COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 213,857 COMMITMENTS 46,398 30,164 40,830 111,283 127,840 198,511 198,834 15,346 15,022 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -15,950) -501 691 -2,793 -11,773 -12,558 -15,067 -14,661 -883 -1,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 14.1 19.1 52.0 59.8 92.8 93.0 7.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 78 94 77 61 68 185 196 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,316 COMMITMENTS 11,272 579 3,136 7,475 20,478 21,884 24,193 5,433 3,123 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -6,712) -604 -16 -4,308 -3,348 -3,913 -8,260 -8,236 1,548 1,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.3 2.1 11.5 27.4 75.0 80.1 88.6 19.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 46 14 19 23 19 76 45 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 173,970 COMMITMENTS 27,181 35,943 26,471 110,595 101,188 164,248 163,601 9,722 10,368 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 737) -84 -3,966 2,734 -3,084 1,277 -434 45 1,172 692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 20.7 15.2 63.6 58.2 94.4 94.0 5.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 39 63 43 50 45 114 127 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 818,229 COMMITMENTS 159,513 47,027 154,077 415,624 542,706 729,214 743,809 89,014 74,419 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -57,788) 14,420 2,749 -39,919 -44,983 -14,206 -70,482 -51,376 12,694 -6,412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 5.7 18.8 50.8 66.3 89.1 90.9 10.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 77 51 78 84 94 201 186 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 169,846 COMMITMENTS 29,301 32,966 46,409 86,544 82,475 162,255 161,851 7,591 7,995 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 3,111) 400 2,673 2,617 -250 -1,856 2,767 3,435 343 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 19.4 27.3 51.0 48.6 95.5 95.3 4.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 91 125 105 115 117 264 296 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,145 COMMITMENTS 37,618 8,517 1,066 3,561 39,347 42,246 48,930 8,899 2,215 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -1,331) -716 -1,898 -89 -589 157 -1,394 -1,830 62 499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.6 16.7 2.1 7.0 76.9 82.6 95.7 17.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 48 24 7 13 12 66 39 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 411,474 COMMITMENTS 32,750 40,330 3,363 354,596 350,880 390,708 394,573 20,765 16,900 CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 5,625) 484 378 -37 4,991 5,694 5,438 6,035 186 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 9.8 0.8 86.2 85.3 95.0 95.9 5.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 37 41 14 105 103 153 147
Updated February 24, 2012