```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, February 28, 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  :   171,632:    48,555     42,865     15,678     91,069     98,151    155,302    156,694:    16,330     14,938
Old  :   139,934:    44,001     43,251     10,105     74,314     73,060    128,420    126,416:    11,514     13,518
Other:    31,698:     9,818      4,878        309     16,755     25,091     26,882     30,278:     4,816      1,420
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :      -805:       723      8,246       -449     -2,588     -9,257     -2,314     -1,460:     1,509        655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       25.0        9.1       53.1       57.2       90.5       91.3:       9.5        8.7
Old  :     100.0:      31.4       30.9        7.2       53.1       52.2       91.8       90.3:       8.2        9.7
Other:     100.0:      31.0       15.4        1.0       52.9       79.2       84.8       95.5:      15.2        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        72         94         57         49         58        157        177:
Old  :       241:        69         94         46         46         52        146        164:
Other:       121:        34         29          9         30         37         70         70:
     :----------------------------------------------------------------------------------------------------
     :             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       22.5       30.3       33.5       18.8       16.8       29.7       26.7
Old  :                 21.1       22.0       33.5       32.4       21.0       19.3       32.7       28.4
Other:                 27.8       41.9       43.7       59.8       27.6       41.5       43.5       58.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, February 28, 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  :    21,720:    11,818      1,846        244      6,055     18,491     18,117     20,581:     3,603      1,139
Old  :    21,686:    11,813      1,841        244      6,042     18,462     18,099     20,547:     3,587      1,139
Other:        34:         5          5          0         13         29         18         34:        16          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -1,124:       108        285         73        143        100        324        458:    -1,448     -1,582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.4        8.5        1.1       27.9       85.1       83.4       94.8:      16.6        5.2
Old  :     100.0:      54.5        8.5        1.1       27.9       85.1       83.5       94.7:      16.5        5.3
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  :        86:        38         18          7         21         19         64         39:
Old  :        86:        38         18          7         21         19         64         39:
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  :                 27.2       71.6       39.1       79.9       27.2       68.5       39.1       76.6
Old  :                 27.2       71.6       39.1       80.0       27.2       68.6       39.1       76.6
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 28, 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  :   160,743:    29,630     34,017     17,036    104,382     99,888    151,048    150,941:     9,695      9,802
Old  :   119,915:    27,321     41,065      8,135     76,454     61,412    111,910    110,612:     8,005      9,303
Other:    40,828:    10,099        742      1,111     27,928     38,476     39,138     40,329:     1,690        499
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -2,289:     1,151     -3,138       -821     -2,975      1,873     -2,645     -2,086:       356       -203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       21.2       10.6       64.9       62.1       94.0       93.9:       6.0        6.1
Old  :     100.0:      22.8       34.2        6.8       63.8       51.2       93.3       92.2:       6.7        7.8
Other:     100.0:      24.7        1.8        2.7       68.4       94.2       95.9       98.8:       4.1        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        44         55         39         48         43        114        116:
Old  :       157:        43         53         32         45         39        105        109:
Other:        69:        13          8          8         35         26         52         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.9       28.0       42.1       45.3       26.0       22.5       35.9       32.8
Old  :                 30.7       31.7       44.6       45.5       30.7       27.4       41.0       39.6
Other:                 41.3       52.5       56.8       73.2       40.8       50.1       55.4       66.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, February 28, 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  :   723,747:   198,170     66,073     69,021    369,686    536,979    636,877    672,073:    86,870     51,674
Old  :   723,747:   198,170     66,073     69,021    369,686    536,979    636,877    672,073:    86,870     51,674
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    24,609:    41,888     -2,996     -6,952    -13,119     50,568     21,817     40,620:     2,792    -16,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        9.1        9.5       51.1       74.2       88.0       92.9:      12.0        7.1
Old  :     100.0:      27.4        9.1        9.5       51.1       74.2       88.0       92.9:      12.0        7.1
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  :       228:        73         60         54         73         89        179        171:
Old  :       228:        73         60         54         73         89        179        171:
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  :                 15.1       19.5       27.7       31.3       13.8       16.5       23.6       25.2
Old  :                 15.1       19.5       27.7       31.3       13.8       16.5       23.6       25.2
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 28, 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  :   133,823:    36,666     35,076     18,188     70,922     71,911    125,776    125,175:     8,047      8,648
Old  :   119,407:    35,632     35,596     15,612     60,653     60,195    111,897    111,403:     7,510      8,004
Other:    14,416:     2,548        994      1,062     10,269     11,716     13,879     13,772:       537        644
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     3,847:     2,650      2,420        662       -711       -497      2,601      2,585:     1,246      1,262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       26.2       13.6       53.0       53.7       94.0       93.5:       6.0        6.5
Old  :     100.0:      29.8       29.8       13.1       50.8       50.4       93.7       93.3:       6.3        6.7
Other:     100.0:      17.7        6.9        7.4       71.2       81.3       96.3       95.5:       3.7        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:        95        103         76        107        109        242        255:
Old  :       340:        93        104         72        102        104        234        247:
Other:       116:        20         12          8         56         50         80         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       16.1       26.0       25.3       12.6       10.3       21.8       16.6
Old  :                 14.9       16.3       27.7       26.4       13.4       12.4       23.7       19.7
Other:                 44.1       43.4       61.3       61.7       41.3       42.0       58.4       60.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, February 28, 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  :    48,598:    37,415     12,022        956      3,730     33,393     42,101     46,371:     6,497      2,227
Old  :    48,598:    37,415     12,022        956      3,730     33,393     42,101     46,371:     6,497      2,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -2,050:      -196      3,423        146        273     -5,704        223     -2,135:    -2,273         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.0       24.7        2.0        7.7       68.7       86.6       95.4:      13.4        4.6
Old  :     100.0:      77.0       24.7        2.0        7.7       68.7       86.6       95.4:      13.4        4.6
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  :        95:        45         24          6         16         12         63         41:
Old  :        95:        45         24          6         16         12         63         41:
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  :                 55.9       74.9       65.7       82.8       55.3       74.9       65.1       82.8
Old  :                 55.9       74.9       65.7       82.8       55.3       74.9       65.1       82.8
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 28, 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  :   409,135:    35,702     39,416      3,798    349,562    350,500    389,062    393,714:    20,073     15,421
Old  :   409,135:    35,702     39,416      3,798    349,562    350,500    389,062    393,714:    20,073     15,421
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :       138:     2,948       -588        868     -3,311        796        505      1,076:      -367       -938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        9.6        0.9       85.4       85.7       95.1       96.2:       4.9        3.8
Old  :     100.0:       8.7        9.6        0.9       85.4       85.7       95.1       96.2:       4.9        3.8
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:        36         42         12        106        103        149        150:
Old  :       252:        36         42         12        106        103        149        150:
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  :                 33.6       28.5       45.0       38.6       27.0       26.9       37.9       35.8
Old  :                 33.6       28.5       45.0       38.6       27.0       26.9       37.9       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 2, 2012