COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 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 : 273,370: 71,372 7,499 62,871 117,593 192,820 251,836 263,190: 21,534 10,180
Old : 211,792: 61,405 8,934 44,497 88,035 150,184 193,937 203,615: 17,855 8,176
Other: 61,578: 12,298 896 16,043 29,558 42,636 57,899 59,574: 3,680 2,004
: : :
: : Changes in Commitments from: March 2, 2010 :
: 9,696: 4,101 412 4,064 1,253 5,054 9,418 9,530: 278 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 2.7 23.0 43.0 70.5 92.1 96.3: 7.9 3.7
Old : 100.0: 29.0 4.2 21.0 41.6 70.9 91.6 96.1: 8.4 3.9
Other: 100.0: 20.0 1.5 26.1 48.0 69.2 94.0 96.7: 6.0 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 143 28 69 63 65 230 145:
Old : 247: 131 34 55 50 61 199 136:
Other: 129: 49 16 29 45 50 110 80:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 32.5 28.4 44.7 13.2 22.8 20.2 32.3
Old : 15.5 36.4 26.7 49.1 15.0 30.7 23.5 40.2
Other: 29.5 28.7 43.4 43.6 27.8 25.1 36.9 37.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 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 : 46,193: 19,193 1,293 7,878 14,147 35,333 41,218 44,504: 4,974 1,689
Old : 44,742: 19,032 1,319 7,521 13,439 34,311 39,992 43,151: 4,750 1,591
Other: 1,450: 191 4 327 708 1,022 1,226 1,353: 224 97
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,967: 728 -100 54 1,123 2,079 1,905 2,033: 63 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 2.8 17.1 30.6 76.5 89.2 96.3: 10.8 3.7
Old : 100.0: 42.5 2.9 16.8 30.0 76.7 89.4 96.4: 10.6 3.6
Other: 100.0: 13.2 0.3 22.6 48.8 70.5 84.5 93.3: 15.5 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 68 8 26 27 26 104 53:
Old : 113: 65 11 26 27 26 104 53:
Other: 18: 11 1 9 1 6 13 15:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 59.3 34.4 71.4 16.2 47.0 26.0 56.3
Old : 22.2 60.6 33.8 71.7 16.7 49.6 26.9 58.0
Other: 64.0 72.7 79.9 87.2 42.0 53.4 44.7 53.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 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 : 138,437: 36,623 15,434 25,380 68,197 88,933 130,200 129,747: 8,237 8,690
Old : 109,152: 44,290 15,790 13,154 43,938 71,975 101,382 100,919: 7,770 8,233
Other: 29,285: 2,979 10,290 1,580 24,259 16,958 28,818 28,828: 467 457
: : :
: : Changes in Commitments from: March 2, 2010 :
: 2,983: -2,694 2,481 354 4,881 -1,544 2,541 1,291: 442 1,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 11.1 18.3 49.3 64.2 94.1 93.7: 5.9 6.3
Old : 100.0: 40.6 14.5 12.1 40.3 65.9 92.9 92.5: 7.1 7.5
Other: 100.0: 10.2 35.1 5.4 82.8 57.9 98.4 98.4: 1.6 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 42 41 41 55 48 122 109:
Old : 151: 46 38 40 53 43 119 104:
Other: 61: 8 13 14 30 27 50 43:
:----------------------------------------------------------------------------------------------------
: 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 : 31.4 29.4 46.0 43.2 27.1 19.2 33.7 30.0
Old : 34.4 30.6 47.2 43.8 33.5 28.4 45.2 39.5
Other: 53.6 54.2 72.9 70.8 39.4 50.1 58.6 60.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 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 : 994,986: 162,439 22,549 230,120 534,349 690,754 926,907 943,423: 68,079 51,563
Old : 994,986: 162,439 22,549 230,120 534,349 690,754 926,907 943,423: 68,079 51,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 5,000: -272 13,057 -10,334 9,956 -9,117 -649 -6,393: 5,649 11,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 2.3 23.1 53.7 69.4 93.2 94.8: 6.8 5.2
Old : 100.0: 16.3 2.3 23.1 53.7 69.4 93.2 94.8: 6.8 5.2
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 : 226: 85 35 87 88 88 206 179:
Old : 226: 85 35 87 88 88 206 179:
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 : 18.8 18.4 28.0 33.2 12.3 14.5 17.6 23.7
Old : 18.8 18.4 28.0 33.2 12.3 14.5 17.6 23.7
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 9, 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 : 155,498: 28,947 20,077 38,768 77,304 87,745 145,020 146,591: 10,478 8,907
Old : 135,937: 30,959 23,709 27,531 68,615 76,561 127,105 127,802: 8,832 8,135
Other: 19,561: 5,163 3,542 4,063 8,689 11,184 17,915 18,789: 1,646 772
: : :
: : Changes in Commitments from: March 2, 2010 :
: 5,944: 700 202 3,637 441 1,297 4,778 5,136: 1,166 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 12.9 24.9 49.7 56.4 93.3 94.3: 6.7 5.7
Old : 100.0: 22.8 17.4 20.3 50.5 56.3 93.5 94.0: 6.5 6.0
Other: 100.0: 26.4 18.1 20.8 44.4 57.2 91.6 96.1: 8.4 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 127 81 101 119 113 292 258:
Old : 353: 129 84 94 115 107 284 248:
Other: 132: 26 19 26 45 68 85 100:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 20.2 33.7 31.7 15.7 15.0 26.1 23.3
Old : 21.8 19.6 36.5 31.2 17.6 17.8 30.1 27.6
Other: 40.3 34.4 54.8 48.4 39.3 27.2 48.9 36.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 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 : 59,488: 40,524 4,494 4,648 8,642 47,904 53,813 57,045: 5,675 2,443
Old : 59,488: 40,524 4,494 4,648 8,642 47,904 53,813 57,045: 5,675 2,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,073: -2,231 -185 1,144 1,813 -205 726 754: 347 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 7.6 7.8 14.5 80.5 90.5 95.9: 9.5 4.1
Old : 100.0: 68.1 7.6 7.8 14.5 80.5 90.5 95.9: 9.5 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 : 82: 39 22 13 17 9 63 41:
Old : 82: 39 22 13 17 9 63 41:
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 : 53.8 78.6 66.4 85.5 53.3 71.9 60.2 75.9
Old : 53.8 78.6 66.4 85.5 53.3 71.9 60.2 75.9
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 9, 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 : 408,792: 42,505 91,578 4,817 341,252 289,045 388,574 385,439: 20,218 23,353
Old : 408,792: 42,505 91,578 4,817 341,252 289,045 388,574 385,439: 20,218 23,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 2,804: -4,150 3,435 1,492 2,142 -8,553 -517 -3,627: 3,322 6,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 22.4 1.2 83.5 70.7 95.1 94.3: 4.9 5.7
Old : 100.0: 10.4 22.4 1.2 83.5 70.7 95.1 94.3: 4.9 5.7
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 : 249: 38 45 16 99 103 147 154:
Old : 249: 38 45 16 99 103 147 154:
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 : 37.6 18.0 49.0 29.9 35.8 18.0 45.8 29.7
Old : 37.6 18.0 49.0 29.9 35.8 18.0 45.8 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 12, 2010