COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 318,126: 52,363 8,615 104,214 140,118 193,618 296,695 306,446: 21,431 11,680
Old : 207,808: 33,608 10,430 71,984 90,067 117,423 195,658 199,836: 12,150 7,971
Other: 110,319: 23,214 2,644 27,771 50,051 76,195 101,037 106,610: 9,282 3,709
: : :
: : Changes in Commitments from: February 22, 2011 :
: 1,962: -3,542 605 4,495 4,047 -2,881 5,000 2,218: -3,038 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 2.7 32.8 44.0 60.9 93.3 96.3: 6.7 3.7
Old : 100.0: 16.2 5.0 34.6 43.3 56.5 94.2 96.2: 5.8 3.8
Other: 100.0: 21.0 2.4 25.2 45.4 69.1 91.6 96.6: 8.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 118 45 71 64 68 202 165:
Old : 226: 102 48 62 59 66 177 160:
Other: 154: 66 17 38 56 57 135 100:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 23.4 32.7 36.9 10.3 11.5 14.2 18.3
Old : 20.9 21.6 33.9 35.4 13.0 15.4 17.8 22.1
Other: 30.1 32.1 41.8 43.9 19.8 20.2 26.1 29.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,228: 16,105 578 3,391 11,447 30,246 30,943 34,214: 4,284 1,014
Old : 34,429: 15,974 670 3,032 11,165 29,718 30,171 33,419: 4,259 1,010
Other: 798: 224 0 267 282 528 773 795: 26 3
: : :
: : Changes in Commitments from: February 22, 2011 :
: -39: 738 83 180 -943 -154 -25 110: -14 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 1.6 9.6 32.5 85.9 87.8 97.1: 12.2 2.9
Old : 100.0: 46.4 1.9 8.8 32.4 86.3 87.6 97.1: 12.4 2.9
Other: 100.0: 28.0 0.0 33.4 35.4 66.2 96.8 99.6: 3.2 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 66 9 20 24 24 95 48:
Old : 108: 62 13 20 22 24 93 48:
Other: 20: 13 0 7 4 5 17 12:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 61.8 36.6 75.2 21.4 55.3 34.5 68.7
Old : 22.1 61.8 37.5 75.4 21.9 55.8 35.3 69.4
Other: 63.6 73.7 86.6 94.2 25.7 35.3 31.5 36.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 179,942: 53,121 21,303 24,985 86,084 126,162 164,190 172,450: 15,752 7,492
Old : 126,601: 51,583 16,183 14,862 45,737 88,625 112,183 119,671: 14,418 6,930
Other: 53,342: 4,467 8,049 7,194 40,347 37,537 52,008 52,780: 1,334 562
: : :
: : Changes in Commitments from: February 22, 2011 :
: 8,377: 2,207 936 3,643 1,485 3,233 7,335 7,811: 1,042 566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 11.8 13.9 47.8 70.1 91.2 95.8: 8.8 4.2
Old : 100.0: 40.7 12.8 11.7 36.1 70.0 88.6 94.5: 11.4 5.5
Other: 100.0: 8.4 15.1 13.5 75.6 70.4 97.5 98.9: 2.5 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 84 40 44 53 51 161 112:
Old : 186: 84 40 43 47 47 155 107:
Other: 69: 14 7 13 32 41 51 56:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 38.1 38.2 51.3 18.1 22.5 24.9 32.8
Old : 19.8 36.4 30.0 51.0 19.7 34.0 29.3 46.5
Other: 56.4 51.8 71.3 68.7 35.0 30.4 43.1 41.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 834,192: 174,809 10,860 212,820 373,700 561,199 761,328 784,879: 72,863 49,313
Old : 834,192: 174,809 10,860 212,820 373,700 561,199 761,328 784,879: 72,863 49,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -36,049: 3,764 -434 556 -31,827 -29,627 -27,507 -29,505: -8,542 -6,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 1.3 25.5 44.8 67.3 91.3 94.1: 8.7 5.9
Old : 100.0: 21.0 1.3 25.5 44.8 67.3 91.3 94.1: 8.7 5.9
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 : 219: 77 45 81 77 88 192 177:
Old : 219: 77 45 81 77 88 192 177:
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 : 13.7 20.4 24.0 31.0 12.1 15.6 18.5 22.7
Old : 13.7 20.4 24.0 31.0 12.1 15.6 18.5 22.7
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 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 179,023: 40,098 6,959 47,643 82,504 119,207 170,246 173,809: 8,778 5,214
Old : 157,873: 39,270 6,784 42,539 67,723 103,538 149,532 152,860: 8,341 5,013
Other: 21,150: 2,117 1,465 3,815 14,782 15,669 20,714 20,949: 436 201
: : :
: : Changes in Commitments from: February 22, 2011 :
: -5,500: -5,023 996 1,883 -2,427 -8,336 -5,567 -5,458: 67 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 3.9 26.6 46.1 66.6 95.1 97.1: 4.9 2.9
Old : 100.0: 24.9 4.3 26.9 42.9 65.6 94.7 96.8: 5.3 3.2
Other: 100.0: 10.0 6.9 18.0 69.9 74.1 97.9 99.1: 2.1 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 142 60 90 120 135 307 245:
Old : 355: 144 57 84 112 134 294 240:
Other: 146: 24 24 23 68 59 106 92:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 18.5 28.9 30.6 11.6 10.6 19.5 16.6
Old : 17.5 19.2 29.5 31.9 12.7 11.4 22.8 18.3
Other: 40.4 37.5 55.3 54.5 36.4 36.2 47.1 47.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,846: 29,550 36,379 884 11,728 5,160 42,162 42,423: 4,684 4,423
Old : 46,846: 29,550 36,379 884 11,728 5,160 42,162 42,423: 4,684 4,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 6,178: 4,045 4,980 -26 3,467 479 7,487 5,433: -1,308 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 77.7 1.9 25.0 11.0 90.0 90.6: 10.0 9.4
Old : 100.0: 63.1 77.7 1.9 25.0 11.0 90.0 90.6: 10.0 9.4
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 : 102: 35 45 7 14 10 51 61:
Old : 102: 35 45 7 14 10 51 61:
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 : 54.8 51.7 69.5 65.4 53.7 51.7 68.0 65.4
Old : 54.8 51.7 69.5 65.4 53.7 51.7 68.0 65.4
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 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 345,701: 24,457 59,060 2,839 297,688 266,259 324,984 328,158: 20,717 17,543
Old : 345,701: 24,457 59,060 2,839 297,688 266,259 324,984 328,158: 20,717 17,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 108: -6,978 1,303 -1,200 8,609 -325 432 -221: -324 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 17.1 0.8 86.1 77.0 94.0 94.9: 6.0 5.1
Old : 100.0: 7.1 17.1 0.8 86.1 77.0 94.0 94.9: 6.0 5.1
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 : 253: 33 42 16 100 111 144 159:
Old : 253: 33 42 16 100 111 144 159:
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 17.5 49.4 28.9 34.8 17.5 45.6 27.8
Old : 38.0 17.5 49.4 28.9 34.8 17.5 45.6 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2011