COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      316,164
COMMITMENTS
  55,905    8,010   99,719  136,071  196,499  291,695  304,228   24,469   11,936

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -10,648)
  -2,244      682    1,518  -10,111  -11,096  -10,836   -8,896      188   -1,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      2.5     31.5     43.0     62.2     92.3     96.2      7.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
     126       41       76       62       66      213      160
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       35,267
COMMITMENTS
  15,368      494    3,210   12,390   30,400   30,968   34,104    4,299    1,163

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -2,546)
   1,733     -312   -2,662   -2,083      427   -3,013   -2,547      467        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6      1.4      9.1     35.1     86.2     87.8     96.7     12.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      65        8       19       25       24       94       47
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      171,565
COMMITMENTS
  50,914   20,367   21,343   84,599  122,929  156,855  164,639   14,710    6,926

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      3,144)
   2,898       77   -1,367       -8    3,057    1,524    1,767    1,620    1,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     11.9     12.4     49.3     71.7     91.4     96.0      8.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      85       29       43       52       51      158      103
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      870,241
COMMITMENTS
 171,045   11,294  212,264  405,527  590,826  788,835  814,384   81,406   55,857

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -23,093)
     435   -1,267     -539  -19,559  -23,095  -19,663  -24,901   -3,430    1,807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      1.3     24.4     46.6     67.9     90.6     93.6      9.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      72       46       79       83       90      195      176
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      184,523
COMMITMENTS
  45,121    5,964   45,760   84,931  127,543  175,813  179,267    8,711    5,256

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      5,527)
     434      655    6,202      -44     -439    6,592    6,418   -1,065     -891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5      3.2     24.8     46.0     69.1     95.3     97.2      4.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
     152       50       84      121      141      308      244
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       40,668
COMMITMENTS
  25,505   31,399      910    8,261    4,681   34,676   36,990    5,992    3,678

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        259)
   1,121    1,285     -779     -391     -401      -49      106      308      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.7     77.2      2.2     20.3     11.5     85.3     91.0     14.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      39       39       10       13       12       55       59
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      345,593
COMMITMENTS
  31,435   57,757    4,038  289,079  266,585  324,552  328,379   21,041   17,214

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -1,413)
   4,066   -3,175      -94   -4,983    2,117   -1,011   -1,152     -403     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     16.7      1.2     83.6     77.1     93.9     95.0      6.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      33       46       11       96      109      136      159
 

Updated February 25, 2011