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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   316,164:    55,905      8,010     99,719    136,071    196,499    291,695    304,228:    24,469     11,936
Old  :   206,270:    35,998      8,858     68,561     87,125    120,439    191,685    197,858:    14,586      8,412
Other:   109,894:    23,312      2,557     27,753     48,946     76,060    100,011    106,370:     9,883      3,524
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :   -10,648:    -2,244        682      1,518    -10,111    -11,096    -10,836     -8,896:       188     -1,752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        2.5       31.5       43.0       62.2       92.3       96.2:       7.7        3.8
Old  :     100.0:      17.5        4.3       33.2       42.2       58.4       92.9       95.9:       7.1        4.1
Other:     100.0:      21.2        2.3       25.3       44.5       69.2       91.0       96.8:       9.0        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:       126         41         76         62         66        213        160:
Old  :       228:       101         51         63         59         62        186        151:
Other:       151:        65         18         42         51         55        132        100:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       23.6       32.7       38.1       10.4       12.7       14.5       19.5
Old  :                 19.9       22.1       33.4       36.4       13.1       16.1       17.6       23.0
Other:                 31.4       33.3       43.0       44.9       20.6       21.3       26.9       30.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    35,267:    15,368        494      3,210     12,390     30,400     30,968     34,104:     4,299      1,163
Old  :    34,464:    15,262        635      2,813     12,116     29,856     30,191     33,304:     4,273      1,160
Other:       803:       247          0        256        274        544        777        800:        26          3
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    -2,546:     1,733       -312     -2,662     -2,083        427     -3,013     -2,547:       467          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6        1.4        9.1       35.1       86.2       87.8       96.7:      12.2        3.3
Old  :     100.0:      44.3        1.8        8.2       35.2       86.6       87.6       96.6:      12.4        3.4
Other:     100.0:      30.8        0.0       31.9       34.1       67.7       96.8       99.6:       3.2        0.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        65          8         19         25         24         94         47:
Old  :       106:        60         13         19         23         24         92         47:
Other:        19:        12          0          7          4          5         16         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       61.6       35.0       75.1       20.9       55.6       34.4       69.1
Old  :                 22.1       61.5       35.8       75.2       21.4       56.1       35.2       69.8
Other:                 64.2       74.8       86.7       94.4       27.9       37.9       33.9       39.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   171,565:    50,914     20,367     21,343     84,599    122,929    156,855    164,639:    14,710      6,926
Old  :   119,823:    50,271     14,582     12,099     43,993     86,773    106,363    113,455:    13,460      6,369
Other:    51,742:     4,236      9,377      5,651     40,606     36,156     50,492     51,184:     1,250        558
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :     3,144:     2,898         77     -1,367         -8      3,057      1,524      1,767:     1,620      1,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       11.9       12.4       49.3       71.7       91.4       96.0:       8.6        4.0
Old  :     100.0:      42.0       12.2       10.1       36.7       72.4       88.8       94.7:      11.2        5.3
Other:     100.0:       8.2       18.1       10.9       78.5       69.9       97.6       98.9:       2.4        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        85         29         43         52         51        158        103:
Old  :       174:        85         29         43         47         46        153         98:
Other:        66:        15          6         13         28         41         47         56:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       38.7       37.5       52.3       18.2       23.2       24.9       34.1
Old  :                 20.0       38.4       29.6       53.3       19.9       35.8       29.5       49.8
Other:                 56.0       53.7       71.6       71.1       37.8       34.5       47.3       45.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   870,241:   171,045     11,294    212,264    405,527    590,826    788,835    814,384:    81,406     55,857
Old  :   870,241:   171,045     11,294    212,264    405,527    590,826    788,835    814,384:    81,406     55,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :   -23,093:       435     -1,267       -539    -19,559    -23,095    -19,663    -24,901:    -3,430      1,807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        1.3       24.4       46.6       67.9       90.6       93.6:       9.4        6.4
Old  :     100.0:      19.7        1.3       24.4       46.6       67.9       90.6       93.6:       9.4        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        72         46         79         83         90        195        176:
Old  :       217:        72         46         79         83         90        195        176:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       20.2       24.0       31.5       11.6       15.8       17.6       22.8
Old  :                 13.8       20.2       24.0       31.5       11.6       15.8       17.6       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   184,523:    45,121      5,964     45,760     84,931    127,543    175,813    179,267:     8,711      5,256
Old  :   164,573:    44,739      6,306     41,277     70,539    111,920    156,555    159,503:     8,018      5,070
Other:    19,950:     1,752      1,028      3,113     14,392     15,623     19,258     19,764:       692        186
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :     5,527:       434        655      6,202        -44       -439      6,592      6,418:    -1,065       -891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        3.2       24.8       46.0       69.1       95.3       97.2:       4.7        2.8
Old  :     100.0:      27.2        3.8       25.1       42.9       68.0       95.1       96.9:       4.9        3.1
Other:     100.0:       8.8        5.2       15.6       72.1       78.3       96.5       99.1:       3.5        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       362:       152         50         84        121        141        308        244:
Old  :       358:       144         54         80        113        140        295        240:
Other:       136:        27         16         19         61         58         95         86:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       19.3       28.4       31.6       11.1       10.8       18.9       17.2
Old  :                 17.6       20.1       28.8       32.8       12.0       11.5       21.8       18.8
Other:                 41.2       40.9       57.4       57.8       38.8       40.2       50.6       51.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    40,668:    25,505     31,399        910      8,261      4,681     34,676     36,990:     5,992      3,678
Old  :    40,668:    25,505     31,399        910      8,261      4,681     34,676     36,990:     5,992      3,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :       259:     1,121      1,285       -779       -391       -401        -49        106:       308        153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.7       77.2        2.2       20.3       11.5       85.3       91.0:      14.7        9.0
Old  :     100.0:      62.7       77.2        2.2       20.3       11.5       85.3       91.0:      14.7        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        39         39         10         13         12         55         59:
Old  :       100:        39         39         10         13         12         55         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       52.6       66.9       67.7       53.2       52.6       64.7       67.7
Old  :                 54.9       52.6       66.9       67.7       53.2       52.6       64.7       67.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   345,593:    31,435     57,757      4,038    289,079    266,585    324,552    328,379:    21,041     17,214
Old  :   345,593:    31,435     57,757      4,038    289,079    266,585    324,552    328,379:    21,041     17,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    -1,413:     4,066     -3,175        -94     -4,983      2,117     -1,011     -1,152:      -403       -261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       16.7        1.2       83.6       77.1       93.9       95.0:       6.1        5.0
Old  :     100.0:       9.1       16.7        1.2       83.6       77.1       93.9       95.0:       6.1        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        33         46         11         96        109        136        159:
Old  :       253:        33         46         11         96        109        136        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       17.8       51.7       29.0       36.5       17.8       47.9       27.7
Old  :                 39.8       17.8       51.7       29.0       36.5       17.8       47.9       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated February 25, 2011