The present application relates to a closed container containing ammonium nitrate (AN) particles in an amount of 91 to 99.75 weight % and desiccant in an amount of 0.25 and 9 weight %, wherein the AN particles have a water content of between 0 and 0.7 weight %, and the desiccant particles comprise between 50 and 95 weight % of AN and between 5 and 50 weight % of magnesium nitrate dispersed in the AN. The application furthermore relates to a method for producing of ammonium nitrate particles that are stored in a closed container and having improved anti-caking properties.