COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   178,652:    52,800     23,899     10,960     91,686    133,566    155,446    168,425:    23,206     10,227
Old  :   112,204:    34,147     18,793      5,398     58,885     80,764     98,430    104,955:    13,774      7,249
Other:    66,448:    22,842      9,295      1,373     32,801     52,802     57,016     63,470:     9,432      2,978
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :   -17,016:    -2,776        669     -2,294    -12,101    -13,716    -17,171    -15,341:       155     -1,675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       13.4        6.1       51.3       74.8       87.0       94.3:      13.0        5.7
Old  :     100.0:      30.4       16.7        4.8       52.5       72.0       87.7       93.5:      12.3        6.5
Other:     100.0:      34.4       14.0        2.1       49.4       79.5       85.8       95.5:      14.2        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:       101         55         56         54         55        188        137:
Old  :       213:        79         63         37         43         50        149        125:
Other:       148:        51         31         16         43         49        103         88:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       30.0       35.6       41.5       22.1       22.8       30.0       33.8
Old  :                 24.1       31.0       36.3       45.6       23.8       30.8       34.7       43.7
Other:                 37.8       40.2       48.1       54.0       36.5       39.2       46.8       52.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    31,169:    15,237      1,657        309     11,513     28,200     27,059     30,166:     4,110      1,003
Old  :    31,132:    15,230      1,647        307     11,507     28,178     27,044     30,132:     4,088      1,000
Other:        37:         9         12          0          6         22         15         34:        22          3
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :     1,406:     1,562       -855       -172       -405      2,498        985      1,471:       421        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.9        5.3        1.0       36.9       90.5       86.8       96.8:      13.2        3.2
Old  :     100.0:      48.9        5.3        1.0       37.0       90.5       86.9       96.8:      13.1        3.2
Other:     100.0:      24.3       32.4        0.0       16.2       59.5       40.5       91.9:      59.5        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        55         17         12         23         23         87         43:
Old  :       105:        55         17         11         22         23         85         43:
Other:         8:         3          3          0          1          1          4          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       64.4       39.6       79.6       23.8       59.7       39.0       74.9
Old  :                 24.4       64.4       39.6       79.6       23.9       59.7       39.1       74.9
Other:                 40.5       91.9       40.5       91.9       40.5       91.9       40.5       91.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   154,656:    50,797     21,510     10,940     79,468    116,410    141,205    148,860:    13,451      5,796
Old  :   106,695:    50,421     16,274      3,708     40,349     81,453     94,478    101,435:    12,217      5,260
Other:    47,961:     4,291      9,151      3,317     39,119     34,957     46,727     47,425:     1,234        536
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :      -209:     2,564        196     -3,096     -1,071      1,680     -1,603     -1,220:     1,394      1,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       13.9        7.1       51.4       75.3       91.3       96.3:       8.7        3.7
Old  :     100.0:      47.3       15.3        3.5       37.8       76.3       88.5       95.1:      11.5        4.9
Other:     100.0:       8.9       19.1        6.9       81.6       72.9       97.4       98.9:       2.6        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        80         31         31         52         50        151         94:
Old  :       171:        82         29         30         45         45        143         89:
Other:        65:         8         12          6         28         38         40         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       39.4       40.0       54.5       19.7       23.9       27.2       36.0
Old  :                 22.5       40.3       33.1       57.1       22.4       38.4       33.0       54.1
Other:                 57.8       55.1       74.6       73.2       39.8       36.0       50.0       47.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   637,871:   182,416     20,091     53,974    328,637    513,308    565,027    587,373:    72,844     50,498
Old  :   637,871:   182,416     20,091     53,974    328,637    513,308    565,027    587,373:    72,844     50,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :   -25,172:     1,865        -60     -3,469    -18,365    -24,877    -19,969    -28,406:    -5,203      3,234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        3.1        8.5       51.5       80.5       88.6       92.1:      11.4        7.9
Old  :     100.0:      28.6        3.1        8.5       51.5       80.5       88.6       92.1:      11.4        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        78         39         63         83         85        183        166:
Old  :       214:        78         39         63         83         85        183        166:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       26.3       29.2       40.6       14.3       21.6       22.2       31.4
Old  :                 17.4       26.3       29.2       40.6       14.3       21.6       22.2       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   126,328:    44,364      7,625     10,392     63,604    104,089    118,360    122,106:     7,968      4,222
Old  :   110,706:    43,238      8,407      8,722     51,369     89,461    103,329    106,590:     7,377      4,116
Other:    15,622:     2,519        611        277     12,235     14,628     15,031     15,516:       591        106
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    -2,335:       -94      1,129        646     -1,744     -2,883     -1,192     -1,108:    -1,143     -1,227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1        6.0        8.2       50.3       82.4       93.7       96.7:       6.3        3.3
Old  :     100.0:      39.1        7.6        7.9       46.4       80.8       93.3       96.3:       6.7        3.7
Other:     100.0:      16.1        3.9        1.8       78.3       93.6       96.2       99.3:       3.8        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:       146         40         51        100        124        268        199:
Old  :       335:       139         45         46         87        123        249        196:
Other:       123:        29          8          6         54         51         83         65:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       19.1       32.8       30.7       16.3       16.0       27.7       26.2
Old  :                 18.9       19.7       34.7       31.8       17.8       17.4       32.3       29.0
Other:                 49.8       51.9       64.3       69.7       49.5       51.3       63.2       67.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    40,335:    25,404     31,428        773      8,236      4,512     34,413     36,713:     5,922      3,622
Old  :    40,335:    25,404     31,428        773      8,236      4,512     34,413     36,713:     5,922      3,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :       283:     1,046      1,310       -750       -364       -426        -68        134:       351        149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.0       77.9        1.9       20.4       11.2       85.3       91.0:      14.7        9.0
Old  :     100.0:      63.0       77.9        1.9       20.4       11.2       85.3       91.0:      14.7        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        38         36          7         13         11         53         53:
Old  :        96:        38         36          7         13         11         53         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       53.0       67.3       68.2       53.6       53.0       65.2       68.2
Old  :                 55.2       53.0       67.3       68.2       53.6       53.0       65.2       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   343,954:    31,601     57,472      3,437    288,188    266,171    323,226    327,080:    20,728     16,874
Old  :   343,954:    31,601     57,472      3,437    288,188    266,171    323,226    327,080:    20,728     16,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    -1,318:     4,273     -3,100       -204     -4,900      2,100       -831     -1,204:      -487       -114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       16.7        1.0       83.8       77.4       94.0       95.1:       6.0        4.9
Old  :     100.0:       9.2       16.7        1.0       83.8       77.4       94.0       95.1:       6.0        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        35         44          8         96        107        135        155:
Old  :       253:        35         44          8         96        107        135        155:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       17.9       51.9       29.1       36.7       17.9       48.1       27.9
Old  :                 40.0       17.9       51.9       29.1       36.7       17.9       48.1       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 25, 2011