COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 284,058 COMMITMENTS 74,380 6,130 66,032 122,121 201,428 262,533 273,590 21,525 10,469 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 8,808) 1,013 -954 2,092 4,883 7,154 7,987 8,292 820 516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 2.2 23.2 43.0 70.9 92.4 96.3 7.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 149 23 67 65 67 234 143 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,525 COMMITMENTS 19,200 1,283 8,740 14,800 35,122 42,741 45,145 3,785 1,380 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -2,232) -564 -26 -726 155 -1,120 -1,135 -1,873 -1,097 -359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.3 2.8 18.8 31.8 75.5 91.9 97.0 8.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 57 16 29 29 26 102 57 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,622 COMMITMENTS 39,874 17,602 25,463 70,267 92,822 135,604 135,887 8,018 7,735 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,572) 1,316 -740 -340 1,087 3,834 2,063 2,754 509 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 12.3 17.7 48.9 64.6 94.4 94.6 5.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 49 41 46 55 54 131 119 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,002,939 COMMITMENTS 173,785 29,911 254,155 506,382 660,845 934,322 944,911 68,617 58,028 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -26,146) 866 7,907 6,460 -36,993 -45,970 -29,668 -31,604 3,522 5,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 3.0 25.3 50.5 65.9 93.2 94.2 6.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 76 56 88 91 89 217 187 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 156,028 COMMITMENTS 30,799 17,767 38,956 76,936 91,384 146,690 148,107 9,337 7,921 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 3,319) 1,153 -2,810 2,164 -416 3,669 2,900 3,023 419 296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 11.4 25.0 49.3 58.6 94.0 94.9 6.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 127 79 103 121 117 296 259 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 52,804 COMMITMENTS 38,369 6,100 2,836 6,321 41,548 47,526 50,485 5,278 2,319 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 4,726) 3,796 319 -0 231 4,179 4,027 4,498 699 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.7 11.6 5.4 12.0 78.7 90.0 95.6 10.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 42 31 7 10 9 56 44 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 377,362 COMMITMENTS 43,313 96,351 4,947 311,663 258,274 359,923 359,572 17,439 17,790 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -48,119) -15 -9,152 -4,871 -42,848 -32,674 -47,733 -46,696 -386 -1,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 25.5 1.3 82.6 68.4 95.4 95.3 4.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 35 48 18 99 96 146 150
Updated March 26, 2010