COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 326,310 COMMITMENTS 44,557 8,046 109,486 150,641 193,358 304,684 310,889 21,626 15,421 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 6,915) -1,553 1,164 5,173 5,076 433 8,696 6,771 -1,782 144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 2.5 33.6 46.2 59.3 93.4 95.3 6.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 114 56 89 65 70 217 184 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,446 COMMITMENTS 10,859 727 4,267 11,613 24,188 26,740 29,183 3,706 1,264 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 188) -165 -327 629 -356 -427 108 -125 80 313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 2.4 14.0 38.1 79.4 87.8 95.8 12.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 37 17 23 26 24 73 55 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 191,244 COMMITMENTS 47,245 27,120 34,185 95,631 122,936 177,061 184,241 14,183 7,003 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 7,514) -434 2,374 2,467 5,312 1,428 7,345 6,269 169 1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 14.2 17.9 50.0 64.3 92.6 96.3 7.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 73 32 44 54 54 150 111 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 813,737 COMMITMENTS 167,510 15,594 196,719 375,050 543,725 739,280 756,037 74,458 57,700 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 3,526) 5,785 -276 -3,100 -1,425 2,499 1,260 -876 2,266 4,403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 1.9 24.2 46.1 66.8 90.8 92.9 9.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 74 52 88 83 89 205 182 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 183,884 COMMITMENTS 31,637 6,919 55,123 87,751 115,376 174,511 177,419 9,372 6,465 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 337) -2,899 500 2,753 1,124 -2,615 978 637 -641 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 3.8 30.0 47.7 62.7 94.9 96.5 5.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 117 72 98 120 132 288 254 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 53,402 COMMITMENTS 27,417 41,266 1,330 18,740 5,170 47,486 47,766 5,916 5,636 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 262) 62 395 57 -63 -110 56 342 206 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.3 77.3 2.5 35.1 9.7 88.9 89.4 11.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 45 55 13 11 12 60 77 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 369,257 COMMITMENTS 38,648 69,703 3,619 307,652 279,513 349,919 352,835 19,338 16,422 CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 11,522) 13,191 1,163 96 -4,135 11,111 9,152 12,370 2,370 -848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 18.9 1.0 83.3 75.7 94.8 95.6 5.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 28 43 16 98 113 137 161
Updated April 1, 2011