COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 276,886 COMMITMENTS 68,125 6,775 64,553 124,067 194,954 256,745 266,282 20,141 10,604 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -7,172) -6,255 645 -1,479 1,946 -6,474 -5,788 -7,307 -1,384 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 2.4 23.3 44.8 70.4 92.7 96.2 7.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 139 27 68 66 67 230 147 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 42,500 COMMITMENTS 15,614 1,131 8,066 15,426 31,808 39,107 41,005 3,393 1,494 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -4,025) -3,586 -152 -673 626 -3,314 -3,634 -4,140 -391 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 2.7 19.0 36.3 74.8 92.0 96.5 8.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 46 14 29 31 24 91 55 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 146,096 COMMITMENTS 40,766 18,324 26,008 70,461 94,263 137,235 138,595 8,861 7,502 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,474) 892 721 545 194 1,441 1,631 2,707 843 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 12.5 17.8 48.2 64.5 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 54 35 51 50 53 131 119 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 1,002,594 COMMITMENTS 176,732 25,960 278,184 483,798 642,542 938,715 946,687 63,879 55,907 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -345) 2,947 -3,952 24,030 -22,584 -18,303 4,393 1,775 -4,738 -2,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 2.6 27.7 48.3 64.1 93.6 94.4 6.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 74 60 95 90 91 217 197 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 164,559 COMMITMENTS 35,365 13,515 42,134 76,856 100,686 154,356 156,335 10,203 8,224 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 8,531) 4,567 -4,253 3,178 -79 9,303 7,665 8,228 866 303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 8.2 25.6 46.7 61.2 93.8 95.0 6.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 135 81 107 117 121 306 263 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 61,950 COMMITMENTS 46,012 10,724 2,819 7,300 46,764 56,131 60,306 5,819 1,644 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 9,146) 7,643 4,624 -17 979 5,215 8,605 9,822 541 -676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.3 17.3 4.6 11.8 75.5 90.6 97.3 9.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 48 24 6 14 8 67 35 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 375,971 COMMITMENTS 35,744 96,742 4,649 315,877 256,792 356,270 358,182 19,701 17,789 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -1,391) -7,569 390 -299 4,215 -1,482 -3,653 -1,390 2,262 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 25.7 1.2 84.0 68.3 94.8 95.3 5.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 36 45 16 103 94 148 146
Updated April 2, 2010