COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 319,294 COMMITMENTS 48,556 8,299 103,786 144,331 191,451 296,674 303,536 22,620 15,758 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 2,463) -2,648 -1,588 1,578 3,015 -937 1,944 -948 519 3,411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 2.6 32.5 45.2 60.0 92.9 95.1 7.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 112 59 78 63 70 211 172 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,059 COMMITMENTS 15,810 1,053 3,594 10,012 27,511 29,415 32,158 3,644 901 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -1,787) -1,377 347 -155 312 -1,904 -1,220 -1,713 -566 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.8 3.2 10.9 30.3 83.2 89.0 97.3 11.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 54 15 19 25 24 87 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 184,959 COMMITMENTS 51,321 23,343 30,056 89,123 124,414 170,500 177,813 14,459 7,146 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -1,089) -5,651 842 2,042 4,663 -3,362 1,053 -478 -2,142 -611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 12.6 16.3 48.2 67.3 92.2 96.1 7.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 78 30 42 50 52 149 106 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 822,825 COMMITMENTS 175,850 16,186 202,329 369,947 545,529 748,127 764,044 74,698 58,781 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -33,353) -23,521 4,697 -9,561 7,149 -33,979 -25,933 -38,843 -7,421 5,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 2.0 24.6 45.0 66.3 90.9 92.9 9.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 81 45 86 82 93 203 186 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 182,386 COMMITMENTS 34,093 6,967 49,722 87,919 117,915 171,733 174,604 10,652 7,781 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -11,969) -8,597 -789 -3,304 289 -8,662 -11,611 -12,754 -358 786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 3.8 27.3 48.2 64.7 94.2 95.7 5.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 125 55 85 123 133 287 238 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,371 COMMITMENTS 25,190 40,633 974 19,574 5,621 45,738 47,227 5,633 4,143 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -1,501) -8,630 185 -450 6,886 -836 -2,194 -1,100 693 -401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.0 79.1 1.9 38.1 10.9 89.0 91.9 11.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 36 52 9 11 12 50 71 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 376,022 COMMITMENTS 20,447 75,173 6,048 329,564 276,266 356,059 357,487 19,963 18,535 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 25,905) -9,415 12,493 3,169 29,114 6,533 22,868 22,194 3,037 3,710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 20.0 1.6 87.6 73.5 94.7 95.1 5.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 33 50 20 107 116 149 177
Updated March 18, 2011