COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 275,250 COMMITMENTS 73,367 7,084 63,940 117,238 194,273 254,546 265,297 20,704 9,953 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,880) 1,995 -415 1,069 -354 1,454 2,710 2,108 -830 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 2.6 23.2 42.6 70.6 92.5 96.4 7.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 150 22 71 67 67 239 147 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 48,757 COMMITMENTS 19,764 1,310 9,466 14,646 36,242 43,876 47,018 4,882 1,739 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 2,565) 570 17 1,588 498 909 2,657 2,514 -92 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.5 2.7 19.4 30.0 74.3 90.0 96.4 10.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 62 14 28 27 24 104 53 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 141,050 COMMITMENTS 38,558 18,342 25,803 69,180 88,988 133,541 133,133 7,509 7,918 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 2,614) 1,936 2,908 423 983 55 3,341 3,386 -728 -772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 13.0 18.3 49.0 63.1 94.7 94.4 5.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 45 40 43 56 54 129 113 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,029,086 COMMITMENTS 172,919 22,005 247,695 543,375 706,815 963,990 976,515 65,096 52,571 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 34,099) 10,481 -545 17,575 9,027 16,061 37,082 33,092 -2,983 1,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 2.1 24.1 52.8 68.7 93.7 94.9 6.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 84 42 86 87 90 211 182 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 152,708 COMMITMENTS 29,646 20,578 36,792 77,352 87,714 143,790 145,084 8,919 7,625 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -2,789) 699 500 -1,977 48 -31 -1,230 -1,507 -1,559 -1,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 13.5 24.1 50.7 57.4 94.2 95.0 5.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 122 82 94 119 114 283 252 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 48,078 COMMITMENTS 34,574 5,781 2,836 6,090 37,370 43,499 45,987 4,579 2,091 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -11,410) -5,950 1,287 -1,811 -2,552 -10,534 -10,314 -11,058 -1,096 -352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.9 12.0 5.9 12.7 77.7 90.5 95.7 9.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 36 27 6 12 9 51 40 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 425,481 COMMITMENTS 43,327 105,503 9,818 354,510 290,948 407,656 406,269 17,825 19,212 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 16,688) 822 13,925 5,002 13,258 1,903 19,082 20,830 -2,393 -4,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 24.8 2.3 83.3 68.4 95.8 95.5 4.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 36 49 20 110 106 160 162
Updated March 19, 2010