COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      188,724
COMMITMENTS
  54,548   51,240   19,859   94,951  100,896  169,358  171,995   19,366   16,729

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      6,176)
     264    1,267    2,841    2,146    1,337    5,251    5,445      925      731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     27.2     10.5     50.3     53.5     89.7     91.1     10.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      81       99       70       56       63      177      200
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       22,411
COMMITMENTS
  12,706    1,458      287    6,234   19,421   19,227   21,166    3,184    1,245

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:       -296)
    -272     -132      -58       68     -204     -262     -394      -34       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.7      6.5      1.3     27.8     86.7     85.8     94.4     14.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      43       13       10       22       16       72       33
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      168,406
COMMITMENTS
  29,352   35,046   21,799  107,361  101,041  158,512  157,886    9,894   10,520

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -3,719)
    -854    1,010     -820     -645   -4,524   -2,319   -4,334   -1,400      615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     20.8     12.9     63.8     60.0     94.1     93.8      5.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      42       61       43       54       49      123      128
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      738,649
COMMITMENTS
 190,862   65,218   77,623  377,293  535,293  645,778  678,134   92,871   60,515

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     32,566)
  25,428    4,813   -2,385   -2,322   28,726   20,721   31,154   11,845    1,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8      8.8     10.5     51.1     72.5     87.4     91.8     12.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      73       59       59       71       87      178      172
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      155,555
COMMITMENTS
  40,018   41,475   25,208   82,234   79,214  147,460  145,897    8,095    9,658

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      8,168)
   2,670    2,996    1,693    3,902    2,930    8,265    7,619      -97      549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     26.7     16.2     52.9     50.9     94.8     93.8      5.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
     107       99       98      115      108      271      270
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       60,548
COMMITMENTS
  46,804   11,110      502    4,153   47,444   51,459   59,056    9,089    1,492

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -2,377)
     174   -1,476   -2,123     -647    1,428   -2,596   -2,171      219     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.3     18.3      0.8      6.9     78.4     85.0     97.5     15.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      56       14        2       17        8       74       24
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      375,971
COMMITMENTS
  27,456   49,422    3,035  326,080  310,631  356,571  363,088   19,400   12,883

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -82,708)
  -7,627    2,374   -4,432  -67,154  -76,056  -79,213  -78,114   -3,495   -4,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     13.1      0.8     86.7     82.6     94.8     96.6      5.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      37       39       12       93       97      138      140
 

Updated March 23, 2012