COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      230,653
COMMITMENTS
  49,339   38,247   48,500  115,391  127,724  213,230  214,471   17,423   16,182

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     12,718)
   2,336     -428    5,859    4,122    6,885   12,317   12,316      401      402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     16.6     21.0     50.0     55.4     92.4     93.0      7.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      88       99       87       64       69      197      214
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       28,649
COMMITMENTS
  12,260      707    4,258    8,595   22,433   25,113   27,398    3,536    1,250

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      1,996)
     917       77      515      805    1,483    2,237    2,076     -240      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.8      2.5     14.9     30.0     78.3     87.7     95.6     12.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      49       16       20       27       23       85       50
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      180,068
COMMITMENTS
  29,336   35,776   26,625  113,952  106,772  169,914  169,173   10,154   10,895

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      8,446)
     836    2,531    1,330    6,259    3,918    8,425    7,779       21      667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     19.9     14.8     63.3     59.3     94.4     93.9      5.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      44       60       48       53       47      126      127
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      857,237
COMMITMENTS
 193,070   44,060  163,714  408,837  588,682  765,621  796,455   91,616   60,782

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -5,174)
  -8,345    1,791    6,235   -2,584  -15,152   -4,694   -7,126     -480    1,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5      5.1     19.1     47.7     68.7     89.3     92.9     10.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      90       42       80       82       92      205      183
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      192,783
COMMITMENTS
  31,389   36,874   60,162   92,345   85,871  183,896  182,907    8,887    9,876

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     11,467)
    -180    1,656    7,401    4,140    1,848   11,360   10,905      107      562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     19.1     31.2     47.9     44.5     95.4     94.9      4.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
     104      124      117      123      120      284      312
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       53,756
COMMITMENTS
  38,621   10,393    2,612    4,738   39,271   45,971   52,276    7,785    1,480

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      4,644)
   1,155   -1,662    1,467      849    5,648    3,471    5,453    1,173     -809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.8     19.3      4.9      8.8     73.1     85.5     97.2     14.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      59       17        6       18       10       81       30
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      419,454
COMMITMENTS
  33,377   42,539    3,687  360,720  357,711  397,784  403,937   21,670   15,518

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      7,711)
  -2,323    2,858     -598    9,388    5,944    6,467    8,204    1,244     -493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     10.1      0.9     86.0     85.3     94.8     96.3      5.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      36       43       16      103      110      149      159
 

Updated March 9, 2012