COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, March 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 188,724: 54,548 51,240 19,859 94,951 100,896 169,358 171,995: 19,366 16,729 Old : 139,379: 51,506 50,639 9,614 65,255 64,985 126,375 125,238: 13,004 14,141 Other: 49,345: 12,857 10,416 430 29,696 35,911 42,983 46,757: 6,362 2,588 : : : : : Changes in Commitments from: March 13, 2012 : : 6,176: 264 1,267 2,841 2,146 1,337 5,251 5,445: 925 731 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 27.2 10.5 50.3 53.5 89.7 91.1: 10.3 8.9 Old : 100.0: 37.0 36.3 6.9 46.8 46.6 90.7 89.9: 9.3 10.1 Other: 100.0: 26.1 21.1 0.9 60.2 72.8 87.1 94.8: 12.9 5.2 : : : :# Traders : Number of Traders in Each Category : All : 267: 81 99 70 56 63 177 200: Old : 260: 80 99 47 51 53 160 173: Other: 149: 42 38 11 35 48 85 89: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.9 20.4 30.0 30.0 17.4 14.1 27.3 23.1 Old : 20.2 18.7 31.8 27.5 18.6 17.0 29.0 25.1 Other: 26.7 39.1 43.7 55.9 26.6 38.6 43.7 55.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, March 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 22,411: 12,706 1,458 287 6,234 19,421 19,227 21,166: 3,184 1,245 Old : 22,322: 12,696 1,422 287 6,171 19,369 19,154 21,078: 3,168 1,244 Other: 89: 10 36 0 63 52 73 88: 16 1 : : : : : Changes in Commitments from: March 13, 2012 : : -296: -272 -132 -58 68 -204 -262 -394: -34 98 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.7 6.5 1.3 27.8 86.7 85.8 94.4: 14.2 5.6 Old : 100.0: 56.9 6.4 1.3 27.6 86.8 85.8 94.4: 14.2 5.6 Other: 100.0: 11.2 40.4 0.0 70.8 58.4 82.0 98.9: 18.0 1.1 : : : :# Traders : Number of Traders in Each Category : All : 88: 43 13 10 22 16 72 33: Old : 88: 43 13 10 22 16 72 33: Other: 9: 1 2 0 4 2 5 4: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.5 74.1 38.6 83.0 26.5 72.6 38.6 80.5 Old : 26.5 74.2 38.5 83.1 26.5 72.7 38.5 80.6 Other: 76.4 98.9 82.0 98.9 76.4 98.9 82.0 98.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, March 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 168,406: 29,352 35,046 21,799 107,361 101,041 158,512 157,886: 9,894 10,520 Old : 119,892: 27,098 38,818 11,322 73,150 59,834 111,570 109,974: 8,322 9,918 Other: 48,514: 9,630 3,604 3,101 34,211 41,207 46,942 47,912: 1,572 602 : : : : : Changes in Commitments from: March 13, 2012 : : -3,719: -854 1,010 -820 -645 -4,524 -2,319 -4,334: -1,400 615 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 20.8 12.9 63.8 60.0 94.1 93.8: 5.9 6.2 Old : 100.0: 22.6 32.4 9.4 61.0 49.9 93.1 91.7: 6.9 8.3 Other: 100.0: 19.8 7.4 6.4 70.5 84.9 96.8 98.8: 3.2 1.2 : : : :# Traders : Number of Traders in Each Category : All : 170: 42 61 43 54 49 123 128: Old : 166: 40 60 34 52 46 114 120: Other: 79: 19 9 11 36 30 59 46: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.6 26.1 40.9 42.2 25.2 20.9 35.3 30.4 Old : 27.2 25.8 40.8 39.4 25.9 22.0 36.0 32.0 Other: 40.4 46.0 56.0 68.5 40.0 44.2 55.5 62.2 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, March 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 738,649: 190,862 65,218 77,623 377,293 535,293 645,778 678,134: 92,871 60,515 Old : 738,649: 190,862 65,218 77,623 377,293 535,293 645,778 678,134: 92,871 60,515 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 13, 2012 : : 32,566: 25,428 4,813 -2,385 -2,322 28,726 20,721 31,154: 11,845 1,412 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 8.8 10.5 51.1 72.5 87.4 91.8: 12.6 8.2 Old : 100.0: 25.8 8.8 10.5 51.1 72.5 87.4 91.8: 12.6 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 227: 73 59 59 71 87 178 172: Old : 227: 73 59 59 71 87 178 172: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.6 17.7 26.6 29.3 13.4 15.3 22.4 24.3 Old : 14.6 17.7 26.6 29.3 13.4 15.3 22.4 24.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders - Futures Only, March 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 155,555: 40,018 41,475 25,208 82,234 79,214 147,460 145,897: 8,095 9,658 Old : 135,180: 40,730 42,393 19,279 67,691 64,542 127,700 126,214: 7,480 8,966 Other: 20,375: 3,195 2,989 2,022 14,543 14,672 19,760 19,683: 615 692 : : : : : Changes in Commitments from: March 13, 2012 : : 8,168: 2,670 2,996 1,693 3,902 2,930 8,265 7,619: -97 549 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 26.7 16.2 52.9 50.9 94.8 93.8: 5.2 6.2 Old : 100.0: 30.1 31.4 14.3 50.1 47.7 94.5 93.4: 5.5 6.6 Other: 100.0: 15.7 14.7 9.9 71.4 72.0 97.0 96.6: 3.0 3.4 : : : :# Traders : Number of Traders in Each Category : All : 357: 107 99 98 115 108 271 270: Old : 355: 112 99 87 110 99 262 253: Other: 154: 28 25 18 70 62 110 95: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.6 16.8 24.9 26.3 11.1 10.1 19.6 16.1 Old : 13.9 17.3 25.0 28.2 11.9 11.8 21.2 19.1 Other: 40.3 28.7 53.6 44.9 38.0 25.2 50.6 39.3 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, March 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 60,548: 46,804 11,110 502 4,153 47,444 51,459 59,056: 9,089 1,492 Old : 60,548: 46,804 11,110 502 4,153 47,444 51,459 59,056: 9,089 1,492 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 13, 2012 : : -2,377: 174 -1,476 -2,123 -647 1,428 -2,596 -2,171: 219 -206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 18.3 0.8 6.9 78.4 85.0 97.5: 15.0 2.5 Old : 100.0: 77.3 18.3 0.8 6.9 78.4 85.0 97.5: 15.0 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 94: 56 14 2 17 8 74 24: Old : 94: 56 14 2 17 8 74 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 82.0 59.0 92.8 47.8 82.0 59.0 92.8 Old : 47.8 82.0 59.0 92.8 47.8 82.0 59.0 92.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders - Futures Only, March 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 375,971: 27,456 49,422 3,035 326,080 310,631 356,571 363,088: 19,400 12,883 Old : 375,971: 27,456 49,422 3,035 326,080 310,631 356,571 363,088: 19,400 12,883 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 13, 2012 : : -82,708: -7,627 2,374 -4,432 -67,154 -76,056 -79,213 -78,114: -3,495 -4,594 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 13.1 0.8 86.7 82.6 94.8 96.6: 5.2 3.4 Old : 100.0: 7.3 13.1 0.8 86.7 82.6 94.8 96.6: 5.2 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 239: 37 39 12 93 97 138 140: Old : 239: 37 39 12 93 97 138 140: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.4 28.8 45.8 38.9 31.1 28.7 43.5 38.4 Old : 33.4 28.8 45.8 38.9 31.1 28.7 43.5 38.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2012