```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, March 20, 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  :   188,724:    54,548     51,240     19,859     94,951    100,896    169,358    171,995:    19,366     16,729
Old  :   139,379:    51,506     50,639      9,614     65,255     64,985    126,375    125,238:    13,004     14,141
Other:    49,345:    12,857     10,416        430     29,696     35,911     42,983     46,757:     6,362      2,588
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :     6,176:       264      1,267      2,841      2,146      1,337      5,251      5,445:       925        731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       27.2       10.5       50.3       53.5       89.7       91.1:      10.3        8.9
Old  :     100.0:      37.0       36.3        6.9       46.8       46.6       90.7       89.9:       9.3       10.1
Other:     100.0:      26.1       21.1        0.9       60.2       72.8       87.1       94.8:      12.9        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        81         99         70         56         63        177        200:
Old  :       260:        80         99         47         51         53        160        173:
Other:       149:        42         38         11         35         48         85         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  :                 17.9       20.4       30.0       30.0       17.4       14.1       27.3       23.1
Old  :                 20.2       18.7       31.8       27.5       18.6       17.0       29.0       25.1
Other:                 26.7       39.1       43.7       55.9       26.6       38.6       43.7       55.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, March 20, 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  :    22,411:    12,706      1,458        287      6,234     19,421     19,227     21,166:     3,184      1,245
Old  :    22,322:    12,696      1,422        287      6,171     19,369     19,154     21,078:     3,168      1,244
Other:        89:        10         36          0         63         52         73         88:        16          1
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :      -296:      -272       -132        -58         68       -204       -262       -394:       -34         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.7        6.5        1.3       27.8       86.7       85.8       94.4:      14.2        5.6
Old  :     100.0:      56.9        6.4        1.3       27.6       86.8       85.8       94.4:      14.2        5.6
Other:     100.0:      11.2       40.4        0.0       70.8       58.4       82.0       98.9:      18.0        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        43         13         10         22         16         72         33:
Old  :        88:        43         13         10         22         16         72         33:
Other:         9:         1          2          0          4          2          5          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.5       74.1       38.6       83.0       26.5       72.6       38.6       80.5
Old  :                 26.5       74.2       38.5       83.1       26.5       72.7       38.5       80.6
Other:                 76.4       98.9       82.0       98.9       76.4       98.9       82.0       98.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, March 20, 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  :   168,406:    29,352     35,046     21,799    107,361    101,041    158,512    157,886:     9,894     10,520
Old  :   119,892:    27,098     38,818     11,322     73,150     59,834    111,570    109,974:     8,322      9,918
Other:    48,514:     9,630      3,604      3,101     34,211     41,207     46,942     47,912:     1,572        602
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    -3,719:      -854      1,010       -820       -645     -4,524     -2,319     -4,334:    -1,400        615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       20.8       12.9       63.8       60.0       94.1       93.8:       5.9        6.2
Old  :     100.0:      22.6       32.4        9.4       61.0       49.9       93.1       91.7:       6.9        8.3
Other:     100.0:      19.8        7.4        6.4       70.5       84.9       96.8       98.8:       3.2        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        42         61         43         54         49        123        128:
Old  :       166:        40         60         34         52         46        114        120:
Other:        79:        19          9         11         36         30         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  :                 26.6       26.1       40.9       42.2       25.2       20.9       35.3       30.4
Old  :                 27.2       25.8       40.8       39.4       25.9       22.0       36.0       32.0
Other:                 40.4       46.0       56.0       68.5       40.0       44.2       55.5       62.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, March 20, 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  :   738,649:   190,862     65,218     77,623    377,293    535,293    645,778    678,134:    92,871     60,515
Old  :   738,649:   190,862     65,218     77,623    377,293    535,293    645,778    678,134:    92,871     60,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    32,566:    25,428      4,813     -2,385     -2,322     28,726     20,721     31,154:    11,845      1,412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        8.8       10.5       51.1       72.5       87.4       91.8:      12.6        8.2
Old  :     100.0:      25.8        8.8       10.5       51.1       72.5       87.4       91.8:      12.6        8.2
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  :       227:        73         59         59         71         87        178        172:
Old  :       227:        73         59         59         71         87        178        172:
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  :                 14.6       17.7       26.6       29.3       13.4       15.3       22.4       24.3
Old  :                 14.6       17.7       26.6       29.3       13.4       15.3       22.4       24.3
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 20, 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  :   155,555:    40,018     41,475     25,208     82,234     79,214    147,460    145,897:     8,095      9,658
Old  :   135,180:    40,730     42,393     19,279     67,691     64,542    127,700    126,214:     7,480      8,966
Other:    20,375:     3,195      2,989      2,022     14,543     14,672     19,760     19,683:       615        692
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :     8,168:     2,670      2,996      1,693      3,902      2,930      8,265      7,619:       -97        549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       26.7       16.2       52.9       50.9       94.8       93.8:       5.2        6.2
Old  :     100.0:      30.1       31.4       14.3       50.1       47.7       94.5       93.4:       5.5        6.6
Other:     100.0:      15.7       14.7        9.9       71.4       72.0       97.0       96.6:       3.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:       107         99         98        115        108        271        270:
Old  :       355:       112         99         87        110         99        262        253:
Other:       154:        28         25         18         70         62        110         95:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       16.8       24.9       26.3       11.1       10.1       19.6       16.1
Old  :                 13.9       17.3       25.0       28.2       11.9       11.8       21.2       19.1
Other:                 40.3       28.7       53.6       44.9       38.0       25.2       50.6       39.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, March 20, 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  :    60,548:    46,804     11,110        502      4,153     47,444     51,459     59,056:     9,089      1,492
Old  :    60,548:    46,804     11,110        502      4,153     47,444     51,459     59,056:     9,089      1,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    -2,377:       174     -1,476     -2,123       -647      1,428     -2,596     -2,171:       219       -206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.3       18.3        0.8        6.9       78.4       85.0       97.5:      15.0        2.5
Old  :     100.0:      77.3       18.3        0.8        6.9       78.4       85.0       97.5:      15.0        2.5
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  :        94:        56         14          2         17          8         74         24:
Old  :        94:        56         14          2         17          8         74         24:
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  :                 47.8       82.0       59.0       92.8       47.8       82.0       59.0       92.8
Old  :                 47.8       82.0       59.0       92.8       47.8       82.0       59.0       92.8
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 20, 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  :   375,971:    27,456     49,422      3,035    326,080    310,631    356,571    363,088:    19,400     12,883
Old  :   375,971:    27,456     49,422      3,035    326,080    310,631    356,571    363,088:    19,400     12,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -82,708:    -7,627      2,374     -4,432    -67,154    -76,056    -79,213    -78,114:    -3,495     -4,594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       13.1        0.8       86.7       82.6       94.8       96.6:       5.2        3.4
Old  :     100.0:       7.3       13.1        0.8       86.7       82.6       94.8       96.6:       5.2        3.4
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  :       239:        37         39         12         93         97        138        140:
Old  :       239:        37         39         12         93         97        138        140:
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  :                 33.4       28.8       45.8       38.9       31.1       28.7       43.5       38.4
Old  :                 33.4       28.8       45.8       38.9       31.1       28.7       43.5       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 23, 2012