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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   251,257:    51,047     44,984     56,933    123,113    131,660    231,093    233,576:    20,164     17,681
Old  :   192,756:    46,657     45,900     41,334     91,030     90,765    179,022    178,000:    13,734     14,756
Other:    58,501:    13,435      8,129      6,553     32,083     40,894     52,071     55,576:     6,430      2,924
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :     8,551:        97        650      4,000      3,555      3,139      7,651      7,788:       900        763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       17.9       22.7       49.0       52.4       92.0       93.0:       8.0        7.0
Old  :     100.0:      24.2       23.8       21.4       47.2       47.1       92.9       92.3:       7.1        7.7
Other:     100.0:      23.0       13.9       11.2       54.8       69.9       89.0       95.0:      11.0        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        92         99         91         66         70        208        217:
Old  :       274:        89        101         73         60         64        190        199:
Other:       160:        53         35         30         40         55        109        104:
     :----------------------------------------------------------------------------------------------------
     :             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       20.6       28.6       29.7       13.9       11.9       21.6       18.5
Old  :                 19.6       20.4       29.9       28.2       14.5       14.2       21.7       20.2
Other:                 22.8       33.6       38.1       49.6       22.7       32.2       36.6       47.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    27,476:    12,092        550      3,661      8,397     21,840     24,150     26,051:     3,326      1,425
Old  :    27,372:    12,109        546      3,624      8,329     21,778     24,062     25,948:     3,310      1,424
Other:       104:        10         32          9         68         61         88        103:        16          1
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    -1,017:      -256       -229       -420       -302       -469       -978     -1,118:       -39        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0        2.0       13.3       30.6       79.5       87.9       94.8:      12.1        5.2
Old  :     100.0:      44.2        2.0       13.2       30.4       79.6       87.9       94.8:      12.1        5.2
Other:     100.0:       9.6       30.8        9.1       65.9       59.2       84.6       99.0:      15.4        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        47         14         20         27         19         82         45:
Old  :        92:        48         13         20         27         19         82         45:
Other:        10:         1          2          1          5          3          7          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.2       67.8       34.5       77.0       21.6       60.1       31.5       65.6
Old  :                 24.2       67.8       34.5       77.1       21.6       60.1       31.4       65.7
Other:                 65.5       90.0       84.6       99.0       61.1       80.9       66.5       80.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   181,278:    28,006     33,997     32,194    110,673    103,999    170,873    170,189:    10,405     11,088
Old  :   130,305:    26,505     38,205     19,078     75,894     62,556    121,476    119,839:     8,829     10,467
Other:    50,973:     9,172      3,462      5,446     34,779     41,443     49,397     50,351:     1,576        622
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    -2,547:    -1,503        576        848       -552     -4,689     -1,207     -3,266:    -1,340        719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       18.8       17.8       61.1       57.4       94.3       93.9:       5.7        6.1
Old  :     100.0:      20.3       29.3       14.6       58.2       48.0       93.2       92.0:       6.8        8.0
Other:     100.0:      18.0        6.8       10.7       68.2       81.3       96.9       98.8:       3.1        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        43         62         47         54         52        126        134:
Old  :       168:        40         62         41         53         49        119        128:
Other:        79:        17         11         14         36         31         60         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  :                 24.8       24.5       38.2       39.6       23.4       19.2       32.8       28.0
Old  :                 25.1       23.9       37.9       36.5       23.8       20.1       33.1       29.1
Other:                 38.5       43.9       53.7       65.4       38.1       42.0       52.8       59.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   886,607:   191,636     37,800    173,436    422,870    607,721    787,942    818,957:    98,665     67,650
Old  :   886,607:   191,636     37,800    173,436    422,870    607,721    787,942    818,957:    98,665     67,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    42,363:    27,226     -3,455      5,916     -2,737     38,008     30,404     40,469:    11,958      1,894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        4.3       19.6       47.7       68.5       88.9       92.4:      11.1        7.6
Old  :     100.0:      21.6        4.3       19.6       47.7       68.5       88.9       92.4:      11.1        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        96         40         84         82         90        209        184:
Old  :       232:        96         40         84         82         90        209        184:
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  :                 12.7       15.8       22.9       26.3       11.3       13.2       18.7       21.0
Old  :                 12.7       15.8       22.9       26.3       11.3       13.2       18.7       21.0
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 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  :   220,422:    31,004     41,224     75,638    104,680     93,302    211,322    210,164:     9,099     10,258
Old  :   188,717:    32,650     41,936     62,078     85,588     75,189    180,316    179,203:     8,400      9,514
Other:    31,705:     1,842      2,777     10,071     19,093     18,113     31,006     30,961:       699        744
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    13,951:     1,003      2,504      6,615      6,424      4,333     14,042     13,452:       -92        499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       18.7       34.3       47.5       42.3       95.9       95.3:       4.1        4.7
Old  :     100.0:      17.3       22.2       32.9       45.4       39.8       95.5       95.0:       4.5        5.0
Other:     100.0:       5.8        8.8       31.8       60.2       57.1       97.8       97.7:       2.2        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       384:       112        119        130        128        118        304        315:
Old  :       379:       116        115        124        123        113        293        306:
Other:       169:        24         39         36         81         67        131        117:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       14.5       23.0       24.2        8.3        7.1       14.5       11.3
Old  :                 12.6       14.3       23.3       24.0        8.5        8.4       15.5       13.5
Other:                 29.6       22.7       45.9       39.6       27.3       17.9       35.3       28.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    60,975:    46,765     10,845        870      4,168     47,747     51,804     59,462:     9,171      1,513
Old  :    60,975:    46,765     10,845        870      4,168     47,747     51,804     59,462:     9,171      1,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    -2,394:       189     -1,464     -2,151       -658      1,435     -2,619     -2,180:       226       -214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.7       17.8        1.4        6.8       78.3       85.0       97.5:      15.0        2.5
Old  :     100.0:      76.7       17.8        1.4        6.8       78.3       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          7         17          9         77         27:
Old  :        94:        56         14          7         17          9         77         27:
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  :                 47.4       81.4       58.6       92.2       47.4       81.2       58.6       91.7
Old  :                 47.4       81.4       58.6       92.2       47.4       81.2       58.6       91.7
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 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  :   378,253:    27,478     50,088      3,181    327,755    311,559    358,414    364,828:    19,838     13,424
Old  :   378,253:    27,478     50,088      3,181    327,755    311,559    358,414    364,828:    19,838     13,424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -83,362:    -7,657      2,727     -4,852    -67,424    -76,544    -79,933    -78,669:    -3,428     -4,693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       13.2        0.8       86.6       82.4       94.8       96.5:       5.2        3.5
Old  :     100.0:       7.3       13.2        0.8       86.6       82.4       94.8       96.5:       5.2        3.5
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  :       239:        37         39         16         95         98        144        141:
Old  :       239:        37         39         16         95         98        144        141:
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  :                 33.2       28.6       45.5       38.6       31.0       28.5       43.3       38.2
Old  :                 33.2       28.6       45.5       38.6       31.0       28.5       43.3       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 23, 2012