COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 187,461 COMMITMENTS 59,799 23,403 12,059 97,580 143,314 169,438 178,776 18,023 8,685 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -2,316) -4,592 -1,527 1,054 2,570 -2,098 -968 -2,571 -1,348 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 12.5 6.4 52.1 76.5 90.4 95.4 9.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 116 37 51 53 62 198 132 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,068 COMMITMENTS 15,352 3,533 1,670 12,878 26,622 29,900 31,825 3,168 1,243 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -3,742) -3,735 -498 -121 546 -3,182 -3,310 -3,801 -432 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.4 10.7 5.1 38.9 80.5 90.4 96.2 9.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 37 19 21 27 18 81 43 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 134,310 COMMITMENTS 40,416 18,614 18,605 67,433 90,431 126,454 127,650 7,856 6,660 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,613) 292 831 639 760 1,384 1,691 2,854 922 -241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 13.9 13.9 50.2 67.3 94.2 95.0 5.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 51 32 39 48 49 123 103 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 704,149 COMMITMENTS 198,676 43,066 70,695 380,582 543,415 649,953 657,176 54,196 46,973 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -33,569) -3,536 -3,683 9,633 -35,064 -37,168 -28,967 -31,218 -4,602 -2,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 6.1 10.0 54.0 77.2 92.3 93.3 7.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 88 35 80 86 84 202 176 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 129,655 COMMITMENTS 35,097 14,267 19,952 66,778 89,323 121,827 123,542 7,828 6,113 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 4,268) 3,966 -3,739 302 -695 7,938 3,573 4,501 695 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 11.0 15.4 51.5 68.9 94.0 95.3 6.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 123 52 63 102 114 257 206 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 60,419 COMMITMENTS 46,012 10,849 2,192 6,490 45,801 54,694 58,842 5,725 1,577 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 9,016) 7,658 4,692 -92 913 5,099 8,479 9,699 537 -683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.2 18.0 3.6 10.7 75.8 90.5 97.4 9.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 48 21 3 13 7 63 31 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 374,043 COMMITMENTS 35,888 96,784 3,479 315,161 256,478 354,528 356,741 19,515 17,302 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -1,633) -7,494 404 -494 4,118 -1,499 -3,870 -1,589 2,237 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 25.9 0.9 84.3 68.6 94.8 95.4 5.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 34 44 7 102 93 140 140
Updated April 2, 2010