COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 198,223 COMMITMENTS 46,084 21,787 12,114 118,029 151,310 176,227 185,211 21,996 13,012 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 2,534) 1,357 -1,894 -5,009 5,187 10,310 1,535 3,407 999 -873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 11.0 6.1 59.5 76.3 88.9 93.4 11.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 98 61 59 57 61 188 152 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,568 COMMITMENTS 12,882 2,823 350 9,578 22,440 22,810 25,613 3,758 955 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,203) 1,520 386 34 -601 847 953 1,267 250 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.5 10.6 1.3 36.1 84.5 85.9 96.4 14.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 45 22 13 22 23 78 47 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 159,819 COMMITMENTS 45,953 27,338 14,641 87,926 110,610 148,520 152,589 11,299 7,230 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -7,231) 1,281 1,402 -4,082 -3,690 -4,869 -6,491 -7,549 -740 318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 17.1 9.2 55.0 69.2 92.9 95.5 7.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 60 35 38 56 51 134 108 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 630,580 COMMITMENTS 173,938 41,983 62,570 326,369 462,039 562,877 566,592 67,703 63,988 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 3,965) -1,070 14,199 -7,515 18,127 -9,782 9,542 -3,098 -5,577 7,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 6.7 9.9 51.8 73.3 89.3 89.9 10.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 78 44 67 85 84 194 167 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 121,875 COMMITMENTS 36,667 7,154 9,173 67,970 99,938 113,810 116,265 8,065 5,610 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -2,534) 212 -3,286 -6,649 2,919 6,367 -3,518 -3,568 984 1,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 5.9 7.5 55.8 82.0 93.4 95.4 6.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 116 44 62 97 120 245 203 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 49,843 COMMITMENTS 25,479 35,260 1,060 17,790 8,186 44,329 44,506 5,514 5,337 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -466) 1,128 -790 -2 -1,129 562 -3 -230 -463 -236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 70.7 2.1 35.7 16.4 88.9 89.3 11.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 40 61 8 9 18 51 86 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 371,512 COMMITMENTS 34,185 72,080 3,582 313,165 279,241 350,932 354,903 20,580 16,609 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 3,567) -3,618 -1,841 80 4,190 5,276 652 3,515 2,915 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 19.4 1.0 84.3 75.2 94.5 95.5 5.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 41 47 11 102 111 150 163
Updated April 15, 2011