```
COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   217,935:    47,003     38,674     42,641    111,269    120,839    200,913    202,155:    17,022     15,780
Old  :   181,276:    41,773     40,129     34,134     93,242     92,893    169,150    167,156:    12,126     14,120
Other:    36,659:     9,948      3,264      3,788     18,026     27,946     31,763     34,999:     4,896      1,660
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     4,078:       605      8,510      1,811        -14     -7,001      2,402      3,320:     1,676        758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       17.7       19.6       51.1       55.4       92.2       92.8:       7.8        7.2
Old  :     100.0:      23.0       22.1       18.8       51.4       51.2       93.3       92.2:       6.7        7.8
Other:     100.0:      27.1        8.9       10.3       49.2       76.2       86.6       95.5:      13.4        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        85         92         79         61         66        185        202:
Old  :       254:        80         93         70         57         62        173        191:
Other:       132:        45         26         27         36         45         93         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       21.5       28.4       30.9       14.5       13.2       23.4       20.9
Old  :                 19.7       20.4       30.4       29.8       16.0       16.2       25.3       23.2
Other:                 24.3       37.2       38.1       54.6       23.8       35.2       37.6       52.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    26,652:    11,343        629      3,743      7,790     20,950     22,876     25,322:     3,776      1,330
Old  :    26,618:    11,343        629      3,738      7,777     20,921     22,858     25,288:     3,760      1,330
Other:        34:         5          5          0         13         29         18         34:        16         -0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :      -664:        71         50        607        314        472        993      1,129:    -1,657     -1,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6        2.4       14.0       29.2       78.6       85.8       95.0:      14.2        5.0
Old  :     100.0:      42.6        2.4       14.0       29.2       78.6       85.9       95.0:      14.1        5.0
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  :        90:        48         12         18         24         21         76         47:
Old  :        90:        48         12         18         24         21         76         47:
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  :                 24.8       65.6       35.6       75.6       22.2       57.7       31.9       64.0
Old  :                 24.9       65.6       35.6       75.6       22.2       57.7       31.9       64.0
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 with Delta-adjusted Options and Futures Combined, 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  :   171,622:    28,500     33,245     25,295    107,694    102,854    161,489    161,394:    10,133     10,228
Old  :   129,184:    26,703     40,505     14,820     79,223     64,151    120,745    119,475:     8,439      9,709
Other:    42,438:     9,513        456      2,760     28,471     38,703     40,744     41,919:     1,693        519
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -2,348:     1,319     -2,698     -1,176     -2,901      1,666     -2,758     -2,208:       411       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       19.4       14.7       62.8       59.9       94.1       94.0:       5.9        6.0
Old  :     100.0:      20.7       31.4       11.5       61.3       49.7       93.5       92.5:       6.5        7.5
Other:     100.0:      22.4        1.1        6.5       67.1       91.2       96.0       98.8:       4.0        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        46         55         43         48         45        117        121:
Old  :       159:        45         54         40         47         41        113        115:
Other:        69:        14          7         12         35         27         53         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.2       26.4       39.6       42.9       24.3       20.9       33.6       30.5
Old  :                 28.6       29.6       41.6       42.5       28.4       25.2       37.9       36.6
Other:                 39.7       50.7       54.7       70.6       39.3       48.2       53.3       64.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   862,411:   201,415     42,268    157,479    411,421    603,834    770,315    803,581:    92,096     58,830
Old  :   862,411:   201,415     42,268    157,479    411,421    603,834    770,315    803,581:    92,096     58,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    44,182:    41,902     -4,758      3,402     -4,203     61,128     41,100     59,771:     3,082    -15,589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        4.9       18.3       47.7       70.0       89.3       93.2:      10.7        6.8
Old  :     100.0:      23.4        4.9       18.3       47.7       70.0       89.3       93.2:      10.7        6.8
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  :       235:        86         51         76         83         93        209        181:
Old  :       235:        86         51         76         83         93        209        181:
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  :                 12.8       17.5       23.9       27.9       11.5       14.4       19.7       21.7
Old  :                 12.8       17.5       23.9       27.9       11.5       14.4       19.7       21.7
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 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  :   181,316:    31,569     35,218     52,761     88,206     84,023    172,536    172,002:     8,780      9,315
Old  :   159,802:    31,100     35,888     45,368     75,140     69,918    151,608    151,175:     8,194      8,627
Other:    21,514:     1,861        721      6,002     13,066     14,104     20,928     20,827:       586        687
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    11,470:     2,268      2,252      6,352      1,661      1,547     10,281     10,151:     1,189      1,319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       19.4       29.1       48.6       46.3       95.2       94.9:       4.8        5.1
Old  :     100.0:      19.5       22.5       28.4       47.0       43.8       94.9       94.6:       5.1        5.4
Other:     100.0:       8.6        3.3       27.9       60.7       65.6       97.3       96.8:       2.7        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       364:        96        122        108        119        122        272        301:
Old  :       359:        97        118        106        116        119        265        297:
Other:       126:        21         18         26         59         55         94         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  :                 13.3       14.6       23.8       23.4        9.3        7.5       17.4       12.1
Old  :                 13.5       14.6       24.8       23.6       10.1        9.1       19.2       14.6
Other:                 30.8       30.3       46.8       48.2       27.8       28.1       39.2       42.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    49,113:    37,466     12,054      1,146      3,889     33,624     42,501     46,824:     6,612      2,289
Old  :    49,113:    37,466     12,054      1,146      3,889     33,624     42,501     46,824:     6,612      2,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -2,033:      -152      3,538         79        328     -5,724        255     -2,106:    -2,288         74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.3       24.5        2.3        7.9       68.5       86.5       95.3:      13.5        4.7
Old  :     100.0:      76.3       24.5        2.3        7.9       68.5       86.5       95.3:      13.5        4.7
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  :        96:        45         25          7         16         12         63         43:
Old  :        96:        45         25          7         16         12         63         43:
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  :                 55.4       74.1       65.1       81.9       54.7       74.1       64.3       81.9
Old  :                 55.4       74.1       65.1       81.9       54.7       74.1       64.3       81.9
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 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  :   411,744:    35,699     39,680      4,286    351,332    351,767    391,317    395,733:    20,427     16,011
Old  :   411,744:    35,699     39,680      4,286    351,332    351,767    391,317    395,733:    20,427     16,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :       270:     2,950       -650        923     -3,264        887        609      1,160:      -339       -890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        9.6        1.0       85.3       85.4       95.0       96.1:       5.0        3.9
Old  :     100.0:       8.7        9.6        1.0       85.3       85.4       95.0       96.1:       5.0        3.9
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         16        108        105        155        152:
Old  :       252:        36         42         16        108        105        155        152:
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  :                 33.4       28.4       44.7       38.4       26.8       26.8       37.7       35.5
Old  :                 33.4       28.4       44.7       38.4       26.8       26.8       37.7       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 2, 2012