COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      176,065
COMMITMENTS
  43,426   22,656   13,118   97,833  127,241  154,377  163,015   21,688   13,050

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      1,264)
  -3,638   -1,482    1,794    2,552    2,274      708    2,586      556   -1,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     12.9      7.5     55.6     72.3     87.7     92.6     12.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      92       62       56       52       59      176      151
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       24,989
COMMITMENTS
  11,007    1,682      268   10,330   22,250   21,605   24,200    3,384      789

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -3,536)
  -4,716     -624      -94    1,329   -2,919   -3,481   -3,637      -55      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0      6.7      1.1     41.3     89.0     86.5     96.8     13.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      40       18       12       23       20       69       44
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      160,158
COMMITMENTS
  48,037   23,924   19,065   80,272  112,284  147,374  155,273   12,784    4,885

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -2,207)
  -3,466    1,009    1,857     -245   -3,865   -1,854     -999     -353   -1,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     14.9     11.9     50.1     70.1     92.0     96.9      8.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      72       27       31       51       50      141       93
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      590,210
COMMITMENTS
 169,185   27,068   52,307  304,096  464,679  525,588  544,054   64,622   46,156

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -11,608)
 -14,503    1,952   -2,777    8,948   -5,699   -8,332   -6,524   -3,276   -5,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      4.6      8.9     51.5     78.7     89.1     92.2     10.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      75       44       69       78       84      184      169
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      121,437
COMMITMENTS
  37,038    9,648   11,049   64,069   94,787  112,156  115,484    9,281    5,953

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -1,012)
     375      495      446   -1,212     -880     -391       61     -621   -1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      7.9      9.1     52.8     78.1     92.4     95.1      7.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     123       46       67      108      119      262      209
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       52,822
COMMITMENTS
  27,308   40,917    1,110   18,757    5,147   47,175   47,174    5,647    5,648

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      1,675)
   2,137      252      252     -790     -397    1,599      107       76    1,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7     77.5      2.1     35.5      9.7     89.3     89.3     10.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      40       54        7       12       10       53       71
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      356,618
COMMITMENTS
  25,382   68,101    3,355  311,209  268,140  339,946  339,596   16,672   17,022

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -17,520)
   4,826   -6,826   -2,036  -17,523   -7,487  -14,733  -16,349   -2,787   -1,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     19.1      0.9     87.3     75.2     95.3     95.2      4.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      23       48        8       93      107      122      157
 

Updated March 25, 2011