COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 188,724 COMMITMENTS 54,548 51,240 19,859 94,951 100,896 169,358 171,995 19,366 16,729 CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 6,176) 264 1,267 2,841 2,146 1,337 5,251 5,445 925 731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 27.2 10.5 50.3 53.5 89.7 91.1 10.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 81 99 70 56 63 177 200 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,411 COMMITMENTS 12,706 1,458 287 6,234 19,421 19,227 21,166 3,184 1,245 CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -296) -272 -132 -58 68 -204 -262 -394 -34 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.7 6.5 1.3 27.8 86.7 85.8 94.4 14.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 43 13 10 22 16 72 33 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 168,406 COMMITMENTS 29,352 35,046 21,799 107,361 101,041 158,512 157,886 9,894 10,520 CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -3,719) -854 1,010 -820 -645 -4,524 -2,319 -4,334 -1,400 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 20.8 12.9 63.8 60.0 94.1 93.8 5.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 42 61 43 54 49 123 128 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 738,649 COMMITMENTS 190,862 65,218 77,623 377,293 535,293 645,778 678,134 92,871 60,515 CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 32,566) 25,428 4,813 -2,385 -2,322 28,726 20,721 31,154 11,845 1,412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 8.8 10.5 51.1 72.5 87.4 91.8 12.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 73 59 59 71 87 178 172 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 155,555 COMMITMENTS 40,018 41,475 25,208 82,234 79,214 147,460 145,897 8,095 9,658 CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 8,168) 2,670 2,996 1,693 3,902 2,930 8,265 7,619 -97 549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 26.7 16.2 52.9 50.9 94.8 93.8 5.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357) 107 99 98 115 108 271 270 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 60,548 COMMITMENTS 46,804 11,110 502 4,153 47,444 51,459 59,056 9,089 1,492 CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -2,377) 174 -1,476 -2,123 -647 1,428 -2,596 -2,171 219 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.3 18.3 0.8 6.9 78.4 85.0 97.5 15.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 56 14 2 17 8 74 24 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 375,971 COMMITMENTS 27,456 49,422 3,035 326,080 310,631 356,571 363,088 19,400 12,883 CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -82,708) -7,627 2,374 -4,432 -67,154 -76,056 -79,213 -78,114 -3,495 -4,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 13.1 0.8 86.7 82.6 94.8 96.6 5.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 37 39 12 93 97 138 140
Updated March 23, 2012