COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 174,801 COMMITMENTS 47,064 24,138 11,324 95,281 124,967 153,669 160,429 21,132 14,372 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 1,113) -2,706 -279 362 3,238 -3,062 894 -2,979 219 4,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 13.8 6.5 54.5 71.5 87.9 91.8 12.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 99 63 53 55 61 179 154 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,525 COMMITMENTS 15,723 2,306 362 9,001 25,169 25,086 27,837 3,439 688 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -1,837) -1,404 36 -22 178 -1,777 -1,248 -1,763 -589 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.1 8.1 1.3 31.6 88.2 87.9 97.6 12.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 47 20 13 21 23 79 45 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 162,365 COMMITMENTS 51,503 22,915 17,208 80,517 116,149 149,228 156,272 13,137 6,093 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -4,807) -5,330 -675 500 2,132 -4,044 -2,698 -4,219 -2,109 -588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 14.1 10.6 49.6 71.5 91.9 96.2 8.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 75 29 31 50 51 145 95 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 601,818 COMMITMENTS 183,688 25,116 55,084 295,148 470,378 533,920 550,578 67,898 51,240 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -7,547) -15,530 5,005 2,422 10,957 -22,125 -2,151 -14,698 -5,396 7,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 4.2 9.2 49.0 78.2 88.7 91.5 11.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 75 47 68 78 86 185 172 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 122,449 COMMITMENTS 36,663 9,153 10,603 65,281 95,667 112,547 115,423 9,902 7,026 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -6,120) -8,039 -1,415 30 2,174 -6,062 -5,835 -7,447 -285 1,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 7.5 8.7 53.3 78.1 91.9 94.3 8.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 121 45 62 110 116 258 201 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,147 COMMITMENTS 25,171 40,665 858 19,547 5,544 45,576 47,067 5,571 4,080 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -1,557) -8,632 189 -483 6,875 -849 -2,240 -1,143 683 -414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 79.5 1.7 38.2 10.8 89.1 92.0 10.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 36 50 5 11 11 49 65 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 374,138 COMMITMENTS 20,556 74,927 5,391 328,732 275,627 354,679 355,945 19,459 18,193 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 25,927) -9,552 12,434 3,282 29,322 6,405 23,052 22,121 2,875 3,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 20.0 1.4 87.9 73.7 94.8 95.1 5.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 33 49 16 107 116 146 175
Updated March 18, 2011