COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      174,801
COMMITMENTS
  47,064   24,138   11,324   95,281  124,967  153,669  160,429   21,132   14,372

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      1,113)
  -2,706     -279      362    3,238   -3,062      894   -2,979      219    4,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     13.8      6.5     54.5     71.5     87.9     91.8     12.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      99       63       53       55       61      179      154
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       28,525
COMMITMENTS
  15,723    2,306      362    9,001   25,169   25,086   27,837    3,439      688

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -1,837)
  -1,404       36      -22      178   -1,777   -1,248   -1,763     -589      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.1      8.1      1.3     31.6     88.2     87.9     97.6     12.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      47       20       13       21       23       79       45
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      162,365
COMMITMENTS
  51,503   22,915   17,208   80,517  116,149  149,228  156,272   13,137    6,093

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -4,807)
  -5,330     -675      500    2,132   -4,044   -2,698   -4,219   -2,109     -588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     14.1     10.6     49.6     71.5     91.9     96.2      8.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      75       29       31       50       51      145       95
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      601,818
COMMITMENTS
 183,688   25,116   55,084  295,148  470,378  533,920  550,578   67,898   51,240

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -7,547)
 -15,530    5,005    2,422   10,957  -22,125   -2,151  -14,698   -5,396    7,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      4.2      9.2     49.0     78.2     88.7     91.5     11.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      75       47       68       78       86      185      172
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      122,449
COMMITMENTS
  36,663    9,153   10,603   65,281   95,667  112,547  115,423    9,902    7,026

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -6,120)
  -8,039   -1,415       30    2,174   -6,062   -5,835   -7,447     -285    1,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      7.5      8.7     53.3     78.1     91.9     94.3      8.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     121       45       62      110      116      258      201
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       51,147
COMMITMENTS
  25,171   40,665      858   19,547    5,544   45,576   47,067    5,571    4,080

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -1,557)
  -8,632      189     -483    6,875     -849   -2,240   -1,143      683     -414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2     79.5      1.7     38.2     10.8     89.1     92.0     10.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      36       50        5       11       11       49       65
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      374,138
COMMITMENTS
  20,556   74,927    5,391  328,732  275,627  354,679  355,945   19,459   18,193

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     25,927)
  -9,552   12,434    3,282   29,322    6,405   23,052   22,121    2,875    3,806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     20.0      1.4     87.9     73.7     94.8     95.1      5.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      33       49       16      107      116      146      175
 

Updated March 18, 2011