COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      316,831
COMMITMENTS
  51,204    9,887  102,208  141,317  192,388  294,729  304,483   22,101   12,347

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -1,296)
  -1,159    1,272   -2,005    1,199   -1,230   -1,966   -1,963      670      668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      3.1     32.3     44.6     60.7     93.0     96.1      7.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
     115       51       75       62       67      208      164
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,846
COMMITMENTS
  17,187      707    3,749    9,700   29,415   30,636   33,871    4,210      975

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:       -382)
   1,081      129      359   -1,748     -831     -308     -343      -74      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.3      2.0     10.8     27.8     84.4     87.9     97.2     12.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      69        9       21       24       25       98       51
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      186,048
COMMITMENTS
  56,972   22,501   28,014   84,461  127,775  169,447  178,291   16,601    7,757

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      6,106)
   3,851    1,198    3,029   -1,623    1,613    5,257    5,841      849      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     12.1     15.1     45.4     68.7     91.1     95.8      8.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      93       34       43       51       49      165      107
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      856,178
COMMITMENTS
 199,371   11,488  211,890  362,799  579,508  774,060  802,886   82,119   53,292

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     21,987)
  24,562      628     -930  -10,901   18,309   12,731   18,008    9,255    3,979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      1.3     24.7     42.4     67.7     90.4     93.8      9.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      83       44       88       77       88      199      182
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      194,354
COMMITMENTS
  42,690    7,756   53,025   87,629  126,578  183,345  187,359   11,010    6,996

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     15,331)
   2,592      797    5,382    5,125    7,371   13,099   13,549    2,232    1,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      4.0     27.3     45.1     65.1     94.3     96.4      5.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     152       55       94      120      136      313      248
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       52,872
COMMITMENTS
  33,820   40,448    1,424   12,688    6,456   47,932   48,328    4,940    4,544

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      6,026)
   4,270    4,069      540      960    1,296    5,770    5,904      256      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.0     76.5      2.7     24.0     12.2     90.7     91.4      9.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      39       48        9       16       13       58       69
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      350,118
COMMITMENTS
  29,862   62,680    2,879  300,450  269,733  333,191  335,293   16,926   14,825

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      4,416)
   5,404    3,620       40    2,762    3,474    8,207    7,135   -3,791   -2,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     17.9      0.8     85.8     77.0     95.2     95.8      4.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      35       42       15       98      116      143      164
 

Updated March 11, 2011