COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 256,493 COMMITMENTS 58,899 33,512 55,515 121,928 151,567 236,342 240,594 20,152 15,900 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,453) 1,988 -6,229 -2,295 3,675 11,444 3,368 2,920 -915 -467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 13.1 21.6 47.5 59.1 92.1 93.8 7.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 105 79 104 69 72 228 209 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 25,031 COMMITMENTS 9,822 1,046 3,649 8,250 18,761 21,722 23,456 3,309 1,575 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -387) -578 213 92 101 -948 -384 -642 -3 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.2 4.2 14.6 33.0 74.9 86.8 93.7 13.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 41 16 21 27 20 75 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 192,144 COMMITMENTS 28,468 38,225 37,766 113,460 102,689 179,694 178,681 12,450 13,463 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 5,935) -1,122 4,884 1,400 5,024 -2,596 5,301 3,687 634 2,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 19.9 19.7 59.0 53.4 93.5 93.0 6.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 46 75 53 56 48 135 149 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 881,548 COMMITMENTS 187,374 48,024 158,664 435,668 604,821 781,706 811,510 99,842 70,039 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -12,735) -13,720 3,661 -6,160 7,930 -11,755 -11,950 -14,254 -785 1,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 5.4 18.0 49.4 68.6 88.7 92.1 11.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 86 44 81 84 91 208 181 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 229,551 COMMITMENTS 31,436 38,533 80,868 108,812 100,836 221,117 220,237 8,435 9,314 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 5,527) -176 -1,634 3,960 1,818 3,519 5,603 5,845 -76 -318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 16.8 35.2 47.4 43.9 96.3 95.9 3.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387) 111 117 131 128 124 303 324 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 45,177 COMMITMENTS 30,076 11,255 1,176 5,938 30,308 37,190 42,738 7,987 2,438 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -7,283) -8,990 2,049 268 2,085 -9,982 -6,637 -7,665 -646 382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.6 24.9 2.6 13.1 67.1 82.3 94.6 17.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 51 24 10 16 8 71 39 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 381,755 COMMITMENTS 28,464 47,637 5,095 328,040 314,824 361,599 367,556 20,156 14,199 CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 7,244) -3,695 1,249 1,357 10,056 4,315 7,718 6,921 -475 323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 12.5 1.3 85.9 82.5 94.7 96.3 5.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 42 40 15 97 99 152 141
Updated April 6, 2012