5       91.6:      11.5        8.4
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  :       216:        66         56         58         73         86        171        169:
Old  :       216:        66         56         58         73         86        171        169:
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  :                 15.2       17.5       27.7       28.9       13.9       15.0       23.4       23.7
Old  :                 15.2       17.5       27.7       28.9       13.9       15.0       23.4       23.7
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 13, 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  :   147,387:    37,348     38,479     23,515     78,332     76,284    139,195    138,278:     8,192      9,109
Old  :   128,685:    37,896     39,218     18,336     64,838     62,567    121,070    120,121:     7,615      8,564
Other:    18,702:     2,796      2,605      1,835     13,494     13,717     18,125     18,157:       577        545
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :     8,285:      -326      2,260      3,238      5,024      3,002      7,936      8,500:       349       -215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       26.1       16.0       53.1       51.8       94.4       93.8:       5.6        6.2
Old  :     100.0:      29.4       30.5       14.2       50.4       48.6       94.1       93.3:       5.9        6.7
Other:     100.0:      15.0       13.9        9.8       72.2       73.3       96.9       97.1:       3.1        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:       106        100         91        119        111        271        268:
Old  :       354:       104        105         81        111        104        259        254:
Other:       145:        22         21         15         66         60        100         89:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       16.0       25.4       25.2       11.7        9.7       20.5       15.4
Old  :                 14.4       16.2       25.8       26.7       12.3       11.1       21.9       18.2
Other:                 44.2       32.8       58.9       49.1       42.0       29.3       56.3       44.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, March 13, 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  :    62,925:    46,630     12,586      2,625      4,800     46,016     54,055     61,227:     8,870      1,698
Old  :    62,925:    46,630     12,586      2,625      4,800     46,016     54,055     61,227:     8,870      1,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :     9,940:     8,233      1,905        415        101      7,287      8,749      9,607:     1,191        333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.1       20.0        4.2        7.6       73.1       85.9       97.3:      14.1        2.7
Old  :     100.0:      74.1       20.0        4.2        7.6       73.1       85.9       97.3:      14.1        2.7
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  :       102:        59         14          6         21         11         84         28:
Old  :       102:        59         14          6         21         11         84         28:
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  :                 44.4       76.9       55.5       90.7       44.4       76.9       54.4       88.4
Old  :                 44.4       76.9       55.5       90.7       44.4       76.9       54.4       88.4
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 - Futures Only, March 13, 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  :   458,679:    35,083     47,048      7,467    393,234    386,687    435,784    441,202:    22,895     17,477
Old  :   458,679:    35,083     47,048      7,467    393,234    386,687    435,784    441,202:    22,895     17,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    42,058:     1,705      4,851      4,328     34,282     30,611     40,315     39,790:     1,743      2,268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       10.3        1.6       85.7       84.3       95.0       96.2:       5.0        3.8
Old  :     100.0:       7.6       10.3        1.6       85.7       84.3       95.0       96.2:       5.0        3.8
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  :       243:        34         38         18        108        111        154        157:
Old  :       243:        34         38         18        108        111        154        157:
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  :                 31.0       26.3       43.7       35.6       25.1       23.7       35.5       31.6
Old  :                 31.0       26.3       43.7       35.6       25.1       23.7       35.5       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 16, 2012