COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   173,688:    49,770     24,417     10,962     92,043    128,029    152,775    163,408:    20,913     10,280
Old  :   109,748:    31,275     20,642      5,054     61,300     76,872     97,629    102,568:    12,119      7,180
Other:    63,940:    23,529      8,809        874     30,743     51,157     55,146     60,840:     8,794      3,100
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    -1,718:       622      1,977     -1,371     -1,466     -1,870     -2,215     -1,264:       497       -454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       14.1        6.3       53.0       73.7       88.0       94.1:      12.0        5.9
Old  :     100.0:      28.5       18.8        4.6       55.9       70.0       89.0       93.5:      11.0        6.5
Other:     100.0:      36.8       13.8        1.4       48.1       80.0       86.2       95.2:      13.8        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        95         64         55         55         58        181        148:
Old  :       213:        71         71         37         41         49        137        133:
Other:       156:        59         29          8         46         50        109         83:
     :----------------------------------------------------------------------------------------------------
     :             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       30.5       35.7       41.4       20.5       21.0       28.3       31.2
Old  :                 26.0       30.1       38.3       44.1       24.3       29.4       34.7       42.0
Other:                 35.0       39.1       45.7       53.4       33.7       37.8       44.4       51.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    30,362:    17,127      2,270        384      8,823     26,946     26,334     29,600:     4,028        762
Old  :    30,324:    17,118      2,259        381      8,817     26,924     26,316     29,564:     4,008        760
Other:        38:        12         14          0          6         22         18         36:        20          2
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :      -657:     1,079        334        128     -1,769     -1,038       -562       -576:       -95        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.4        7.5        1.3       29.1       88.7       86.7       97.5:      13.3        2.5
Old  :     100.0:      56.5        7.4        1.3       29.1       88.8       86.8       97.5:      13.2        2.5
Other:     100.0:      31.6       36.8        0.0       15.8       57.9       47.4       94.7:      52.6        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        57         20         14         20         24         89         47:
Old  :       112:        57         20         13         19         24         87         47:
Other:         9:         4          3          0          1          1          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       62.1       41.7       77.5       26.2       57.7       40.8       73.1
Old  :                 26.2       62.1       41.8       77.5       26.2       57.7       40.9       73.1
Other:                 44.7       94.7       47.4       94.7       44.7       94.7       47.4       94.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   167,172:    56,833     23,590     16,708     78,385    120,193    151,926    160,491:    15,246      6,681
Old  :   117,312:    54,945     18,577      8,825     39,566     83,803    103,336    111,205:    13,976      6,107
Other:    49,860:     4,830      7,955      4,941     38,819     36,390     48,590     49,286:     1,270        574
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     5,311:     3,825      1,019      2,906     -2,317        980      4,414      4,905:       897        406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       14.1       10.0       46.9       71.9       90.9       96.0:       9.1        4.0
Old  :     100.0:      46.8       15.8        7.5       33.7       71.4       88.1       94.8:      11.9        5.2
Other:     100.0:       9.7       16.0        9.9       77.9       73.0       97.5       98.8:       2.5        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        86         37         32         51         48        160         96:
Old  :       184:        86         38         29         42         44        149         91:
Other:        70:        11         12          6         31         38         46         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.5       39.7       39.6       53.5       18.6       22.9       25.7       33.9
Old  :                 21.6       37.0       32.6       53.1       20.6       35.0       30.8       48.9
Other:                 58.2       52.4       73.9       68.6       36.4       30.9       45.0       41.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   609,365:   199,218     20,111     52,662    284,191    492,503    536,071    565,276:    73,294     44,089
Old  :   609,365:   199,218     20,111     52,662    284,191    492,503    536,071    565,276:    73,294     44,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    10,729:    18,011        267     -3,247    -13,257     13,199      1,507     10,219:     9,222        510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        3.3        8.6       46.6       80.8       88.0       92.8:      12.0        7.2
Old  :     100.0:      32.7        3.3        8.6       46.6       80.8       88.0       92.8:      12.0        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        77         47         65         73         82        175        170:
Old  :       220:        77         47         65         73         82        175        170:
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  :                 17.6       27.2       28.1       40.4       15.7       21.6       24.1       32.0
Old  :                 17.6       27.2       28.1       40.4       15.7       21.6       24.1       32.0
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   128,569:    44,702     10,568     10,573     63,107    101,729    118,382    122,870:    10,187      5,699
Old  :   111,148:    41,878     10,689      9,057     50,565     85,973    101,500    105,719:     9,648      5,429
Other:    17,421:     3,866        921        474     12,542     15,756     16,882     17,151:       539        270
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     7,187:     3,539        661       -178      1,824      5,485      5,185      5,968:     2,002      1,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        8.2        8.2       49.1       79.1       92.1       95.6:       7.9        4.4
Old  :     100.0:      37.7        9.6        8.1       45.5       77.4       91.3       95.1:       8.7        4.9
Other:     100.0:      22.2        5.3        2.7       72.0       90.4       96.9       98.5:       3.1        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:       144         46         56        103        120        277        199:
Old  :       339:       139         50         48         91        118        256        195:
Other:       134:        33         10          9         64         53         98         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       18.3       32.0       30.4       16.7       15.1       27.9       24.3
Old  :                 18.7       18.6       34.1       31.0       18.5       16.5       32.6       27.1
Other:                 45.2       46.2       59.3       65.7       44.8       44.5       57.6       63.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    52,704:    33,803     40,476      1,341     12,672      6,393     47,816     48,210:     4,888      4,494
Old  :    52,704:    33,803     40,476      1,341     12,672      6,393     47,816     48,210:     4,888      4,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     6,299:     4,500      4,085        563        965      1,502      6,028      6,150:       271        149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.1       76.8        2.5       24.0       12.1       90.7       91.5:       9.3        8.5
Old  :     100.0:      64.1       76.8        2.5       24.0       12.1       90.7       91.5:       9.3        8.5
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  :       111:        39         46          7         16         12         57         65:
Old  :       111:        39         46          7         16         12         57         65:
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  :                 56.0       49.2       69.8       66.4       55.7       49.2       69.1       64.3
Old  :                 56.0       49.2       69.8       66.4       55.7       49.2       69.1       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   348,211:    30,108     62,493      2,109    299,410    269,222    331,627    333,824:    16,584     14,387
Old  :   348,211:    30,108     62,493      2,109    299,410    269,222    331,627    333,824:    16,584     14,387
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     4,268:     5,477      3,634        -55      2,559      3,481      7,981      7,060:    -3,713     -2,792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       17.9        0.6       86.0       77.3       95.2       95.9:       4.8        4.1
Old  :     100.0:       8.6       17.9        0.6       86.0       77.3       95.2       95.9:       4.8        4.1
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  :       256:        36         40         10         96        116        138        161:
Old  :       256:        36         40         10         96        116        138        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  :                 37.0       16.9       48.0       27.9       33.4       16.5       44.3       25.7
Old  :                 37.0       16.9       48.0       27.9       33.4       16.5       44.3       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 11, 2011