COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 175,406 COMMITMENTS 49,148 22,440 12,333 93,509 129,899 154,990 164,672 20,416 10,734 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -3,246) -3,652 -1,459 1,373 1,823 -3,667 -456 -3,753 -2,790 507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 12.8 7.0 53.3 74.1 88.4 93.9 11.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 95 60 54 57 58 182 143 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,019 COMMITMENTS 16,048 1,936 256 10,592 27,984 26,896 30,176 4,123 843 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -150) 811 279 -53 -921 -216 -163 10 13 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.7 6.2 0.8 34.1 90.2 86.7 97.3 13.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 56 18 12 22 23 87 44 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 161,861 COMMITMENTS 53,008 22,571 13,802 80,702 119,213 147,512 155,586 14,349 6,275 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 7,205) 2,211 1,061 2,862 1,234 2,803 6,307 6,726 898 479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 13.9 8.5 49.9 73.7 91.1 96.1 8.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 79 40 29 53 50 152 100 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 598,636 COMMITMENTS 181,207 19,844 55,909 297,448 479,304 534,564 555,057 64,072 43,579 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -39,235) -1,209 -247 1,935 -31,189 -34,004 -30,463 -32,316 -8,772 -6,919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 3.3 9.3 49.7 80.1 89.3 92.7 10.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 76 42 60 73 84 170 166 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 121,382 COMMITMENTS 41,163 9,907 10,751 61,283 96,244 113,197 116,902 8,185 4,480 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -4,946) -3,201 2,282 359 -2,321 -7,845 -5,163 -5,204 217 258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 8.2 8.9 50.5 79.3 93.3 96.3 6.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 137 49 55 105 118 270 200 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,405 COMMITMENTS 29,303 36,391 778 11,707 4,891 41,788 42,060 4,617 4,345 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 6,070) 3,899 4,963 5 3,471 379 7,375 5,347 -1,305 723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.1 78.4 1.7 25.2 10.5 90.1 90.6 9.9 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 34 42 5 14 9 49 56 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 343,943 COMMITMENTS 24,631 58,859 2,164 296,851 265,741 323,646 326,764 20,297 17,179 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -11) -6,970 1,387 -1,273 8,663 -430 420 -316 -431 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 17.1 0.6 86.3 77.3 94.1 95.0 5.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 34 40 12 100 109 141 155
Updated March 4, 2011