COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      171,632
COMMITMENTS
  48,555   42,865   15,678   91,069   98,151  155,302  156,694   16,330   14,938

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:       -805)
     723    8,246     -449   -2,588   -9,257   -2,314   -1,460    1,509      655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     25.0      9.1     53.1     57.2     90.5     91.3      9.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      72       94       57       49       58      157      177
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       21,720
COMMITMENTS
  11,818    1,846      244    6,055   18,491   18,117   20,581    3,603    1,139

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -1,124)
     108      285       73      143      100      324      458   -1,448   -1,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4      8.5      1.1     27.9     85.1     83.4     94.8     16.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      38       18        7       21       19       64       39
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      160,743
COMMITMENTS
  29,630   34,017   17,036  104,382   99,888  151,048  150,941    9,695    9,802

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -2,289)
   1,151   -3,138     -821   -2,975    1,873   -2,645   -2,086      356     -203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     21.2     10.6     64.9     62.1     94.0     93.9      6.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      44       55       39       48       43      114      116
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      723,747
COMMITMENTS
 198,170   66,073   69,021  369,686  536,979  636,877  672,073   86,870   51,674

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     24,609)
  41,888   -2,996   -6,952  -13,119   50,568   21,817   40,620    2,792  -16,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      9.1      9.5     51.1     74.2     88.0     92.9     12.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      73       60       54       73       89      179      171
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      133,823
COMMITMENTS
  36,666   35,076   18,188   70,922   71,911  125,776  125,175    8,047    8,648

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      3,847)
   2,650    2,420      662     -711     -497    2,601    2,585    1,246    1,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     26.2     13.6     53.0     53.7     94.0     93.5      6.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      95      103       76      107      109      242      255
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       48,598
COMMITMENTS
  37,415   12,022      956    3,730   33,393   42,101   46,371    6,497    2,227

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -2,050)
    -196    3,423      146      273   -5,704      223   -2,135   -2,273       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.0     24.7      2.0      7.7     68.7     86.6     95.4     13.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      45       24        6       16       12       63       41
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      409,135
COMMITMENTS
  35,702   39,416    3,798  349,562  350,500  389,062  393,714   20,073   15,421

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        138)
   2,948     -588      868   -3,311      796      505    1,076     -367     -938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      9.6      0.9     85.4     85.7     95.1     96.2      4.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      36       42       12      106      103      149      150
 

Updated March 2, 2012