COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 263,675: 67,271 7,086 58,807 116,339 187,766 242,418 253,660: 21,256 10,015
Old : 208,497: 58,852 8,297 43,038 88,856 148,890 190,747 200,225: 17,750 8,272
Other: 55,178: 10,226 596 13,963 27,483 38,876 51,672 53,435: 3,506 1,743
: : :
: : Changes in Commitments from: February 23, 2010 :
: 24,489: 4,184 -500 9,702 9,903 13,515 23,789 22,717: 700 1,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 2.7 22.3 44.1 71.2 91.9 96.2: 8.1 3.8
Old : 100.0: 28.2 4.0 20.6 42.6 71.4 91.5 96.0: 8.5 4.0
Other: 100.0: 18.5 1.1 25.3 49.8 70.5 93.6 96.8: 6.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 139 27 62 62 63 222 136:
Old : 240: 130 33 51 50 58 197 126:
Other: 123: 48 12 28 43 49 104 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 32.8 29.4 45.4 13.5 23.3 20.4 33.1
Old : 16.3 37.5 28.0 50.1 15.8 31.7 23.4 40.9
Other: 30.8 27.5 44.9 42.4 29.4 23.9 39.0 35.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 44,225: 18,466 1,393 7,824 13,024 33,254 39,314 42,471: 4,911 1,754
Old : 42,800: 18,321 1,418 7,468 12,147 32,233 37,937 41,118: 4,863 1,682
Other: 1,425: 187 18 313 877 1,021 1,377 1,353: 48 72
: : :
: : Changes in Commitments from: February 23, 2010 :
: 3,270: 2,298 -9 1,099 -408 2,234 2,989 3,324: 281 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 3.1 17.7 29.4 75.2 88.9 96.0: 11.1 4.0
Old : 100.0: 42.8 3.3 17.4 28.4 75.3 88.6 96.1: 11.4 3.9
Other: 100.0: 13.1 1.3 22.0 61.5 71.7 96.6 94.9: 3.4 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 65 11 26 26 23 103 50:
Old : 113: 61 15 26 26 23 103 50:
Other: 17: 10 2 9 1 5 13 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 58.0 33.8 70.9 16.7 47.4 26.8 57.1
Old : 20.8 59.4 32.7 71.1 17.3 50.4 27.7 59.3
Other: 75.7 74.1 91.9 88.8 54.3 54.3 57.1 55.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 135,453: 39,316 12,953 25,026 63,316 90,477 127,658 128,456: 7,795 6,997
Old : 106,902: 47,632 13,294 13,007 39,115 74,038 99,755 100,339: 7,147 6,563
Other: 28,551: 2,084 10,059 1,619 24,200 16,439 27,903 28,117: 648 434
: : :
: : Changes in Commitments from: February 23, 2010 :
: 4,271: 782 2,394 1,543 2,984 1,068 5,310 5,005: -1,039 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 9.6 18.5 46.7 66.8 94.2 94.8: 5.8 5.2
Old : 100.0: 44.6 12.4 12.2 36.6 69.3 93.3 93.9: 6.7 6.1
Other: 100.0: 7.3 35.2 5.7 84.8 57.6 97.7 98.5: 2.3 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 41 40 41 56 50 123 109:
Old : 149: 46 37 40 54 46 121 104:
Other: 58: 8 12 13 28 27 47 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 31.6 46.9 45.0 25.1 21.7 33.8 32.1
Old : 37.0 33.6 48.6 46.3 36.3 32.2 46.8 43.5
Other: 55.1 56.3 74.8 72.8 40.6 50.2 60.2 60.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 989,986: 162,710 9,492 240,454 524,393 699,871 927,557 949,817: 62,430 40,170
Old : 989,986: 162,710 9,492 240,454 524,393 699,871 927,557 949,817: 62,430 40,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -18,995: -14,686 -5,861 12,436 -14,719 -24,843 -16,969 -18,268: -2,026 -727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 1.0 24.3 53.0 70.7 93.7 95.9: 6.3 4.1
Old : 100.0: 16.4 1.0 24.3 53.0 70.7 93.7 95.9: 6.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 90 34 90 87 90 211 184:
Old : 232: 90 34 90 87 90 211 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 19.0 27.8 33.3 12.4 15.2 17.6 23.9
Old : 18.2 19.0 27.8 33.3 12.4 15.2 17.6 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 149,554: 28,247 19,875 35,131 76,863 86,448 140,242 141,454: 9,312 8,099
Old : 132,031: 30,393 23,284 25,544 68,427 75,855 124,365 124,683: 7,666 7,348
Other: 17,523: 4,106 2,843 3,335 8,436 10,594 15,877 16,771: 1,646 751
: : :
: : Changes in Commitments from: February 23, 2010 :
: 2,006: -2,596 403 3,948 398 -3,253 1,750 1,098: 256 907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 13.3 23.5 51.4 57.8 93.8 94.6: 6.2 5.4
Old : 100.0: 23.0 17.6 19.3 51.8 57.5 94.2 94.4: 5.8 5.6
Other: 100.0: 23.4 16.2 19.0 48.1 60.5 90.6 95.7: 9.4 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 109 91 93 119 113 278 252:
Old : 340: 108 94 87 115 105 271 240:
Other: 126: 28 13 24 42 68 78 98:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 20.1 34.1 31.9 16.2 15.5 27.3 24.1
Old : 21.6 19.8 36.7 31.7 18.2 18.3 31.2 28.2
Other: 44.1 33.0 57.4 47.3 43.7 26.5 50.1 36.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 58,416: 42,755 4,679 3,504 6,829 48,108 53,087 56,291: 5,328 2,125
Old : 58,416: 42,755 4,679 3,504 6,829 48,108 53,087 56,291: 5,328 2,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -2,039: -706 -306 -21 -889 -1,269 -1,616 -1,597: -423 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 8.0 6.0 11.7 82.4 90.9 96.4: 9.1 3.6
Old : 100.0: 73.2 8.0 6.0 11.7 82.4 90.9 96.4: 9.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 47 21 7 15 9 66 34:
Old : 87: 47 21 7 15 9 66 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 79.4 69.0 86.8 55.9 75.3 64.1 79.4
Old : 56.9 79.4 69.0 86.8 55.9 75.3 64.1 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 405,988: 46,655 88,143 3,325 339,111 297,598 389,091 389,066: 16,897 16,922
Old : 405,988: 46,655 88,143 3,325 339,111 297,598 389,091 389,066: 16,897 16,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 14,171: 15,610 2,853 507 -2,078 10,070 14,039 13,430: 132 741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 21.7 0.8 83.5 73.3 95.8 95.8: 4.2 4.2
Old : 100.0: 11.5 21.7 0.8 83.5 73.3 95.8 95.8: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 37 45 17 99 102 149 151:
Old : 247: 37 45 17 99 102 149 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 21.4 50.9 34.6 35.7 21.3 47.2 34.5
Old : 38.0 21.4 50.9 34.6 35.7 21.3 47.2 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2010