COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 217,935 COMMITMENTS 47,003 38,674 42,641 111,269 120,839 200,913 202,155 17,022 15,780 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 4,078) 605 8,510 1,811 -14 -7,001 2,402 3,320 1,676 758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 17.7 19.6 51.1 55.4 92.2 92.8 7.8 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 85 92 79 61 66 185 202 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,652 COMMITMENTS 11,343 629 3,743 7,790 20,950 22,876 25,322 3,776 1,330 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -664) 71 50 607 314 472 993 1,129 -1,657 -1,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.6 2.4 14.0 29.2 78.6 85.8 95.0 14.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 48 12 18 24 21 76 47 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 171,622 COMMITMENTS 28,500 33,245 25,295 107,694 102,854 161,489 161,394 10,133 10,228 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -2,348) 1,319 -2,698 -1,176 -2,901 1,666 -2,758 -2,208 411 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 19.4 14.7 62.8 59.9 94.1 94.0 5.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 46 55 43 48 45 117 121 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 862,411 COMMITMENTS 201,415 42,268 157,479 411,421 603,834 770,315 803,581 92,096 58,830 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 44,182) 41,902 -4,758 3,402 -4,203 61,128 41,100 59,771 3,082 -15,589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 4.9 18.3 47.7 70.0 89.3 93.2 10.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 86 51 76 83 93 209 181 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 181,316 COMMITMENTS 31,569 35,218 52,761 88,206 84,023 172,536 172,002 8,780 9,315 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 11,470) 2,268 2,252 6,352 1,661 1,547 10,281 10,151 1,189 1,319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 19.4 29.1 48.6 46.3 95.2 94.9 4.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 96 122 108 119 122 272 301 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 49,113 COMMITMENTS 37,466 12,054 1,146 3,889 33,624 42,501 46,824 6,612 2,289 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -2,033) -152 3,538 79 328 -5,724 255 -2,106 -2,288 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.3 24.5 2.3 7.9 68.5 86.5 95.3 13.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 45 25 7 16 12 63 43 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 411,744 COMMITMENTS 35,699 39,680 4,286 351,332 351,767 391,317 395,733 20,427 16,011 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 270) 2,950 -650 923 -3,264 887 609 1,160 -339 -890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 9.6 1.0 85.3 85.4 95.0 96.1 5.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 36 42 16 108 105 155 152
Updated March 2, 2012