```
 
 
COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      251,257
COMMITMENTS
  51,047   44,984   56,933  123,113  131,660  231,093  233,576   20,164   17,681

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      8,551)
      97      650    4,000    3,555    3,139    7,651    7,788      900      763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     17.9     22.7     49.0     52.4     92.0     93.0      8.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      92       99       91       66       70      208      217
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       27,476
COMMITMENTS
  12,092      550    3,661    8,397   21,840   24,150   26,051    3,326    1,425

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -1,017)
    -256     -229     -420     -302     -469     -978   -1,118      -39      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.0      2.0     13.3     30.6     79.5     87.9     94.8     12.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      47       14       20       27       19       82       45
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      181,278
COMMITMENTS
  28,006   33,997   32,194  110,673  103,999  170,873  170,189   10,405   11,088

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -2,547)
  -1,503      576      848     -552   -4,689   -1,207   -3,266   -1,340      719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     18.8     17.8     61.1     57.4     94.3     93.9      5.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      43       62       47       54       52      126      134
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      886,607
COMMITMENTS
 191,636   37,800  173,436  422,870  607,721  787,942  818,957   98,665   67,650

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     42,363)
  27,226   -3,455    5,916   -2,737   38,008   30,404   40,469   11,958    1,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      4.3     19.6     47.7     68.5     88.9     92.4     11.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      96       40       84       82       90      209      184
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      220,422
COMMITMENTS
  31,004   41,224   75,638  104,680   93,302  211,322  210,164    9,099   10,258

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     13,951)
   1,003    2,504    6,615    6,424    4,333   14,042   13,452      -92      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     18.7     34.3     47.5     42.3     95.9     95.3      4.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
     112      119      130      128      118      304      315
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       60,975
COMMITMENTS
  46,765   10,845      870    4,168   47,747   51,804   59,462    9,171    1,513

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -2,394)
     189   -1,464   -2,151     -658    1,435   -2,619   -2,180      226     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.7     17.8      1.4      6.8     78.3     85.0     97.5     15.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      56       14        7       17        9       77       27
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      378,253
COMMITMENTS
  27,478   50,088    3,181  327,755  311,559  358,414  364,828   19,838   13,424

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -83,362)
  -7,657    2,727   -4,852  -67,424  -76,544  -79,933  -78,669   -3,428   -4,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     13.2      0.8     86.6     82.4     94.8     96.5      5.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      37       39       16       95       98      144      141
```

----

Updated March 23, 2012