COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 318,126 COMMITMENTS 52,363 8,615 104,214 140,118 193,618 296,695 306,446 21,431 11,680 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,962) -3,542 605 4,495 4,047 -2,881 5,000 2,218 -3,038 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 2.7 32.8 44.0 60.9 93.3 96.3 6.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 118 45 71 64 68 202 165 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,228 COMMITMENTS 16,105 578 3,391 11,447 30,246 30,943 34,214 4,284 1,014 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -39) 738 83 180 -943 -154 -25 110 -14 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.7 1.6 9.6 32.5 85.9 87.8 97.1 12.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 66 9 20 24 24 95 48 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 179,942 COMMITMENTS 53,121 21,303 24,985 86,084 126,162 164,190 172,450 15,752 7,492 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 8,377) 2,207 936 3,643 1,485 3,233 7,335 7,811 1,042 566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 11.8 13.9 47.8 70.1 91.2 95.8 8.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 84 40 44 53 51 161 112 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 834,192 COMMITMENTS 174,809 10,860 212,820 373,700 561,199 761,328 784,879 72,863 49,313 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -36,049) 3,764 -434 556 -31,827 -29,627 -27,507 -29,505 -8,542 -6,544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 1.3 25.5 44.8 67.3 91.3 94.1 8.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 77 45 81 77 88 192 177 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 179,023 COMMITMENTS 40,098 6,959 47,643 82,504 119,207 170,246 173,809 8,778 5,214 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -5,500) -5,023 996 1,883 -2,427 -8,336 -5,567 -5,458 67 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 3.9 26.6 46.1 66.6 95.1 97.1 4.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 142 60 90 120 135 307 245 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,846 COMMITMENTS 29,550 36,379 884 11,728 5,160 42,162 42,423 4,684 4,423 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 6,178) 4,045 4,980 -26 3,467 479 7,487 5,433 -1,308 745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.1 77.7 1.9 25.0 11.0 90.0 90.6 10.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 35 45 7 14 10 51 61 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 345,701 COMMITMENTS 24,457 59,060 2,839 297,688 266,259 324,984 328,158 20,717 17,543 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 108) -6,978 1,303 -1,200 8,609 -325 432 -221 -324 329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 17.1 0.8 86.1 77.0 94.0 94.9 6.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 33 42 16 100 111 144 159
Updated March 4, 2011