COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 230,653 COMMITMENTS 49,339 38,247 48,500 115,391 127,724 213,230 214,471 17,423 16,182 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 12,718) 2,336 -428 5,859 4,122 6,885 12,317 12,316 401 402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 16.6 21.0 50.0 55.4 92.4 93.0 7.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 88 99 87 64 69 197 214 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,649 COMMITMENTS 12,260 707 4,258 8,595 22,433 25,113 27,398 3,536 1,250 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,996) 917 77 515 805 1,483 2,237 2,076 -240 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.8 2.5 14.9 30.0 78.3 87.7 95.6 12.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 49 16 20 27 23 85 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 180,068 COMMITMENTS 29,336 35,776 26,625 113,952 106,772 169,914 169,173 10,154 10,895 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 8,446) 836 2,531 1,330 6,259 3,918 8,425 7,779 21 667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 19.9 14.8 63.3 59.3 94.4 93.9 5.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 44 60 48 53 47 126 127 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 857,237 COMMITMENTS 193,070 44,060 163,714 408,837 588,682 765,621 796,455 91,616 60,782 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -5,174) -8,345 1,791 6,235 -2,584 -15,152 -4,694 -7,126 -480 1,952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 5.1 19.1 47.7 68.7 89.3 92.9 10.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 90 42 80 82 92 205 183 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 192,783 COMMITMENTS 31,389 36,874 60,162 92,345 85,871 183,896 182,907 8,887 9,876 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 11,467) -180 1,656 7,401 4,140 1,848 11,360 10,905 107 562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 19.1 31.2 47.9 44.5 95.4 94.9 4.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376) 104 124 117 123 120 284 312 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 53,756 COMMITMENTS 38,621 10,393 2,612 4,738 39,271 45,971 52,276 7,785 1,480 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 4,644) 1,155 -1,662 1,467 849 5,648 3,471 5,453 1,173 -809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.8 19.3 4.9 8.8 73.1 85.5 97.2 14.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 59 17 6 18 10 81 30 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 419,454 COMMITMENTS 33,377 42,539 3,687 360,720 357,711 397,784 403,937 21,670 15,518 CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 7,711) -2,323 2,858 -598 9,388 5,944 6,467 8,204 1,244 -493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 10.1 0.9 86.0 85.3 94.8 96.3 5.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 36 43 16 103 110 149 159
Updated March 9, 2012