COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      189,670
COMMITMENTS
  47,373   32,810   20,983  105,563  120,206  173,919  173,999   15,751   15,671

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        235)
    -151    5,359     -709    4,315   -4,551    3,455       99   -3,220      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     17.3     11.1     55.7     63.4     91.7     91.7      8.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      78       92       77       53       63      173      197
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       24,027
COMMITMENTS
  13,322    1,713      590    6,393   20,370   20,305   22,673    3,722    1,354

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -1,561)
  -1,684     -280      186     -184   -1,429   -1,682   -1,523      121      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.4      7.1      2.5     26.6     84.8     84.5     94.4     15.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      44       18       12       25       19       74       44
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      163,322
COMMITMENTS
  28,576   40,726   16,340  110,138   96,836  155,054  153,902    8,268    9,420

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -8,116)
   1,514    4,995   -4,478   -3,124   -7,420   -6,088   -6,903   -2,028   -1,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     24.9     10.0     67.4     59.3     94.9     94.2      5.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      38       66       41       52       46      114      130
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      705,626
COMMITMENTS
 146,271   70,269   79,111  409,547  483,532  634,929  632,912   70,697   72,714

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      9,572)
   9,167    1,201   -1,172      830   10,246    8,825   10,275      747     -703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     10.0     11.2     58.0     68.5     90.0     89.7     10.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      65       62       74       80       92      191      186
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      130,330
COMMITMENTS
  32,984   29,770   17,564   73,294   75,202  123,842  122,536    6,488    7,794

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -6,088)
  -4,344    2,889   -4,196    3,662   -3,999   -4,878   -5,306   -1,210     -782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     22.8     13.5     56.2     57.7     95.0     94.0      5.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      84      114       81      113      108      242      267
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       51,997
COMMITMENTS
  38,315   10,500      909    4,070   38,931   43,294   50,340    8,703    1,657

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -1,365)
  -1,316    3,666       36      698   -2,011     -582    1,691     -783   -3,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.7     20.2      1.7      7.8     74.9     83.3     96.8     16.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      54       21        5       16       12       72       37
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      402,862
COMMITMENTS
  32,250   39,579    2,968  347,496  343,751  382,714  386,298   20,148   16,564

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     16,226)
   5,412    2,097     -211   10,249   14,875   15,450   16,761      776     -535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      9.8      0.7     86.3     85.3     95.0     95.9      5.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      38       41       11      100      106      145      151
 

Updated February 17, 2012