```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, March 6, 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  :   176,384:    52,210     43,843     15,632     92,077    101,628    159,919    161,103:    16,465     15,281
Old  :   139,723:    46,097     43,629     10,253     71,912     72,326    128,262    126,208:    11,461     13,515
Other:    36,661:    11,256      5,357        236     20,165     29,302     31,657     34,895:     5,004      1,766
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     4,752:     3,655        978        -46      1,008      3,477      4,617      4,409:       135        343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       24.9        8.9       52.2       57.6       90.7       91.3:       9.3        8.7
Old  :     100.0:      33.0       31.2        7.3       51.5       51.8       91.8       90.3:       8.2        9.7
Other:     100.0:      30.7       14.6        0.6       55.0       79.9       86.4       95.2:      13.6        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        81         95         66         53         62        170        191:
Old  :       252:        79         94         48         49         52        155        170:
Other:       129:        34         34         10         31         41         73         77:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.8       22.8       29.6       32.9       18.8       17.3       29.4       26.3
Old  :                 20.9       21.6       31.9       30.8       20.9       18.3       30.8       26.4
Other:                 26.2       42.8       43.5       59.7       26.1       42.4       43.2       58.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, March 6, 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  :    22,848:    12,823      1,779        342      6,242     19,651     19,407     21,772:     3,441      1,076
Old  :    22,804:    12,818      1,773        342      6,219     19,613     19,379     21,728:     3,425      1,076
Other:        44:         5          6          0         23         38         28         44:        16          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     1,128:     1,005        -67         98        187      1,160      1,290      1,191:      -162        -63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.1        7.8        1.5       27.3       86.0       84.9       95.3:      15.1        4.7
Old  :     100.0:      56.2        7.8        1.5       27.3       86.0       85.0       95.3:      15.0        4.7
Other:     100.0:      11.4       13.6        0.0       52.3       86.4       63.6      100.0:      36.4        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        43         18         10         21         20         71         41:
Old  :        93:        43         18         10         21         20         71         41:
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  :                 25.7       72.0       37.5       80.4       25.7       70.4       37.5       78.1
Old  :                 25.8       72.0       37.5       80.4       25.8       70.4       37.5       78.2
Other:                 63.6      100.0       63.6      100.0       63.6      100.0       63.6      100.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, March 6, 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  :   169,390:    30,414     36,415     18,640    110,657    103,867    159,711    158,922:     9,679     10,468
Old  :   127,523:    27,873     43,142     10,030     81,255     64,465    119,158    117,637:     8,365      9,886
Other:    41,867:    10,045        777      1,106     29,402     39,402     40,553     41,285:     1,314        582
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     8,647:       784      2,398      1,604      6,275      3,979      8,663      7,981:       -16        666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       21.5       11.0       65.3       61.3       94.3       93.8:       5.7        6.2
Old  :     100.0:      21.9       33.8        7.9       63.7       50.6       93.4       92.2:       6.6        7.8
Other:     100.0:      24.0        1.9        2.6       70.2       94.1       96.9       98.6:       3.1        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        44         57         44         53         45        123        121:
Old  :       162:        43         56         35         50         41        112        114:
Other:        74:        19          6          8         34         28         56         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.1       28.5       41.0       45.2       25.4       23.1       34.9       32.7
Old  :                 29.1       32.3       42.7       45.3       28.5       28.1       38.3       39.1
Other:                 41.8       51.1       55.8       71.9       41.4       48.5       54.8       65.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, March 6, 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  :   720,785:   192,718     64,097     77,220    364,927    525,095    634,865    666,412:    85,920     54,373
Old  :   720,785:   192,718     64,097     77,220    364,927    525,095    634,865    666,412:    85,920     54,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    -2,962:    -5,452     -1,976      8,199     -4,759    -11,884     -2,012     -5,661:      -950      2,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        8.9       10.7       50.6       72.9       88.1       92.5:      11.9        7.5
Old  :     100.0:      26.7        8.9       10.7       50.6       72.9       88.1       92.5:      11.9        7.5
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  :       226:        72         56         58         73         88        177        173:
Old  :       226:        72         56         58         73         88        177        173:
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  :                 14.8       18.3       27.7       29.7       14.1       15.3       24.2       24.8
Old  :                 14.8       18.3       27.7       29.7       14.1       15.3       24.2       24.8
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 6, 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  :   139,102:    37,674     36,219     20,277     73,308     73,282    131,259    129,778:     7,843      9,324
Old  :   123,738:    37,144     36,704     16,917     62,357     61,328    116,418    114,949:     7,320      8,789
Other:    15,364:     2,594      1,579      1,296     10,951     11,954     14,841     14,829:       523        535
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     5,279:     1,008      1,143      2,089      2,386      1,371      5,483      4,603:      -204        676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       26.0       14.6       52.7       52.7       94.4       93.3:       5.6        6.7
Old  :     100.0:      30.0       29.7       13.7       50.4       49.6       94.1       92.9:       5.9        7.1
Other:     100.0:      16.9       10.3        8.4       71.3       77.8       96.6       96.5:       3.4        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        98        107         88        113        109        258        267:
Old  :       351:        99        109         81        107        103        247        258:
Other:       132:        20         18         16         61         54         93         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       15.5       26.0       24.5       12.2       10.2       21.3       16.0
Old  :                 15.0       15.7       27.4       25.6       12.9       11.3       23.0       18.6
Other:                 46.6       39.9       62.1       56.5       44.2       38.2       59.6       54.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, March 6, 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  :    52,985:    38,397     10,681      2,210      4,699     38,729     45,306     51,620:     7,679      1,365
Old  :    52,985:    38,397     10,681      2,210      4,699     38,729     45,306     51,620:     7,679      1,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     4,387:       982     -1,341      1,254        969      5,336      3,205      5,249:     1,182       -862
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.5       20.2        4.2        8.9       73.1       85.5       97.4:      14.5        2.6
Old  :     100.0:      72.5       20.2        4.2        8.9       73.1       85.5       97.4:      14.5        2.6
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  :       101:        58         17          4         18         10         79         29:
Old  :       101:        58         17          4         18         10         79         29:
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  :                 50.4       78.3       60.3       90.2       50.4       78.3       58.0       88.0
Old  :                 50.4       78.3       60.3       90.2       50.4       78.3       58.0       88.0
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 6, 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  :   416,621:    33,378     42,197      3,139    358,952    356,076    395,469    401,412:    21,152     15,209
Old  :   416,621:    33,378     42,197      3,139    358,952    356,076    395,469    401,412:    21,152     15,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     7,486:    -2,324      2,781       -659      9,390      5,576      6,407      7,698:     1,079       -212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       10.1        0.8       86.2       85.5       94.9       96.3:       5.1        3.7
Old  :     100.0:       8.0       10.1        0.8       86.2       85.5       94.9       96.3:       5.1        3.7
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  :       248:        36         43         11        101        106        143        154:
Old  :       248:        36         43         11        101        106        143        154:
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  :                 35.0       28.6       46.1       38.5       28.0       26.6       39.0       35.4
Old  :                 35.0       28.6       46.1       38.5       28.0       26.6       39.0       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 9, 2012