COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 171,632 COMMITMENTS 48,555 42,865 15,678 91,069 98,151 155,302 156,694 16,330 14,938 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -805) 723 8,246 -449 -2,588 -9,257 -2,314 -1,460 1,509 655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 25.0 9.1 53.1 57.2 90.5 91.3 9.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 72 94 57 49 58 157 177 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 21,720 COMMITMENTS 11,818 1,846 244 6,055 18,491 18,117 20,581 3,603 1,139 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -1,124) 108 285 73 143 100 324 458 -1,448 -1,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 8.5 1.1 27.9 85.1 83.4 94.8 16.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 38 18 7 21 19 64 39 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 160,743 COMMITMENTS 29,630 34,017 17,036 104,382 99,888 151,048 150,941 9,695 9,802 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -2,289) 1,151 -3,138 -821 -2,975 1,873 -2,645 -2,086 356 -203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 21.2 10.6 64.9 62.1 94.0 93.9 6.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 44 55 39 48 43 114 116 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 723,747 COMMITMENTS 198,170 66,073 69,021 369,686 536,979 636,877 672,073 86,870 51,674 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 24,609) 41,888 -2,996 -6,952 -13,119 50,568 21,817 40,620 2,792 -16,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 9.1 9.5 51.1 74.2 88.0 92.9 12.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 73 60 54 73 89 179 171 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 133,823 COMMITMENTS 36,666 35,076 18,188 70,922 71,911 125,776 125,175 8,047 8,648 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 3,847) 2,650 2,420 662 -711 -497 2,601 2,585 1,246 1,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 26.2 13.6 53.0 53.7 94.0 93.5 6.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 95 103 76 107 109 242 255 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 48,598 COMMITMENTS 37,415 12,022 956 3,730 33,393 42,101 46,371 6,497 2,227 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -2,050) -196 3,423 146 273 -5,704 223 -2,135 -2,273 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.0 24.7 2.0 7.7 68.7 86.6 95.4 13.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 45 24 6 16 12 63 41 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 409,135 COMMITMENTS 35,702 39,416 3,798 349,562 350,500 389,062 393,714 20,073 15,421 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 138) 2,948 -588 868 -3,311 796 505 1,076 -367 -938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 9.6 0.9 85.4 85.7 95.1 96.2 4.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 36 42 12 106 103 149 150
Updated March 2, 2012