COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      213,857
COMMITMENTS
  46,398   30,164   40,830  111,283  127,840  198,511  198,834   15,346   15,022

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:    -15,950)
    -501      691   -2,793  -11,773  -12,558  -15,067  -14,661     -883   -1,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     14.1     19.1     52.0     59.8     92.8     93.0      7.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      78       94       77       61       68      185      196
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       27,316
COMMITMENTS
  11,272      579    3,136    7,475   20,478   21,884   24,193    5,433    3,123

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -6,712)
    -604      -16   -4,308   -3,348   -3,913   -8,260   -8,236    1,548    1,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3      2.1     11.5     27.4     75.0     80.1     88.6     19.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      46       14       19       23       19       76       45
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      173,970
COMMITMENTS
  27,181   35,943   26,471  110,595  101,188  164,248  163,601    9,722   10,368

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        737)
     -84   -3,966    2,734   -3,084    1,277     -434       45    1,172      692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     20.7     15.2     63.6     58.2     94.4     94.0      5.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      39       63       43       50       45      114      127
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      818,229
COMMITMENTS
 159,513   47,027  154,077  415,624  542,706  729,214  743,809   89,014   74,419

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:    -57,788)
  14,420    2,749  -39,919  -44,983  -14,206  -70,482  -51,376   12,694   -6,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      5.7     18.8     50.8     66.3     89.1     90.9     10.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      77       51       78       84       94      201      186
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      169,846
COMMITMENTS
  29,301   32,966   46,409   86,544   82,475  162,255  161,851    7,591    7,995

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      3,111)
     400    2,673    2,617     -250   -1,856    2,767    3,435      343     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     19.4     27.3     51.0     48.6     95.5     95.3      4.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
      91      125      105      115      117      264      296
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       51,145
COMMITMENTS
  37,618    8,517    1,066    3,561   39,347   42,246   48,930    8,899    2,215

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -1,331)
    -716   -1,898      -89     -589      157   -1,394   -1,830       62      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.6     16.7      2.1      7.0     76.9     82.6     95.7     17.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      48       24        7       13       12       66       39
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      411,474
COMMITMENTS
  32,750   40,330    3,363  354,596  350,880  390,708  394,573   20,765   16,900

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      5,625)
     484      378      -37    4,991    5,694    5,438    6,035      186     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      9.8      0.8     86.2     85.3     95.0     95.9      5.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      37       41       14      105      103      153      147
 

Updated February 24, 2012