COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      319,294
COMMITMENTS
  48,556    8,299  103,786  144,331  191,451  296,674  303,536   22,620   15,758

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      2,463)
  -2,648   -1,588    1,578    3,015     -937    1,944     -948      519    3,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      2.6     32.5     45.2     60.0     92.9     95.1      7.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
     112       59       78       63       70      211      172
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       33,059
COMMITMENTS
  15,810    1,053    3,594   10,012   27,511   29,415   32,158    3,644      901

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -1,787)
  -1,377      347     -155      312   -1,904   -1,220   -1,713     -566      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.8      3.2     10.9     30.3     83.2     89.0     97.3     11.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      54       15       19       25       24       87       50
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      184,959
COMMITMENTS
  51,321   23,343   30,056   89,123  124,414  170,500  177,813   14,459    7,146

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -1,089)
  -5,651      842    2,042    4,663   -3,362    1,053     -478   -2,142     -611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     12.6     16.3     48.2     67.3     92.2     96.1      7.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      78       30       42       50       52      149      106
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      822,825
COMMITMENTS
 175,850   16,186  202,329  369,947  545,529  748,127  764,044   74,698   58,781

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -33,353)
 -23,521    4,697   -9,561    7,149  -33,979  -25,933  -38,843   -7,421    5,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      2.0     24.6     45.0     66.3     90.9     92.9      9.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      81       45       86       82       93      203      186
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      182,386
COMMITMENTS
  34,093    6,967   49,722   87,919  117,915  171,733  174,604   10,652    7,781

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -11,969)
  -8,597     -789   -3,304      289   -8,662  -11,611  -12,754     -358      786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      3.8     27.3     48.2     64.7     94.2     95.7      5.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
     125       55       85      123      133      287      238
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       51,371
COMMITMENTS
  25,190   40,633      974   19,574    5,621   45,738   47,227    5,633    4,143

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -1,501)
  -8,630      185     -450    6,886     -836   -2,194   -1,100      693     -401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.0     79.1      1.9     38.1     10.9     89.0     91.9     11.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      36       52        9       11       12       50       71
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      376,022
COMMITMENTS
  20,447   75,173    6,048  329,564  276,266  356,059  357,487   19,963   18,535

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     25,905)
  -9,415   12,493    3,169   29,114    6,533   22,868   22,194    3,037    3,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     20.0      1.6     87.6     73.5     94.7     95.1      5.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      33       50       20      107      116      149      177
 

Updated March 18, 2011