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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   242,706:    50,950     44,334     52,933    119,558    128,521    223,442    225,788:    19,264     16,918
Old  :   190,935:    46,160     45,429     40,342     90,985     90,906    177,486    176,677:    13,449     14,258
Other:    51,771:    12,027      6,141      5,355     28,573     37,615     45,955     49,111:     5,816      2,660
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    12,052:     1,611      6,087      4,433      4,167        796     10,212     11,316:     1,841        736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       18.3       21.8       49.3       53.0       92.1       93.0:       7.9        7.0
Old  :     100.0:      24.2       23.8       21.1       47.7       47.6       93.0       92.5:       7.0        7.5
Other:     100.0:      23.2       11.9       10.3       55.2       72.7       88.8       94.9:      11.2        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        91         96         90         63         72        198        219:
Old  :       267:        94         92         75         58         65        182        203:
Other:       150:        45         37         28         39         52        103         98:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       21.3       28.8       30.5       14.9       12.8       22.9       19.3
Old  :                 19.5       21.1       30.1       29.3       15.5       15.0       22.8       20.8
Other:                 22.3       35.4       38.7       51.0       22.1       33.8       37.2       49.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    28,493:    12,348        779      4,081      8,699     22,309     25,128     27,168:     3,365      1,324
Old  :    28,424:    12,362        776      4,062      8,651     22,262     25,075     27,100:     3,349      1,323
Other:        69:         5         21          0         48         47         53         68:        16          1
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :      -156:        88         72       -177        104       -124         15       -230:      -171         74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.3        2.7       14.3       30.5       78.3       88.2       95.4:      11.8        4.6
Old  :     100.0:      43.5        2.7       14.3       30.4       78.3       88.2       95.3:      11.8        4.7
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  :        97:        46         19         20         27         21         85         48:
Old  :        97:        47         18         20         27         21         85         48:
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  :                 24.4       65.8       34.8       75.2       20.5       56.7       30.2       62.0
Old  :                 24.5       65.8       34.7       75.3       20.6       56.7       30.1       62.0
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 with Delta-adjusted Options and Futures Combined, 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  :   183,825:    29,509     33,421     31,346    111,225    108,688    172,080    173,455:    11,745     10,369
Old  :   137,067:    27,868     41,922     17,719     81,161     67,498    126,747    127,139:    10,321      9,928
Other:    46,757:    10,863        721      4,405     30,065     41,190     45,333     46,316:     1,424        441
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :     3,756:       172     -2,355      4,720     -2,727      1,917      2,166      4,282:     1,591       -526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       18.2       17.1       60.5       59.1       93.6       94.4:       6.4        5.6
Old  :     100.0:      20.3       30.6       12.9       59.2       49.2       92.5       92.8:       7.5        7.2
Other:     100.0:      23.2        1.5        9.4       64.3       88.1       97.0       99.1:       3.0        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        52         57         52         53         49        131        136:
Old  :       172:        47         62         45         51         46        123        130:
Other:        80:        22          8         16         36         29         62         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       26.0       37.7       42.2       22.3       20.4       31.4       29.3
Old  :                 26.4       29.0       39.1       41.1       24.9       24.1       33.8       34.4
Other:                 38.1       47.9       51.1       66.7       37.8       46.7       50.0       62.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   844,244:   164,410     41,254    167,520    425,607    569,713    757,538    778,488:    86,707     65,757
Old  :   844,244:   164,410     41,254    167,520    425,607    569,713    757,538    778,488:    86,707     65,757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   -12,993:   -28,660     -2,805      3,807     16,770    -18,968     -8,083    -17,967:    -4,909      4,974
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        4.9       19.8       50.4       67.5       89.7       92.2:      10.3        7.8
Old  :     100.0:      19.5        4.9       19.8       50.4       67.5       89.7       92.2:      10.3        7.8
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  :       223:        81         46         79         82         90        198        181:
Old  :       223:        81         46         79         82         90        198        181:
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  :                 13.1       15.6       23.9       25.9       11.6       12.8       19.5       20.4
Old  :                 13.1       15.6       23.9       25.9       11.6       12.8       19.5       20.4
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 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  :   206,471:    30,001     38,720     69,023     98,256     88,969    197,280    196,712:     9,191      9,759
Old  :   178,750:    30,660     39,249     57,826     81,732     72,527    170,217    169,601:     8,533      9,149
Other:    27,721:     1,887      2,017      8,651     16,524     16,443     27,063     27,111:       658        610
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    13,688:    -1,388      1,846      8,861      5,911      3,098     13,384     13,805:       304       -117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       18.8       33.4       47.6       43.1       95.5       95.3:       4.5        4.7
Old  :     100.0:      17.2       22.0       32.3       45.7       40.6       95.2       94.9:       4.8        5.1
Other:     100.0:       6.8        7.3       31.2       59.6       59.3       97.6       97.8:       2.4        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       377:       110        115        126        129        120        297        314:
Old  :       373:       110        115        119        122        117        285        306:
Other:       158:        24         28         32         75         64        119        108:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       14.9       23.7       24.0        8.3        6.8       14.9       10.9
Old  :                 13.0       14.5       23.7       23.5        8.8        7.9       16.2       12.7
Other:                 32.0       24.9       47.6       42.9       28.0       20.5       37.2       32.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    63,369:    46,576     12,309      3,021      4,826     46,312     54,423     61,642:     8,946      1,727
Old  :    63,369:    46,576     12,309      3,021      4,826     46,312     54,423     61,642:     8,946      1,727
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :     9,613:     7,955      1,916        409         88      7,040      8,452      9,365:     1,161        247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.5       19.4        4.8        7.6       73.1       85.9       97.3:      14.1        2.7
Old  :     100.0:      73.5       19.4        4.8        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:        58         15          9         21         12         85         31:
Old  :       102:        58         15          9         21         12         85         31:
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  :                 44.1       76.4       55.1       90.1       44.1       76.4       54.0       87.5
Old  :                 44.1       76.4       55.1       90.1       44.1       76.4       54.0       87.5
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 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  :   461,614:    35,135     47,361      8,033    395,179    388,103    438,348    443,497:    23,266     18,117
Old  :   461,614:    35,135     47,361      8,033    395,179    388,103    438,348    443,497:    23,266     18,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    42,160:     1,758      4,822      4,346     34,459     30,392     40,563     39,561:     1,596      2,599
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       10.3        1.7       85.6       84.1       95.0       96.1:       5.0        3.9
Old  :     100.0:       7.6       10.3        1.7       85.6       84.1       95.0       96.1:       5.0        3.9
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  :       244:        34         38         23        109        114        159        161:
Old  :       244:        34         38         23        109        114        159        161:
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  :                 30.8       26.1       43.4       35.4       25.0       23.5       35.2       31.4
Old  :                 30.8       26.1       43.4       35.4       25.0       23.5       35.2       31.4
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