COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      189,215
COMMITMENTS
  56,279   46,898   22,472   90,332  104,521  169,083  173,891   20,132   15,324

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        491)
   1,731   -4,342    2,613   -4,619    3,625     -275    1,896      766   -1,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     24.8     11.9     47.7     55.2     89.4     91.9     10.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      86       90       78       55       61      187      190
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       20,768
COMMITMENTS
  10,812    1,736      397    6,411   17,467   17,620   19,600    3,148    1,168

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -1,643)
  -1,894      278      110      177   -1,954   -1,607   -1,566      -36      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.1      8.4      1.9     30.9     84.1     84.8     94.4     15.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      41       14       11       22       15       69       34
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      171,898
COMMITMENTS
  31,111   34,285   24,664  104,744  102,229  160,519  161,178   11,379   10,720

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      3,492)
   1,759     -761    2,865   -2,617    1,188    2,007    3,292    1,485      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     19.9     14.3     60.9     59.5     93.4     93.8      6.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      48       61       50       53       46      132      132
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      746,727
COMMITMENTS
 199,828   64,519   72,712  379,340  548,668  651,880  685,899   94,847   60,828

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      8,078)
   8,966     -699   -4,911    2,047   13,375    6,102    7,765    1,976      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      8.6      9.7     50.8     73.5     87.3     91.9     12.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      73       55       63       72       86      180      172
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      154,900
COMMITMENTS
  40,041   40,991   23,849   83,502   81,186  147,392  146,026    7,508    8,874

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:       -655)
      23     -484   -1,359    1,268    1,972      -68      129     -587     -784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     26.5     15.4     53.9     52.4     95.2     94.3      4.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     105       99       99      115      116      270      282
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       51,926
COMMITMENTS
  39,088    9,457      514    3,779   39,940   43,381   49,911    8,545    2,015

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -8,622)
  -7,716   -1,653       12     -374   -7,504   -8,078   -9,145     -544      523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.3     18.2      1.0      7.3     76.9     83.5     96.1     16.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      52       18        3       14       10       67       31
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      372,204
COMMITMENTS
  32,133   45,731    3,575  316,211  309,565  351,919  358,871   20,285   13,333

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -3,767)
   4,677   -3,691      540   -9,869   -1,066   -4,652   -4,217      885      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     12.3      1.0     85.0     83.2     94.6     96.4      5.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      38       41       10       92      102      137      146
 

Updated March 30, 2012