COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      172,437
COMMITMENTS
  47,832   34,619   16,127   93,657  107,408  157,616  158,154   14,821   14,283

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:    -17,233)
     459    1,809   -4,856  -11,906  -12,798  -16,303  -15,845     -930   -1,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     20.1      9.4     54.3     62.3     91.4     91.7      8.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      73       89       63       51       58      163      174
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       22,844
COMMITMENTS
  11,710    1,561      171    5,912   18,391   17,793   20,123    5,051    2,721

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -1,183)
  -1,612     -152     -419     -481   -1,979   -2,512   -2,550    1,329    1,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.3      6.8      0.7     25.9     80.5     77.9     88.1     22.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      39       17        8       21       17       65       37
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      163,032
COMMITMENTS
  28,479   37,155   17,857  107,357   98,015  153,693  153,027    9,339   10,005

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:       -290)
     -97   -3,571    1,517   -2,781    1,179   -1,361     -875    1,071      585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     22.8     11.0     65.9     60.1     94.3     93.9      5.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      38       62       39       50       43      110      123
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      699,138
COMMITMENTS
 156,282   69,069   75,973  382,805  486,411  615,060  631,453   84,078   67,685

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -6,488)
  10,011   -1,200   -3,138  -26,742    2,879  -19,869   -1,459   13,381   -5,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      9.9     10.9     54.8     69.6     88.0     90.3     12.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      58       65       56       77       92      173      178
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      129,976
COMMITMENTS
  34,016   32,656   17,526   71,633   72,408  123,175  122,590    6,801    7,386

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:       -354)
   1,032    2,886      -38   -1,661   -2,794     -667       54      313     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     25.1     13.5     55.1     55.7     94.8     94.3      5.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      89      108       78      104      106      238      255
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       50,648
COMMITMENTS
  37,611    8,599      810    3,457   39,097   41,878   48,506    8,770    2,142

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -1,349)
    -704   -1,901      -99     -613      166   -1,416   -1,834       67      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.3     17.0      1.6      6.8     77.2     82.7     95.8     17.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      48       23        5       12       12       63       38
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      408,997
COMMITMENTS
  32,754   40,004    2,930  352,873  349,704  388,557  392,638   20,440   16,359

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      6,135)
     504      425      -38    5,377    5,953    5,843    6,340      292     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      9.8      0.7     86.3     85.5     95.0     96.0      5.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      37       41       10      103      102      147      146
 

Updated February 24, 2012