COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY 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:      178,652
COMMITMENTS
  52,800   23,899   10,960   91,686  133,566  155,446  168,425   23,206   10,227

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -17,016)
  -2,776      669   -2,294  -12,101  -13,716  -17,171  -15,341      155   -1,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     13.4      6.1     51.3     74.8     87.0     94.3     13.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
     101       55       56       54       55      188      137
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY 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:       31,169
COMMITMENTS
  15,237    1,657      309   11,513   28,200   27,059   30,166    4,110    1,003

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      1,406)
   1,562     -855     -172     -405    2,498      985    1,471      421      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9      5.3      1.0     36.9     90.5     86.8     96.8     13.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      55       17       12       23       23       87       43
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY 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:      154,656
COMMITMENTS
  50,797   21,510   10,940   79,468  116,410  141,205  148,860   13,451    5,796

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -209)
   2,564      196   -3,096   -1,071    1,680   -1,603   -1,220    1,394    1,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     13.9      7.1     51.4     75.3     91.3     96.3      8.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      80       31       31       52       50      151       94
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY 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:      637,871
COMMITMENTS
 182,416   20,091   53,974  328,637  513,308  565,027  587,373   72,844   50,498

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -25,172)
   1,865      -60   -3,469  -18,365  -24,877  -19,969  -28,406   -5,203    3,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      3.1      8.5     51.5     80.5     88.6     92.1     11.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      78       39       63       83       85      183      166
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY 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:      126,328
COMMITMENTS
  44,364    7,625   10,392   63,604  104,089  118,360  122,106    7,968    4,222

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -2,335)
     -94    1,129      646   -1,744   -2,883   -1,192   -1,108   -1,143   -1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1      6.0      8.2     50.3     82.4     93.7     96.7      6.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     146       40       51      100      124      268      199
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY 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:       40,335
COMMITMENTS
  25,404   31,428      773    8,236    4,512   34,413   36,713    5,922    3,622

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        283)
   1,046    1,310     -750     -364     -426      -68      134      351      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.0     77.9      1.9     20.4     11.2     85.3     91.0     14.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      38       36        7       13       11       53       53
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY 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:      343,954
COMMITMENTS
  31,601   57,472    3,437  288,188  266,171  323,226  327,080   20,728   16,874

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -1,318)
   4,273   -3,100     -204   -4,900    2,100     -831   -1,204     -487     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     16.7      1.0     83.8     77.4     94.0     95.1      6.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      35       44        8       96      107      135      155
 

Updated February 25, 2011