COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 319,395 COMMITMENTS 46,110 6,881 104,313 145,565 192,925 295,988 304,119 23,408 15,277 CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 102) -2,446 -1,417 526 1,234 1,474 -686 583 788 -481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 2.2 32.7 45.6 60.4 92.7 95.2 7.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 119 48 80 62 69 209 174 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,258 COMMITMENTS 11,025 1,054 3,639 11,969 24,615 26,632 29,307 3,627 951 CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -2,801) -4,785 1 45 1,957 -2,896 -2,783 -2,851 -17 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 3.5 12.0 39.6 81.3 88.0 96.9 12.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 43 17 20 26 22 77 51 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 183,730 COMMITMENTS 47,679 24,745 31,718 90,319 121,508 169,716 177,972 14,014 5,758 CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -1,229) -3,642 1,402 1,662 1,195 -2,906 -784 158 -445 -1,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 13.5 17.3 49.2 66.1 92.4 96.9 7.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 69 32 41 51 51 145 102 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 810,211 COMMITMENTS 161,726 15,869 199,819 376,475 541,225 738,020 756,914 72,191 53,297 CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -12,615) -14,125 -316 -2,510 6,528 -4,304 -10,107 -7,130 -2,507 -5,484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 2.0 24.7 46.5 66.8 91.1 93.4 8.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 78 45 84 82 89 200 180 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 183,547 COMMITMENTS 34,536 6,419 52,371 86,627 117,992 173,534 176,781 10,013 6,766 CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 1,161) 443 -548 2,649 -1,292 76 1,800 2,177 -639 -1,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 3.5 28.5 47.2 64.3 94.5 96.3 5.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 129 57 91 124 133 295 244 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 53,140 COMMITMENTS 27,354 40,871 1,273 18,802 5,280 47,430 47,424 5,710 5,716 CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 1,769) 2,165 238 299 -772 -341 1,692 197 77 1,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.5 76.9 2.4 35.4 9.9 89.3 89.2 10.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 41 56 10 12 11 54 76 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 357,735 COMMITMENTS 25,457 68,540 3,523 311,787 268,402 340,767 340,465 16,968 17,270 CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -18,287) 5,010 -6,633 -2,525 -17,777 -7,864 -15,291 -17,022 -2,995 -1,265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 19.2 1.0 87.2 75.0 95.3 95.2 4.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 23 50 12 96 108 129 160
Updated March 25, 2011