COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 175,406: 49,148 22,440 12,333 93,509 129,899 154,990 164,672: 20,416 10,734 Old : 110,166: 32,054 19,047 5,948 60,540 77,527 98,542 102,522: 11,624 7,644 Other: 65,240: 22,491 8,790 988 32,969 52,372 56,448 62,150: 8,792 3,090 : : : : : Changes in Commitments from: February 22, 2011 : : -3,246: -3,652 -1,459 1,373 1,823 -3,667 -456 -3,753: -2,790 507 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 12.8 7.0 53.3 74.1 88.4 93.9: 11.6 6.1 Old : 100.0: 29.1 17.3 5.4 55.0 70.4 89.4 93.1: 10.6 6.9 Other: 100.0: 34.5 13.5 1.5 50.5 80.3 86.5 95.3: 13.5 4.7 : : : :# Traders : Number of Traders in Each Category : All : 230: 95 60 54 57 58 182 143: Old : 212: 75 67 35 41 50 139 129: Other: 150: 51 29 11 49 50 106 85: :---------------------------------------------------------------------------------------------------- : 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 : 23.5 29.8 35.6 40.8 20.8 20.9 28.7 31.2 Old : 25.1 30.2 37.5 44.4 24.0 30.0 35.6 42.7 Other: 35.7 39.6 46.3 53.9 34.4 38.3 44.9 52.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 31,019: 16,048 1,936 256 10,592 27,984 26,896 30,176: 4,123 843 Old : 30,980: 16,039 1,924 254 10,586 27,962 26,879 30,140: 4,101 840 Other: 39: 11 14 0 6 22 17 36: 22 3 : : : : : Changes in Commitments from: February 22, 2011 : : -150: 811 279 -53 -921 -216 -163 10: 13 -160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 6.2 0.8 34.1 90.2 86.7 97.3: 13.3 2.7 Old : 100.0: 51.8 6.2 0.8 34.2 90.3 86.8 97.3: 13.2 2.7 Other: 100.0: 28.2 35.9 0.0 15.4 56.4 43.6 92.3: 56.4 7.7 : : : :# Traders : Number of Traders in Each Category : All : 107: 56 18 12 22 23 87 44: Old : 107: 56 18 12 21 23 86 44: Other: 8: 3 3 0 1 1 4 4: :---------------------------------------------------------------------------------------------------- : 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 : 24.5 64.9 41.3 80.0 24.5 59.4 39.4 74.6 Old : 24.5 64.9 41.3 80.0 24.5 59.4 39.4 74.6 Other: 43.6 92.3 43.6 92.3 43.6 92.3 43.6 92.3 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 161,861: 53,008 22,571 13,802 80,702 119,213 147,512 155,586: 14,349 6,275 Old : 112,481: 51,329 17,550 6,196 41,918 82,965 99,443 106,711: 13,038 5,770 Other: 49,380: 4,587 7,929 4,698 38,784 36,248 48,069 48,875: 1,311 505 : : : : : Changes in Commitments from: February 22, 2011 : : 7,205: 2,211 1,061 2,862 1,234 2,803 6,307 6,726: 898 479 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 13.9 8.5 49.9 73.7 91.1 96.1: 8.9 3.9 Old : 100.0: 45.6 15.6 5.5 37.3 73.8 88.4 94.9: 11.6 5.1 Other: 100.0: 9.3 16.1 9.5 78.5 73.4 97.3 99.0: 2.7 1.0 : : : :# Traders : Number of Traders in Each Category : All : 183: 79 40 29 53 50 152 100: Old : 181: 82 37 27 44 46 142 95: Other: 67: 8 12 6 31 38 43 52: :---------------------------------------------------------------------------------------------------- : 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 : 29.8 39.5 40.9 53.6 19.7 23.2 27.3 34.5 Old : 22.3 38.3 33.1 53.8 22.2 36.5 32.9 50.6 Other: 58.4 53.1 74.5 70.7 36.8 31.5 45.6 43.0 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 598,636: 181,207 19,844 55,909 297,448 479,304 534,564 555,057: 64,072 43,579 Old : 598,636: 181,207 19,844 55,909 297,448 479,304 534,564 555,057: 64,072 43,579 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -39,235: -1,209 -247 1,935 -31,189 -34,004 -30,463 -32,316: -8,772 -6,919 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 3.3 9.3 49.7 80.1 89.3 92.7: 10.7 7.3 Old : 100.0: 30.3 3.3 9.3 49.7 80.1 89.3 92.7: 10.7 7.3 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 : 214: 76 42 60 73 84 170 166: Old : 214: 76 42 60 73 84 170 166: 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 : 17.8 27.0 29.1 40.2 15.6 21.6 24.0 31.0 Old : 17.8 27.0 29.1 40.2 15.6 21.6 24.0 31.0 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 121,382: 41,163 9,907 10,751 61,283 96,244 113,197 116,902: 8,185 4,480 Old : 105,474: 39,620 10,358 8,916 49,087 81,844 97,623 101,118: 7,851 4,356 Other: 15,908: 3,011 1,017 367 12,196 14,400 15,574 15,784: 334 124 : : : : : Changes in Commitments from: February 22, 2011 : : -4,946: -3,201 2,282 359 -2,321 -7,845 -5,163 -5,204: 217 258 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 8.2 8.9 50.5 79.3 93.3 96.3: 6.7 3.7 Old : 100.0: 37.6 9.8 8.5 46.5 77.6 92.6 95.9: 7.4 4.1 Other: 100.0: 18.9 6.4 2.3 76.7 90.5 97.9 99.2: 2.1 0.8 : : : :# Traders : Number of Traders in Each Category : All : 334: 137 49 55 105 118 270 200: Old : 331: 132 53 46 92 117 248 196: Other: 133: 32 11 8 61 53 95 70: :---------------------------------------------------------------------------------------------------- : 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 : 18.1 17.8 32.9 29.5 17.2 15.5 29.0 25.3 Old : 19.1 18.6 35.3 30.5 19.1 16.7 34.1 28.1 Other: 48.8 49.2 62.1 66.5 48.4 48.1 60.3 65.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 46,405: 29,303 36,391 778 11,707 4,891 41,788 42,060: 4,617 4,345 Old : 46,405: 29,303 36,391 778 11,707 4,891 41,788 42,060: 4,617 4,345 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 6,070: 3,899 4,963 5 3,471 379 7,375 5,347: -1,305 723 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.1 78.4 1.7 25.2 10.5 90.1 90.6: 9.9 9.4 Old : 100.0: 63.1 78.4 1.7 25.2 10.5 90.1 90.6: 9.9 9.4 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 : 98: 34 42 5 14 9 49 56: Old : 98: 34 42 5 14 9 49 56: 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 : 55.1 52.2 70.0 66.0 54.2 52.2 68.6 66.0 Old : 55.1 52.2 70.0 66.0 54.2 52.2 68.6 66.0 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 343,943: 24,631 58,859 2,164 296,851 265,741 323,646 326,764: 20,297 17,179 Old : 343,943: 24,631 58,859 2,164 296,851 265,741 323,646 326,764: 20,297 17,179 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -11: -6,970 1,387 -1,273 8,663 -430 420 -316: -431 305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 17.1 0.6 86.3 77.3 94.1 95.0: 5.9 5.0 Old : 100.0: 7.2 17.1 0.6 86.3 77.3 94.1 95.0: 5.9 5.0 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: 34 40 12 100 109 141 155: Old : 252: 34 40 12 100 109 141 155: 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 : 38.2 17.6 49.7 29.1 35.0 17.6 45.9 27.9 Old : 38.2 17.6 49.7 29.1 35.0 17.6 45.9 27.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2011