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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   230,653:    49,339     38,247     48,500    115,391    127,724    213,230    214,471:    17,423     16,182
Old  :   187,244:    42,543     39,399     39,100     93,275     94,610    174,918    173,108:    12,326     14,135
Other:    43,410:    11,482      3,534      4,714     22,117     33,115     38,312     41,363:     5,098      2,047
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    12,718:     2,336       -428      5,859      4,122      6,885     12,317     12,316:       401        402
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       16.6       21.0       50.0       55.4       92.4       93.0:       7.6        7.0
Old  :     100.0:      22.7       21.0       20.9       49.8       50.5       93.4       92.5:       6.6        7.5
Other:     100.0:      26.4        8.1       10.9       50.9       76.3       88.3       95.3:      11.7        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        88         99         87         64         69        197        214:
Old  :       264:        87         96         76         59         63        183        200:
Other:       140:        44         33         27         36         49         95         94:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       22.1       28.7       31.8       14.7       14.1       23.1       21.1
Old  :                 19.7       21.8       30.6       30.3       16.3       15.6       23.9       21.7
Other:                 22.9       36.8       38.0       53.7       22.3       34.8       36.7       51.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    28,649:    12,260        707      4,258      8,595     22,433     25,113     27,398:     3,536      1,250
Old  :    28,605:    12,261        707      4,252      8,572     22,395     25,085     27,354:     3,520      1,250
Other:        44:         5          6          0         23         38         28         44:        16          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     1,996:       917         77        515        805      1,483      2,237      2,076:      -240        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8        2.5       14.9       30.0       78.3       87.7       95.6:      12.3        4.4
Old  :     100.0:      42.9        2.5       14.9       30.0       78.3       87.7       95.6:      12.3        4.4
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  :        97:        49         16         20         27         23         85         50:
Old  :        97:        49         16         20         27         23         85         50:
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  :                 24.1       65.4       34.6       75.2       20.5       57.0       29.9       62.5
Old  :                 24.1       65.4       34.6       75.2       20.5       57.0       29.9       62.5
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 with Delta-adjusted Options and Futures Combined, 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  :   180,068:    29,336     35,776     26,625    113,952    106,772    169,914    169,173:    10,154     10,895
Old  :   136,584:    27,196     42,557     16,575     83,976     67,158    127,747    126,290:     8,837     10,294
Other:    43,484:     9,495        573      2,696     29,976     39,614     42,167     42,883:     1,317        601
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     8,446:       836      2,531      1,330      6,259      3,918      8,425      7,779:        21        667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       19.9       14.8       63.3       59.3       94.4       93.9:       5.6        6.1
Old  :     100.0:      19.9       31.2       12.1       61.5       49.2       93.5       92.5:       6.5        7.5
Other:     100.0:      21.8        1.3        6.2       68.9       91.1       97.0       98.6:       3.0        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        44         60         48         53         47        126        127:
Old  :       165:        43         59         42         52         43        119        121:
Other:        74:        18          7         12         35         29         58         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.6       27.0       38.7       42.9       23.9       21.6       32.8       30.6
Old  :                 27.2       30.4       40.0       42.5       26.6       26.0       35.7       36.4
Other:                 40.3       49.3       53.8       69.4       39.9       46.6       52.8       62.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   857,237:   193,070     44,060    163,714    408,837    588,682    765,621    796,455:    91,616     60,782
Old  :   857,237:   193,070     44,060    163,714    408,837    588,682    765,621    796,455:    91,616     60,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    -5,174:    -8,345      1,791      6,235     -2,584    -15,152     -4,694     -7,126:      -480      1,952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        5.1       19.1       47.7       68.7       89.3       92.9:      10.7        7.1
Old  :     100.0:      22.5        5.1       19.1       47.7       68.7       89.3       92.9:      10.7        7.1
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  :       231:        90         42         80         82         92        205        183:
Old  :       231:        90         42         80         82         92        205        183:
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  :                 12.8       16.3       23.9       26.6       11.8       13.2       20.3       21.3
Old  :                 12.8       16.3       23.9       26.6       11.8       13.2       20.3       21.3
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 with Delta-adjusted Options and Futures Combined, 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  :   192,783:    31,389     36,874     60,162     92,345     85,871    183,896    182,907:     8,887      9,876
Old  :   169,581:    31,091     37,454     51,528     78,659     71,301    161,278    160,283:     8,303      9,298
Other:    23,202:     1,934      1,056      6,998     13,686     14,570     22,618     22,624:       584        579
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    11,467:      -180      1,656      7,401      4,140      1,848     11,360     10,905:       107        562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       19.1       31.2       47.9       44.5       95.4       94.9:       4.6        5.1
Old  :     100.0:      18.3       22.1       30.4       46.4       42.0       95.1       94.5:       4.9        5.5
Other:     100.0:       8.3        4.6       30.2       59.0       62.8       97.5       97.5:       2.5        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       376:       104        124        117        123        120        284        312:
Old  :       372:       107        122        114        118        117        275        308:
Other:       142:        20         26         30         65         59        106         96:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       14.6       24.1       23.2        8.8        7.4       16.7       11.7
Old  :                 13.4       14.4       25.0       22.8        9.6        8.4       18.2       13.7
Other:                 32.2       29.0       48.1       47.5       29.1       25.6       38.9       40.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    53,756:    38,621     10,393      2,612      4,738     39,271     45,971     52,276:     7,785      1,480
Old  :    53,756:    38,621     10,393      2,612      4,738     39,271     45,971     52,276:     7,785      1,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     4,644:     1,155     -1,662      1,467        849      5,648      3,471      5,453:     1,173       -809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.8       19.3        4.9        8.8       73.1       85.5       97.2:      14.5        2.8
Old  :     100.0:      71.8       19.3        4.9        8.8       73.1       85.5       97.2:      14.5        2.8
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  :       102:        59         17          6         18         10         81         30:
Old  :       102:        59         17          6         18         10         81         30:
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  :                 49.7       77.2       59.8       89.2       49.7       77.2       57.2       86.7
Old  :                 49.7       77.2       59.8       89.2       49.7       77.2       57.2       86.7
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 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  :   419,454:    33,377     42,539      3,687    360,720    357,711    397,784    403,937:    21,670     15,518
Old  :   419,454:    33,377     42,539      3,687    360,720    357,711    397,784    403,937:    21,670     15,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     7,711:    -2,323      2,858       -598      9,388      5,944      6,467      8,204:     1,244       -493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       10.1        0.9       86.0       85.3       94.8       96.3:       5.2        3.7
Old  :     100.0:       8.0       10.1        0.9       86.0       85.3       94.8       96.3:       5.2        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  :       249:        36         43         16        103        110        149        159:
Old  :       249:        36         43         16        103        110        149        159:
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  :                 34.8       28.4       45.8       38.2       27.8       26.4       38.7       35.2
Old  :                 34.8       28.4       45.8       38.2       27.8       26.4       38.7       35.2
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