COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 172,437 COMMITMENTS 47,832 34,619 16,127 93,657 107,408 157,616 158,154 14,821 14,283 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -17,233) 459 1,809 -4,856 -11,906 -12,798 -16,303 -15,845 -930 -1,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 20.1 9.4 54.3 62.3 91.4 91.7 8.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 73 89 63 51 58 163 174 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,844 COMMITMENTS 11,710 1,561 171 5,912 18,391 17,793 20,123 5,051 2,721 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -1,183) -1,612 -152 -419 -481 -1,979 -2,512 -2,550 1,329 1,367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.3 6.8 0.7 25.9 80.5 77.9 88.1 22.1 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 39 17 8 21 17 65 37 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 163,032 COMMITMENTS 28,479 37,155 17,857 107,357 98,015 153,693 153,027 9,339 10,005 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -290) -97 -3,571 1,517 -2,781 1,179 -1,361 -875 1,071 585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 22.8 11.0 65.9 60.1 94.3 93.9 5.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 38 62 39 50 43 110 123 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 699,138 COMMITMENTS 156,282 69,069 75,973 382,805 486,411 615,060 631,453 84,078 67,685 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -6,488) 10,011 -1,200 -3,138 -26,742 2,879 -19,869 -1,459 13,381 -5,029 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 9.9 10.9 54.8 69.6 88.0 90.3 12.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 58 65 56 77 92 173 178 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 129,976 COMMITMENTS 34,016 32,656 17,526 71,633 72,408 123,175 122,590 6,801 7,386 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -354) 1,032 2,886 -38 -1,661 -2,794 -667 54 313 -408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 25.1 13.5 55.1 55.7 94.8 94.3 5.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 89 108 78 104 106 238 255 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 50,648 COMMITMENTS 37,611 8,599 810 3,457 39,097 41,878 48,506 8,770 2,142 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -1,349) -704 -1,901 -99 -613 166 -1,416 -1,834 67 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.3 17.0 1.6 6.8 77.2 82.7 95.8 17.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 48 23 5 12 12 63 38 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 408,997 COMMITMENTS 32,754 40,004 2,930 352,873 349,704 388,557 392,638 20,440 16,359 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 6,135) 504 425 -38 5,377 5,953 5,843 6,340 292 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 9.8 0.7 86.3 85.5 95.0 96.0 5.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 37 41 10 103 102 147 146
Updated February 24, 2012