COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 176,065 COMMITMENTS 43,426 22,656 13,118 97,833 127,241 154,377 163,015 21,688 13,050 CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 1,264) -3,638 -1,482 1,794 2,552 2,274 708 2,586 556 -1,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 12.9 7.5 55.6 72.3 87.7 92.6 12.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 92 62 56 52 59 176 151 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 24,989 COMMITMENTS 11,007 1,682 268 10,330 22,250 21,605 24,200 3,384 789 CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -3,536) -4,716 -624 -94 1,329 -2,919 -3,481 -3,637 -55 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 6.7 1.1 41.3 89.0 86.5 96.8 13.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 40 18 12 23 20 69 44 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 160,158 COMMITMENTS 48,037 23,924 19,065 80,272 112,284 147,374 155,273 12,784 4,885 CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -2,207) -3,466 1,009 1,857 -245 -3,865 -1,854 -999 -353 -1,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 14.9 11.9 50.1 70.1 92.0 96.9 8.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 72 27 31 51 50 141 93 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 590,210 COMMITMENTS 169,185 27,068 52,307 304,096 464,679 525,588 544,054 64,622 46,156 CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -11,608) -14,503 1,952 -2,777 8,948 -5,699 -8,332 -6,524 -3,276 -5,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 4.6 8.9 51.5 78.7 89.1 92.2 10.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 75 44 69 78 84 184 169 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 121,437 COMMITMENTS 37,038 9,648 11,049 64,069 94,787 112,156 115,484 9,281 5,953 CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -1,012) 375 495 446 -1,212 -880 -391 61 -621 -1,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 7.9 9.1 52.8 78.1 92.4 95.1 7.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 123 46 67 108 119 262 209 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 52,822 COMMITMENTS 27,308 40,917 1,110 18,757 5,147 47,175 47,174 5,647 5,648 CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 1,675) 2,137 252 252 -790 -397 1,599 107 76 1,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.7 77.5 2.1 35.5 9.7 89.3 89.3 10.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 40 54 7 12 10 53 71 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 356,618 COMMITMENTS 25,382 68,101 3,355 311,209 268,140 339,946 339,596 16,672 17,022 CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -17,520) 4,826 -6,826 -2,036 -17,523 -7,487 -14,733 -16,349 -2,787 -1,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 19.1 0.9 87.3 75.2 95.3 95.2 4.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 23 48 8 93 107 122 157
Updated March 25, 2011