COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      242,706
COMMITMENTS
  50,950   44,334   52,933  119,558  128,521  223,442  225,788   19,264   16,918

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     12,052)
   1,611    6,087    4,433    4,167      796   10,212   11,316    1,841      736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     18.3     21.8     49.3     53.0     92.1     93.0      7.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      91       96       90       63       72      198      219
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       28,493
COMMITMENTS
  12,348      779    4,081    8,699   22,309   25,128   27,168    3,365    1,324

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -156)
      88       72     -177      104     -124       15     -230     -171       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.3      2.7     14.3     30.5     78.3     88.2     95.4     11.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      46       19       20       27       21       85       48
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      183,825
COMMITMENTS
  29,509   33,421   31,346  111,225  108,688  172,080  173,455   11,745   10,369

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      3,756)
     172   -2,355    4,720   -2,727    1,917    2,166    4,282    1,591     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     18.2     17.1     60.5     59.1     93.6     94.4      6.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      52       57       52       53       49      131      136
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      844,244
COMMITMENTS
 164,410   41,254  167,520  425,607  569,713  757,538  778,488   86,707   65,757

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    -12,993)
 -28,660   -2,805    3,807   16,770  -18,968   -8,083  -17,967   -4,909    4,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      4.9     19.8     50.4     67.5     89.7     92.2     10.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      81       46       79       82       90      198      181
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      206,471
COMMITMENTS
  30,001   38,720   69,023   98,256   88,969  197,280  196,712    9,191    9,759

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     13,688)
  -1,388    1,846    8,861    5,911    3,098   13,384   13,805      304     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     18.8     33.4     47.6     43.1     95.5     95.3      4.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
     110      115      126      129      120      297      314
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       63,369
COMMITMENTS
  46,576   12,309    3,021    4,826   46,312   54,423   61,642    8,946    1,727

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      9,613)
   7,955    1,916      409       88    7,040    8,452    9,365    1,161      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.5     19.4      4.8      7.6     73.1     85.9     97.3     14.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      58       15        9       21       12       85       31
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      461,614
COMMITMENTS
  35,135   47,361    8,033  395,179  388,103  438,348  443,497   23,266   18,117

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     42,160)
   1,758    4,822    4,346   34,459   30,392   40,563   39,561    1,596    2,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     10.3      1.7     85.6     84.1     95.0     96.1      5.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      34       38       23      109      114      159      161
 

Updated March 16, 2012