COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      217,935
COMMITMENTS
  47,003   38,674   42,641  111,269  120,839  200,913  202,155   17,022   15,780

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      4,078)
     605    8,510    1,811      -14   -7,001    2,402    3,320    1,676      758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     17.7     19.6     51.1     55.4     92.2     92.8      7.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      85       92       79       61       66      185      202
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,652
COMMITMENTS
  11,343      629    3,743    7,790   20,950   22,876   25,322    3,776    1,330

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:       -664)
      71       50      607      314      472      993    1,129   -1,657   -1,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.6      2.4     14.0     29.2     78.6     85.8     95.0     14.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      48       12       18       24       21       76       47
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      171,622
COMMITMENTS
  28,500   33,245   25,295  107,694  102,854  161,489  161,394   10,133   10,228

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -2,348)
   1,319   -2,698   -1,176   -2,901    1,666   -2,758   -2,208      411     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     19.4     14.7     62.8     59.9     94.1     94.0      5.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      46       55       43       48       45      117      121
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      862,411
COMMITMENTS
 201,415   42,268  157,479  411,421  603,834  770,315  803,581   92,096   58,830

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     44,182)
  41,902   -4,758    3,402   -4,203   61,128   41,100   59,771    3,082  -15,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      4.9     18.3     47.7     70.0     89.3     93.2     10.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      86       51       76       83       93      209      181
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      181,316
COMMITMENTS
  31,569   35,218   52,761   88,206   84,023  172,536  172,002    8,780    9,315

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     11,470)
   2,268    2,252    6,352    1,661    1,547   10,281   10,151    1,189    1,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     19.4     29.1     48.6     46.3     95.2     94.9      4.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
      96      122      108      119      122      272      301
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       49,113
COMMITMENTS
  37,466   12,054    1,146    3,889   33,624   42,501   46,824    6,612    2,289

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -2,033)
    -152    3,538       79      328   -5,724      255   -2,106   -2,288       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.3     24.5      2.3      7.9     68.5     86.5     95.3     13.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      45       25        7       16       12       63       43
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      411,744
COMMITMENTS
  35,699   39,680    4,286  351,332  351,767  391,317  395,733   20,427   16,011

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        270)
   2,950     -650      923   -3,264      887      609    1,160     -339     -890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      9.6      1.0     85.3     85.4     95.0     96.1      5.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      36       42       16      108      105      155      152
 

Updated March 2, 2012