```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, February 21, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   172,437:    47,832     34,619     16,127     93,657    107,408    157,616    158,154:    14,821     14,283
Old  :   142,414:    43,825     36,558      9,552     78,333     83,642    131,710    129,752:    10,704     12,662
Other:    30,023:    10,331      4,385        251     15,324     23,766     25,906     28,402:     4,117      1,621
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :   -17,233:       459      1,809     -4,856    -11,906    -12,798    -16,303    -15,845:      -930     -1,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       20.1        9.4       54.3       62.3       91.4       91.7:       8.6        8.3
Old  :     100.0:      30.8       25.7        6.7       55.0       58.7       92.5       91.1:       7.5        8.9
Other:     100.0:      34.4       14.6        0.8       51.0       79.2       86.3       94.6:      13.7        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        73         89         63         51         58        163        174:
Old  :       239:        71         91         47         49         53        152        160:
Other:       120:        30         33          6         28         37         64         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       28.2       31.1       37.6       18.7       21.9       29.7       30.8
Old  :                 21.5       27.9       34.4       37.9       20.8       22.4       32.6       32.0
Other:                 27.1       44.3       45.5       59.6       26.9       44.0       45.3       58.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, February 21, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    22,844:    11,710      1,561        171      5,912     18,391     17,793     20,123:     5,051      2,721
Old  :    22,810:    11,705      1,556        171      5,899     18,362     17,775     20,089:     5,035      2,721
Other:        34:         5          5          0         13         29         18         34:        16          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -1,183:    -1,612       -152       -419       -481     -1,979     -2,512     -2,550:     1,329      1,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.3        6.8        0.7       25.9       80.5       77.9       88.1:      22.1       11.9
Old  :     100.0:      51.3        6.8        0.7       25.9       80.5       77.9       88.1:      22.1       11.9
Other:     100.0:      14.7       14.7        0.0       38.2       85.3       52.9      100.0:      47.1        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        39         17          8         21         17         65         37:
Old  :        85:        39         17          8         21         17         65         37:
Other:         5:         1          1          0          1          2          2          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.6       65.3       34.1       75.1       22.6       62.1       34.1       71.9
Old  :                 22.6       65.3       34.1       75.1       22.6       62.1       34.1       71.9
Other:                 52.9      100.0       52.9      100.0       52.9      100.0       52.9      100.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, February 21, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   163,032:    28,479     37,155     17,857    107,357     98,015    153,693    153,027:     9,339     10,005
Old  :   123,485:    26,488     44,234      8,543     80,388     61,056    115,419    113,833:     8,066      9,652
Other:    39,547:     9,816        746      1,489     26,969     36,959     38,274     39,194:     1,273        353
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :      -290:       -97     -3,571      1,517     -2,781      1,179     -1,361       -875:     1,071        585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       22.8       11.0       65.9       60.1       94.3       93.9:       5.7        6.1
Old  :     100.0:      21.5       35.8        6.9       65.1       49.4       93.5       92.2:       6.5        7.8
Other:     100.0:      24.8        1.9        3.8       68.2       93.5       96.8       99.1:       3.2        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        38         62         39         50         43        110        123:
Old  :       159:        33         64         31         48         40        101        116:
Other:        67:        15          8          8         33         24         51         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.4       26.1       42.3       42.7       25.7       20.0       35.2       30.1
Old  :                 30.9       28.9       44.9       42.9       30.7       23.0       40.8       35.3
Other:                 41.4       51.3       56.8       73.0       39.2       50.6       53.6       68.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, February 21, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   699,138:   156,282     69,069     75,973    382,805    486,411    615,060    631,453:    84,078     67,685
Old  :   699,138:   156,282     69,069     75,973    382,805    486,411    615,060    631,453:    84,078     67,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -6,488:    10,011     -1,200     -3,138    -26,742      2,879    -19,869     -1,459:    13,381     -5,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        9.9       10.9       54.8       69.6       88.0       90.3:      12.0        9.7
Old  :     100.0:      22.4        9.9       10.9       54.8       69.6       88.0       90.3:      12.0        9.7
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  :       223:        58         65         56         77         92        173        178:
Old  :       223:        58         65         56         77         92        173        178:
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  :                 16.9       18.6       29.6       28.8       14.1       12.9       23.1       20.8
Old  :                 16.9       18.6       29.6       28.8       14.1       12.9       23.1       20.8
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 - Futures Only, February 21, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   129,976:    34,016     32,656     17,526     71,633     72,408    123,175    122,590:     6,801      7,386
Old  :   116,801:    33,120     33,329     15,351     61,981     61,138    110,452    109,818:     6,349      6,983
Other:    13,175:     2,406        837        665      9,652     11,270     12,723     12,772:       452        403
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :      -354:     1,032      2,886        -38     -1,661     -2,794       -667         54:       313       -408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       25.1       13.5       55.1       55.7       94.8       94.3:       5.2        5.7
Old  :     100.0:      28.4       28.5       13.1       53.1       52.3       94.6       94.0:       5.4        6.0
Other:     100.0:      18.3        6.4        5.0       73.3       85.5       96.6       96.9:       3.4        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:        89        108         78        104        106        238        255:
Old  :       335:        90        107         73         99        104        229        250:
Other:       120:        23         13         10         56         50         85         68:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       16.8       27.2       25.9       13.1       10.4       22.9       16.8
Old  :                 15.1       17.1       28.8       27.1       13.9       11.6       24.8       18.8
Other:                 46.4       47.4       63.5       66.3       44.9       46.0       60.3       64.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, February 21, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    50,648:    37,611      8,599        810      3,457     39,097     41,878     48,506:     8,770      2,142
Old  :    50,648:    37,611      8,599        810      3,457     39,097     41,878     48,506:     8,770      2,142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -1,349:      -704     -1,901        -99       -613        166     -1,416     -1,834:        67        485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.3       17.0        1.6        6.8       77.2       82.7       95.8:      17.3        4.2
Old  :     100.0:      74.3       17.0        1.6        6.8       77.2       82.7       95.8:      17.3        4.2
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  :        94:        48         23          5         12         12         63         38:
Old  :        94:        48         23          5         12         12         63         38:
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  :                 52.5       77.4       62.0       84.6       52.4       77.4       61.6       84.6
Old  :                 52.5       77.4       62.0       84.6       52.4       77.4       61.6       84.6
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 - Futures Only, February 21, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   408,997:    32,754     40,004      2,930    352,873    349,704    388,557    392,638:    20,440     16,359
Old  :   408,997:    32,754     40,004      2,930    352,873    349,704    388,557    392,638:    20,440     16,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :     6,135:       504        425        -38      5,377      5,953      5,843      6,340:       292       -205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        9.8        0.7       86.3       85.5       95.0       96.0:       5.0        4.0
Old  :     100.0:       8.0        9.8        0.7       86.3       85.5       95.0       96.0:       5.0        4.0
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  :       252:        37         41         10        103        102        147        146:
Old  :       252:        37         41         10        103        102        147        146:
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  :                 34.1       29.5       45.5       39.2       26.6       27.0       37.8       35.5
Old  :                 34.1       29.5       45.5       39.2       26.6       27.0       37.8       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 24, 2012