COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, February 15, 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  :   195,668:    55,576     23,230     13,254    103,787    147,282    172,617    183,766:    23,051     11,902
Old  :   128,960:    35,940     18,806      8,129     70,486     93,002    114,555    119,937:    14,405      9,023
Other:    66,708:    23,313      8,101      1,448     33,301     54,280     58,062     63,829:     8,646      2,879
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :   -25,026:    -1,278     -7,531     -3,752    -19,080    -14,776    -24,110    -26,059:      -916      1,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       11.9        6.8       53.0       75.3       88.2       93.9:      11.8        6.1
Old  :     100.0:      27.9       14.6        6.3       54.7       72.1       88.8       93.0:      11.2        7.0
Other:     100.0:      34.9       12.1        2.2       49.9       81.4       87.0       95.7:      13.0        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:       105         52         59         57         61        193        146:
Old  :       222:        84         63         41         46         59        158        139:
Other:       149:        55         26         14         44         46        107         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.9       28.5       35.2       39.4       21.8       19.7       28.6       30.0
Old  :                 25.2       27.1       36.3       39.8       23.0       24.8       33.3       36.5
Other:                 34.5       43.9       45.5       57.8       32.9       43.4       43.4       56.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, February 15, 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  :    29,763:    13,675      2,512        481     11,918     25,702     26,074     28,695:     3,689      1,068
Old  :    29,729:    13,668      2,507        481     11,912     25,676     26,061     28,664:     3,668      1,065
Other:        34:         7          5          0          6         26         13         31:        21          3
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    -2,392:    -2,849        568         54        733     -3,281     -2,062     -2,659:      -330        267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.9        8.4        1.6       40.0       86.4       87.6       96.4:      12.4        3.6
Old  :     100.0:      46.0        8.4        1.6       40.1       86.4       87.7       96.4:      12.3        3.6
Other:     100.0:      20.6       14.7        0.0       17.6       76.5       38.2       91.2:      61.8        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        47         22         18         31         24         92         50:
Old  :       110:        47         22         18         31         24         92         50:
Other:         6:         2          2          0          1          1          3          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.4       61.3       39.3       77.0       23.4       55.8       38.7       71.2
Old  :                 23.4       61.3       39.3       77.0       23.4       55.8       38.7       71.2
Other:                 38.2       91.2       38.2       91.2       38.2       91.2       38.2       91.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, February 15, 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  :   154,865:    48,233     21,314     14,036     80,539    114,730    142,808    150,080:    12,057      4,785
Old  :   107,181:    50,811     18,116      4,075     41,450     80,641     96,336    102,832:    10,845      4,349
Other:    47,684:     4,219      9,995      3,164     39,089     34,089     46,472     47,248:     1,212        436
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    -6,599:     2,570        843     -2,764     -4,970     -3,730     -5,164     -5,651:    -1,435       -948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       13.8        9.1       52.0       74.1       92.2       96.9:       7.8        3.1
Old  :     100.0:      47.4       16.9        3.8       38.7       75.2       89.9       95.9:      10.1        4.1
Other:     100.0:       8.8       21.0        6.6       82.0       71.5       97.5       99.1:       2.5        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        80         39         36         51         52        155        105:
Old  :       181:        82         38         35         47         46        151         98:
Other:        64:        13          8          5         27         36         42         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.2       41.2       41.9       55.8       19.5       22.3       26.9       34.0
Old  :                 23.6       41.5       34.5       56.4       22.7       38.2       33.6       52.4
Other:                 56.6       57.3       75.4       75.9       39.7       38.6       51.3       50.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, February 15, 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  :   663,043:   180,551     20,151     57,443    347,002    538,185    584,996    615,779:    78,047     47,264
Old  :   663,043:   180,551     20,151     57,443    347,002    538,185    584,996    615,779:    78,047     47,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :     9,814:    -9,118      2,238      2,161     13,426      1,914      6,469      6,313:     3,345      3,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        3.0        8.7       52.3       81.2       88.2       92.9:      11.8        7.1
Old  :     100.0:      27.2        3.0        8.7       52.3       81.2       88.2       92.9:      11.8        7.1
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  :       217:        77         38         69         89         88        193        169:
Old  :       217:        77         38         69         89         88        193        169:
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  :                 16.6       25.4       28.0       38.7       13.4       20.9       20.4       30.4
Old  :                 16.6       25.4       28.0       38.7       13.4       20.9       20.4       30.4
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, February 15, 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  :   128,663:    44,458      6,496      9,746     65,348    106,972    119,552    123,214:     9,111      5,449
Old  :   114,769:    43,650      7,280      8,061     54,507     94,078    106,218    109,419:     8,551      5,350
Other:    13,894:     2,205        613        288     10,841     12,894     13,334     13,795:       560         99
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :   -17,974:    -6,227     -4,859     -3,908     -5,903     -7,825    -16,038    -16,592:    -1,936     -1,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6        5.0        7.6       50.8       83.1       92.9       95.8:       7.1        4.2
Old  :     100.0:      38.0        6.3        7.0       47.5       82.0       92.5       95.3:       7.5        4.7
Other:     100.0:      15.9        4.4        2.1       78.0       92.8       96.0       99.3:       4.0        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:       143         37         52        100        124        263        198:
Old  :       325:       136         43         45         89        122        247        191:
Other:       123:        27          9          7         57         50         84         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       19.8       32.5       30.7       15.9       16.4       27.4       25.6
Old  :                 18.3       20.2       33.3       32.1       17.2       17.0       31.1       28.1
Other:                 55.5       50.4       65.2       69.6       55.4       49.7       63.0       66.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, February 15, 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  :    40,052:    24,358     30,118      1,523      8,600      4,938     34,481     36,579:     5,571      3,473
Old  :    40,052:    24,358     30,118      1,523      8,600      4,938     34,481     36,579:     5,571      3,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    -3,987:    -2,667     -4,305        749     -2,009        365     -3,927     -3,191:       -60       -796
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.8       75.2        3.8       21.5       12.3       86.1       91.3:      13.9        8.7
Old  :     100.0:      60.8       75.2        3.8       21.5       12.3       86.1       91.3:      13.9        8.7
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  :        96:        34         38          7         16         10         53         53:
Old  :        96:        34         38          7         16         10         53         53:
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  :                 54.6       51.6       63.5       67.4       54.2       50.0       61.9       65.8
Old  :                 54.6       51.6       63.5       67.4       54.2       50.0       61.9       65.8
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, February 15, 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  :   345,272:    27,328     60,572      3,641    293,088    264,071    324,057    328,284:    21,215     16,988
Old  :   345,272:    27,328     60,572      3,641    293,088    264,071    324,057    328,284:    21,215     16,988
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    13,830:     1,895     11,462       -480     11,363      2,345     12,778     13,327:     1,052        503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       17.5        1.1       84.9       76.5       93.9       95.1:       6.1        4.9
Old  :     100.0:       7.9       17.5        1.1       84.9       76.5       93.9       95.1:       6.1        4.9
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  :       253:        36         42         11         98        106        137        156:
Old  :       253:        36         42         11         98        106        137        156:
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  :                 40.4       17.6       51.9       28.5       36.2       16.5       47.5       26.4
Old  :                 40.4       17.6       51.9       28.5       36.2       16.5       47.5       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 18, 2011