COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      326,812
COMMITMENTS
  58,149    7,329   98,201  146,182  207,595  302,531  313,125   24,281   13,688

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:    -78,292)
  -4,749     -954  -36,337  -37,533  -42,792  -78,619  -80,083      327    1,791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      2.2     30.0     44.7     63.5     92.6     95.8      7.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
     131       36       79       62       70      217      165
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       37,813
COMMITMENTS
  13,635      806    5,873   14,473   29,972   33,981   36,651    3,832    1,162

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -2,784)
  -2,491       66      129      -62   -3,233   -2,424   -3,038     -360      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1      2.1     15.5     38.3     79.3     89.9     96.9     10.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      52       18       24       34       30       99       59
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      168,421
COMMITMENTS
  48,016   20,290   22,709   84,607  119,872  155,331  162,872   13,090    5,549

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -3,467)
   2,535      568     -195   -4,465   -2,996   -2,126   -2,623   -1,341     -844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5     12.0     13.5     50.2     71.2     92.2     96.7      7.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      82       40       46       51       53      159      115
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      893,334
COMMITMENTS
 170,610   12,560  212,803  425,086  613,921  808,498  839,284   84,836   54,050

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:   -163,662)
   2,336    7,457 -115,661  -49,761  -54,227 -163,087 -162,430     -575   -1,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      1.4     23.8     47.6     68.7     90.5     93.9      9.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      74       42       80       90       94      202      179
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      178,996
COMMITMENTS
  44,687    5,309   39,558   84,975  127,982  169,221  172,849    9,776    6,147

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:    -48,007)
   1,475     -427  -29,914  -17,841  -16,415  -46,280  -46,756   -1,727   -1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      3.0     22.1     47.5     71.5     94.5     96.6      5.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
     149       49       83      116      137      298      239
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       40,409
COMMITMENTS
  24,384   30,113    1,690    8,651    5,082   34,725   36,885    5,684    3,525

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -3,976)
  -2,757   -4,315      788   -2,003      358   -3,973   -3,170       -3     -806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.3     74.5      4.2     21.4     12.6     85.9     91.3     14.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      35       41        9       16       11       55       58
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      347,007
COMMITMENTS
  27,369   60,931    4,133  294,062  264,468  325,563  329,532   21,444   17,475

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     13,870)
   1,875   11,494     -531   11,406    2,359   12,751   13,322    1,119      547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     17.6      1.2     84.7     76.2     93.8     95.0      6.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      33       46       15       99      108      140      161
 

Updated February 18, 2011