COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 319,294: 48,556 8,299 103,786 144,331 191,451 296,674 303,536: 22,620 15,758 Old : 208,742: 30,303 11,166 70,922 93,765 114,687 194,989 196,774: 13,753 11,968 Other: 110,551: 22,307 1,186 28,811 50,567 76,764 101,685 106,761: 8,867 3,790 : : : : : Changes in Commitments from: March 8, 2011 : : 2,463: -2,648 -1,588 1,578 3,015 -937 1,944 -948: 519 3,411 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 2.6 32.5 45.2 60.0 92.9 95.1: 7.1 4.9 Old : 100.0: 14.5 5.3 34.0 44.9 54.9 93.4 94.3: 6.6 5.7 Other: 100.0: 20.2 1.1 26.1 45.7 69.4 92.0 96.6: 8.0 3.4 : : : :# Traders : Number of Traders in Each Category : All : 250: 112 59 78 63 70 211 172: Old : 235: 90 69 63 59 65 183 163: Other: 159: 68 22 42 54 57 140 103: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.6 24.2 35.1 38.1 10.0 10.8 14.1 16.5 Old : 23.5 24.4 37.0 37.6 12.1 13.9 17.3 20.0 Other: 28.2 31.3 40.1 42.5 18.6 18.9 25.6 26.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 33,059: 15,810 1,053 3,594 10,012 27,511 29,415 32,158: 3,644 901 Old : 32,246: 15,754 1,160 3,187 9,683 27,006 28,624 31,353: 3,622 893 Other: 813: 163 1 299 329 505 791 805: 21 7 : : : : : Changes in Commitments from: March 8, 2011 : : -1,787: -1,377 347 -155 312 -1,904 -1,220 -1,713: -566 -74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.8 3.2 10.9 30.3 83.2 89.0 97.3: 11.0 2.7 Old : 100.0: 48.9 3.6 9.9 30.0 83.8 88.8 97.2: 11.2 2.8 Other: 100.0: 20.0 0.2 36.8 40.5 62.1 97.4 99.1: 2.6 0.9 : : : :# Traders : Number of Traders in Each Category : All : 105: 54 15 19 25 24 87 50: Old : 105: 51 18 19 23 24 85 50: Other: 21: 12 1 8 5 5 18 13: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.9 58.3 38.3 71.8 23.8 52.9 37.1 66.4 Old : 24.5 58.3 39.3 72.1 24.4 53.5 38.1 67.3 Other: 62.1 70.5 85.7 91.5 23.5 29.8 27.9 31.2 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 184,959: 51,321 23,343 30,056 89,123 124,414 170,500 177,813: 14,459 7,146 Old : 127,042: 50,179 17,298 18,219 45,381 85,012 113,779 120,529: 13,264 6,514 Other: 57,917: 4,235 9,139 8,744 43,742 39,401 56,722 57,285: 1,195 632 : : : : : Changes in Commitments from: March 8, 2011 : : -1,089: -5,651 842 2,042 4,663 -3,362 1,053 -478: -2,142 -611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 12.6 16.3 48.2 67.3 92.2 96.1: 7.8 3.9 Old : 100.0: 39.5 13.6 14.3 35.7 66.9 89.6 94.9: 10.4 5.1 Other: 100.0: 7.3 15.8 15.1 75.5 68.0 97.9 98.9: 2.1 1.1 : : : :# Traders : Number of Traders in Each Category : All : 173: 78 30 42 50 52 149 106: Old : 171: 80 28 41 45 47 144 100: Other: 70: 9 12 14 35 42 55 57: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.7 38.1 37.4 50.2 17.1 21.7 23.6 31.6 Old : 19.7 35.2 29.5 49.8 18.2 30.5 27.4 42.7 Other: 54.6 49.5 68.1 63.8 33.5 28.9 41.7 38.5 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 822,825: 175,850 16,186 202,329 369,947 545,529 748,127 764,044: 74,698 58,781 Old : 822,825: 175,850 16,186 202,329 369,947 545,529 748,127 764,044: 74,698 58,781 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2011 : : -33,353: -23,521 4,697 -9,561 7,149 -33,979 -25,933 -38,843: -7,421 5,489 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 2.0 24.6 45.0 66.3 90.9 92.9: 9.1 7.1 Old : 100.0: 21.4 2.0 24.6 45.0 66.3 90.9 92.9: 9.1 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 228: 81 45 86 82 93 203 186: Old : 228: 81 45 86 82 93 203 186: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.9 20.4 24.2 30.9 12.0 14.3 18.8 21.2 Old : 13.9 20.4 24.2 30.9 12.0 14.3 18.8 21.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 182,386: 34,093 6,967 49,722 87,919 117,915 171,733 174,604: 10,652 7,781 Old : 156,657: 32,908 6,427 42,929 70,944 100,075 146,780 149,431: 9,876 7,226 Other: 25,729: 2,222 1,577 5,755 16,975 17,840 24,953 25,173: 776 556 : : : : : Changes in Commitments from: March 8, 2011 : : -11,969: -8,597 -789 -3,304 289 -8,662 -11,611 -12,754: -358 786 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 3.8 27.3 48.2 64.7 94.2 95.7: 5.8 4.3 Old : 100.0: 21.0 4.1 27.4 45.3 63.9 93.7 95.4: 6.3 4.6 Other: 100.0: 8.6 6.1 22.4 66.0 69.3 97.0 97.8: 3.0 2.2 : : : :# Traders : Number of Traders in Each Category : All : 336: 125 55 85 123 133 287 238: Old : 330: 122 54 82 116 133 276 234: Other: 156: 30 25 28 73 61 118 100: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.5 18.8 29.6 30.5 11.6 10.1 18.8 15.9 Old : 18.1 19.3 29.5 31.4 13.0 11.0 22.2 17.5 Other: 40.6 36.5 54.0 52.3 30.7 30.0 39.6 39.8 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 51,371: 25,190 40,633 974 19,574 5,621 45,738 47,227: 5,633 4,143 Old : 51,371: 25,190 40,633 974 19,574 5,621 45,738 47,227: 5,633 4,143 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2011 : : -1,501: -8,630 185 -450 6,886 -836 -2,194 -1,100: 693 -401 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.0 79.1 1.9 38.1 10.9 89.0 91.9: 11.0 8.1 Old : 100.0: 49.0 79.1 1.9 38.1 10.9 89.0 91.9: 11.0 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 110: 36 52 9 11 12 50 71: Old : 110: 36 52 9 11 12 50 71: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.9 46.6 73.4 63.3 63.5 46.6 72.9 63.3 Old : 63.9 46.6 73.4 63.3 63.5 46.6 72.9 63.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 376,022: 20,447 75,173 6,048 329,564 276,266 356,059 357,487: 19,963 18,535 Old : 376,022: 20,447 75,173 6,048 329,564 276,266 356,059 357,487: 19,963 18,535 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2011 : : 25,905: -9,415 12,493 3,169 29,114 6,533 22,868 22,194: 3,037 3,710 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 20.0 1.6 87.6 73.5 94.7 95.1: 5.3 4.9 Old : 100.0: 5.4 20.0 1.6 87.6 73.5 94.7 95.1: 5.3 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 260: 33 50 20 107 116 149 177: Old : 260: 33 50 20 107 116 149 177: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.7 15.8 46.3 26.1 32.6 15.8 42.9 24.7 Old : 35.7 15.8 46.3 26.1 32.6 15.8 42.9 24.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2011