COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 345,655 COMMITMENTS 46,399 9,092 114,263 162,496 205,993 323,157 329,348 22,498 16,308 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 19,345) 1,841 1,047 4,777 11,855 12,635 18,473 18,458 872 887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 2.6 33.1 47.0 59.6 93.5 95.3 6.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 123 55 90 65 73 222 188 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,598 COMMITMENTS 11,365 524 4,843 11,689 25,047 27,896 30,413 3,702 1,185 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 1,152) 505 -203 575 76 859 1,157 1,231 -5 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 1.7 15.3 37.0 79.3 88.3 96.2 11.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 52 10 20 26 26 80 54 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 190,334 COMMITMENTS 44,464 27,578 31,123 102,036 124,299 177,623 183,000 12,711 7,333 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -910) -2,781 458 -3,062 6,405 1,363 562 -1,240 -1,472 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 14.5 16.4 53.6 65.3 93.3 96.1 6.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 62 41 43 55 55 143 116 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 852,919 COMMITMENTS 172,445 14,541 217,877 381,050 555,343 771,372 787,762 81,547 65,158 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 39,182) 4,935 -1,052 21,158 5,999 11,619 32,092 31,724 7,090 7,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 1.7 25.5 44.7 65.1 90.4 92.4 9.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 78 48 89 85 90 207 185 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 191,684 COMMITMENTS 33,239 7,395 60,019 90,640 118,956 183,899 186,371 7,785 5,313 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 7,800) 1,602 476 4,896 2,889 3,580 9,387 8,952 -1,587 -1,152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 3.9 31.3 47.3 62.1 95.9 97.2 4.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 119 74 105 123 139 295 270 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 50,960 COMMITMENTS 24,389 36,031 1,476 19,045 7,823 44,909 45,330 6,051 5,630 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -2,442) -3,028 -5,235 146 305 2,653 -2,577 -2,436 135 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.9 70.7 2.9 37.4 15.4 88.1 89.0 11.9 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 38 56 14 12 16 57 80 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 369,531 COMMITMENTS 37,886 74,289 3,854 309,934 274,354 351,674 352,498 17,857 17,033 CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 274) -762 4,586 235 2,282 -5,158 1,755 -337 -1,481 611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 20.1 1.0 83.9 74.2 95.2 95.4 4.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 32 49 17 104 112 147 167
Updated April 8, 2011