COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 176,384 COMMITMENTS 52,210 43,843 15,632 92,077 101,628 159,919 161,103 16,465 15,281 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 4,752) 3,655 978 -46 1,008 3,477 4,617 4,409 135 343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 24.9 8.9 52.2 57.6 90.7 91.3 9.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 81 95 66 53 62 170 191 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,848 COMMITMENTS 12,823 1,779 342 6,242 19,651 19,407 21,772 3,441 1,076 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,128) 1,005 -67 98 187 1,160 1,290 1,191 -162 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.1 7.8 1.5 27.3 86.0 84.9 95.3 15.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 43 18 10 21 20 71 41 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 169,390 COMMITMENTS 30,414 36,415 18,640 110,657 103,867 159,711 158,922 9,679 10,468 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 8,647) 784 2,398 1,604 6,275 3,979 8,663 7,981 -16 666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 21.5 11.0 65.3 61.3 94.3 93.8 5.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 44 57 44 53 45 123 121 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 720,785 COMMITMENTS 192,718 64,097 77,220 364,927 525,095 634,865 666,412 85,920 54,373 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,962) -5,452 -1,976 8,199 -4,759 -11,884 -2,012 -5,661 -950 2,699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 8.9 10.7 50.6 72.9 88.1 92.5 11.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 72 56 58 73 88 177 173 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 139,102 COMMITMENTS 37,674 36,219 20,277 73,308 73,282 131,259 129,778 7,843 9,324 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 5,279) 1,008 1,143 2,089 2,386 1,371 5,483 4,603 -204 676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 26.0 14.6 52.7 52.7 94.4 93.3 5.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 98 107 88 113 109 258 267 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 52,985 COMMITMENTS 38,397 10,681 2,210 4,699 38,729 45,306 51,620 7,679 1,365 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 4,387) 982 -1,341 1,254 969 5,336 3,205 5,249 1,182 -862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.5 20.2 4.2 8.9 73.1 85.5 97.4 14.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 58 17 4 18 10 79 29 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 416,621 COMMITMENTS 33,378 42,197 3,139 358,952 356,076 395,469 401,412 21,152 15,209 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 7,486) -2,324 2,781 -659 9,390 5,576 6,407 7,698 1,079 -212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 10.1 0.8 86.2 85.5 94.9 96.3 5.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 36 43 11 101 106 143 154
Updated March 9, 2012