COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      318,126
COMMITMENTS
  52,363    8,615  104,214  140,118  193,618  296,695  306,446   21,431   11,680

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      1,962)
  -3,542      605    4,495    4,047   -2,881    5,000    2,218   -3,038     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      2.7     32.8     44.0     60.9     93.3     96.3      6.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
     118       45       71       64       68      202      165
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       35,228
COMMITMENTS
  16,105      578    3,391   11,447   30,246   30,943   34,214    4,284    1,014

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        -39)
     738       83      180     -943     -154      -25      110      -14     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.7      1.6      9.6     32.5     85.9     87.8     97.1     12.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      66        9       20       24       24       95       48
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      179,942
COMMITMENTS
  53,121   21,303   24,985   86,084  126,162  164,190  172,450   15,752    7,492

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      8,377)
   2,207      936    3,643    1,485    3,233    7,335    7,811    1,042      566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5     11.8     13.9     47.8     70.1     91.2     95.8      8.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      84       40       44       53       51      161      112
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      834,192
COMMITMENTS
 174,809   10,860  212,820  373,700  561,199  761,328  784,879   72,863   49,313

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -36,049)
   3,764     -434      556  -31,827  -29,627  -27,507  -29,505   -8,542   -6,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      1.3     25.5     44.8     67.3     91.3     94.1      8.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      77       45       81       77       88      192      177
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      179,023
COMMITMENTS
  40,098    6,959   47,643   82,504  119,207  170,246  173,809    8,778    5,214

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -5,500)
  -5,023      996    1,883   -2,427   -8,336   -5,567   -5,458       67      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      3.9     26.6     46.1     66.6     95.1     97.1      4.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     142       60       90      120      135      307      245
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       46,846
COMMITMENTS
  29,550   36,379      884   11,728    5,160   42,162   42,423    4,684    4,423

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      6,178)
   4,045    4,980      -26    3,467      479    7,487    5,433   -1,308      745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.1     77.7      1.9     25.0     11.0     90.0     90.6     10.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      35       45        7       14       10       51       61
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      345,701
COMMITMENTS
  24,457   59,060    2,839  297,688  266,259  324,984  328,158   20,717   17,543

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        108)
  -6,978    1,303   -1,200    8,609     -325      432     -221     -324      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     17.1      0.8     86.1     77.0     94.0     94.9      6.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      33       42       16      100      111      144      159
 

Updated March 4, 2011