```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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  :   326,812:    58,149      7,329     98,201    146,182    207,595    302,531    313,125:    24,281     13,688
Old  :   218,819:    37,311      8,118     69,248     97,082    131,200    203,642    208,567:    15,177     10,252
Other:   107,994:    23,749      2,123     26,041     49,100     76,395     98,890    104,558:     9,104      3,436
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :   -78,292:    -4,749       -954    -36,337    -37,533    -42,792    -78,619    -80,083:       327      1,791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        2.2       30.0       44.7       63.5       92.6       95.8:       7.4        4.2
Old  :     100.0:      17.1        3.7       31.6       44.4       60.0       93.1       95.3:       6.9        4.7
Other:     100.0:      22.0        2.0       24.1       45.5       70.7       91.6       96.8:       8.4        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:       131         36         79         62         70        217        165:
Old  :       237:       109         48         68         57         67        193        159:
Other:       153:        71         12         36         51         53        133         92:
     :----------------------------------------------------------------------------------------------------
     :             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       23.1       32.7       36.6       11.4       11.9       15.1       18.7
Old  :                 20.5       20.2       33.6       33.4       11.2       13.7       16.3       20.5
Other:                 29.2       34.8       40.3       47.1       19.9       24.9       26.6       34.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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  :    37,813:    13,635        806      5,873     14,473     29,972     33,981     36,651:     3,832      1,162
Old  :    37,270:    13,618        997      5,538     14,302     29,576     33,459     36,111:     3,811      1,159
Other:       543:       207          0        144        171        396        522        540:        21          3
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    -2,784:    -2,491         66        129        -62     -3,233     -2,424     -3,038:      -360        254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1        2.1       15.5       38.3       79.3       89.9       96.9:      10.1        3.1
Old  :     100.0:      36.5        2.7       14.9       38.4       79.4       89.8       96.9:      10.2        3.1
Other:     100.0:      38.2        0.0       26.5       31.4       73.0       96.1       99.4:       3.9        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        52         18         24         34         30         99         59:
Old  :       111:        49         21         24         34         30         99         59:
Other:        20:        13          0          7          4          5         17         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  :                 18.4       57.7       32.8       70.8       18.4       48.5       30.4       61.0
Old  :                 18.7       57.6       33.0       70.7       18.7       48.6       30.9       61.1
Other:                 58.3       75.1       83.1       93.5       34.4       48.0       42.4       49.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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  :   168,421:    48,016     20,290     22,709     84,607    119,872    155,331    162,872:    13,090      5,549
Old  :   117,486:    50,366     16,478     11,025     44,230     84,889    105,621    112,391:    11,865      5,095
Other:    50,935:     4,031     10,194      5,303     40,377     34,983     49,710     50,481:     1,224        454
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    -3,467:     2,535        568       -195     -4,465     -2,996     -2,126     -2,623:    -1,341       -844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       12.0       13.5       50.2       71.2       92.2       96.7:       7.8        3.3
Old  :     100.0:      42.9       14.0        9.4       37.6       72.3       89.9       95.7:      10.1        4.3
Other:     100.0:       7.9       20.0       10.4       79.3       68.7       97.6       99.1:       2.4        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        82         40         46         51         53        159        115:
Old  :       184:        79         44         46         47         47        155        109:
Other:        65:        18          4         13         27         39         49         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.1       40.6       40.1       54.1       18.4       21.9       25.3       32.7
Old  :                 21.9       40.1       32.0       53.7       20.5       36.2       30.6       49.2
Other:                 55.5       56.2       73.2       73.6       38.2       37.1       49.2       48.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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  :   893,334:   170,610     12,560    212,803    425,086    613,921    808,498    839,284:    84,836     54,050
Old  :   893,334:   170,610     12,560    212,803    425,086    613,921    808,498    839,284:    84,836     54,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :  -163,662:     2,336      7,457   -115,661    -49,761    -54,227   -163,087   -162,430:      -575     -1,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        1.4       23.8       47.6       68.7       90.5       93.9:       9.5        6.1
Old  :     100.0:      19.1        1.4       23.8       47.6       68.7       90.5       93.9:       9.5        6.1
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  :       219:        74         42         80         90         94        202        179:
Old  :       219:        74         42         80         90         94        202        179:
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  :                 13.3       19.8       23.1       30.2       10.8       15.3       16.3       22.5
Old  :                 13.3       19.8       23.1       30.2       10.8       15.3       16.3       22.5
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 15, 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  :   178,996:    44,687      5,309     39,558     84,975    127,982    169,221    172,849:     9,776      6,147
Old  :   161,492:    44,416      5,799     35,624     72,327    114,099    152,366    155,522:     9,126      5,970
Other:    17,504:     1,785      1,024      2,420     12,649     13,883     16,854     17,327:       650        177
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :   -48,007:     1,475       -427    -29,914    -17,841    -16,415    -46,280    -46,756:    -1,727     -1,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        3.0       22.1       47.5       71.5       94.5       96.6:       5.5        3.4
Old  :     100.0:      27.5        3.6       22.1       44.8       70.7       94.3       96.3:       5.7        3.7
Other:     100.0:      10.2        5.9       13.8       72.3       79.3       96.3       99.0:       3.7        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:       149         49         83        116        137        298        239:
Old  :       349:       141         54         78        107        136        284        234:
Other:       134:        24         17         20         62         56         94         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       19.1       28.9       31.5       11.4       11.7       19.2       17.9
Old  :                 17.3       19.6       28.6       32.7       12.2       11.8       22.1       19.3
Other:                 46.7       40.4       59.1       58.7       44.0       39.5       50.3       50.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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  :    40,409:    24,384     30,113      1,690      8,651      5,082     34,725     36,885:     5,684      3,525
Old  :    40,409:    24,384     30,113      1,690      8,651      5,082     34,725     36,885:     5,684      3,525
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    -3,976:    -2,757     -4,315        788     -2,003        358     -3,973     -3,170:        -3       -806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.3       74.5        4.2       21.4       12.6       85.9       91.3:      14.1        8.7
Old  :     100.0:      60.3       74.5        4.2       21.4       12.6       85.9       91.3:      14.1        8.7
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:        35         41          9         16         11         55         58:
Old  :       100:        35         41          9         16         11         55         58:
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  :                 54.2       51.1       63.1       66.8       53.7       49.5       61.3       65.2
Old  :                 54.2       51.1       63.1       66.8       53.7       49.5       61.3       65.2
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 15, 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  :   347,007:    27,369     60,931      4,133    294,062    264,468    325,563    329,532:    21,444     17,475
Old  :   347,007:    27,369     60,931      4,133    294,062    264,468    325,563    329,532:    21,444     17,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    13,870:     1,875     11,494       -531     11,406      2,359     12,751     13,322:     1,119        547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       17.6        1.2       84.7       76.2       93.8       95.0:       6.2        5.0
Old  :     100.0:       7.9       17.6        1.2       84.7       76.2       93.8       95.0:       6.2        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  :       254:        33         46         15         99        108        140        161:
Old  :       254:        33         46         15         99        108        140        161:
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  :                 40.2       17.5       51.7       28.4       36.1       16.4       47.3       26.3
Old  :                 40.2       17.5       51.7       28.4       36.1       16.4       47.3       26.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
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Updated February 18, 2011