COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 173,688 COMMITMENTS 49,770 24,417 10,962 92,043 128,029 152,775 163,408 20,913 10,280 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,718) 622 1,977 -1,371 -1,466 -1,870 -2,215 -1,264 497 -454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 14.1 6.3 53.0 73.7 88.0 94.1 12.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 95 64 55 55 58 181 148 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,362 COMMITMENTS 17,127 2,270 384 8,823 26,946 26,334 29,600 4,028 762 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -657) 1,079 334 128 -1,769 -1,038 -562 -576 -95 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.4 7.5 1.3 29.1 88.7 86.7 97.5 13.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 57 20 14 20 24 89 47 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 167,172 COMMITMENTS 56,833 23,590 16,708 78,385 120,193 151,926 160,491 15,246 6,681 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 5,311) 3,825 1,019 2,906 -2,317 980 4,414 4,905 897 406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 14.1 10.0 46.9 71.9 90.9 96.0 9.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 86 37 32 51 48 160 96 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 609,365 COMMITMENTS 199,218 20,111 52,662 284,191 492,503 536,071 565,276 73,294 44,089 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 10,729) 18,011 267 -3,247 -13,257 13,199 1,507 10,219 9,222 510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 3.3 8.6 46.6 80.8 88.0 92.8 12.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 77 47 65 73 82 175 170 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 128,569 COMMITMENTS 44,702 10,568 10,573 63,107 101,729 118,382 122,870 10,187 5,699 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 7,187) 3,539 661 -178 1,824 5,485 5,185 5,968 2,002 1,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 8.2 8.2 49.1 79.1 92.1 95.6 7.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 144 46 56 103 120 277 199 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 52,704 COMMITMENTS 33,803 40,476 1,341 12,672 6,393 47,816 48,210 4,888 4,494 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 6,299) 4,500 4,085 563 965 1,502 6,028 6,150 271 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.1 76.8 2.5 24.0 12.1 90.7 91.5 9.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 39 46 7 16 12 57 65 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 348,211 COMMITMENTS 30,108 62,493 2,109 299,410 269,222 331,627 333,824 16,584 14,387 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 4,268) 5,477 3,634 -55 2,559 3,481 7,981 7,060 -3,713 -2,792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 17.9 0.6 86.0 77.3 95.2 95.9 4.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 36 40 10 96 116 138 161
Updated March 11, 2011