```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   254,040:    56,911     39,741     57,810    118,253    140,123    232,974    237,674:    21,067     16,366
Old  :   188,531:    51,031     42,295     39,597     83,944     93,111    174,572    175,004:    13,959     13,528
Other:    65,509:    15,823      7,389      8,270     34,309     47,012     58,402     62,670:     7,107      2,839
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     2,783:     5,864     -5,243        877     -4,860      8,463      1,881      4,098:       903     -1,314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       15.6       22.8       46.5       55.2       91.7       93.6:       8.3        6.4
Old  :     100.0:      27.1       22.4       21.0       44.5       49.4       92.6       92.8:       7.4        7.2
Other:     100.0:      24.2       11.3       12.6       52.4       71.8       89.2       95.7:      10.8        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:       102         84         97         67         69        217        209:
Old  :       271:        94         93         80         63         63        202        193:
Other:       164:        60         33         32         39         56        113        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       22.2       26.5       32.0       12.7       15.1       20.1       21.9
Old  :                 17.6       22.0       27.7       30.6       13.1       15.8       20.4       22.2
Other:                 21.7       34.7       36.0       50.4       21.3       33.2       35.2       47.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :    25,418:    10,400        833      3,557      8,149     19,709     22,106     24,098:     3,312      1,320
Old  :    25,110:    10,440        831      3,444      7,931     19,543     21,815     23,818:     3,295      1,292
Other:       308:        16         57         57        218        166        291        280:        17         28
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    -2,058:    -1,691        283       -104       -248     -2,131     -2,044     -1,952:       -14       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        3.3       14.0       32.1       77.5       87.0       94.8:      13.0        5.2
Old  :     100.0:      41.6        3.3       13.7       31.6       77.8       86.9       94.9:      13.1        5.1
Other:     100.0:       5.2       18.6       18.4       70.8       53.9       94.5       90.9:       5.5        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        44         15         21         26         19         76         49:
Old  :        90:        44         15         21         26         19         76         49:
Other:        12:         3          2          4          7          2         12          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       67.8       34.4       77.5       23.2       62.1       33.8       68.2
Old  :                 23.5       68.0       34.4       77.3       23.3       62.4       33.8       68.5
Other:                 63.6       86.6       83.7       90.9       58.1       66.3       69.8       66.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   186,209:    29,590     33,342     36,367    108,437    105,285    174,393    174,994:    11,815     11,215
Old  :   132,035:    27,885     36,844     21,539     72,408     63,428    121,833    121,811:    10,203     10,224
Other:    54,174:     9,864      4,657      6,668     36,029     41,857     52,561     53,182:     1,613        991
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     4,931:     1,584       -655      4,173     -2,236      1,286      3,521      4,804:     1,411        127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       17.9       19.5       58.2       56.5       93.7       94.0:       6.3        6.0
Old  :     100.0:      21.1       27.9       16.3       54.8       48.0       92.3       92.3:       7.7        7.7
Other:     100.0:      18.2        8.6       12.3       66.5       77.3       97.0       98.2:       3.0        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        49         65         57         53         48        137        139:
Old  :       176:        47         65         52         50         44        128        133:
Other:        78:        17         12         15         37         30         61         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.6       25.4       36.4       39.8       22.5       19.7       31.1       28.7
Old  :                 23.1       24.5       36.4       37.2       22.4       20.5       31.7       29.6
Other:                 37.0       43.6       52.0       64.7       36.7       38.1       50.9       56.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   894,283:   201,094     44,363    164,824    427,738    616,577    793,656    825,764:   100,627     68,519
Old  :   894,283:   201,094     44,363    164,824    427,738    616,577    793,656    825,764:   100,627     68,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     7,676:     9,458      6,564     -8,612      4,868      8,856      5,714      6,807:     1,962        869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        5.0       18.4       47.8       68.9       88.7       92.3:      11.3        7.7
Old  :     100.0:      22.5        5.0       18.4       47.8       68.9       88.7       92.3:      11.3        7.7
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  :       229:        84         47         82         81         90        206        181:
Old  :       229:        84         47         82         81         90        206        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  :                 12.2       15.8       22.5       26.5       11.2       13.3       19.3       21.1
Old  :                 12.2       15.8       22.5       26.5       11.2       13.3       19.3       21.1
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 27, 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  :   224,024:    31,612     40,167     76,908    106,994     97,317    215,514    214,391:     8,510      9,633
Old  :   187,962:    33,816     41,267     60,978     85,388     76,930    180,183    179,175:     7,779      8,787
Other:    36,062:     2,118      3,222     11,607     21,606     20,387     35,331     35,216:       731        846
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     3,603:       608     -1,057      1,270      2,314      4,015      4,192      4,228:      -589       -625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       17.9       34.3       47.8       43.4       96.2       95.7:       3.8        4.3
Old  :     100.0:      18.0       22.0       32.4       45.4       40.9       95.9       95.3:       4.1        4.7
Other:     100.0:       5.9        8.9       32.2       59.9       56.5       98.0       97.7:       2.0        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       391:       118        111        136        129        125        308        327:
Old  :       386:       117        112        129        124        120        298        316:
Other:       177:        26         40         42         82         66        137        123:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       14.4       22.6       24.4        8.2        6.9       14.5       11.6
Old  :                 12.0       14.4       22.6       24.0        8.4        8.5       15.6       14.0
Other:                 27.2       22.0       43.2       38.3       24.5       16.0       31.9       25.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :    52,459:    39,066      9,205        908      3,853     40,290     43,827     50,404:     8,633      2,056
Old  :    52,459:    39,066      9,205        908      3,853     40,290     43,827     50,404:     8,633      2,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    -8,516:    -7,700     -1,640         38       -315     -7,457     -7,977     -9,058:      -539        543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.5       17.5        1.7        7.3       76.8       83.5       96.1:      16.5        3.9
Old  :     100.0:      74.5       17.5        1.7        7.3       76.8       83.5       96.1:      16.5        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  :        92:        52         18          7         14         10         70         32:
Old  :        92:        52         18          7         14         10         70         32:
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  :                 51.1       79.3       59.8       87.2       51.1       79.3       59.8       86.7
Old  :                 51.1       79.3       59.8       87.2       51.1       79.3       59.8       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 27, 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  :   374,511:    32,159     46,389      3,738    317,984    310,509    353,881    360,635:    20,631     13,876
Old  :   374,511:    32,159     46,389      3,738    317,984    310,509    353,881    360,635:    20,631     13,876
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    -3,741:     4,681     -3,699        557     -9,771     -1,050     -4,534     -4,193:       792        451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       12.4        1.0       84.9       82.9       94.5       96.3:       5.5        3.7
Old  :     100.0:       8.6       12.4        1.0       84.9       82.9       94.5       96.3:       5.5        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  :       246:        38         41         14         95        103        144        147:
Old  :       246:        38         41         14         95        103        144        147:
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  :                 33.1       28.6       44.9       38.8       31.3       28.5       42.8       38.2
Old  :                 33.1       28.6       44.9       38.8       31.3       28.5       42.8       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated March 30, 2012