COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 182,719 COMMITMENTS 43,608 23,541 16,461 102,462 129,555 162,531 169,557 20,188 13,162 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 6,654) 182 885 3,343 4,629 2,314 8,154 6,542 -1,500 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 12.9 9.0 56.1 70.9 89.0 92.8 11.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 93 68 67 55 60 186 165 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 24,663 COMMITMENTS 10,840 2,034 317 10,011 21,225 21,168 23,576 3,495 1,087 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -326) -167 352 49 -319 -1,025 -437 -624 111 298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 8.2 1.3 40.6 86.1 85.8 95.6 14.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 32 20 15 23 19 64 46 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 165,028 COMMITMENTS 47,903 25,230 19,871 84,302 113,796 152,076 158,897 12,952 6,131 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 4,870) -134 1,306 806 4,030 1,512 4,702 3,624 168 1,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 15.3 12.0 51.1 69.0 92.2 96.3 7.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 73 30 34 54 53 147 101 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 595,022 COMMITMENTS 172,747 26,443 51,675 303,485 466,403 527,907 544,521 67,115 50,501 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 4,812) 3,562 -625 -632 -611 1,724 2,319 467 2,493 4,345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 4.4 8.7 51.0 78.4 88.7 91.5 11.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 77 45 69 78 82 187 166 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 121,346 COMMITMENTS 34,188 10,252 13,532 64,982 91,658 112,702 115,442 8,644 5,904 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -91) -2,850 604 2,483 913 -3,129 546 -42 -637 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 8.4 11.2 53.6 75.5 92.9 95.1 7.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 116 57 64 104 119 250 214 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 52,915 COMMITMENTS 27,421 41,334 967 18,686 5,031 47,074 47,332 5,841 5,583 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 93) 113 417 -143 -71 -116 -101 158 194 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 78.1 1.8 35.3 9.5 89.0 89.4 11.0 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 44 52 6 11 11 57 68 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 367,989 COMMITMENTS 38,558 69,317 3,368 306,947 279,200 348,873 351,885 19,116 16,104 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 11,371) 13,176 1,216 13 -4,262 11,060 8,927 12,289 2,444 -918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 18.8 0.9 83.4 75.9 94.8 95.6 5.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 29 41 10 95 113 130 158
Updated April 1, 2011