COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      326,310
COMMITMENTS
  44,557    8,046  109,486  150,641  193,358  304,684  310,889   21,626   15,421

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      6,915)
  -1,553    1,164    5,173    5,076      433    8,696    6,771   -1,782      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      2.5     33.6     46.2     59.3     93.4     95.3      6.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
     114       56       89       65       70      217      184
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       30,446
COMMITMENTS
  10,859      727    4,267   11,613   24,188   26,740   29,183    3,706    1,264

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        188)
    -165     -327      629     -356     -427      108     -125       80      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7      2.4     14.0     38.1     79.4     87.8     95.8     12.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      37       17       23       26       24       73       55
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      191,244
COMMITMENTS
  47,245   27,120   34,185   95,631  122,936  177,061  184,241   14,183    7,003

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      7,514)
    -434    2,374    2,467    5,312    1,428    7,345    6,269      169    1,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7     14.2     17.9     50.0     64.3     92.6     96.3      7.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      73       32       44       54       54      150      111
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      813,737
COMMITMENTS
 167,510   15,594  196,719  375,050  543,725  739,280  756,037   74,458   57,700

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      3,526)
   5,785     -276   -3,100   -1,425    2,499    1,260     -876    2,266    4,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      1.9     24.2     46.1     66.8     90.8     92.9      9.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      74       52       88       83       89      205      182
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      183,884
COMMITMENTS
  31,637    6,919   55,123   87,751  115,376  174,511  177,419    9,372    6,465

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        337)
  -2,899      500    2,753    1,124   -2,615      978      637     -641     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      3.8     30.0     47.7     62.7     94.9     96.5      5.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     117       72       98      120      132      288      254
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       53,402
COMMITMENTS
  27,417   41,266    1,330   18,740    5,170   47,486   47,766    5,916    5,636

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        262)
      62      395       57      -63     -110       56      342      206      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.3     77.3      2.5     35.1      9.7     88.9     89.4     11.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      45       55       13       11       12       60       77
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      369,257
COMMITMENTS
  38,648   69,703    3,619  307,652  279,513  349,919  352,835   19,338   16,422

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     11,522)
  13,191    1,163       96   -4,135   11,111    9,152   12,370    2,370     -848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     18.9      1.0     83.3     75.7     94.8     95.6      5.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      28       43       16       98      113      137      161
 

Updated April 1, 2011