COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 191,444 COMMITMENTS 59,550 42,803 19,997 92,572 113,760 172,119 176,560 19,325 14,884 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,229) 3,271 -4,095 -2,475 2,240 9,239 3,036 2,669 -807 -440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 22.4 10.4 48.4 59.4 89.9 92.2 10.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 88 85 82 60 63 199 187 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 20,277 COMMITMENTS 10,156 1,933 408 6,556 16,492 17,120 18,833 3,157 1,444 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -491) -656 197 11 145 -975 -500 -767 9 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 9.5 2.0 32.3 81.3 84.4 92.9 15.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 39 14 10 23 16 68 34 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 176,650 COMMITMENTS 31,983 40,565 23,555 109,365 99,579 164,903 163,699 11,747 12,951 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 4,752) 872 6,280 -1,109 4,621 -2,650 4,384 2,521 368 2,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 23.0 13.3 61.9 56.4 93.4 92.7 6.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 45 73 45 55 46 130 140 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 735,961 COMMITMENTS 185,574 66,071 69,165 386,903 537,762 641,642 672,998 94,319 62,963 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -10,766) -14,254 1,552 -3,547 7,563 -10,906 -10,238 -12,901 -528 2,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 9.0 9.4 52.6 73.1 87.2 91.4 12.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 70 57 62 75 88 182 173 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 157,812 COMMITMENTS 40,807 39,725 25,217 84,436 84,290 150,460 149,232 7,352 8,580 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,912) 766 -1,266 1,368 934 3,104 3,068 3,206 -156 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 25.2 16.0 53.5 53.4 95.3 94.6 4.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357) 100 101 98 115 116 268 280 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 44,594 COMMITMENTS 30,027 11,454 806 5,842 29,925 36,675 42,185 7,919 2,409 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -7,332) -9,061 1,997 292 2,063 -10,015 -6,706 -7,726 -626 394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.3 25.7 1.8 13.1 67.1 82.2 94.6 17.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 50 24 5 16 8 67 37 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 04/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 379,294 COMMITMENTS 28,464 47,043 4,790 326,295 313,920 359,549 365,753 19,745 13,541 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 7,090) -3,669 1,312 1,215 10,084 4,355 7,630 6,882 -540 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 12.4 1.3 86.0 82.8 94.8 96.4 5.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 42 40 11 96 97 147 139
Updated April 6, 2012