COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 182,548 COMMITMENTS 54,284 49,973 17,018 92,805 99,559 164,107 166,550 18,441 15,998 CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 6,164) 2,074 6,130 1,386 728 -2,069 4,188 5,447 1,976 717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 27.4 9.3 50.8 54.5 89.9 91.2 10.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 77 100 70 53 64 170 199 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,707 COMMITMENTS 12,978 1,590 345 6,166 19,625 19,489 21,560 3,218 1,147 CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -141) 155 -189 3 -76 -26 82 -212 -223 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.2 7.0 1.5 27.2 86.4 85.8 94.9 14.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 45 16 11 22 18 73 39 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 172,125 COMMITMENTS 30,206 34,036 22,619 108,006 105,565 160,831 162,220 11,294 9,905 CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 2,735) -208 -2,379 3,979 -2,651 1,698 1,120 3,298 1,615 -563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 19.8 13.1 62.7 61.3 93.4 94.2 6.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 49 57 48 53 46 128 129 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 706,083 COMMITMENTS 165,434 60,405 80,008 379,615 506,567 625,057 646,980 81,026 59,103 CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -14,702) -27,284 -3,692 2,788 14,688 -18,528 -9,808 -19,432 -4,894 4,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 8.6 11.3 53.8 71.7 88.5 91.6 11.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 66 56 58 73 86 171 169 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 147,387 COMMITMENTS 37,348 38,479 23,515 78,332 76,284 139,195 138,278 8,192 9,109 CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 8,285) -326 2,260 3,238 5,024 3,002 7,936 8,500 349 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 26.1 16.0 53.1 51.8 94.4 93.8 5.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 106 100 91 119 111 271 268 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 62,925 COMMITMENTS 46,630 12,586 2,625 4,800 46,016 54,055 61,227 8,870 1,698 CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 9,940) 8,233 1,905 415 101 7,287 8,749 9,607 1,191 333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.1 20.0 4.2 7.6 73.1 85.9 97.3 14.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 59 14 6 21 11 84 28 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 458,679 COMMITMENTS 35,083 47,048 7,467 393,234 386,687 435,784 441,202 22,895 17,477 CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 42,058) 1,705 4,851 4,328 34,282 30,611 40,315 39,790 1,743 2,268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 10.3 1.6 85.7 84.3 95.0 96.2 5.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 34 38 18 108 111 154 157
Updated March 16, 2012