COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 242,706 COMMITMENTS 50,950 44,334 52,933 119,558 128,521 223,442 225,788 19,264 16,918 CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 12,052) 1,611 6,087 4,433 4,167 796 10,212 11,316 1,841 736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 18.3 21.8 49.3 53.0 92.1 93.0 7.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 91 96 90 63 72 198 219 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,493 COMMITMENTS 12,348 779 4,081 8,699 22,309 25,128 27,168 3,365 1,324 CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -156) 88 72 -177 104 -124 15 -230 -171 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.3 2.7 14.3 30.5 78.3 88.2 95.4 11.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 46 19 20 27 21 85 48 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 183,825 COMMITMENTS 29,509 33,421 31,346 111,225 108,688 172,080 173,455 11,745 10,369 CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 3,756) 172 -2,355 4,720 -2,727 1,917 2,166 4,282 1,591 -526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 18.2 17.1 60.5 59.1 93.6 94.4 6.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 52 57 52 53 49 131 136 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 844,244 COMMITMENTS 164,410 41,254 167,520 425,607 569,713 757,538 778,488 86,707 65,757 CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -12,993) -28,660 -2,805 3,807 16,770 -18,968 -8,083 -17,967 -4,909 4,974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 4.9 19.8 50.4 67.5 89.7 92.2 10.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 81 46 79 82 90 198 181 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 206,471 COMMITMENTS 30,001 38,720 69,023 98,256 88,969 197,280 196,712 9,191 9,759 CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 13,688) -1,388 1,846 8,861 5,911 3,098 13,384 13,805 304 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 18.8 33.4 47.6 43.1 95.5 95.3 4.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377) 110 115 126 129 120 297 314 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 63,369 COMMITMENTS 46,576 12,309 3,021 4,826 46,312 54,423 61,642 8,946 1,727 CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 9,613) 7,955 1,916 409 88 7,040 8,452 9,365 1,161 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.5 19.4 4.8 7.6 73.1 85.9 97.3 14.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 58 15 9 21 12 85 31 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 461,614 COMMITMENTS 35,135 47,361 8,033 395,179 388,103 438,348 443,497 23,266 18,117 CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 42,160) 1,758 4,822 4,346 34,459 30,392 40,563 39,561 1,596 2,599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 10.3 1.7 85.6 84.1 95.0 96.1 5.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 34 38 23 109 114 159 161
Updated March 16, 2012