COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      182,719
COMMITMENTS
  43,608   23,541   16,461  102,462  129,555  162,531  169,557   20,188   13,162

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      6,654)
     182      885    3,343    4,629    2,314    8,154    6,542   -1,500      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     12.9      9.0     56.1     70.9     89.0     92.8     11.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      93       68       67       55       60      186      165
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       24,663
COMMITMENTS
  10,840    2,034      317   10,011   21,225   21,168   23,576    3,495    1,087

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:       -326)
    -167      352       49     -319   -1,025     -437     -624      111      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0      8.2      1.3     40.6     86.1     85.8     95.6     14.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      32       20       15       23       19       64       46
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      165,028
COMMITMENTS
  47,903   25,230   19,871   84,302  113,796  152,076  158,897   12,952    6,131

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      4,870)
    -134    1,306      806    4,030    1,512    4,702    3,624      168    1,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     15.3     12.0     51.1     69.0     92.2     96.3      7.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      73       30       34       54       53      147      101
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      595,022
COMMITMENTS
 172,747   26,443   51,675  303,485  466,403  527,907  544,521   67,115   50,501

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      4,812)
   3,562     -625     -632     -611    1,724    2,319      467    2,493    4,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      4.4      8.7     51.0     78.4     88.7     91.5     11.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      77       45       69       78       82      187      166
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      121,346
COMMITMENTS
  34,188   10,252   13,532   64,982   91,658  112,702  115,442    8,644    5,904

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        -91)
  -2,850      604    2,483      913   -3,129      546      -42     -637      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      8.4     11.2     53.6     75.5     92.9     95.1      7.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     116       57       64      104      119      250      214
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       52,915
COMMITMENTS
  27,421   41,334      967   18,686    5,031   47,074   47,332    5,841    5,583

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:         93)
     113      417     -143      -71     -116     -101      158      194      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8     78.1      1.8     35.3      9.5     89.0     89.4     11.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      44       52        6       11       11       57       68
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      367,989
COMMITMENTS
  38,558   69,317    3,368  306,947  279,200  348,873  351,885   19,116   16,104

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     11,371)
  13,176    1,216       13   -4,262   11,060    8,927   12,289    2,444     -918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     18.8      0.9     83.4     75.9     94.8     95.6      5.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      29       41       10       95      113      130      158
 

Updated April 1, 2011