COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      182,548
COMMITMENTS
  54,284   49,973   17,018   92,805   99,559  164,107  166,550   18,441   15,998

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      6,164)
   2,074    6,130    1,386      728   -2,069    4,188    5,447    1,976      717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     27.4      9.3     50.8     54.5     89.9     91.2     10.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      77      100       70       53       64      170      199
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       22,707
COMMITMENTS
  12,978    1,590      345    6,166   19,625   19,489   21,560    3,218    1,147

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -141)
     155     -189        3      -76      -26       82     -212     -223       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.2      7.0      1.5     27.2     86.4     85.8     94.9     14.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      45       16       11       22       18       73       39
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      172,125
COMMITMENTS
  30,206   34,036   22,619  108,006  105,565  160,831  162,220   11,294    9,905

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      2,735)
    -208   -2,379    3,979   -2,651    1,698    1,120    3,298    1,615     -563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     19.8     13.1     62.7     61.3     93.4     94.2      6.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      49       57       48       53       46      128      129
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      706,083
COMMITMENTS
 165,434   60,405   80,008  379,615  506,567  625,057  646,980   81,026   59,103

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    -14,702)
 -27,284   -3,692    2,788   14,688  -18,528   -9,808  -19,432   -4,894    4,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      8.6     11.3     53.8     71.7     88.5     91.6     11.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      66       56       58       73       86      171      169
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      147,387
COMMITMENTS
  37,348   38,479   23,515   78,332   76,284  139,195  138,278    8,192    9,109

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      8,285)
    -326    2,260    3,238    5,024    3,002    7,936    8,500      349     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     26.1     16.0     53.1     51.8     94.4     93.8      5.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
     106      100       91      119      111      271      268
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       62,925
COMMITMENTS
  46,630   12,586    2,625    4,800   46,016   54,055   61,227    8,870    1,698

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      9,940)
   8,233    1,905      415      101    7,287    8,749    9,607    1,191      333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.1     20.0      4.2      7.6     73.1     85.9     97.3     14.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      59       14        6       21       11       84       28
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      458,679
COMMITMENTS
  35,083   47,048    7,467  393,234  386,687  435,784  441,202   22,895   17,477

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     42,058)
   1,705    4,851    4,328   34,282   30,611   40,315   39,790    1,743    2,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     10.3      1.6     85.7     84.3     95.0     96.2      5.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      34       38       18      108      111      154      157
 

Updated March 16, 2012