WHEAT - CHICAGO BOARD OF TRADE                                                                                                                   Code-001602
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   448,665:    32,329    146,332    178,581     11,422     25,842     72,367    101,985     57,804     20,518     29,014     25,248:   35,976    51,018
Old  :   170,834:    12,068     38,040     73,162     21,594        717     37,861     77,883      6,144     23,721      7,811        509:   16,652    18,136
Other:   277,831:    20,261    108,292    118,608      3,017     11,936     58,028     47,624     28,138      7,383     31,789     14,153:   19,324    32,882
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :     1,563:    -3,389       -804      3,402     -1,402        459      1,842       -770      3,268     -1,493        845        701:   -3,227      -734
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.2       32.6       39.8        2.5        5.8       16.1       22.7       12.9        4.6        6.5        5.6:      8.0      11.4
Old  :     100.0:       7.1       22.3       42.8       12.6        0.4       22.2       45.6        3.6       13.9        4.6        0.3:      9.7      10.6
Other:     100.0:       7.3       39.0       42.7        1.1        4.3       20.9       17.1       10.1        2.7       11.4        5.1:      7.0      11.8
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       383:        52         80         17          7         19         56         81         70         49         64         81:
Old  :       316:        30         52         16          8          .         55         61         20         67         32         10:
Other:       312:        38         77         18          6         14         43         49         32         26         75         56:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       15.5       38.5       23.9       22.9       13.6       35.5       20.5
Old  :                 32.7       22.6       43.9       36.3       32.5       22.6       43.7       36.3
Other:                 29.0       17.7       41.8       27.0       28.6       15.8       40.2       23.0
 
WHEAT - KANSAS CITY BOARD OF TRADE                                                                                                               Code-001612
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   134,423:    30,259     65,012     31,322          0      4,425     27,114     16,210     12,642      8,583      6,792      3,128:   16,950    26,214
Old  :    40,841:     4,878     11,727     12,671        574          4     13,602     13,567        686      1,134      3,394          0:    7,866    10,889
Other:    93,582:    25,381     53,285     19,225          0      3,847     20,152      9,283      5,316      8,483      4,432      2,094:    9,084    15,325
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :     1,652:     1,546      1,609      3,977          0      1,653        378        156       -216       -126       -156       -202:   -5,358    -1,192
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.5       48.4       23.3        0.0        3.3       20.2       12.1        9.4        6.4        5.1        2.3:     12.6      19.5
Old  :     100.0:      11.9       28.7       31.0        1.4        0.0       33.3       33.2        1.7        2.8        8.3        0.0:     19.3      26.7
Other:     100.0:      27.1       56.9       20.5        0.0        4.1       21.5        9.9        5.7        9.1        4.7        2.2:      9.7      16.4
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       155:        40         47         15          0         10         24         19         22         13         21         14:
Old  :       131:        19         36         14          .          .         17         20          8         12         15          0:
Other:       130:        37         45         15          0          9         18         12          4         12         17          5:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       31.9       29.0       40.9       12.5       25.8       21.8       33.0
Old  :                 26.6       22.0       39.8       33.4       26.6       21.9       39.8       33.3
Other:                 20.5       42.9       33.2       51.5       14.6       33.3       25.8       39.1
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                                                                                               Code-001626
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    38,123:    11,940     25,321      4,380        108        828      9,193        858        746      3,630        678        981:    6,425     8,603
Old  :    21,858:     3,771     16,067      1,124        162          0      9,462          0         19      3,414        356         48:    4,020     5,206
Other:    16,265:     8,169      9,254      3,682        372        402         80      1,207        378        471        577        678:    2,405     3,397
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :       738:       592        435        102          0         -3        561       -178        102        -70       -310        -33:     -513       725
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.3       66.4       11.5        0.3        2.2       24.1        2.3        2.0        9.5        1.8        2.6:     16.9      22.6
Old  :     100.0:      17.3       73.5        5.1        0.7        0.0       43.3        0.0        0.1       15.6        1.6        0.2:     18.4      23.8
Other:     100.0:      50.2       56.9       22.6        2.3        2.5        0.5        7.4        2.3        2.9        3.5        4.2:     14.8      20.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        20         16          5          .          4          8          .          4          6          4          5:
Old  :        50:        13         16          4          .          0         11          0          .          6          4          .:
Other:        39:        16         13          4          .          .          .          .          .          .          4          4:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       44.5       49.4       56.6       31.9       37.0       41.1       46.4
Old  :                 44.9       50.9       55.2       64.0       43.7       49.7       53.7       60.8
Other:                 46.2       49.9       63.3       62.3       44.3       45.0       61.4       56.8
 
CORN - CHICAGO BOARD OF TRADE                                                                                                                    Code-002602
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 1,309,002:   213,680    651,740    306,271     21,713     59,421    285,268     45,066    165,831     79,633     50,702     68,692:  130,206   245,837
Old  :   898,979:    96,218    458,973    251,535      5,506     37,249    230,197     72,615     87,398     72,929     45,287     33,822:   89,631   158,129
Other:   410,023:   117,462    192,767     66,192     27,663     10,716    125,885     43,265      7,619     34,295     33,006      7,279:   40,575    87,708
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :   -15,551:     7,958    -36,588        970     -2,468      1,133    -21,266     12,898      1,466     -5,087      3,328      4,430:   -5,155       250
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.3       49.8       23.4        1.7        4.5       21.8        3.4       12.7        6.1        3.9        5.2:      9.9      18.8
Old  :     100.0:      10.7       51.1       28.0        0.6        4.1       25.6        8.1        9.7        8.1        5.0        3.8:     10.0      17.6
Other:     100.0:      28.6       47.0       16.1        6.7        2.6       30.7       10.6        1.9        8.4        8.0        1.8:      9.9      21.4
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       694:       166        301         19          8         15         90         40         75         98         89        117:
Old  :       663:       138        287         21          4         11         80         49         57         94         84         90:
Other:       544:        89        256         17          9         10         44         28         19         61         87         36:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       11.4       22.1       17.5       12.6        7.7       20.1       13.0
Old  :                 15.7       11.1       26.2       17.0       15.4        9.6       24.3       14.8
Other:                 22.1       21.6       34.5       28.6       18.1       15.1       28.3       22.1
 
OATS - CHICAGO BOARD OF TRADE                                                                                                                    Code-004603
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    10,648:     3,786      7,906      1,988          0         60      1,961        647          0        601        320        208:    2,044     1,507
Old  :     6,227:       836      4,464      1,707          0          0      1,896        313          0        422        480          0:    1,366       970
Other:     4,421:     2,950      3,442        341         60          0         65        334          0        368         29         19:      678       537
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :       171:      -551        231       -205          0         60        624       -137          0        109        116         72:       62      -171
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.6       74.2       18.7        0.0        0.6       18.4        6.1        0.0        5.6        3.0        2.0:     19.2      14.2
Old  :     100.0:      13.4       71.7       27.4        0.0        0.0       30.4        5.0        0.0        6.8        7.7        0.0:     21.9      15.6
Other:     100.0:      66.7       77.9        7.7        1.4        0.0        1.5        7.6        0.0        8.3        0.7        0.4:     15.3      12.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        11         11          4          0          .          7          5          0          4          5          5:
Old  :        37:         5          9          4          0          0          7          4          0          .          6          0:
Other:        24:        11         10          .          .          0          .          .          0          5          .          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       68.2       50.2       75.3       26.7       58.4       43.6       63.7
Old  :                 37.2       65.3       57.7       72.9       37.2       65.3       57.7       72.9
Other:                 51.9       78.7       75.0       85.0       48.7       70.5       66.6       74.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                                                              Code-039601
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    15,839:     4,779      6,593      2,292        343          0      2,130      3,683          0      2,151      1,969      1,194:    3,293     2,057
Old  :    14,280:     4,018      5,736      2,238        343          0      2,094      3,683          0      2,547      1,950        720:    2,663     1,848
Other:     1,559:       761        857         54          0          0         36          0          0         56        471         22:      630       209
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :     1,236:       147      1,231        -39          0          0        332       -481          0       -215       -166        580:      431        72
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.2       41.6       14.5        2.2        0.0       13.4       23.3        0.0       13.6       12.4        7.5:     20.8      13.0
Old  :     100.0:      28.1       40.2       15.7        2.4        0.0       14.7       25.8        0.0       17.8       13.7        5.0:     18.6      12.9
Other:     100.0:      48.8       55.0        3.5        0.0        0.0        2.3        0.0        0.0        3.6       30.2        1.4:     40.4      13.4
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        84:        15         19          7          .          0          8         13          0         18          8         14:
Old  :        84:        11         17          7          .          0          8         13          0         21          7         11:
Other:        28:         7         11          .          0          0          .          0          0          4          5          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       25.4       40.7       40.4       25.6       21.8       38.7       36.6
Old  :                 27.2       24.9       43.4       41.5       26.8       24.9       42.1       40.9
Other:                 44.5       61.4       54.1       77.8       43.2       61.4       52.9       77.8
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                                                          Code-054642
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   265,875:    36,159     95,085     71,676      1,528     11,773     51,974     39,578     23,370     16,234     31,706     24,480:   30,209    38,355
Old  :   230,472:    31,179     74,845     66,829      1,463     11,338     45,713     40,801     20,738     16,478     33,915     15,300:   22,897    32,072
Other:    35,403:     4,980     20,240      5,272        490         10      8,760      1,276        133      5,065      3,100      3,871:    7,312     6,283
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :     6,813:     2,293     -2,046        806         16       -838       -277      5,620       -295      4,986      5,249       -777:      915      -116
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.6       35.8       27.0        0.6        4.4       19.5       14.9        8.8        6.1       11.9        9.2:     11.4      14.4
Old  :     100.0:      13.5       32.5       29.0        0.6        4.9       19.8       17.7        9.0        7.1       14.7        6.6:      9.9      13.9
Other:     100.0:      14.1       57.2       14.9        1.4        0.0       24.7        3.6        0.4       14.3        8.8       10.9:     20.7      17.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       302:        36         61         16          .         11         55         65         58         37         37         64:
Old  :       295:        24         55         16          .         11         50         74         54         34         46         59:
Other:       118:        27         49          7          .          .         14          .          5         19         12         18:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       15.7       33.6       23.2       19.0       13.8       30.0       19.9
Old  :                 22.3       16.7       35.5       24.6       21.6       14.7       32.9       20.9
Other:                 31.2       22.5       45.7       35.7       28.7       20.3       40.1       31.3
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                        Code-057642
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 40,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   354,737:    49,295    146,575     92,583      5,529      7,925    107,395     35,528     33,103     16,464     42,246     20,310:   27,662    63,521
Old  :   354,737:    49,295    146,575     92,583      5,529      7,925    107,395     35,528     33,103     16,464     42,246     20,310:   27,662    63,521
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :     3,985:     2,497     -2,691        330        760        107      4,600      5,651     -2,621     -3,141      2,329      1,238:      975      -788
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.9       41.3       26.1        1.6        2.2       30.3       10.0        9.3        4.6       11.9        5.7:      7.8      17.9
Old  :     100.0:      13.9       41.3       26.1        1.6        2.2       30.3       10.0        9.3        4.6       11.9        5.7:      7.8      17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       406:        59        136         16          5          8         82         47         66         47         51         59:
Old  :       406:        59        136         16          5          8         82         47         66         47         51         59:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       13.4       35.6       20.4       21.9       12.2       34.6       18.6
Old  :                 21.9       13.4       35.6       20.4       21.9       12.2       34.6       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                                                      Code-061641
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    49,535:     3,342      9,352      5,103        884      1,080     18,289      1,330      2,440      1,849      4,985      7,384:   10,048    22,080
Old  :    49,535:     3,342      9,352      5,103        884      1,080     18,289      1,330      2,440      1,849      4,985      7,384:   10,048    22,080
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :    -1,242:      -176       -298       -612          1       -197        660        234       -346     -1,148       -578      1,112:     -535    -1,170
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.7       18.9       10.3        1.8        2.2       36.9        2.7        4.9        3.7       10.1       14.9:     20.3      44.6
Old  :     100.0:       6.7       18.9       10.3        1.8        2.2       36.9        2.7        4.9        3.7       10.1       14.9:     20.3      44.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       181:        22         51         12          .          9         37          9         15         18         30         29:
Old  :       181:        22         51         12          .          9         37          9         15         18         30         29:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       10.1       27.0       17.1       16.2        8.0       24.3       12.7
Old  :                 17.3       10.1       27.0       17.1       16.2        8.0       24.3       12.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                                                              Code-050642
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 20,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     6,041:     4,822      5,091          0          0          0          0          0          0        460        124         77:      682       749
Old  :     6,041:     4,822      5,091          0          0          0          0          0          0        460        124         77:      682       749
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :       177:       131        125          0          0          0          0          0          0         53         13          4:      -11        35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.8       84.3        0.0        0.0        0.0        0.0        0.0        0.0        7.6        2.1        1.3:     11.3      12.4
Old  :     100.0:      79.8       84.3        0.0        0.0        0.0        0.0        0.0        0.0        7.6        2.1        1.3:     11.3      12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12         10          0          0          0          0          0          0          4          .          .:
Old  :        21:        12         10          0          0          0          0          0          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.0       68.3       80.1       83.5       66.0       67.8       79.1       78.7
Old  :                 66.0       68.3       80.1       83.5       66.0       67.8       79.1       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                                                                    Code-052641
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 200,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    32,426:    21,297     15,272          0      1,298          0        736          0          0      5,394      9,173      1,005:    3,994     5,678
Old  :    32,426:    21,297     15,272          0      1,298          0        736          0          0      5,394      9,173      1,005:    3,994     5,678
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :       367:       170      1,126          0       -144          0        104       -176          0        482        122         50:     -439      -611
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.7       47.1        0.0        4.0        0.0        2.3        0.0        0.0       16.6       28.3        3.1:     12.3      17.5
Old  :     100.0:      65.7       47.1        0.0        4.0        0.0        2.3        0.0        0.0       16.6       28.3        3.1:     12.3      17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        73:        24         22          0          .          0          .          0          0         10         19         10:
Old  :        73:        24         22          0          .          0          .          0          0         10         19         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       33.5       63.4       49.1       49.2       32.7       61.4       48.2
Old  :                 51.1       33.5       63.4       49.1       49.2       32.7       61.4       48.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                                                              Code-063642
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 20,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :     9,490:     8,479      2,779          0          0          0          0        239          0        183      4,870         47:      781     1,555
Old  :     8,869:     7,898      2,602          0          0          0          0        231          0        156      4,723         47:      768     1,266
Other:       621:       581        177          0          0          0          0          8          0         27        147          0:       13       289
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :       552:       578          5          0          0          0          0         12          0         -9        397          9:      -26       129
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.3       29.3        0.0        0.0        0.0        0.0        2.5        0.0        1.9       51.3        0.5:      8.2      16.4
Old  :     100.0:      89.1       29.3        0.0        0.0        0.0        0.0        2.6        0.0        1.8       53.3        0.5:      8.7      14.3
Other:     100.0:      93.6       28.5        0.0        0.0        0.0        0.0        1.3        0.0        4.3       23.7        0.0:      2.1      46.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        13          9          0          0          0          0          .          0          .          7          4:
Old  :        28:        13          9          0          0          0          0          .          0          .          7          4:
Other:        17:         8          .          0          0          0          0          .          0          .          4          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.1       62.8       88.0       76.2       81.1       62.7       87.0       75.4
Old  :                 80.5       65.0       87.4       77.8       80.5       64.9       86.4       77.0
Other:                 90.5       51.5       97.7       53.5       90.5       51.5       97.7       53.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                                                                Code-005602
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 BUSHELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   684,581:   110,607    409,985    132,897     15,259     24,222    199,944      9,122     61,285     50,673     29,068     45,430:   59,523    90,210
Old  :   408,005:    41,333    257,176     91,364     12,720     10,808    149,071     25,054     20,061     48,855     25,160     11,948:   34,565    45,078
Other:   276,576:    69,274    152,809     48,533      9,539      6,414     70,785      3,980     21,312     15,120     17,210     20,180:   24,958    45,132
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :    44,570:    18,730     31,745       -191      1,532      1,136      6,559     -4,370      7,993      2,728      1,241      6,687:      928    -1,394
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.2       59.9       19.4        2.2        3.5       29.2        1.3        9.0        7.4        4.2        6.6:      8.7      13.2
Old  :     100.0:      10.1       63.0       22.4        3.1        2.6       36.5        6.1        4.9       12.0        6.2        2.9:      8.5      11.0
Other:     100.0:      25.0       55.3       17.5        3.4        2.3       25.6        1.4        7.7        5.5        6.2        7.3:      9.0      16.3
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       557:       125        171         17          7         16        118         17         65        101         84        124:
Old  :       517:        75        161         16          7          8        105         25         42         91         87         68:
Other:       408:        98        148         16          7         11         46         14         28         69         68         72:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       19.9       18.8       30.6       10.0       16.8       16.9       25.9
Old  :                 14.6       21.5       24.5       34.0       14.6       21.5       24.4       33.5
Other:                 16.0       26.7       27.6       34.7       14.6       20.6       23.7       27.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                                                           Code-005603
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 1,000 Bushels)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    17,878:        84      3,168          0          0          0          0          0          0     13,964        415        362:    3,468    13,933
Old  :     6,378:        84      1,059          0          0          0          0          0          0      3,809        449        129:    2,356     4,741
Other:    11,500:         0      2,109          0          0          0          0          0          0     10,372        183         16:    1,112     9,192
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :       548:       -21        142          0          0          0          0          0          0        218         -9        -58:      409       473
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       0.5       17.7        0.0        0.0        0.0        0.0        0.0        0.0       78.1        2.3        2.0:     19.4      77.9
Old  :     100.0:       1.3       16.6        0.0        0.0        0.0        0.0        0.0        0.0       59.7        7.0        2.0:     36.9      74.3
Other:     100.0:       0.0       18.3        0.0        0.0        0.0        0.0        0.0        0.0       90.2        1.6        0.1:      9.7      79.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         .          7          0          0          0          0          0          0         13          .          7:
Old  :        21:         .          6          0          0          0          0          0          0         11          4          4:
Other:        18:         0          7          0          0          0          0          0          0          9          .          .:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       13.2       72.1       19.1       54.3       13.2       71.6       18.6
Old  :                 45.7       15.2       57.3       23.0       45.7       15.2       56.3       23.0
Other:                 64.3       14.0       88.4       19.2       64.3       14.0       88.3       19.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                                                             Code-007601
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 60,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   365,795:    68,000    213,572     98,180      1,994     17,446     67,969     46,186     19,611     31,761     17,358     23,962:   38,866    25,666
Old  :   276,663:    48,151    152,981     76,047      6,501     10,944     63,442     47,036      9,892     29,176     20,524      9,083:   29,928    19,702
Other:    89,132:    19,849     60,591     26,898        258      1,737     12,311      6,934      1,935      9,049      3,298      8,415:    8,938     5,964
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :    19,451:     7,990     14,168      2,715       -309        543       -884      3,275      1,191      4,505     -2,151      2,921:      470      -187
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.6       58.4       26.8        0.5        4.8       18.6       12.6        5.4        8.7        4.7        6.6:     10.6       7.0
Old  :     100.0:      17.4       55.3       27.5        2.3        4.0       22.9       17.0        3.6       10.5        7.4        3.3:     10.8       7.1
Other:     100.0:      22.3       68.0       30.2        0.3        1.9       13.8        7.8        2.2       10.2        3.7        9.4:     10.0       6.7
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       272:        47         56         16          .         10         60         29         33         47         34         47:
Old  :       268:        45         55         16          .         10         60         31         26         45         41         32:
Other:       127:        21         31         15          .          5         14          6          .         34         14         19:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       26.9       23.9       38.5       11.9       24.8       19.5       34.1
Old  :                 16.1       28.5       25.0       38.8       14.5       27.8       22.4       37.5
Other:                 22.3       41.4       37.5       59.7       18.6       40.9       32.2       55.5
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                                                            Code-026603
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 TONS)                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   241,213:    53,849    173,214     23,818      4,512      3,300     82,217      7,831     14,149     11,340      7,802     10,922:   41,618    19,483
Old  :   187,963:    34,092    134,929     22,666      5,059      1,532     76,265      8,809      8,849      7,025      9,225      4,381:   33,153    15,179
Other:    53,250:    19,757     38,285      2,753      1,054        167      8,552      1,622      2,700      6,641        903      4,215:    8,465     4,304
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :     4,054:    -1,705      3,599      1,995        402     -1,060      3,792        171       -723        345        744       -138:    1,548     1,059
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.3       71.8        9.9        1.9        1.4       34.1        3.2        5.9        4.7        3.2        4.5:     17.3       8.1
Old  :     100.0:      18.1       71.8       12.1        2.7        0.8       40.6        4.7        4.7        3.7        4.9        2.3:     17.6       8.1
Other:     100.0:      37.1       71.9        5.2        2.0        0.3       16.1        3.0        5.1       12.5        1.7        7.9:     15.9       8.1
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       217:        47         56         11          5          9         56         14         18         29         18         31:
Old  :       207:        45         54         10          6          6         52         15         15         20         30         24:
Other:       115:        25         32          9          4          .         13          .          .         27         10         20:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       36.7       21.4       49.5       10.3       30.7       18.4       39.6
Old  :                 12.2       36.8       21.7       49.6       12.2       33.2       21.5       43.4
Other:                 29.4       46.6       43.7       65.2       27.6       43.6       35.7       53.8
 
COTTON NO. 2 - ICE FUTURES U.S.                                                                                                                  Code-033661
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   189,215:    26,540     86,279     55,061      9,511      8,731     32,231     36,128     16,323     24,048     10,770      6,149:   20,132    15,324
Old  :   135,333:    19,972     47,736     34,632     12,437      4,327     31,503     38,469      7,892     20,768      8,487      3,111:   13,128    12,874
Other:    53,882:     6,568     38,543     24,468      1,113        365      8,990      5,921        169      6,079      5,082        239:    7,004     2,450
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :       491:    -4,049      3,845       -520       -170        -50        874     -4,548      1,008        857        206      1,605:      766    -1,405
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.0       45.6       29.1        5.0        4.6       17.0       19.1        8.6       12.7        5.7        3.2:     10.6       8.1
Old  :     100.0:      14.8       35.3       25.6        9.2        3.2       23.3       28.4        5.8       15.3        6.3        2.3:      9.7       9.5
Other:     100.0:      12.2       71.5       45.4        2.1        0.7       16.7       11.0        0.3       11.3        9.4        0.4:     13.0       4.5
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       261:        28         43         20          9         16         43         55         41         43         35         37:
Old  :       255:        25         37         19         10          9         43         58         29         40         35         26:
Other:       154:        11         36         19          7          9         19         13          .         27         26          7:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       22.5       27.8       31.5       17.1       17.7       26.7       26.7
Old  :                 18.1       19.9       28.8       29.6       18.1       18.0       28.2       26.8
Other:                 25.9       39.5       42.9       56.3       25.9       38.9       42.8       55.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                                                                Code-040701
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 15,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    20,768:     3,376     16,858      2,918        492        117      7,611        527         69      3,201      1,209        328:    3,148     1,168
Old  :    20,535:     3,190     16,711      2,918        492        117      7,601        527         69      3,197      1,167        312:    3,131     1,140
Other:       233:       186        147          0          0          0         10          0          0         20         58          0:       17        28
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :    -1,643:       180     -1,833         -3       -121          0     -1,881        435        -38        -13       -157        148:      -36       -77
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.3       81.2       14.1        2.4        0.6       36.6        2.5        0.3       15.4        5.8        1.6:     15.2       5.6
Old  :     100.0:      15.5       81.4       14.2        2.4        0.6       37.0        2.6        0.3       15.6        5.7        1.5:     15.2       5.6
Other:     100.0:      79.8       63.1        0.0        0.0        0.0        4.3        0.0        0.0        8.6       24.9        0.0:      7.3      12.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        85:        15         12          7          .          .         30          4          .         11         10         10:
Old  :        85:        14         12          7          .          .         30          4          .         11         10         10:
Other:        11:         7          .          0          0          0          .          0          0          .          .          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       73.8       41.0       82.4       28.4       72.1       41.0       80.2
Old  :                 28.5       73.9       41.2       82.6       28.5       72.4       41.2       80.6
Other:                 67.0       88.0       86.7       88.0       67.0       83.7       86.7       83.7
 
COCOA - ICE FUTURES U.S.                                                                                                                         Code-073732
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 10 METRIC TONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   171,898:    78,382     81,617     20,847     15,097      5,515     26,262     31,068     18,522      4,849      3,217      6,142:   11,379    10,720
Old  :   120,759:    49,057     40,791     14,936     14,558      5,301     24,568     30,986     11,294      3,844      6,092      1,989:    9,770     9,748
Other:    51,139:    29,325     40,826      6,125        753          0      6,035      4,423      2,887      4,682        802        476:    1,609       972
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :     3,492:    -2,981       -184       -455        553        819        469       -854      1,557      1,290         93      1,308:    1,485       200
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.6       47.5       12.1        8.8        3.2       15.3       18.1       10.8        2.8        1.9        3.6:      6.6       6.2
Old  :     100.0:      40.6       33.8       12.4       12.1        4.4       20.3       25.7        9.4        3.2        5.0        1.6:      8.1       8.1
Other:     100.0:      57.3       79.8       12.0        1.5        0.0       11.8        8.6        5.6        9.2        1.6        0.9:      3.1       1.9
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       177:        34         33         18          5          9         27         47         28         21         14         22:
Old  :       173:        30         29         15          8          9         26         48         25         20         14         17:
Other:        78:        25         27         12          .          0         10          .          5          9          8          6:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       27.0       39.1       42.3       24.3       22.0       33.6       31.7
Old  :                 25.1       26.0       39.1       39.9       24.5       22.8       34.6       32.8
Other:                 39.2       46.1       54.3       68.4       38.9       41.4       53.9       61.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                                                                  Code-080732
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 112,000 POUNDS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   746,727:   167,697    436,826    172,995     73,194     38,648    172,705     29,986     56,899     27,123     34,533     15,813:   94,847    60,828
Old  :   746,727:   167,697    436,826    172,995     73,194     38,648    172,705     29,986     56,899     27,123     34,533     15,813:   94,847    60,828
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :     8,078:     4,385     12,868       -822      2,023     -1,516     10,744      1,803     -5,472     -1,778     -2,502        561:    1,976       313
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.5       58.5       23.2        9.8        5.2       23.1        4.0        7.6        3.6        4.6        2.1:     12.7       8.1
Old  :     100.0:      22.5       58.5       23.2        9.8        5.2       23.1        4.0        7.6        3.6        4.6        2.1:     12.7       8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       225:        48         59         20         10         21         55         19         35         18         36         28:
Old  :       225:        48         59         20         10         21         55         19         35         18         36         28:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       18.1       26.2       29.9       13.3       15.6       23.0       24.6
Old  :                 14.4       18.1       26.2       29.9       13.3       15.6       23.0       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                                                                      Code-083731
Disaggregated Commitments of Traders - Futures Only, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 37,500 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   154,900:    47,232     68,728     29,138      5,326      7,132     26,174     36,855     16,576     13,867      4,136      7,273:    7,508     8,874
Old  :   132,314:    34,405     56,032     27,650      3,852      4,948     27,312     37,715     13,497     13,711      4,269      3,933:    6,858     8,068
Other:    22,586:    12,827     12,696      3,108      3,094        564      1,513      1,791        428      2,028      1,739      1,468:      650       806
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :      -655:     1,009      2,111        275       -123        -16        417       -608       -996       -394        124       -363:     -587      -784
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.5       44.4       18.8        3.4        4.6       16.9       23.8       10.7        9.0        2.7        4.7:      4.8       5.7
Old  :     100.0:      26.0       42.3       20.9        2.9        3.7       20.6       28.5       10.2       10.4        3.2        3.0:      5.2       6.1
Other:     100.0:      56.8       56.2       13.8       13.7        2.5        6.7        7.9        1.9        9.0        7.7        6.5:      2.9       3.6
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       366:        90         96         19         11         15         46         65         45         59         34         54:
Old  :       365:        86         90         20         10         11         47         64         42         60         38         44:
Other:       161:        53         53         17          4          6          5          7          .         23         21         19:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       16.8       24.5       25.8       11.2       10.0       19.8       16.7
Old  :                 13.6       17.2       24.3       27.7       12.0       12.0       21.5       20.1
Other:                 36.9       27.8       50.3       45.3       34.7       23.1       46.3       36.8
 
 

Updated March 30, 2012