COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 316,831 COMMITMENTS 51,204 9,887 102,208 141,317 192,388 294,729 304,483 22,101 12,347 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,296) -1,159 1,272 -2,005 1,199 -1,230 -1,966 -1,963 670 668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 3.1 32.3 44.6 60.7 93.0 96.1 7.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 115 51 75 62 67 208 164 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,846 COMMITMENTS 17,187 707 3,749 9,700 29,415 30,636 33,871 4,210 975 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -382) 1,081 129 359 -1,748 -831 -308 -343 -74 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.3 2.0 10.8 27.8 84.4 87.9 97.2 12.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 69 9 21 24 25 98 51 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 186,048 COMMITMENTS 56,972 22,501 28,014 84,461 127,775 169,447 178,291 16,601 7,757 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 6,106) 3,851 1,198 3,029 -1,623 1,613 5,257 5,841 849 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 12.1 15.1 45.4 68.7 91.1 95.8 8.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 93 34 43 51 49 165 107 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 856,178 COMMITMENTS 199,371 11,488 211,890 362,799 579,508 774,060 802,886 82,119 53,292 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 21,987) 24,562 628 -930 -10,901 18,309 12,731 18,008 9,255 3,979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 1.3 24.7 42.4 67.7 90.4 93.8 9.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 83 44 88 77 88 199 182 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 194,354 COMMITMENTS 42,690 7,756 53,025 87,629 126,578 183,345 187,359 11,010 6,996 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 15,331) 2,592 797 5,382 5,125 7,371 13,099 13,549 2,232 1,782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 4.0 27.3 45.1 65.1 94.3 96.4 5.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 152 55 94 120 136 313 248 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 52,872 COMMITMENTS 33,820 40,448 1,424 12,688 6,456 47,932 48,328 4,940 4,544 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 6,026) 4,270 4,069 540 960 1,296 5,770 5,904 256 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.0 76.5 2.7 24.0 12.2 90.7 91.4 9.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 39 48 9 16 13 58 69 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 350,118 COMMITMENTS 29,862 62,680 2,879 300,450 269,733 333,191 335,293 16,926 14,825 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 4,416) 5,404 3,620 40 2,762 3,474 8,207 7,135 -3,791 -2,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 17.9 0.8 85.8 77.0 95.2 95.8 4.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 35 42 15 98 116 143 164
Updated March 11, 2011