COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, March 8, 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 : 173,688: 49,770 24,417 10,962 92,043 128,029 152,775 163,408: 20,913 10,280 Old : 109,748: 31,275 20,642 5,054 61,300 76,872 97,629 102,568: 12,119 7,180 Other: 63,940: 23,529 8,809 874 30,743 51,157 55,146 60,840: 8,794 3,100 : : : : : Changes in Commitments from: March 1, 2011 : : -1,718: 622 1,977 -1,371 -1,466 -1,870 -2,215 -1,264: 497 -454 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 14.1 6.3 53.0 73.7 88.0 94.1: 12.0 5.9 Old : 100.0: 28.5 18.8 4.6 55.9 70.0 89.0 93.5: 11.0 6.5 Other: 100.0: 36.8 13.8 1.4 48.1 80.0 86.2 95.2: 13.8 4.8 : : : :# Traders : Number of Traders in Each Category : All : 233: 95 64 55 55 58 181 148: Old : 213: 71 71 37 41 49 137 133: Other: 156: 59 29 8 46 50 109 83: :---------------------------------------------------------------------------------------------------- : 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 : 23.3 30.5 35.7 41.4 20.5 21.0 28.3 31.2 Old : 26.0 30.1 38.3 44.1 24.3 29.4 34.7 42.0 Other: 35.0 39.1 45.7 53.4 33.7 37.8 44.4 51.9 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, March 8, 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 : 30,362: 17,127 2,270 384 8,823 26,946 26,334 29,600: 4,028 762 Old : 30,324: 17,118 2,259 381 8,817 26,924 26,316 29,564: 4,008 760 Other: 38: 12 14 0 6 22 18 36: 20 2 : : : : : Changes in Commitments from: March 1, 2011 : : -657: 1,079 334 128 -1,769 -1,038 -562 -576: -95 -81 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.4 7.5 1.3 29.1 88.7 86.7 97.5: 13.3 2.5 Old : 100.0: 56.5 7.4 1.3 29.1 88.8 86.8 97.5: 13.2 2.5 Other: 100.0: 31.6 36.8 0.0 15.8 57.9 47.4 94.7: 52.6 5.3 : : : :# Traders : Number of Traders in Each Category : All : 112: 57 20 14 20 24 89 47: Old : 112: 57 20 13 19 24 87 47: Other: 9: 4 3 0 1 1 5 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 : 26.2 62.1 41.7 77.5 26.2 57.7 40.8 73.1 Old : 26.2 62.1 41.8 77.5 26.2 57.7 40.9 73.1 Other: 44.7 94.7 47.4 94.7 44.7 94.7 47.4 94.7 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, March 8, 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 : 167,172: 56,833 23,590 16,708 78,385 120,193 151,926 160,491: 15,246 6,681 Old : 117,312: 54,945 18,577 8,825 39,566 83,803 103,336 111,205: 13,976 6,107 Other: 49,860: 4,830 7,955 4,941 38,819 36,390 48,590 49,286: 1,270 574 : : : : : Changes in Commitments from: March 1, 2011 : : 5,311: 3,825 1,019 2,906 -2,317 980 4,414 4,905: 897 406 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 14.1 10.0 46.9 71.9 90.9 96.0: 9.1 4.0 Old : 100.0: 46.8 15.8 7.5 33.7 71.4 88.1 94.8: 11.9 5.2 Other: 100.0: 9.7 16.0 9.9 77.9 73.0 97.5 98.8: 2.5 1.2 : : : :# Traders : Number of Traders in Each Category : All : 186: 86 37 32 51 48 160 96: Old : 184: 86 38 29 42 44 149 91: Other: 70: 11 12 6 31 38 46 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 : 29.5 39.7 39.6 53.5 18.6 22.9 25.7 33.9 Old : 21.6 37.0 32.6 53.1 20.6 35.0 30.8 48.9 Other: 58.2 52.4 73.9 68.6 36.4 30.9 45.0 41.4 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, March 8, 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 : 609,365: 199,218 20,111 52,662 284,191 492,503 536,071 565,276: 73,294 44,089 Old : 609,365: 199,218 20,111 52,662 284,191 492,503 536,071 565,276: 73,294 44,089 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2011 : : 10,729: 18,011 267 -3,247 -13,257 13,199 1,507 10,219: 9,222 510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 3.3 8.6 46.6 80.8 88.0 92.8: 12.0 7.2 Old : 100.0: 32.7 3.3 8.6 46.6 80.8 88.0 92.8: 12.0 7.2 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 : 220: 77 47 65 73 82 175 170: Old : 220: 77 47 65 73 82 175 170: 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 : 17.6 27.2 28.1 40.4 15.7 21.6 24.1 32.0 Old : 17.6 27.2 28.1 40.4 15.7 21.6 24.1 32.0 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 8, 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 : 128,569: 44,702 10,568 10,573 63,107 101,729 118,382 122,870: 10,187 5,699 Old : 111,148: 41,878 10,689 9,057 50,565 85,973 101,500 105,719: 9,648 5,429 Other: 17,421: 3,866 921 474 12,542 15,756 16,882 17,151: 539 270 : : : : : Changes in Commitments from: March 1, 2011 : : 7,187: 3,539 661 -178 1,824 5,485 5,185 5,968: 2,002 1,219 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 8.2 8.2 49.1 79.1 92.1 95.6: 7.9 4.4 Old : 100.0: 37.7 9.6 8.1 45.5 77.4 91.3 95.1: 8.7 4.9 Other: 100.0: 22.2 5.3 2.7 72.0 90.4 96.9 98.5: 3.1 1.5 : : : :# Traders : Number of Traders in Each Category : All : 343: 144 46 56 103 120 277 199: Old : 339: 139 50 48 91 118 256 195: Other: 134: 33 10 9 64 53 98 71: :---------------------------------------------------------------------------------------------------- : 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 : 18.0 18.3 32.0 30.4 16.7 15.1 27.9 24.3 Old : 18.7 18.6 34.1 31.0 18.5 16.5 32.6 27.1 Other: 45.2 46.2 59.3 65.7 44.8 44.5 57.6 63.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, March 8, 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 : 52,704: 33,803 40,476 1,341 12,672 6,393 47,816 48,210: 4,888 4,494 Old : 52,704: 33,803 40,476 1,341 12,672 6,393 47,816 48,210: 4,888 4,494 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2011 : : 6,299: 4,500 4,085 563 965 1,502 6,028 6,150: 271 149 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.1 76.8 2.5 24.0 12.1 90.7 91.5: 9.3 8.5 Old : 100.0: 64.1 76.8 2.5 24.0 12.1 90.7 91.5: 9.3 8.5 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 : 111: 39 46 7 16 12 57 65: Old : 111: 39 46 7 16 12 57 65: 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 : 56.0 49.2 69.8 66.4 55.7 49.2 69.1 64.3 Old : 56.0 49.2 69.8 66.4 55.7 49.2 69.1 64.3 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 8, 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 : 348,211: 30,108 62,493 2,109 299,410 269,222 331,627 333,824: 16,584 14,387 Old : 348,211: 30,108 62,493 2,109 299,410 269,222 331,627 333,824: 16,584 14,387 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2011 : : 4,268: 5,477 3,634 -55 2,559 3,481 7,981 7,060: -3,713 -2,792 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 17.9 0.6 86.0 77.3 95.2 95.9: 4.8 4.1 Old : 100.0: 8.6 17.9 0.6 86.0 77.3 95.2 95.9: 4.8 4.1 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 : 256: 36 40 10 96 116 138 161: Old : 256: 36 40 10 96 116 138 161: 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 : 37.0 16.9 48.0 27.9 33.4 16.5 44.3 25.7 Old : 37.0 16.9 48.0 27.9 33.4 16.5 44.3 25.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2011