COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 256,174 COMMITMENTS 56,073 41,158 56,801 120,974 140,125 233,849 238,084 22,325 18,090 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -319) -2,826 7,646 1,286 -954 -11,442 -2,493 -2,510 2,174 2,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 16.1 22.2 47.2 54.7 91.3 92.9 8.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 114 75 96 68 68 221 205 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,254 COMMITMENTS 9,248 1,863 3,992 9,146 17,566 22,386 23,421 2,868 1,833 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 223) -575 817 343 896 -1,195 664 -35 -442 258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 7.4 15.8 36.2 69.6 88.6 92.7 11.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 35 19 23 26 21 70 54 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 190,633 COMMITMENTS 28,078 44,357 34,018 116,629 98,803 178,726 177,179 11,907 13,454 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -1,511) -389 6,132 -3,748 3,169 -3,886 -968 -1,502 -543 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 23.3 17.8 61.2 51.8 93.8 92.9 6.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 49 79 46 59 50 133 151 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 875,567 COMMITMENTS 193,609 51,022 161,731 424,690 589,829 780,030 802,583 95,538 72,985 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -5,981) 6,235 2,998 3,067 -10,978 -14,992 -1,677 -8,927 -4,304 2,946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 5.8 18.5 48.5 67.4 89.1 91.7 10.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 86 47 84 86 91 215 183 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 232,974 COMMITMENTS 32,406 40,264 81,165 111,640 103,151 225,211 224,580 7,764 8,394 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 3,423) 970 1,731 296 2,827 2,315 4,094 4,343 -671 -920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 17.3 34.8 47.9 44.3 96.7 96.4 3.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 109 113 129 129 123 301 316 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,892 COMMITMENTS 31,997 13,303 577 5,853 31,176 38,427 45,056 8,465 1,836 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 1,715) 1,921 2,048 -599 -85 868 1,237 2,318 478 -603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.2 28.4 1.2 12.5 66.5 81.9 96.1 18.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 55 22 5 17 11 77 34 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 399,012 COMMITMENTS 24,555 55,616 4,088 343,335 319,018 371,978 378,722 27,035 20,290 CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 17,258) -3,909 7,979 -1,007 15,295 4,195 10,379 11,166 6,879 6,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 13.9 1.0 86.0 80.0 93.2 94.9 6.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 32 47 15 98 98 143 147
Updated April 13, 2012