COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      319,395
COMMITMENTS
  46,110    6,881  104,313  145,565  192,925  295,988  304,119   23,408   15,277

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:        102)
  -2,446   -1,417      526    1,234    1,474     -686      583      788     -481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      2.2     32.7     45.6     60.4     92.7     95.2      7.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
     119       48       80       62       69      209      174
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       30,258
COMMITMENTS
  11,025    1,054    3,639   11,969   24,615   26,632   29,307    3,627      951

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -2,801)
  -4,785        1       45    1,957   -2,896   -2,783   -2,851      -17       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.4      3.5     12.0     39.6     81.3     88.0     96.9     12.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      43       17       20       26       22       77       51
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      183,730
COMMITMENTS
  47,679   24,745   31,718   90,319  121,508  169,716  177,972   14,014    5,758

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -1,229)
  -3,642    1,402    1,662    1,195   -2,906     -784      158     -445   -1,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     13.5     17.3     49.2     66.1     92.4     96.9      7.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      69       32       41       51       51      145      102
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      810,211
COMMITMENTS
 161,726   15,869  199,819  376,475  541,225  738,020  756,914   72,191   53,297

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -12,615)
 -14,125     -316   -2,510    6,528   -4,304  -10,107   -7,130   -2,507   -5,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      2.0     24.7     46.5     66.8     91.1     93.4      8.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      78       45       84       82       89      200      180
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      183,547
COMMITMENTS
  34,536    6,419   52,371   86,627  117,992  173,534  176,781   10,013    6,766

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      1,161)
     443     -548    2,649   -1,292       76    1,800    2,177     -639   -1,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      3.5     28.5     47.2     64.3     94.5     96.3      5.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     129       57       91      124      133      295      244
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       53,140
COMMITMENTS
  27,354   40,871    1,273   18,802    5,280   47,430   47,424    5,710    5,716

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      1,769)
   2,165      238      299     -772     -341    1,692      197       77    1,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.5     76.9      2.4     35.4      9.9     89.3     89.2     10.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      41       56       10       12       11       54       76
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      357,735
COMMITMENTS
  25,457   68,540    3,523  311,787  268,402  340,767  340,465   16,968   17,270

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -18,287)
   5,010   -6,633   -2,525  -17,777   -7,864  -15,291  -17,022   -2,995   -1,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     19.2      1.0     87.2     75.0     95.3     95.2      4.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      23       50       12       96      108      129      160
 

Updated March 25, 2011