COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      175,406
COMMITMENTS
  49,148   22,440   12,333   93,509  129,899  154,990  164,672   20,416   10,734

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -3,246)
  -3,652   -1,459    1,373    1,823   -3,667     -456   -3,753   -2,790      507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     12.8      7.0     53.3     74.1     88.4     93.9     11.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      95       60       54       57       58      182      143
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       31,019
COMMITMENTS
  16,048    1,936      256   10,592   27,984   26,896   30,176    4,123      843

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -150)
     811      279      -53     -921     -216     -163       10       13     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7      6.2      0.8     34.1     90.2     86.7     97.3     13.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      56       18       12       22       23       87       44
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      161,861
COMMITMENTS
  53,008   22,571   13,802   80,702  119,213  147,512  155,586   14,349    6,275

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      7,205)
   2,211    1,061    2,862    1,234    2,803    6,307    6,726      898      479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     13.9      8.5     49.9     73.7     91.1     96.1      8.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      79       40       29       53       50      152      100
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      598,636
COMMITMENTS
 181,207   19,844   55,909  297,448  479,304  534,564  555,057   64,072   43,579

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -39,235)
  -1,209     -247    1,935  -31,189  -34,004  -30,463  -32,316   -8,772   -6,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      3.3      9.3     49.7     80.1     89.3     92.7     10.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      76       42       60       73       84      170      166
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      121,382
COMMITMENTS
  41,163    9,907   10,751   61,283   96,244  113,197  116,902    8,185    4,480

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -4,946)
  -3,201    2,282      359   -2,321   -7,845   -5,163   -5,204      217      258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      8.2      8.9     50.5     79.3     93.3     96.3      6.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
     137       49       55      105      118      270      200
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       46,405
COMMITMENTS
  29,303   36,391      778   11,707    4,891   41,788   42,060    4,617    4,345

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      6,070)
   3,899    4,963        5    3,471      379    7,375    5,347   -1,305      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.1     78.4      1.7     25.2     10.5     90.1     90.6      9.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      34       42        5       14        9       49       56
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      343,943
COMMITMENTS
  24,631   58,859    2,164  296,851  265,741  323,646  326,764   20,297   17,179

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        -11)
  -6,970    1,387   -1,273    8,663     -430      420     -316     -431      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     17.1      0.6     86.3     77.3     94.1     95.0      5.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      34       40       12      100      109      141      155
 

Updated March 4, 2011