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COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   213,857:    46,398     30,164     40,830    111,283    127,840    198,511    198,834:    15,346     15,022
Old  :   180,004:    42,042     33,181     31,562     95,257    102,117    168,860    166,859:    11,143     13,145
Other:    33,853:    10,503      3,131      3,121     16,026     25,724     29,651     31,975:     4,202      1,878
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :   -15,950:      -501        691     -2,793    -11,773    -12,558    -15,067    -14,661:      -883     -1,289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       14.1       19.1       52.0       59.8       92.8       93.0:       7.2        7.0
Old  :     100.0:      23.4       18.4       17.5       52.9       56.7       93.8       92.7:       6.2        7.3
Other:     100.0:      31.0        9.2        9.2       47.3       76.0       87.6       94.5:      12.4        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        78         94         77         61         68        185        196:
Old  :       253:        77         94         66         58         64        174        186:
Other:       129:        37         33         27         33         45         89         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  :                 18.0       25.3       29.1       34.8       14.9       17.0       24.0       24.3
Old  :                 20.3       25.0       31.4       33.9       16.3       18.4       25.8       25.1
Other:                 24.3       40.4       40.6       56.0       24.2       39.6       40.4       54.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    27,316:    11,272        579      3,136      7,475     20,478     21,884     24,193:     5,433      3,123
Old  :    27,282:    11,272        579      3,131      7,462     20,449     21,866     24,159:     5,417      3,123
Other:        34:         5          5          0         13         29         18         34:        16          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -6,712:      -604        -16     -4,308     -3,348     -3,913     -8,260     -8,236:     1,548      1,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3        2.1       11.5       27.4       75.0       80.1       88.6:      19.9       11.4
Old  :     100.0:      41.3        2.1       11.5       27.4       75.0       80.1       88.6:      19.9       11.4
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  :        89:        46         14         19         23         19         76         45:
Old  :        89:        47         13         19         23         19         76         45:
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  :                 20.9       59.8       31.2       70.9       18.9       52.1       28.6       61.4
Old  :                 20.9       59.8       31.3       70.9       18.9       52.1       28.5       61.4
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 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  :   173,970:    27,181     35,943     26,471    110,595    101,188    164,248    163,601:     9,722     10,368
Old  :   132,676:    25,557     43,244     15,623     83,051     63,815    124,230    122,681:     8,446      9,995
Other:    41,294:     9,559        633      2,914     27,545     37,373     40,018     40,920:     1,276        374
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :       737:       -84     -3,966      2,734     -3,084      1,277       -434         45:     1,172        692
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       20.7       15.2       63.6       58.2       94.4       94.0:       5.6        6.0
Old  :     100.0:      19.3       32.6       11.8       62.6       48.1       93.6       92.5:       6.4        7.5
Other:     100.0:      23.1        1.5        7.1       66.7       90.5       96.9       99.1:       3.1        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        39         63         43         50         45        114        127:
Old  :       161:        34         65         38         49         42        107        122:
Other:        68:        18          6         12         33         25         53         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.7       24.8       39.8       40.5       24.1       18.6       33.0       28.1
Old  :                 28.9       27.1       42.0       40.2       28.5       21.2       37.9       32.7
Other:                 39.7       49.4       54.5       70.3       37.5       48.4       51.4       65.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   818,229:   159,513     47,027    154,077    415,624    542,706    729,214    743,809:    89,014     74,419
Old  :   818,229:   159,513     47,027    154,077    415,624    542,706    729,214    743,809:    89,014     74,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :   -57,788:    14,420      2,749    -39,919    -44,983    -14,206    -70,482    -51,376:    12,694     -6,412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        5.7       18.8       50.8       66.3       89.1       90.9:      10.9        9.1
Old  :     100.0:      19.5        5.7       18.8       50.8       66.3       89.1       90.9:      10.9        9.1
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:        77         51         78         84         94        201        186:
Old  :       228:        77         51         78         84         94        201        186:
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  :                 14.5       16.7       25.7       26.1       12.0       11.4       19.7       18.5
Old  :                 14.5       16.7       25.7       26.1       12.0       11.4       19.7       18.5
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 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  :   169,846:    29,301     32,966     46,409     86,544     82,475    162,255    161,851:     7,591      7,995
Old  :   151,615:    29,038     33,451     40,751     74,727     69,868    144,515    144,071:     7,100      7,545
Other:    18,231:     1,659        911      4,263     11,818     12,607     17,740     17,780:       491        451
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :     3,111:       400      2,673      2,617       -250     -1,856      2,767      3,435:       343       -325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       19.4       27.3       51.0       48.6       95.5       95.3:       4.5        4.7
Old  :     100.0:      19.2       22.1       26.9       49.3       46.1       95.3       95.0:       4.7        5.0
Other:     100.0:       9.1        5.0       23.4       64.8       69.2       97.3       97.5:       2.7        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:        91        125        105        115        117        264        296:
Old  :       354:        95        121        102        112        115        257        293:
Other:       127:        19         21         26         59         55         94         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  :                 13.0       14.2       23.5       23.0       10.0        7.9       18.4       12.7
Old  :                 13.9       14.8       25.1       23.8       10.7        8.8       20.1       14.4
Other:                 33.9       34.8       50.5       50.9       31.9       33.3       44.3       46.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    51,145:    37,618      8,517      1,066      3,561     39,347     42,246     48,930:     8,899      2,215
Old  :    51,145:    37,618      8,517      1,066      3,561     39,347     42,246     48,930:     8,899      2,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -1,331:      -716     -1,898        -89       -589        157     -1,394     -1,830:        62        499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.6       16.7        2.1        7.0       76.9       82.6       95.7:      17.4        4.3
Old  :     100.0:      73.6       16.7        2.1        7.0       76.9       82.6       95.7:      17.4        4.3
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:        48         24          7         13         12         66         39:
Old  :        95:        48         24          7         13         12         66         39:
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  :                 52.1       76.7       61.5       84.3       51.9       76.7       61.0       84.1
Old  :                 52.1       76.7       61.5       84.3       51.9       76.7       61.0       84.1
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 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  :   411,474:    32,750     40,330      3,363    354,596    350,880    390,708    394,573:    20,765     16,900
Old  :   411,474:    32,750     40,330      3,363    354,596    350,880    390,708    394,573:    20,765     16,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :     5,625:       484        378        -37      4,991      5,694      5,438      6,035:       186       -410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        9.8        0.8       86.2       85.3       95.0       95.9:       5.0        4.1
Old  :     100.0:       8.0        9.8        0.8       86.2       85.3       95.0       95.9:       5.0        4.1
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  :       252:        37         41         14        105        103        153        147:
Old  :       252:        37         41         14        105        103        153        147:
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  :                 33.9       29.3       45.2       39.0       26.4       26.8       37.5       35.3
Old  :                 33.9       29.3       45.2       39.0       26.4       26.8       37.5       35.3
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