COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, March 1, 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  :   175,406:    49,148     22,440     12,333     93,509    129,899    154,990    164,672:    20,416     10,734
Old  :   110,166:    32,054     19,047      5,948     60,540     77,527     98,542    102,522:    11,624      7,644
Other:    65,240:    22,491      8,790        988     32,969     52,372     56,448     62,150:     8,792      3,090
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :    -3,246:    -3,652     -1,459      1,373      1,823     -3,667       -456     -3,753:    -2,790        507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       12.8        7.0       53.3       74.1       88.4       93.9:      11.6        6.1
Old  :     100.0:      29.1       17.3        5.4       55.0       70.4       89.4       93.1:      10.6        6.9
Other:     100.0:      34.5       13.5        1.5       50.5       80.3       86.5       95.3:      13.5        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        95         60         54         57         58        182        143:
Old  :       212:        75         67         35         41         50        139        129:
Other:       150:        51         29         11         49         50        106         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.5       29.8       35.6       40.8       20.8       20.9       28.7       31.2
Old  :                 25.1       30.2       37.5       44.4       24.0       30.0       35.6       42.7
Other:                 35.7       39.6       46.3       53.9       34.4       38.3       44.9       52.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, March 1, 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  :    31,019:    16,048      1,936        256     10,592     27,984     26,896     30,176:     4,123        843
Old  :    30,980:    16,039      1,924        254     10,586     27,962     26,879     30,140:     4,101        840
Other:        39:        11         14          0          6         22         17         36:        22          3
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :      -150:       811        279        -53       -921       -216       -163         10:        13       -160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7        6.2        0.8       34.1       90.2       86.7       97.3:      13.3        2.7
Old  :     100.0:      51.8        6.2        0.8       34.2       90.3       86.8       97.3:      13.2        2.7
Other:     100.0:      28.2       35.9        0.0       15.4       56.4       43.6       92.3:      56.4        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        56         18         12         22         23         87         44:
Old  :       107:        56         18         12         21         23         86         44:
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  :                 24.5       64.9       41.3       80.0       24.5       59.4       39.4       74.6
Old  :                 24.5       64.9       41.3       80.0       24.5       59.4       39.4       74.6
Other:                 43.6       92.3       43.6       92.3       43.6       92.3       43.6       92.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, March 1, 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  :   161,861:    53,008     22,571     13,802     80,702    119,213    147,512    155,586:    14,349      6,275
Old  :   112,481:    51,329     17,550      6,196     41,918     82,965     99,443    106,711:    13,038      5,770
Other:    49,380:     4,587      7,929      4,698     38,784     36,248     48,069     48,875:     1,311        505
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :     7,205:     2,211      1,061      2,862      1,234      2,803      6,307      6,726:       898        479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       13.9        8.5       49.9       73.7       91.1       96.1:       8.9        3.9
Old  :     100.0:      45.6       15.6        5.5       37.3       73.8       88.4       94.9:      11.6        5.1
Other:     100.0:       9.3       16.1        9.5       78.5       73.4       97.3       99.0:       2.7        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        79         40         29         53         50        152        100:
Old  :       181:        82         37         27         44         46        142         95:
Other:        67:         8         12          6         31         38         43         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  :                 29.8       39.5       40.9       53.6       19.7       23.2       27.3       34.5
Old  :                 22.3       38.3       33.1       53.8       22.2       36.5       32.9       50.6
Other:                 58.4       53.1       74.5       70.7       36.8       31.5       45.6       43.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, March 1, 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  :   598,636:   181,207     19,844     55,909    297,448    479,304    534,564    555,057:    64,072     43,579
Old  :   598,636:   181,207     19,844     55,909    297,448    479,304    534,564    555,057:    64,072     43,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :   -39,235:    -1,209       -247      1,935    -31,189    -34,004    -30,463    -32,316:    -8,772     -6,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        3.3        9.3       49.7       80.1       89.3       92.7:      10.7        7.3
Old  :     100.0:      30.3        3.3        9.3       49.7       80.1       89.3       92.7:      10.7        7.3
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:        76         42         60         73         84        170        166:
Old  :       214:        76         42         60         73         84        170        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  :                 17.8       27.0       29.1       40.2       15.6       21.6       24.0       31.0
Old  :                 17.8       27.0       29.1       40.2       15.6       21.6       24.0       31.0
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, March 1, 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  :   121,382:    41,163      9,907     10,751     61,283     96,244    113,197    116,902:     8,185      4,480
Old  :   105,474:    39,620     10,358      8,916     49,087     81,844     97,623    101,118:     7,851      4,356
Other:    15,908:     3,011      1,017        367     12,196     14,400     15,574     15,784:       334        124
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :    -4,946:    -3,201      2,282        359     -2,321     -7,845     -5,163     -5,204:       217        258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        8.2        8.9       50.5       79.3       93.3       96.3:       6.7        3.7
Old  :     100.0:      37.6        9.8        8.5       46.5       77.6       92.6       95.9:       7.4        4.1
Other:     100.0:      18.9        6.4        2.3       76.7       90.5       97.9       99.2:       2.1        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:       137         49         55        105        118        270        200:
Old  :       331:       132         53         46         92        117        248        196:
Other:       133:        32         11          8         61         53         95         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       17.8       32.9       29.5       17.2       15.5       29.0       25.3
Old  :                 19.1       18.6       35.3       30.5       19.1       16.7       34.1       28.1
Other:                 48.8       49.2       62.1       66.5       48.4       48.1       60.3       65.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, March 1, 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  :    46,405:    29,303     36,391        778     11,707      4,891     41,788     42,060:     4,617      4,345
Old  :    46,405:    29,303     36,391        778     11,707      4,891     41,788     42,060:     4,617      4,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :     6,070:     3,899      4,963          5      3,471        379      7,375      5,347:    -1,305        723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.1       78.4        1.7       25.2       10.5       90.1       90.6:       9.9        9.4
Old  :     100.0:      63.1       78.4        1.7       25.2       10.5       90.1       90.6:       9.9        9.4
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  :        98:        34         42          5         14          9         49         56:
Old  :        98:        34         42          5         14          9         49         56:
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  :                 55.1       52.2       70.0       66.0       54.2       52.2       68.6       66.0
Old  :                 55.1       52.2       70.0       66.0       54.2       52.2       68.6       66.0
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, March 1, 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  :   343,943:    24,631     58,859      2,164    296,851    265,741    323,646    326,764:    20,297     17,179
Old  :   343,943:    24,631     58,859      2,164    296,851    265,741    323,646    326,764:    20,297     17,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :       -11:    -6,970      1,387     -1,273      8,663       -430        420       -316:      -431        305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       17.1        0.6       86.3       77.3       94.1       95.0:       5.9        5.0
Old  :     100.0:       7.2       17.1        0.6       86.3       77.3       94.1       95.0:       5.9        5.0
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  :       252:        34         40         12        100        109        141        155:
Old  :       252:        34         40         12        100        109        141        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  :                 38.2       17.6       49.7       29.1       35.0       17.6       45.9       27.9
Old  :                 38.2       17.6       49.7       29.1       35.0       17.6       45.9       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 4, 2011