COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      254,040
COMMITMENTS
  56,911   39,741   57,810  118,253  140,123  232,974  237,674   21,067   16,366

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      2,783)
   5,864   -5,243      877   -4,860    8,463    1,881    4,098      903   -1,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4     15.6     22.8     46.5     55.2     91.7     93.6      8.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
     102       84       97       67       69      217      209
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       25,418
COMMITMENTS
  10,400      833    3,557    8,149   19,709   22,106   24,098    3,312    1,320

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -2,058)
  -1,691      283     -104     -248   -2,131   -2,044   -1,952      -14     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.9      3.3     14.0     32.1     77.5     87.0     94.8     13.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      44       15       21       26       19       76       49
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      186,209
COMMITMENTS
  29,590   33,342   36,367  108,437  105,285  174,393  174,994   11,815   11,215

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      4,931)
   1,584     -655    4,173   -2,236    1,286    3,521    4,804    1,411      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     17.9     19.5     58.2     56.5     93.7     94.0      6.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      49       65       57       53       48      137      139
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      894,283
COMMITMENTS
 201,094   44,363  164,824  427,738  616,577  793,656  825,764  100,627   68,519

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      7,676)
   9,458    6,564   -8,612    4,868    8,856    5,714    6,807    1,962      869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5      5.0     18.4     47.8     68.9     88.7     92.3     11.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      84       47       82       81       90      206      181
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      224,024
COMMITMENTS
  31,612   40,167   76,908  106,994   97,317  215,514  214,391    8,510    9,633

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      3,603)
     608   -1,057    1,270    2,314    4,015    4,192    4,228     -589     -625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     17.9     34.3     47.8     43.4     96.2     95.7      3.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     118      111      136      129      125      308      327
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       52,459
COMMITMENTS
  39,066    9,205      908    3,853   40,290   43,827   50,404    8,633    2,056

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -8,516)
  -7,700   -1,640       38     -315   -7,457   -7,977   -9,058     -539      543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.5     17.5      1.7      7.3     76.8     83.5     96.1     16.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      52       18        7       14       10       70       32
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      374,511
COMMITMENTS
  32,159   46,389    3,738  317,984  310,509  353,881  360,635   20,631   13,876

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -3,741)
   4,681   -3,699      557   -9,771   -1,050   -4,534   -4,193      792      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     12.4      1.0     84.9     82.9     94.5     96.3      5.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      38       41       14       95      103      144      147
 

Updated March 30, 2012