COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 189,215 COMMITMENTS 56,279 46,898 22,472 90,332 104,521 169,083 173,891 20,132 15,324 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 491) 1,731 -4,342 2,613 -4,619 3,625 -275 1,896 766 -1,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 24.8 11.9 47.7 55.2 89.4 91.9 10.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 86 90 78 55 61 187 190 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 20,768 COMMITMENTS 10,812 1,736 397 6,411 17,467 17,620 19,600 3,148 1,168 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -1,643) -1,894 278 110 177 -1,954 -1,607 -1,566 -36 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.1 8.4 1.9 30.9 84.1 84.8 94.4 15.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 41 14 11 22 15 69 34 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 171,898 COMMITMENTS 31,111 34,285 24,664 104,744 102,229 160,519 161,178 11,379 10,720 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 3,492) 1,759 -761 2,865 -2,617 1,188 2,007 3,292 1,485 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 19.9 14.3 60.9 59.5 93.4 93.8 6.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 48 61 50 53 46 132 132 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 746,727 COMMITMENTS 199,828 64,519 72,712 379,340 548,668 651,880 685,899 94,847 60,828 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 8,078) 8,966 -699 -4,911 2,047 13,375 6,102 7,765 1,976 313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 8.6 9.7 50.8 73.5 87.3 91.9 12.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 73 55 63 72 86 180 172 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 154,900 COMMITMENTS 40,041 40,991 23,849 83,502 81,186 147,392 146,026 7,508 8,874 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -655) 23 -484 -1,359 1,268 1,972 -68 129 -587 -784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 26.5 15.4 53.9 52.4 95.2 94.3 4.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 105 99 99 115 116 270 282 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,926 COMMITMENTS 39,088 9,457 514 3,779 39,940 43,381 49,911 8,545 2,015 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -8,622) -7,716 -1,653 12 -374 -7,504 -8,078 -9,145 -544 523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.3 18.2 1.0 7.3 76.9 83.5 96.1 16.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 52 18 3 14 10 67 31 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 372,204 COMMITMENTS 32,133 45,731 3,575 316,211 309,565 351,919 358,871 20,285 13,333 CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -3,767) 4,677 -3,691 540 -9,869 -1,066 -4,652 -4,217 885 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 12.3 1.0 85.0 83.2 94.6 96.4 5.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 38 41 10 92 102 137 146
Updated March 30, 2012